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All sourcesNASA NTRSDOE OSTI
NASA NTRS2004

Adjoint Formulation for an Embedded-Boundary Cartesian Method

Many problems in aerodynamic design can be characterized by smooth and convex objective functions. This motivates the use of gradient-based algorithms, particularly for problems with a large number of design variables, to efficiently determine optimal shapes and configurations that maximize aerodynamic performance. Accurate and efficient computation of the gradient, however, remains a challenging task. In optimization problems where the number of design variables dominates the number of objectives and flow- dependent constraints, the cost of gradient computations can be significantly reduced by the use of the adjoint method. The problem of aerodynamic optimization using the adjoint method has been analyzed and validated for both structured and unstructured grids. The method has been applied to design problems governed by the potential, Euler, and Navier-Stokes equations and can be subdivided into the continuous and discrete formulations. Giles and Pierce provide a detailed review of both approaches. Most implementations rely on grid-perturbation or mapping procedures during the gradient computation that explicitly couple changes in the surface shape to the volume grid. The solution of the adjoint equation is usually accomplished using the same scheme that solves the governing flow equations. Examples of such code reuse include multistage Runge-Kutta schemes coupled with multigrid, approximate-factorization, line-implicit Gauss-Seidel, and also preconditioned GMRES. The development of the adjoint method for aerodynamic optimization problems on Cartesian grids has been limited. In contrast to implementations on structured and unstructured grids, Cartesian grid methods decouple the surface discretization from the volume grid. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin e t al. developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation.

Nemec, Marian↗
NASA NTRSDate not supplied

Total Variation Majorization Minimization (TV-MM) Approach to Radiometer Brightness Temperature Gridding and Reconstruction

This paper presents the implementation of an algorithm to enhance the image resolution of the Earth's surface brightness temperature (T B ) data measured by radiometers such as the one onboard of the Soil Moisture Active Passive (SMAP) mission. A key step in radiometer T B processing is the conversion of the swath-based calibrated antenna temperature (T A ) measurements to the Level 3 Earth-centered grid. The simplest algorithm to transform this data from swath to gridded format is called drop-in-the-bucket which simply averages surrounding noisy T A samples to form a T B value at the gridded location. This method reduces noise, however produces low resolution products. To obtain a higher resolution product, SMAP uses other techniques such the Backus-Gilbert (BG) algorithm, which is the conventional method used in microwave radiometry. Although this method performs the required interpolation, it is not effective in denoising and removing blurring effects due to antenna filtering of the radiometer image data. Our motivation for this development is to further improve the resolution through post-processing of the radiometer T B image, a highly cost-effective method of image enhancement. The approach adapted in this work is based on the minimization of the Total Variation (TV) regularized objective function that is used extensively in solving general ill-posed linear inverse problems in image processing. Since the TV-based objective function is convex but not everywhere differentiable, there exists many numerical algorithms that can estimate the solution and the one selected for this work is called Majorization- Minimization (MM). By applying this algorithm, simulation experiments were performed based on synthetic data from the Geophysical model as well as real SMAP data to demonstrate the effectiveness of the technique. Results were then compared against the BG method.

Wing Lee↗
NASA NTRS1992

Fuel consumption in optimal control

A method has been developed for comparing three optimal control strategies based on fuel consumption. A general cost function minimization procedure was developed by applying two theorems associated with convex sets. Three cost functions associated with control saturation, pseudofuel, and absolute fuel are introduced and minimized. The first two cost functions led to the bang-bang and continuous control strategies, and the minimization of absolute fuel led to an impulsive strategy. The three control strategies were implemented on two elementary systems and a comparison of fuel consumption was made. The impulse control strategy consumes significantly less fuel than the continuous and bang-bang control strategies. This comparison suggests a potential for fuel savings in higher-order systems using impulsive control strategies. However, since exact solutions to fuel-optimal control for large-order systems are difficult if not impossible to achieve, the alternative is to develop near-optimal control strategies.

Redmond, Jim↗
NASA NTRSDate not supplied

A Convex Optimization Approach to Improving Suboptimal Hyperparameters of Sliced Normal Distributions

Sliced Normal (SN) distributions are a generalization of Gaussian distributions where the quadratic argument of the exponential is replaced with a sum of squares polynomial. SNs may be used to represent the distribution of a diverse set of random variables including multi-modal, non-symmetric, and skewed distributions. Unfortunately, the likelihood function of a SN includes a normalization constant and the inclusion of this normalization constant makes the likelihood a non-convex function of the hyperparameters which define the SN. In previous work, suboptimal fitting of the hyperparameters was performed by transforming the given data into a higher dimensional monomial basis and selecting the optimal hyperparameters of a Gaussian fit in this space. However, this approach did not account for the effect of lifting on the normalization constant. Indeed, it was observed that as the number of monomials is increased the likelihood of the Sliced Normal can decrease. In this paper, we increase the likelihood of Sliced Normals found using the previous method by developing a convex formulation which scales the covariance matrix of the Gaussian fit such that the likelihood of the Sliced Normal is maximized. The result is significant improvements of the log likelihood of fitted SN distributions, including a significant increase, especially for problems with 500+ monomials.

