Optimization of production scheduling.
Production scheduling optimization by using discrete form of Pontryagin maximum principle
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Production scheduling optimization by using discrete form of Pontryagin maximum principle
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A discrete steepest ascent method which allows controls which are not piecewise constant (for example, it allows all continuous piecewise linear controls) was derived for the solution of optimal programming problems. This method is based on the continuous steepest ascent method of Bryson and Denham and new concepts introduced by Kelley and Denham in their development of compatible adjoints for taking into account the effects of numerical integration. The method is a generalization of the algorithm suggested by Canon, Cullum, and Polak with the details of the gradient computation given. The discrete method was compared with the continuous method for an aerodynamics problem for which an analytic solution is given by Pontryagin's maximum principle, and numerical results are presented. The discrete method converges more rapidly than the continuous method at first, but then for some undetermined reason, loses its exponential convergence rate. A comparsion was also made for the algorithm of Canon, Cullum, and Polak using piecewise constant controls. This algorithm is very competitive with the continuous algorithm.
In this paper we develop local and global estimates for the solution of convection-diffusion problems. We then study the convergence properties of a Time Marching Algorithm solving Advection-Diffusion problems on two domains using incompatible discretizations. This study is based on a De-Giorgi-Nash maximum principle.
In this paper, we construct a novel Eulerian–Lagrangian finite volume (ELFV) method for nonlinear scalar hyperbolic equations in one space dimension. It is well known that the exact solutions to such problems may contain shocks though the initial conditions are smooth, and direct numerical methods may suffer from restricted time step sizes. To relieve the restriction, we propose an ELFV method, where the space-time domain was separated by the partition lines originated from the cell interfaces whose slopes are obtained following the Rakine–Hugoniot junmp condition. Unfortunately, to avoid the intersection of the partition lines, the time step sizes are still limited. To fix this gap, we detect effective troubled cells (ETCs) and carefully design the influence region of each ETC, within which the partitioned space-time regions are merged together to form a new one. Then with the new partition of the space-time domain, we theoretically prove that the proposed first-order scheme with Euler forward time discretization is total-variation-diminishing and maximum-principle-preserving with at least twice larger time step constraints than the classical first order Eulerian method for Burgers’ equation. Numerical experiments verify the optimality of the designed time step sizes.
Discrete parameter stochastic optimization problems necessary conditions, deriving maximum principle
The effect of delay in the control system input on the stability of a continuously acting controller which is designed without considering the delay is studied. The stability analysis of a second order plant is studied analytically and verified numerically. For this example it is found that the system becomes unstable for a delay which is equivalent to only 16 percent of its natural period of motion. It is also observed that even a small amount of natural damping in the system can increase the amount of delay that can be tolerated before the onset of instability. The delay problem is formulated in the discrete time domain and an analysis procedure suggested. The maximum principle from optimal control theory is applied to minimize the time required for the slewing of a general rigid spacecraft. The slewing motion need not be restricted to a single axis maneuver. The minimum slewing time is calculated based on a quasi-linearization algorithm for the resulting two point boundary value problem. Numerical examples based on the rigidized in-orbit model of the SCOLE also include the more general reflector line-of-sight slewing maneuvers.
For finite element approximations of transport phenomena, it is often necessary to apply a form of limiting to ensure that the discrete solution remains well-behaved and satisfies physical constraints. However, these limiting procedures are typically performed at discrete nodal locations, which is not sufficient to ensure the robustness of the scheme when the solution must be evaluated at arbitrary locations (e.g., for adaptive mesh refinement, remapping in arbitrary Lagrangian–Eulerian solvers, overset meshes, etc.). In this work, a novel limiting approach for discontinuous Galerkin methods is presented which ensures that the solution is continuously bounds-preserving (i.e., across the entire solution polynomial) for any arbitrary choice of basis, approximation order, and mesh element type. Through a modified formulation for the constraint functionals, the proposed approach requires only the solution of a single spatial scalar minimization problem per element for which a highly efficient numerical optimization procedure is presented. Here, the efficacy of this approach is shown in numerical experiments by enforcing continuous constraints in high-order unstructured discontinuous Galerkin discretizations of hyperbolic conservation laws, ranging from scalar transport with maximum principle preserving constraints to compressible gas dynamics with positivity-preserving constraints.
