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At least 289 records · Page 16

Practical aspects of variable reduction formulations and reduced basis algorithms in multidisciplinary design optimization

This paper discusses certain connections between nonlinear programming algorithms and the formulation of optimization problems for systems governed by state constraints. The major points of this paper are the detailed calculation of the sensitivities associated with different formulations of optimization problems and the identification of some useful relationships between different formulations. These relationships have practical consequences; if one uses a reduced basis nonlinear programming algorithm, then the implementations for the different formulations need only differ in a single step.

Lewis, Robert Michael↗

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗

A Model Predictive Control Approach for In-Flight Acoustic Constraint Compliance

Vehicle noise remains one of the major barriers to public acceptance of Urban Air Mobility class aircraft. This work focuses on motion planning for aircraft in noise-sensitive areas. A nonlinear Model Predictive Path Integral (MPPI) control law is used to generate a finite horizon trajectory that satisfies acoustic level constraints at a set of (three-dimensional) observer locations. The MPPI framework places no restrictions on the class of state-dependent cost functionals that can be employed, making it well-suited for use with sophisticated acoustic models and metrics, in addition to dynamic and mission-relevant constraints. The model predictive control architecture is also suitable for implementation in a real-time application. A simulation example demonstrates the ability of the controller to modify the flight trajectory in order to satisfy acoustic constraints at multiple measurement locations.

acoustically-aware vehicle↗

Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads

In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.

HUB LOADS↗

An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.

Applied Probability↗

Constraint energy minimizing generalized multiscale finite element method for multi-continuum Richards equations

In fluid flow simulation, the multi-continuum model is a useful strategy. When the heterogeneity and contrast of coefficients are high, the system becomes multiscale, and some kinds of reduced order methods are demanded. Combining these techniques with nonlinearity, we will consider in this paper a dual-continuum model which is generalized as a multi-continuum model for a coupled system of nonlinear Richards equations as unsaturated flows, in complex heterogeneous fractured porous media; and we will solve it by a novel multiscale approach utilizing the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM). In particular, such a nonlinear system will be discretized in time and then linearized by Picard iteration (whose global convergence is proved theoretically). Subsequently, we tackle the resulting linearized equations by the CEM-GMsFEM and obtain proper offline multiscale basis functions to span the multiscale space (which contains the pressure solution). More specifically, we first introduce two new sources of samples, and the GMsFEM is used over each coarse block to build local auxiliary multiscale basis functions via solving local spectral problems, that are crucial for detecting high-contrast channels. Second, per oversampled coarse region, local multiscale basis functions are created through the CEM as constrainedly minimizing an energy functional. Various numerical tests for our approach reveal that the error converges with the coarse-grid size and that only few oversampling layers as well as basis functions are needed.

97 MATHEMATICS AND COMPUTING↗

Posterior Regularized Bayesian Neural Network incorporating soft and hard knowledge constraints

Neural Networks (NNs) have been widely used in supervised learning due to their ability to model complex nonlinear patterns, often presented in high-dimensional data such as images and text. However, traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs (BNNS) could help measure the uncertainty by considering the distributions of the NN model parameters. Besides, domain knowledge is commonly available and could improve the performance of BNNs if it can be appropriately incorporated. In this work, we propose a novel Posterior-Regularized Bayesian Neural Network (PR-BNN) model by incorporating different types of knowledge constraints, such as the soft and hard constraints, as a posterior regularization term. Furthermore, we propose to combine the augmented Lagrangian method and the existing BNN solvers for efficient inference. Furthermore, the experiments in simulation and two case studies about aviation landing prediction and solar energy output prediction have shown the knowledge constraints and the performance improvement of the proposed model over traditional BNNs without the constraints.

14 SOLAR ENERGY↗

Guidance of Nonlinear Systems

The paper describes a method for guiding a dynamic system through a given set of points. The paradigm is a fully automatic aircraft subject to air traffic control (ATC). The ATC provides a sequence of way points through which the aircraft trajectory must pass. The way points typically specify time, position, and velocity. The guidance problem is to synthesize a system state trajectory which satisfies both the ATC and aircraft constraints. Complications arise because the controlled process is multi-dimensional, multi-axis, nonlinear, highly coupled, and the state space is not flat. In addition, there is a multitude of possible operating modes, which may number in the hundreds. Each such mode defines a distinct state space model of the process by specifying the state space coordination, the partition of the controls into active controls and configuration controls, and the output map. Furthermore, mode transitions must be smooth. The guidance algorithm is based on the inversion of the pure feedback approximations, which is followed by iterative corrections for the effects of zero dynamics. The paper describes the structure and modules of the algorithm, and the performance is illustrated by several example aircraft maneuvers.

