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At least 37 records · Page 2

Robust Constrained Optimization Approach to Control Design for International Space Station Centrifuge Rotor Auto Balancing Control System

This thesis discusses application of a robust constrained optimization approach to control design to develop an Auto Balancing Controller (ABC) for a centrifuge rotor to be implemented on the International Space Station. The design goal is to minimize a performance objective of the system, while guaranteeing stability and proper performance for a range of uncertain plants. The Performance objective is to minimize the translational response of the centrifuge rotor due to a fixed worst-case rotor imbalance. The robustness constraints are posed with respect to parametric uncertainty in the plant. The proposed approach to control design allows for both of these objectives to be handled within the framework of constrained optimization. The resulting controller achieves acceptable performance and robustness characteristics.

Postma, Barry Dirk↗

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗

Interactive graphics nonlinear constrained optimization

An interactive computer graphics environment was used for nonlinear constrained optimization analysis. It is found that by combining the power of a digital computer with the subtlety of engineering judgment during program execution, final results can be substantially better than the ones achieved by the numerical algorithm by itself.

Saouma, V. E.↗

Constrained optimization using design of experiment surfaces

An algorithm for solving constrained optimization problems is presented. First, design of experiment techniques are used to survey the design space. After evaluating the objective and constraint functions, as specified by Taguchi orthogonal arrays, analytical models of these functions are generated using a least-squares regression analysis. Next, a nonlinear programming package is used to optimize the analytical model. Based on the optimization information, the design space is reduced so as to close in around the minimum, and the entire procedure is repeated until convergence. An important feature of the algorithm is that function gradients are not required; therefore, for problems in which gradients would have to be estimated using finite-differences the number of function evaluations required for the optimization is significantly reduced, when compared with traditional nonlinear programming techniques. In addition, there is no requirement that the gradients must be smooth and continuous.

Bolt, Marvin Vance↗

Design of High-Accuracy Multiple Flyby Trajectories Using Constrained Optimization

The trajectory optimization technique described in this paper provides several distinct advantages over previous formulations. First, fully numerically integrated trajectory modeling is used. That is, no approximations to the trajectory are made and the inclusion of any level of complicated force models desired is allowed. Second, only trajectory propagation is used so there is no requirement for optimization. This is accomplished by the novel method of splitting the trajectory into independent legs, which are then subjected to constrained optimization. Third, each of the trajectory legs may be specified by any convenient set of parameters particularly useful for that leg. Any of these parameters may then be subject to constraints. Fourth, the nonlinear optimization problem is solved by solving a sequence of linear problems which converges to the optimal nonlinear solution. Fifth, the robustness of this formulation requires little or no user interaction with the optimization once a feasible problem has been posed.

flyby↗

Gradient-based constrained optimization using a database of linear reduced-order models

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential Equation (PDE). A key component of this methodology is the construction, during an offline phase, of a database of pointwise, linear, Projection-based Reduced-Order Models (PROM)s associated with a design parameter space and the linear PDE(s). A parameter sampling procedure based on an appropriate saturation assumption is proposed to maximize the efficiency of such a database of PROMs. A real-time method is also presented for interpolating at any queried but unsampled parameter vector in the design parameter space the relevant sensitivities of a PROM. The practical feasibility, computational advantages, and performance of the proposed methodology are demonstrated for several realistic, nonlinear, aerodynamic shape optimization problems governed by linear aeroelastic constraints.

97 MATHEMATICS AND COMPUTING↗

PyOED: An Extensible Suite for Data Assimilation and Model-Constrained Optimal Design of Experiments

This article describes PyOED, a highly extensible scientific package that enables developing and testing model-constrained optimal experimental design (OED) for inverse problems. Specifically, PyOED aims to be a comprehensive Python toolkit for model-constrained OED. The package targets scientists and researchers interested in understanding the details of OED formulations and approaches. It is also meant to enable researchers to experiment with standard and innovative OED technologies with a wide range of test problems (e.g., simulation models). OED, inverse problems (e.g., Bayesian inversion), and data assimilation (DA) are closely related research fields, and their formulations overlap significantly. Thus, PyOED is continuously being expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators. These pieces are added such that they can be permuted to enable testing OED methods in various settings of varying complexities. The PyOED core is completely written in Python and utilizes the inherent object-oriented capabilities; however, the current version of PyOED is meant to be extensible rather than scalable. Specifically, PyOED is developed to “enable rapid development and benchmarking of OED methods with minimal coding effort and to maximize code reutilization.” This article provides a brief description of the PyOED layout and philosophy and provides a set of exemplary test cases and tutorials to demonstrate the potential of the package.

