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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints

Here we present a new algorithm for infinite-dimensional optimization with general constraints, called ALESQP. In short, ALESQP is an augmented Lagrangian method that penalizes inequality constraints and solves equality-constrained nonlinear optimization subproblems at every iteration. The subproblems are solved using a matrix-free trust-region sequential quadratic programming (SQP) method that takes advantage of iterative, i.e., inexact linear solvers, and is suitable for large-scale applications. A key feature of ALESQP is a constraint decomposition strategy that allows it to exploit problem-specific variable scalings and inner products. We analyze convergence of ALESQP under different assumptions. We show that strong accumulation points are stationary. Consequently, in finite dimensions ALESQP converges to a stationary point. In infinite dimensions we establish that weak accumulation points are feasible in many practical situations. Under additional assumptions we show that weak accumulation points are stationary. We present several infinite-dimensional examples where ALESQP shows remarkable discretization-independent performance in all of its iterative components, requiring a modest number of iterations to meet constraint tolerances at the level of machine precision. Also, we demonstrate a fully matrix-free solution of an infinite-dimensional problem with nonlinear inequality constraints.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2016

Use of the NLPQLP Sequential Quadratic Programming Algorithm to Solve Rotorcraft Aeromechanical Constrained Optimisation Problems

Optimization of the control vector, configuration and aerodynamic surface design potentially offers significant performance enhancement to rotorcraft systems. These analyses indicated that non-linear programming methods that solve a sequence of related quadratic-programming sub-problems could be used successfully to solve these problems. Accordingly, a license for one of the latest versions of Professor Schittkowski's very successful Sequential Quadratic Programming NLPQLP software was obtained and used to experiment and analyze typical optimization problems of the type encountered in various rotorcraft wind tunnel and flight tests. Emphasis was directed toward obtaining efficiency, robustness and speed in computation.

Use of the NLPQLP↗
NASA NTRS1985

A sequential linear optimization approach for controller design

A linear optimization approach with a simple real arithmetic algorithm is presented for reliable controller design and vibration suppression of flexible structures. Using first order sensitivity of the system eigenvalues with respect to the design parameters in conjunction with a continuation procedure, the method converts a nonlinear optimization problem into a maximization problem with linear inequality constraints. The method of linear programming is then applied to solve the converted linear optimization problem. The general efficiency of the linear programming approach allows the method to handle structural optimization problems with a large number of inequality constraints on the design vector. The method is demonstrated using a truss beam finite element model for the optimal sizing and placement of active/passive-structural members for damping augmentation. Results using both the sequential linear optimization approach and nonlinear optimization are presented and compared. The insensitivity to initial conditions of the linear optimization approach is also demonstrated.

Horta, L. G.↗
NASA NTRS1999

Structural Optimization for Reliability Using Nonlinear Goal Programming

This report details the development of a reliability based multi-objective design tool for solving structural optimization problems. Based on two different optimization techniques, namely sequential unconstrained minimization and nonlinear goal programming, the developed design method has the capability to take into account the effects of variability on the proposed design through a user specified reliability design criterion. In its sequential unconstrained minimization mode, the developed design tool uses a composite objective function, in conjunction with weight ordered design objectives, in order to take into account conflicting and multiple design criteria. Multiple design criteria of interest including structural weight, load induced stress and deflection, and mechanical reliability. The nonlinear goal programming mode, on the other hand, provides for a design method that eliminates the difficulty of having to define an objective function and constraints, while at the same time has the capability of handling rank ordered design objectives or goals. For simulation purposes the design of a pressure vessel cover plate was undertaken as a test bed for the newly developed design tool. The formulation of this structural optimization problem into sequential unconstrained minimization and goal programming form is presented. The resulting optimization problem was solved using: (i) the linear extended interior penalty function method algorithm; and (ii) Powell's conjugate directions method. Both single and multi-objective numerical test cases are included demonstrating the design tool's capabilities as it applies to this design problem.

El-Sayed, Mohamed E.↗
NASA NTRS2007

Algorithm Optimally Allocates Actuation of a Spacecraft

A report presents an algorithm that solves the following problem: Allocate the force and/or torque to be exerted by each thruster and reaction-wheel assembly on a spacecraft for best performance, defined as minimizing the error between (1) the total force and torque commanded by the spacecraft control system and (2) the total of forces and torques actually exerted by all the thrusters and reaction wheels. The algorithm incorporates the matrix vector relationship between (1) the total applied force and torque and (2) the individual actuator force and torque values. It takes account of such constraints as lower and upper limits on the force or torque that can be applied by a given actuator. The algorithm divides the aforementioned problem into two optimization problems that it solves sequentially. These problems are of a type, known in the art as semi-definite programming problems, that involve linear matrix inequalities. The algorithm incorporates, as sub-algorithms, prior algorithms that solve such optimization problems very efficiently. The algorithm affords the additional advantage that the solution requires the minimum rate of consumption of fuel for the given best performance.