A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemes is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.
Chapter 1 briefly reviews several related topics associated with the symmetrization of systems of conservation laws and quasi-conservation laws: (1) Basic Entropy Symmetrization Theory; (2) Symmetrization and eigenvector scaling; (3) Symmetrization of the compressible Navier-Stokes equations; and (4) Symmetrization of the quasi-conservative form of the magnetohydrodynamic (MHD) equations. Chapter 2 describes one of the best known tools employed in the study of differential equations, the maximum principle: any function f(x) which satisfies the inequality f(double prime)>0 on the interval [a,b] attains its maximum value at one of the endpoints on the interval. Chapter three examines the upwind finite volume schemes for scalar and system conservation laws. The basic tasks in the upwind finite volume approach have already been presented: reconstruction, flux evaluation, and evolution. By far, the most difficult task in this process is the reconstruction step.
Minimizing a Euclidean distance in the complex plane optimizes a wide class of correlation metrics for filters implemented on realistic devices. The algorithm searches over no more than two real scalars (gain and phase). It unifies a variety of previous solutions for special cases (e.g., a maximum signal-to-noise ratio with colored noise and a real filter and a maximum correlation intensity with no noise and a coupled filter). It extends optimal partial information filter theory to arbitrary spatial light modulators (fully complex, coupled, discrete, finite contrast ratio, and so forth), additive input noise (white or colored), spatially nonuniform filter modulators, and additive correlation detection noise (including signal dependent noise).
The copper halide laser (CHL) is an efficient gas discharge laser that emits short pulses at two discrete wavelengths in the yellow and green spectral region. The laser pulse results from transitions in excited copper atoms. The CHL has produced pulses of up to 10 mJ in a double-pulsed mode at low repetition rates and has been operated at very high repetition rates (8 to over 35 kHz) in a continuously pulsed mode with a maximum average-power of 15 watts. In this paper, the development of the copper halide laser is reviewed along with a brief description of the copper laser operating principles. In the final section, a number of applications of the CHL are identified.
Maximum entropy (MaxEnt) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, MaxEnt models need efficient optimization algorithms to scale well for big data applications. State-of-the-art algorithms for MaxEnt models, however, were not originally designed to handle big data sets; these algorithms either rely on technical devices that may yield unreliable numerical results, scale poorly, or require smoothness assumptions that many practical MaxEnt models lack. In this paper, we present novel optimization algorithms that overcome the shortcomings of state-of-the-art algorithms for training large-scale, non-smooth MaxEnt models. Our proposed first-order algorithms leverage the Kullback–Leibler divergence to train large-scale and non-smooth MaxEnt models efficiently. For MaxEnt models with discrete probability distribution of n elements built from samples, each containing m features, the stepsize parameter estimation and iterations in our algorithms scale on the order of O(mn) operations and can be trivially parallelized. Moreover, the strong ℓ1 convexity of the Kullback–Leibler divergence allows for larger stepsize parameters, thereby speeding up the convergence rate of our algorithms. To illustrate the efficiency of our novel algorithms, we consider the problem of estimating probabilities of fire occurrences as a function of ecological features in the Western US MTBS-Interagency wildfire data set. Our numerical results show that our algorithms outperform the state of the art by one order of magnitude and yield results that agree with physical models of wildfire occurrence and previous statistical analyses of wildfire drivers.