97 MATHEMATICS AND COMPUTING↗

A Scalable Mixed-Integer Decomposition Method for Security-Constrained Optimal Power Flow with Complementarity Constraints

This project aimed to develop a scalable algorithm for security-constrained optimal power flow (SCOPF) under contingency scenarios. In particular, the SCOPF problem targeted in the GO Competition is challenging because of the nonconvexity, its nonsmoothness, and the problem size, which increases with the number of contingency events. Complementarity constraints imposed in post-contingency variables are particularly challenging because they lead to a violation of constraint qualifications at any feasible point.

97 MATHEMATICS AND COMPUTING↗

PYOED: AN ETENSIBLE SUITE FOR DATA ASSIMILATION AND MODEL-CONSTRAINED OPTIMAL DESIGN OF EXPERIMENTS

SF-23-005 PyOED is a highly extensible scientific package that enables developing and testing model-constrained optimal experimental design (OED) for inverse problems. Specifically, PyOED aims to be a comprehensive Python toolkit for model-constrained OED. The package targets scientists and researchers interested in understanding the details of OED formulations and approaches. It is also meant to enable researchers to experiment with standard and innovative OED technologies with a wide range of test problems (e.g., simulation models). OED, inverse problems (e.g., Bayesian inversion), and data assimilation (DA) are closely related research fields, and their formulations overlap significantly. Thus, PyOED is continuously being expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators. These pieces are added such that they can be permuted to enable testing OED methods in various settings of varying complexities. The PyOED core is completely written in Python and utilizes the inherent object-oriented capabilities; however, PyOED is meant to be extensible rather than scalable. Specifically, PyOED is developed to ``enable rapid development and benchmarking of OED methods with minimal coding effort and to maximize code reutilization.'' PyOED will be continuously expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators.

ATTIA, AHMEDMOHAMED↗

Adaptive Multi-Agent Systems for Constrained Optimization

Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

Macready, William↗

Digital robust active control law synthesis for large order systems using constrained optimization

This paper presents a direct digital control law synthesis procedure for a large order, sampled data, linear feedback system using constrained optimization techniques to meet multiple design requirements. A linear quadratic Gaussian type cost function is minimized while satisfying a set of constraints on the design loads and responses. General expressions for gradients of the cost function and constraints, with respect to the digital control law design variables are derived analytically and computed by solving a set of discrete Liapunov equations. The designer can choose the structure of the control law and the design variables, hence a stable classical control law as well as an estimator-based full or reduced order control law can be used as an initial starting point. Selected design responses can be treated as constraints instead of lumping them into the cost function. This feature can be used to modify a control law, to meet individual root mean square response limitations as well as minimum single value restrictions. Low order, robust digital control laws were synthesized for gust load alleviation of a flexible remotely piloted drone aircraft.

Mukhopadhyay, Vivek↗

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

Stability robustness improvement using constrained optimization techniques

In a multiloop feedback control system, stability margin improvement by singular value shaping can be achieved by a noise adjustment procedure. A direct method for shaping singular value spectrum using constrained optimization technique is described. The design algorithm minimizes a standard LQG performance index while trying to satisfy minimum singular value constraints at the plant input, or output, or at both. Selected parameters of a stabilizing control law are used as the design variables. The capabilities of this method are demonstrated using a two input two output system representing a drone aircraft and its lateral attitude control system.

Mukhopadhyay, V.↗

Distributed Constrained Optimization with Semicoordinate Transformations

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of "semicoordinate" variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for &sat constraint satisfaction problems and for unconstrained minimization of NK functions.

Macready, William↗

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Nash, Stephen G.↗

Application of constrained optimization to active control of aeroelastic response

Active control of aeroelastic response is a complex in which the designer usually tries to satisfy many criteria which are often conflicting. To further complicate the design problem, the state space equations describing this type of control problem are usually of high order, involving a large number of states to represent the flexible structure and unsteady aerodynamics. Control laws based on the standard Linear-Quadratic-Gaussian (LQG) method are of the same high order as the aeroelastic plant. To overcome this disadvantage of the LQG mode, an approach developed for designing low order optimal control laws which uses a nonlinear programming algorithm to search for the values of the control law variables that minimize a composite performance index, was extended to the constrained optimization problem. The method involves searching for the values of the control law variables that minimize a basic performance index while satisfying several inequality constraints that describe the design criteria. The method is applied to gust load alleviation of a drone aircraft.

Newsom, J. R.↗

Eigenvalue Placement and Stabilization by Constrained Optimization

A pole placement algorithm is proposed which uses constrained nonlinear optimization techniques on a finite dimensional model of a linear n degree of freedom system. Low order feedback control is assumed where r poles may be assigned; r being the rank of the sensor coefficient matrix. It is shown that by combining feedback control theory methods with optimization techniques, one can ensure the stability characteristics of a system, and can alter its transient response.

Decaro, S. M.↗