Motaghedi, Shi↗
NASA NTRS1991

Automated ILA design for synchronous sequential circuits

An iterative logic array (ILA) architecture for synchronous sequential circuits is presented. This technique utilizes linear algebra to produce the design equations. The ILA realization of synchronous sequential logic can be fully automated with a computer program. A programmable design procedure is proposed to fullfill the design task and layout generation. A software algorithm in the C language has been developed and tested to generate 1 micron CMOS layouts using the Hewlett-Packard FUNGEN module generator shell.

Liu, M. N.↗
NASA NTRS2024

Envisioning an Optimal Network of Space-Based Lasers for Orbital Debris Remediation

The rapid increase in resident space objects, including satellites and orbital debris, poses a significant threat to the safety and sustainability of space missions. This paper explores orbital debris remediation using a network of collaborative space-based lasers, leveraging laser ablation for momentum transfer on debris. A novel delta-v vector analysis framework quantifies the e↵ects of multiple simultaneous laser-to-debris (L2D) engagements by using vector composition of the imparted delta-v vectors. The paper introduces the Concurrent LocationScheduling Problem (CLSP), which optimizes the placement of laser platforms and the scheduling of L2D engagements to maximize debris remediation capacity. Due to the computational complexity of the CLSP, it is decomposed into two sequential subproblems: (1) optimal laser platform locations are determined using the Maximal Covering Location Problem, and (2) a novel integer linear programming-based approach schedules L2D engagements within the network configuration to maximize remediation capacity. Computational experiments are conducted to evaluate the proposed framework’s e↵ectiveness under various mission scenarios, demonstrating key network functions such as collaborative nudging, deorbiting, and just-in-time collision avoidance. A sensitivity analysis further examines how varying the number and distribution of laser platforms a↵ects debris remediation capacity, providing insights into optimizing the performance of space-based laser networks.

David O Williams Rogers↗
NASA NTRS2018

Comparison of First-Come First-Served and Optimization Based Scheduling Algorithms for Integrated Departure and Arrival Management

Korea Aerospace Research Institute (KARI) and National Aeronautics and Space Administration (NASA) are investigating scheduling algorithms that will be a part of an integrated arrival and departure management system. Inha University, one of the Korean collaborators of KARI, developed an Extended First-Come First-Served (EFCFS) algorithm that is robust and efficient. However, since the EFCFS algorithm sequentially computes the schedule based on priority, the end results may not be optimal for system efficiency. The approach based on Mixed Integer Linear Programming (MILP) originally developed by NASA and modified by KARI is known to produce better schedules at the expense of computational cost. In this paper, the two different scheduling approaches are compared using common traffic scenarios and constraints at Incheon International Airport. Capabilities to apply weight class based wake turbulence runway separation minima and Miles-in-Trail (MIT) restrictions at selected meter fixes are added to the previously developed EFCFS scheduler. Based on historic data, 40 departures and 20 arrivals are chosen in a one-hour period and 100 scenarios were created by randomly assigning gate numbers, gate departure times, and runway landing times. With the current runway separation requirements, MILP resulted in about ten to twenty percent smaller average delays depending on the constraints. With artificially increased separation minima, the difference between MILP and EFCFS became more noticeable. However, the EFCFS was about ten times faster with smaller variations among different scenarios and constraints. The comparison suggests that the MILP-based algorithm has a small advantage at the current traffic level; however, has potential to be more effective in higher demand or severe weather situations. The EFCFS algorithm may be better suited for real-time applications or investigating larger scale scheduling problems.

air traffic optimization↗
NASA NTRS1993

A multimedia adult literacy program: Combining NASA technology, instructional design theory, and authentic literacy concepts

For a number of years, the Software Technology Branch of the Information Systems Directorate has been involved in the application of cutting edge hardware and software technologies to instructional tasks related to NASA projects. The branch has developed intelligent computer aided training shells, instructional applications of virtual reality and multimedia, and computer-based instructional packages that use fuzzy logic for both instructional and diagnostic decision making. One outcome of the work on space-related technology-supported instruction has been the creation of a significant pool of human talent in the branch with current expertise on the cutting edges of instructional technologies. When the human talent is combined with advanced technologies for graphics, sound, video, CD-ROM, and high speed computing, the result is a powerful research and development group that both contributes to the applied foundations of instructional technology and creates effective instructional packages that take advantage of a range of advanced technologies. Several branch projects are currently underway that combine NASA-developed expertise to significant instructional problems in public education. The branch, for example, has developed intelligent computer aided software to help high school students learn physics and staff are currently working on a project to produce educational software for young children with language deficits. This report deals with another project, the adult literacy tutor. Unfortunately, while there are a number of computer-based instructional packages available for adult literacy instruction, most of them are based on the same instructional models that failed these students when they were in school. The teacher-centered, discrete skill and drill-oriented, instructional strategies, even when they are supported by color computer graphics and animation, that form the foundation for most of the computer-based literacy packages currently on the market may not be the most effective or most desirable way to use computer technology in literacy programs. This project is developing a series of instructional packages that are based on a different instructional model - authentic instruction. The instructional development model used to create these packages is also different. Instead of using the traditional five stage linear, sequential model based on behavioral learning theory, the project uses the recursive, reflective design and development model (R2D2) that is based on cognitive learning theory, particularly the social constructivism of Vygotsky, and an epistemology based on critical theory. Using alternative instructional and instructional development theories, the result of the summer faculty fellowship is LiteraCity, a multimedia adult literacy instructional package that is a simulation of finding and applying for a job. The program, which is about 120 megabytes, is distributed on CD-ROM.