Convex optimization approach to improving suboptim↗
NASA NTRS2002

A Convex Approach to Fault Tolerant Control

The design of control laws for dynamic systems with the potential for actuator failures is considered in this work. The use of Linear Matrix Inequalities allows more freedom in controller design criteria than typically available with robust control. This work proposes an extension of fault-scheduled control design techniques that can find a fixed controller with provable performance over a set of plants. Through convexity of the objective function, performance bounds on this set of plants implies performance bounds on a range of systems defined by a convex hull. This is used to incorporate performance bounds for a variety of soft and hard failures into the control design problem.

Maghami, Peiman G.↗
NASA NTRS1997

Fast Fuzzy Arithmetic Operations

In engineering applications of fuzzy logic, the main goal is not to simulate the way the experts really think, but to come up with a good engineering solution that would (ideally) be better than the expert's control, In such applications, it makes perfect sense to restrict ourselves to simplified approximate expressions for membership functions. If we need to perform arithmetic operations with the resulting fuzzy numbers, then we can use simple and fast algorithms that are known for operations with simple membership functions. In other applications, especially the ones that are related to humanities, simulating experts is one of the main goals. In such applications, we must use membership functions that capture every nuance of the expert's opinion; these functions are therefore complicated, and fuzzy arithmetic operations with the corresponding fuzzy numbers become a computational problem. In this paper, we design a new algorithm for performing such operations. This algorithm is applicable in the case when negative logarithms - log(u(x)) of membership functions u(x) are convex, and reduces computation time from O(n(exp 2))to O(n log(n)) (where n is the number of points x at which we know the membership functions u(x)).

Hampton, Michael↗
NASA NTRS1990

Random search optimization based on genetic algorithm and discriminant function

The general problem of optimization with arbitrary merit and constraint functions, which could be convex, concave, monotonic, or non-monotonic, is treated using stochastic methods. To improve the efficiency of the random search methods, a genetic algorithm for the search phase and a discriminant function for the constraint-control phase were utilized. The validity of the technique is demonstrated by comparing the results to published test problem results. Numerical experimentation indicated that for cases where a quick near optimum solution is desired, a general, user-friendly optimization code can be developed without serious penalties in both total computer time and accuracy.

Kiciman, M. O.↗
NASA NTRS1981

An algorithm for the rapid location of an extreme of a function subject only to geometric restrictions

The requirements of symmetry and convexity in the application of algorithms for the minimization or maximization of a function are discussed. It is argued that if a function of a single variable is convex and symmetric in a neighborhood of an extremum, the extremum may be approximated to the precision that increases by at least a power of two per functional evaluation. The procedure may be used to drive a complex optimization procedure in the multivariate area estimation problem encountered in remote sensing.

Terrell, G. R.↗
NASA NTRS1997

Nonlinear Rescaling and Proximal-Like Methods in Convex Optimization

The nonlinear rescaling principle (NRP) consists of transforming the objective function and/or the constraints of a given constrained optimization problem into another problem which is equivalent to the original one in the sense that their optimal set of solutions coincides. A nonlinear transformation parameterized by a positive scalar parameter and based on a smooth scaling function is used to transform the constraints. The methods based on NRP consist of sequential unconstrained minimization of the classical Lagrangian for the equivalent problem, followed by an explicit formula updating the Lagrange multipliers. We first show that the NRP leads naturally to proximal methods with an entropy-like kernel, which is defined by the conjugate of the scaling function, and establish that the two methods are dually equivalent for convex constrained minimization problems. We then study the convergence properties of the nonlinear rescaling algorithm and the corresponding entropy-like proximal methods for convex constrained optimization problems. Special cases of the nonlinear resealing algorithm are presented. In particular a new class of exponential penalty-modified barrier functions methods is introduced.

Polyak, Roman↗
NASA NTRS2017

Computationally Efficient Motion Planning Algorithms for Agile Autonomous Vehicles in Cluttered Environments

Fast, real-time motion planning of an agile, autonomous vehicle in a cluttered environment, with many geometrically-fixed obstacles, is a very complex problem, especially because of the vehicle dynamics constraints and resource constrained computational capabilities onboard the vehicle. In this paper, we present computationally-efficient versions of our novel motion planning algorithm called the Spherical Expansion and Sequential Convex Programming (SE–SCP) algorithm. The SE–SCP algorithm first uses a spherical-expansion-based randomized sampling algorithm to explore the workspace. Oncea path is found from the start position to the goal position, the algorithm computes a locally optimal trajectory, within its homotopy class for a desired cost function, by solving a sequence of convex optimization problems. Thus, the SE–SCP algorithm is anytime locally optimal and the trajectory is globally optimal if the number of samples tends to infinity. In this paper, we further enhance the computational efficiency of the SE–SCP algorithm using uni-directional and bi-directional rewiring techniques. We also present a detailed proof of the local optimality characteristics of the new SE–SCP algorithms for aspecial case of vehicle dynamics. Simulation examples involving quadrotor and spacecraft help demonstrate the effectiveness of our new algorithms.