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Superpixels are homogeneous image regions comprised of several contiguous pixels. They are produced by shattering the image into contiguous, homogeneous regions that each cover between 20 and 100 image pixels. The segmentation aims for a many-to-one mapping from superpixels to image features; each image feature could contain several superpixels, but each superpixel occupies no more than one image feature. This conservative segmentation is relatively easy to automate in a robust fashion. Superpixel processing is related to the more general idea of improving hyperspectral analysis through spatial constraints, which can recognize subtle features at or below the level of noise by exploiting the fact that their spectral signatures are found in neighboring pixels. Recent work has explored spatial constraints for endmember extraction, showing significant advantages over techniques that ignore pixels relative positions. Methods such as AMEE (automated morphological endmember extraction) express spatial influence using fixed isometric relationships a local square window or Euclidean distance in pixel coordinates. In other words, two pixels covariances are based on their spatial proximity, but are independent of their absolute location in the scene. These isometric spatial constraints are most appropriate when spectral variation is smooth and constant over the image. Superpixels are simple to implement, efficient to compute, and are empirically effective. They can be used as a preprocessing step with any desired endmember extraction technique. Superpixels also have a solid theoretical basis in the hyperspectral linear mixing model, making them a principled approach for improving endmember extraction. Unlike existing approaches, superpixels can accommodate non-isometric covariance between image pixels (characteristic of discrete image features separated by step discontinuities). These kinds of image features are common in natural scenes. Analysts can substitute superpixels for image pixels during endmember analysis that leverages the spatial contiguity of scene features to enhance subtle spectral features. Superpixels define populations of image pixels that are independent samples from each image feature, permitting robust estimation of spectral properties, and reducing measurement noise in proportion to the area of the superpixel. This permits improved endmember extraction, and enables automated search for novel and constituent minerals in very noisy, hyperspatial images. This innovation begins with a graph-based segmentation based on the work of Felzenszwalb et al., but then expands their approach to the hyperspectral image domain with a Euclidean distance metric. Then, the mean spectrum of each segment is computed, and the resulting data cloud is used as input into sequential maximum angle convex cone (SMACC) endmember extraction.
Brief Presenter Biography (35 word limit): Bohdan Wesely is an Aerospace Engineer in the Entry Systems and Technology Division at Ames. He has worked on a variety of projects for NASA including integrated TPS (thermal protection system) flight hardware deliveries and testing services for commercial partners. Introduction: TEMPEST is a new trajectory analysis framework that is designed to fill the gap between dedicated flight mechanics tools and aerothermal and TPS sizing tools. The project started as an SJSU master’s thesis and has since evolved into a general conceptual design tool capable of studying a wide variety of entry problems. Development is ongoing in the Entry Systems and Technology Division at NASA ARC. Why TEMPEST: Space missions involving entry into a planetary atmosphere involve a series of unique requirements across multiple disciplines. Whether it is traditional entry descent and landing (EDL), or aerocapture, the vehicle must navigate to its target landing location or orbit state, and the TPS must protect the payload during entry. The design process typically involves iterative handoffs between various flight mechanics, flow solver, and material response level tools. During the early conceptual phase, a wide variety of feasible trajectories are simulated in a Monte Carlo scenario which broadly satisfy the mission or landing requirements. Next, computational fluid dynamics (CFD), direct simulation Monte Carlo (DSMC), and other flow solver analyses are performed at various key trajectory points to generate an aero-database, heating and TPS design requirements also emerge at this stage. At this point, with updated aerodynamics from the various flow solvers, trajectories can be re-run, this in turn can change the required freestream conditions for the CFD tools, and as a project progresses, these analyses converge, and uncertainty is reduced. However, there is always a “hand-off” occurring between two inherently coupled phenomena. Analysis Description: One of the goals with TEMPEST is to use a variety of first principles estimation methods coupled with an atmosphere model to predict vehicle aerothermodynamics across the entire flight regime while propagating a 3 or 6 degree of freedom (DoF) trajectory. Aerodynamics methods include modified Newtonian, Maxwell and Cercignani- Lampis-Lord (CLL) for continuum, transitional, and free molecular flow regimes. Aerothermodynamics include boundary layer and reference enthalpy methods, and Mutation++ for non-equilibrium chemistry modeling. TEMPEST is also capable of stitching multiple trajectory segments together to study mission scenarios like multi-pass aerocapture and aero-gravity assists. Most of the program is implemented in MATLAB using modern system objects, it relies on several C++ shared libraries for supporting tools like Gmsh, the Global Reference Atmospheric Model (GRAM), and Mutation++. The various first principles aerothermal estimation