Meyer, George↗

Guidance of Nonlinear Systems

The paper describes a method for guiding a dynamic system through a given set of points. The paradigm is a fully automatic aircraft subject to air traffic control (ATC). The ATC provides a sequence of way points through which the aircraft trajectory must pass. The way points typically specify time, position, and velocity. The guidance problem is to synthesize a system state trajectory which satisfies both the ATC and aircraft constraints. Complications arise because the controlled process is multi-dimensional, multi-axis, nonlinear, highly coupled, and the state space is not flat. In addition, there is a multitude of possible operating modes, which may number in the hundreds. Each such mode defines a distinct state space model of the process by specifying the state space coordinatization, the partition of the controls into active controls and configuration controls, and the output map. Furthermore, mode transitions must be smooth. The guidance algorithm is based on the inversion of the pure feedback approximations, which is followed by iterative corrections for the effects of zero dynamics. The paper describes the structure and modules of the algorithm, and the performance is illustrated by several example aircraft maneuvers.

Meyer, George↗

High‐order cubature rules for tetrahedra

Summary In this paper, we construct new high‐order numerical integration schemes for tetrahedra, with positive weights and integration points that are in the interior of the domain. The construction of cubature rules is a challenging problem, which requires the solution of strongly nonlinear algebraic (moment) equations with side conditions given by affine inequality constraints. We present a robust algorithm based on a sequence of three modified Newton procedures to solve the constrained minimization problem. In the literature, numerical integration rules for the tetrahedron are available up to order p =15. We obtain integration rules for the tetrahedron from p =2 to p =20, which are computed using multiprecision arithmetic. For p ≤15, our approach provides integration rules that have the same or fewer number of integration points than existing rules; for p =16 to p =20, our rules are new. Numerical tests are presented that verify the polynomial‐precision of the cubature rules. Convergence studies are performed for the integration of exponential, rational, weakly singular and trigonometric test functions over tetrahedra with flat and curved faces. In all tests, improvements in accuracy is realized as p is increased, though in some cases nonmonotonic convergence is observed.

Jaśkowiec, Jan↗

On a fully-implicit VMS-stabilized FE formulation for low Mach number compressible resistive MHD with application to MCF

This study presents the development and evaluation of a fully-implicit variational multiscale (VMS) stabilized unstructured finite element (FE) formulation for compressible magnetohydrodynamics (MHD) model, at low Mach number regime. The model describes the dynamics of a compressible conducting fluid in the low Mach number limit in the presence of electromagnetic fields and can be used to study aspects of astrophysical phenomena, important science and technology applications, and basic plasma physics phenomena. The specific applications that motivate this study are macroscopic simulations of the longer time-scale stability and disruptions of magnetic confinement fusion (MCF) devices, specifically the ITER tokamak. The discussion considers the development of the VMS FE representation, the structure of the stabilizing terms that deal with significant convective flows, the stabilization of the nearly incompressible response of the fluid flow, and the stabilization of the constraint that enforces the solenoidal involution on the magnetic field. The nonlinear discretized system is solved with scalable preconditioned Newton–Krylov iterative methods, which employs a multiphysics block preconditioning method based on approximate block factorizations and Schur complements. The study presents an evaluation of the VMS method on a 2D cartesian tearing mode instability, and illustrates the scalability of the solvers on MCF relevant problems. A set of results are also presented for longer time-scale stability and disruptions for the ITER tokamak. These include a vertical displacement event (VDE), and a (1,1) internal kink mode. Here, the formulation is demonstrated to be scalable and also reasonably robust with respect to the Lundquist number scaling.

42 ENGINEERING↗

Optimal Energy Scheduling and Sensitivity Analysis for Integrated Power-Water-Heat Systems

The conventionally independent power, water, and heating networks are becoming more tightly connected, which motivates their joint optimal energy scheduling to improve the overall efficiency of an integrated energy system. However, such a joint optimization is known as a challenging problem with complex network constraints and couplings of electric, hydraulic, and thermal models that are nonlinear and nonconvex. We formulate an optimal power-water-heat flow (OPWHF) problem and develop a computationally efficient heuristic to solve it. The proposed heuristic decomposes OPWHF into subproblems, which are iteratively solved via convex relaxation and convex-concave procedure. Simulation results validate that the proposed framework can improve operational flexibility and social welfare of the integrated system, wherein the water and heating networks respond as virtual energy storage to time-varying energy prices and solar photovoltaic generation. Moreover, we perform sensitivity analysis to compare two modes of heating network control: by flow rate and by temperature. Our results reveal that the latter is more effective for heating networks with a wider space of pipeline parameters.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Overcoming the Technical Challenges of Coordinating Distributed Load Resources at Scale (Final Report)