Bandyopadhyay, Saptarshi↗
NASA NTRS2000

Robust Control of Uncertain Systems via Dissipative LQG-Type Controllers

Optimal controller design is addressed for a class of linear, time-invariant systems which are dissipative with respect to a quadratic power function. The system matrices are assumed to be affine functions of uncertain parameters confined to a convex polytopic region in the parameter space. For such systems, a method is developed for designing a controller which is dissipative with respect to a given power function, and is simultaneously optimal in the linear-quadratic-Gaussian (LQG) sense. The resulting controller provides robust stability as well as optimal performance. Three important special cases, namely, passive, norm-bounded, and sector-bounded controllers, which are also LQG-optimal, are presented. The results give new methods for robust controller design in the presence of parametric uncertainties.

Joshi, Suresh M.↗
NASA NTRS2022

Alternative regularizations for Outer-Approximation algorithms for convex MINLP

In this work, we extend the regularization framework from Kronqvist et al. (Math Program 180(1):285–310, 2020) by incorporating several new regularization functions and develop a regularized single-tree search method for solving convex mixed-integer nonlinear programming (MINLP) problems. We propose a set of regularization functions based on distance metrics and Lagrangean approximations, used in the projection problem for finding new integer combinations to be used within the Outer-Approximation (OA) method. The new approach, called Regularized Outer-Approximation (ROA), has been implemented as part of the open-source Mixed-integer nonlinear decomposition toolbox for Pyomo—MindtPy. We compare the OA method with seven regularization function alternatives for ROA. Moreover, we extend the LP/NLP Branch and Bound method proposed by Quesada and Grossmann (Comput Chem Eng 16(10–11):937–947, 1992) to include regularization in an algorithm denoted RLP/NLP. We provide convergence guarantees for both ROA and RLP/NLP. Finally, we perform an extensive computational experiment considering all convex MINLP problems in the benchmark library MINLPLib. The computational results show clear advantages of using regularization combined with the OA method.

Convex Mixed-integer nonlinear programming↗
NASA NTRS1989

Numerical optimization in Hilbert space using inexact function and gradient evaluations

Trust region algorithms provide a robust iterative technique for solving non-convex unstrained optimization problems, but in many instances it is prohibitively expensive to compute high accuracy function and gradient values for the method. Of particular interest are inverse and parameter estimation problems, since function and gradient evaluations involve numerically solving large systems of differential equations. A global convergence theory is presented for trust region algorithms in which neither function nor gradient values are known exactly. The theory is formulated in a Hilbert space setting so that it can be applied to variational problems as well as the finite dimensional problems normally seen in trust region literature. The conditions concerning allowable error are remarkably relaxed: relative errors in the gradient error condition is automatically satisfied if the error is orthogonal to the gradient approximation. A technique for estimating gradient error and improving the approximation is also presented.

Carter, Richard G.↗
NASA NTRS1987

Computable optimal value bounds for generalized convex programs

It has been shown by Fiacco that convexity or concavity of the optimal value of a parametric nonlinear programming problem can readily be exploited to calculate global parametric upper and lower bounds on the optimal value function. The approach is attractive because it involves manipulation of information normally required to characterize solution optimality. A procedure is briefly described for calculating and improving the bounds as well as its extensions to generalized convex and concave functions. Several areas of applications are also indicated.

Fiacco, Anthony V.↗
NASA NTRS1987

Influence of suction and curvature on the growth of Goertler vortices on an airfoil

Laser velocimetry (LV) was used to study the development of Goertler vortices in a laminar boundary layer on a 1.83 m chord airfoil model. The vortex pattern was visualized using a sublimating chemical technique. A fixed, essentially uniform vortex spacing was observed throughout the test region for any given freestream velocity but the vortex wavelength varied significantly with change in freestream velocity. An appreciable, abrupt decrease in streak contrast indicated vortex damping in the convex region and was confirmed by disturbance functions determined from LV measurements. Moderate variation in suction levels did not alter the vortex spacing but appreciably modified the vortex strength. The experimental results on the growth of Goertler vortices along the concave surface and the effect of suction are compared with results from linear stability theory.

Mangalam, S. M.↗
NASA NTRS1990

Shock-layer bounds for a singularly perturbed equation

The size of the shock-layer governed by a conservation law is studied. The conservation law is a parabolic reaction-convection-diffusion equation with a small parameter multiplying the diffusion term and convex flux. Rigorous upper and lower bounding functions for the solution of the conservation law are established based on maximum-principle arguments. The bounding functions demonstrate that the size of the shock-layer is proportional to the parameter multiplying the diffusion term.

Scroggs, Jeffrey S.↗