methods are discretized across either a structured axisymmetric panel mesh or an unstructured tri-mesh generated from an open-source tool such as Gmsh, this allows solutions on the same mesh to be compared across tools such as CB-Aero. CFD Coupling. A physics-aware, gaussian process CFD anchoring scheme is proposed to adjust the various first principles methods as a CFD database is populated. One goal for this anchoring module is to inform the project where CFD should be run. Full knowledge of the entire trajectory, atmosphere, and aerothermodynamics allows for easier identification of high sensitivity areas and uncertainty quantification. While the first principles effects are well known and proven accurate in existing tools such as CB- Aero and Cart3D, a physics aware CFD anchoring scheme increases tool credibility across a project lifecycle. Material Response Modeling. Correct TPS sizing is critical for optimizing mass for science payloads and ensuring mission success. The process typically involves a thermal analysis along the trajectory with surface heating environments as a boundary condition. Several design constraints are maximum bondline temperature and maximum recession with various margining techniques. The material response tool FIAT, developed out of NASA Ames, is currently being integrated into the TEMPEST environment. TPS recession, shape change, mass loss, and mass property alteration are all factors that can perturb an entry trajectory. For missions like Mars 2020, recession was minimal and was safely handled separately as a post process. For missions such as Jupiter Galileo with a high TPS mass fraction or asteroid entries, recession plays a major role. The proposed fully coupled scheme is to use an epoch-based approach where the trajectory integration is halted after a recession threshold, the energy balance and FIAT are solved at each panel, the mesh, aerodynamics, and mass properties are updated, and the trajectory continues. Several computational tradeoffs have been made during the development of TEMPEST to limit the cost of a single trajectory and preserve its utility as a conceptual, rapid iteration tool. Conclusion: Development of TEMPEST is ongoing and the project is still in its infancy. This talk aims to showcase its unique capabilities to support future NASA entry systems missions.
Ergodicity is proved for granular contact forces. To obtain this proof from first principles, this paper generalizes Boltzmann's stosszahlansatz (molecular chaos) so that it maintains the necessary correlations and symmetries of granular packing ensembles. Then it formally counts granular contact force states and thereby defines the proper analog of Boltzmann's H functional. This functional is used to prove that (essentially) all static granular packings must exist at maximum entropy with respect to their contact forces. Therefore, the propagation of granular contact forces through a packing is a truly ergodic process in the Boltzmannian sense, or better, it is self-ergodic. Self-ergodicity refers to the non-dynamic, internal relationships that exist between the layer-by-layer and column-by-column subspaces contained within the phase space locus of any particular granular packing microstate. The generalized H Theorem also produces a recursion equation that may be solved numerically to obtain the density of single particle states and hence the distribution of granular contact forces corresponding to the condition of self-ergodicity. The predictions of the theory are overwhelmingly validated by comparison to empirical data from discrete element modeling.
Nuclear material deposited in equipment, transfer lines, and ventilation systems of a processing facility is usually referred to as holdup. Operators need to know the location and amount of holdup in their facility for radiation safety and material accountability. In this work, we propose to use an array of detectors co-axial to the inspected pipe to measure the holdup material. This method is implementable into an automated system capable of crawling on surfaces and pipes of various curvatures, which would enable faster, easier, and more accurate holdup safeguards measurements. We first demonstrated that the current holdup assay procedure could lead to a non-negligible bias in the estimate of special nuclear material mass, due to the simplified assumption of deposited geometry introduced by the Generalized Geometry Holdup (GGH) model. The new approach consists of imaging the inner holdup material by characterizing the detector array’s response and unfolding it from the measured light output. Our experimental proof of principle consists of three NaI(Tl) detectors surrounding an aluminum pipe containing two cesium-137 ( 137 Cs) sources. We derived the source distribution inside the pipe by first calculating the detector response matrix using a method adaptive to the surface geometry of the object containing the measured holdup material. Creating a matrix of the detector array’s measured counts, we then proceed to solve an inverse problem, resulting in an accurately located source position and activity distribution within the response matrix’s spatial resolution. Furthermore, we then developed a simulated model of the envisioned experimental setup, which accurately described both the activity and position of the source in 2D. Finally, we extended our model onto a discretized three-dimensional model of the system, encompassing 36 detectors. The model was simulated to measure the source distribution and activity of multiple sources in pipes of varied geometries, which could then be conveniently translated to a real-time holdup measurement protocol. For the 3D simulation of four different source geometries, the model accurately localized the source position in 3D, while the activity retained a maximum relative error of ±5.32%.