Significant recent research has investigated the potential for loads to provide balancing services to the grid. However, this research has not addressed key issues that may arise when such schemes are applied at scale including: 1. Distribution Network Issues. Coordination of large numbers of loads could result in power flows that violate distribution network constraints; 2. Stability Issues. Certain strategies to control loads can exhibit nonlinearity in the form of period-adding bifurcations and chaos. Other control strategies can potentially synchronize the behavior of large numbers of loads. In both cases, the outcome can be power oscillations and instability; 3. Communication Network Issues. Bidirectional low-latency communication channels between a central controller (or several distributed controllers) and each resource are expensive and likely not necessary for effective coordination. Our research questions were: What network, stability, and communication issues might arise in practice when we coordinate large aggregations of loads? How can we coordinate loads to achieve performance objectives in a cost effective manner while avoiding these issues? The ultimate technical goal of the project was the development of network-aware, communication-constrained, non-disruptive load control strategies with stability guarantees that achieve the performance requirements of typical balancing services at a sufficiently low cost to enable the load aggregator and customer to profit. The overall goal was to establish credibility for load control at scale and contribute to U.S. energy security and environmental goals. The team succeeded in answering these research questions and developing these control strategies. The overall approach was based on the development of three testing environments: a simulation testbed, an experimental testbed (20 physical model houses with window-box air conditioners) coupled with the simulation testbed, and a field testbed (100 actual homes in Austin, TX) coupled with the simulation testbed, which enabled controller testing, identification of issues, controller development, and controller validation. The resulting controller was used to demonstrate fast timescale grid balancing (frequency regulation) by aggregations of physical and virtual air conditioners, with sufficient quality to participate in the electricity market. Cost benefit analysis showed overall benefits to the participating households, load aggregators, and the grid, especially if the control technology was integrated directly into existing programmable communicating thermostats. The project provides a variety of wider benefits. Our technology transfer and outreach activities lead us to choose an open-source licensing commercialization pathway, enabling the project results to be available to researchers, industry, and the public. Furthermore, new grid balancing technologies will increase grid flexibility and will enable higher penetrations of intermittent renewable energy resources, such as wind and solar, to be connected to the grid, reducing its environmental impact, and mitigating climate change to the benefit of society.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Compensator improvement for a large space vehicle.

This paper presents the theory and a technique for compensator improvement. Several definitions in regard to relative stability are presented along with some frequency response limitations and characteristics of a large space vehicle. A nonlinear programming algorithm for obtaining an improved solution for a strict constraint problem is developed and the necessary partial derivatives for applying the algorithm to compensator improvement are derived. Finally, for illustrating the effectiveness of the algorithm, the frequency response of a large space vehicle is improved.

Mitchell, J. R.↗

A design procedure for a tension-wire stiffened truss-column

A deployable, tension wire stiffened, truss column configuration was considered for space structure applications. An analytical procedure, developed for design of the truss column and exercised in numerical studies, was based on equivalent beam stiffness coefficients in the classical analysis for an initially imperfect beam column. Failure constraints were formulated to be used in a combined weight/strength and nonlinear mathematical programming automated design procedure to determine the minimum mass column for a particular combination of design load and length. Numerical studies gave the mass characteristics of the truss column for broad ranges of load and length. Comparisons of the truss column with a baseline tubular column used a special structural efficiency parameter for this class of columns.

Greene, W. H.↗

Control design variable linking for optimization of structural/control systems

A method is presented to integrate the design space of structural/control system optimization problems in the case of linear state feedback control. Conventional structural sizing variables and elements of the feedback gain matrix are both treated as strictly independent design variables in optimization by extending design variable linking concepts to the control gains. Several approximation concepts including new control design variable linking schemes are used to formulate the integrated structural/control optimization problem as a sequence of explicit nonlinear mathematical programming problems. Examples which involve a variety of behavior constraints, including constraints on dynamic stability, damped frequencies, control effort, peak transient displacement, acceleration, and control force limits, are effectively solved by using the method presented.

Jin, Ik Min↗