Willis, Jerry W.↗
DOE OSTI2021

Switching Device-Cognizant Sequential Distribution System Restoration

This paper presents an optimization framework for sequential reconfiguration using an assortment of switching devices and repair process in distribution system restoration. Compared to existing studies, this paper considers types, capabilities and operational limits of different switching devices, making it applicable in practice. We develop a novel multi-phase method to find the optimal sequential operation of various switching devices and repair faulted areas. We consider circuit breakers, reclosers, sectionalizers, load breaker switches, and fuses. The switching operation problem is decomposed into two mixed-integer linear programming (MILP) subproblems. The first subproblem determines the optimal network topology and estimates the number of steps to reach that topology, while the second subproblem generates a sequence of switching operations to coordinate the switches. For repairing the faults, we design an MILP model that dispatches repair crews to clear faults and replace melted fuses. After clearing a fault, we update the topology of the network by generating a new sequence of switching operations, and the process continues until all faults are cleared. To improve the computational efficiency, a network reduction algorithm is developed to group line sections, such that only switchable sections are present in the reduced network. The proposed method is validated on the IEEE 123-bus and 8500-bus systems.

distribution system↗
NASA NTRS2014

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↗
DOE OSTI2022

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗
DOE OSTI2023

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2013

Single-Photon-Sensitive HgCdTe Avalanche Photodiode Detector

The purpose of this program was to develop single-photon-sensitive short-wavelength infrared (SWIR) and mid-wavelength infrared (MWIR) avalanche photodiode (APD) receivers based on linear-mode HgCdTe APDs, for application by NASA in light detection and ranging (lidar) sensors. Linear-mode photon-counting APDs are desired for lidar because they have a shorter pixel dead time than Geiger APDs, and can detect sequential pulse returns from multiple objects that are closely spaced in range. Linear-mode APDs can also measure photon number, which Geiger APDs cannot, adding an extra dimension to lidar scene data for multi-photon returns. High-gain APDs with low multiplication noise are required for efficient linear-mode detection of single photons because of APD gain statistics -- a low-excess-noise APD will generate detectible current pulses from single photon input at a much higher rate of occurrence than will a noisy APD operated at the same average gain. MWIR and LWIR electron-avalanche HgCdTe APDs have been shown to operate in linear mode at high average avalanche gain (M > 1000) without excess multiplication noise (F = 1), and are therefore very good candidates for linear-mode photon counting. However, detectors fashioned from these narrow-bandgap alloys require aggressive cooling to control thermal dark current. Wider-bandgap SWIR HgCdTe APDs were investigated in this program as a strategy to reduce detector cooling requirements.

Huntington, Andrew↗
NASA NTRS2018

Next Generation Aircraft Design Considering Airline Operations and Economics

Traditional approaches to design and optimization of a new system often use a system-centric objective and do not take into consideration how the operator will use this new system alongside other existing systems. When the new system design is incorporated into the broader group of systems, the performance of the operator-level objective can be sub-optimal due to the unmodeled interaction between the new system and the other systems. Among the few available references that describe attempts to address this disconnect, most follow an MDO (Multidisciplinary Design Optimization)-motivated sequential decomposition approach of first designing a very good system and then providing this system to the operator who, decides the best way to use this new system along with the existing systems. This paper addresses this issue by including aircraft design, airline operations, and revenue management "subspaces"; and presents an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem rather than the traditional approach described above. The monolithic approach makes the problem an expensive Mixed Integer Non-Linear Programming problem, which are extremely difficult to solve. To address the problem, we use a recently developed optimization framework that simultaneously solves the subspaces to capture the "synergy" in the problem that the previous decomposition approaches did not exploit, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. This approach solves an 11-route airline network problem consisting of 94 decision variables including 33 integer and 61 continuous type variables. Simultaneously solving the subspaces leads to significant improvement in the fleet-level objective of the airline when compared to the previously developed sequential subspace decomposition approach.

Roy, Satadru↗
NASA NTRS1986

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 constrainted 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.↗
NASA NTRS1988

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.↗
DOE OSTI2023

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