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At least 361 records · Page 20

Automatic blocking of nested loops

Blocked algorithms have much better properties of data locality and therefore can be much more efficient than ordinary algorithms when a memory hierarchy is involved. On the other hand, they are very difficult to write and to tune for particular machines. The reorganization is considered of nested loops through the use of known program transformations in order to create blocked algorithms automatically. The program transformations used are strip mining, loop interchange, and a variant of loop skewing in which invertible linear transformations (with integer coordinates) of the loop indices are allowed. Some problems are solved concerning the optimal application of these transformations. It is shown, in a very general setting, how to choose a nearly optimal set of transformed indices. It is then shown, in one particular but rather frequently occurring situation, how to choose an optimal set of block sizes.

Schreiber, Robert↗

Development and applications of algorithms for calculating the transonic flow about harmonically oscillating wings

A finite difference method to solve the unsteady transonic flow about harmonically oscillating wings was investigated. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The differential equation for the unsteady velocity potential is linear with spatially varying coefficients and with the time variable eliminated by assuming harmonic motion. An alternating direction implicit procedure was investigated, and a pilot program was developed for both two and three dimensional wings. This program provides a relatively efficient relaxation solution without previously encountered solution instability problems. Pressure distributions for two rectangular wings are calculated. Conjugate gradient techniques were developed for the asymmetric, indefinite problem. The conjugate gradient procedure is evaluated for applications to the unsteady transonic problem. Different equations for the alternating direction procedure are derived using a coordinate transformation for swept and tapered wing planforms. Pressure distributions for swept, untaped wings of vanishing thickness are correlated with linear results for sweep angles up to 45 degrees.

Ehlers, F. E.↗

Decentralized Low-Rank State Estimation for Power Distribution Systems

This article considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be an effective technique in state estimation that exploits the low dimensionality of the power system measurements to recover missing information. This technique can utilize an approximate (linear) load flow model, or it can be used with no physical models in a network where no information about the topology or line admittance is available. The direct application of matrix completion algorithms requires solving a semi-definite programming (SDP) problem, which becomes computationally challenging for large networks. We therefore develop a decentralized algorithm that capitalizes on the popular proximal alternating direction method of multipliers (proximal ADMM). The method allows us to distribute the computation among different areas of the network, leading to a scalable algorithm. By doing all computations at individual control areas and only communicating with neighboring areas, the algorithm eliminates the need for data to be sent to a central processing unit and thus increases efficiency and contributes to the goal of autonomous control of distribution networks. We illustrate the advantages of the proposed algorithm numerically using standard IEEE test cases.

41 EE - Solar Energy Technologies Office (EE-4S)↗

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Here, we propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

97 MATHEMATICS AND COMPUTING↗

Evaluation of a transfinite element numerical solution method for nonlinear heat transfer problems

Laplace transform techniques have been widely used to solve linear, transient field problems. A transform-based algorithm enables calculation of the response at selected times of interest without the need for stepping in time as required by conventional time integration schemes. The elimination of time stepping can substantially reduce computer time when transform techniques are implemented in a numerical finite element program. The coupling of transform techniques with spatial discretization techniques such as the finite element method has resulted in what are known as transfinite element methods. Recently attempts have been made to extend the transfinite element method to solve nonlinear, transient field problems. This paper examines the theoretical basis and numerical implementation of one such algorithm, applied to nonlinear heat transfer problems. The problem is linearized and solved by requiring a numerical iteration at selected times of interest. While shown to be acceptable for weakly nonlinear problems, this algorithm is ineffective as a general nonlinear solution method.

Cerro, J. A.↗

Stochastic Unit Commitment: Model Reduction via Learning

As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.

42 ENGINEERING↗

Optimum sensitivity derivatives of objective functions in nonlinear programming

The feasibility of eliminating second derivatives from the input of optimum sensitivity analyses of optimization problems is demonstrated. This elimination restricts the sensitivity analysis to the first-order sensitivity derivatives of the objective function. It is also shown that when a complete first-order sensitivity analysis is performed, second-order sensitivity derivatives of the objective function are available at little additional cost. An expression is derived whose application to linear programming is presented.

Barthelemy, J.-F. M.↗

Recent activities within the Aeroservoelasticity Branch at the NASA Langley Research Center

The objective of research in aeroservoelasticity at the NASA Langley Research Center is to enhance the modeling, analysis, and multidisciplinary design methodologies for obtaining multifunction digital control systems for application to flexible flight vehicles. Recent accomplishments are discussed, and a status report on current activities within the Aeroservoelasticity Branch is presented. In the area of modeling, improvements to the Minimum-State Method of approximating unsteady aerodynamics are shown to provide precise, low-order aeroservoelastic models for design and simulation activities. Analytical methods based on Matched Filter Theory and Random Process Theory to provide efficient and direct predictions of the critical gust profile and the time-correlated gust loads for linear structural design considerations are also discussed. Two research projects leading towards improved design methodology are summarized. The first program is developing an integrated structure/control design capability based on hierarchical problem decomposition, multilevel optimization and analytical sensitivities. The second program provides procedures for obtaining low-order, robust digital control laws for aeroelastic applications. In terms of methodology validation and application the current activities associated with the Active Flexible Wing project are reviewed.

Noll, Thomas E.↗

Recent activities within the aeroservoelasticity branch at the NASA Langley Research Center

The objective of research in aeroservoelasticity at the NASA Langley Research Center is to enhance the modeling, analysis, and multidisciplinary design methodologies for obtaining multifunction digital control systems for application to flexible flight vehicles. Recent accomplishments are discussed, and a status report on current activities within the Aeroservoelasticity Branch is presented. In the area of modeling, improvements to the Minimum-State Method of approximating unsteady aerodynamics are shown to provide precise, low-order aeroservoelastic models for design and simulation activities. Analytical methods based on Matched Filter Theory and Random Process Theory to provide efficient and direct predictions of the critical gust profile and the time-correlated gust loads for linear structural design considerations are also discussed. Two research projects leading towards improved design methodology are summarized. The first program is developing an integrated structure/control design capability based on hierarchical problem decomposition, multilevel optimization and analytical sensitivities. The second program provides procedures for obtaining low-order, robust digital control laws for aeroelastic applications. In terms of methodology validation and application the current activities associated with the Active Flexible Wing project are reviewed.

Noll, Thomas↗

Loci-STREAM Version 0.9

Loci-STREAM is an evolving computational fluid dynamics (CFD) software tool for simulating possibly chemically reacting, possibly unsteady flows in diverse settings, including rocket engines, turbomachines, oil refineries, etc. Loci-STREAM implements a pressure- based flow-solving algorithm that utilizes unstructured grids. (The benefit of low memory usage by pressure-based algorithms is well recognized by experts in the field.) The algorithm is robust for flows at all speeds from zero to hypersonic. The flexibility of arbitrary polyhedral grids enables accurate, efficient simulation of flows in complex geometries, including those of plume-impingement problems. The present version - Loci-STREAM version 0.9 - includes an interface with the Portable, Extensible Toolkit for Scientific Computation (PETSc) library for access to enhanced linear-equation-solving programs therein that accelerate convergence toward a solution. The name "Loci" reflects the creation of this software within the Loci computational framework, which was developed at Mississippi State University for the primary purpose of simplifying the writing of complex multidisciplinary application programs to run in distributed-memory computing environments including clusters of personal computers. Loci has been designed to relieve application programmers of the details of programming for distributed-memory computers.

Wright, Jeffrey↗

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗

Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations

This paper discusses numerical aspects of computing maximum likelihood estimates for linear dynamical systems in state-vector form. Different gradient-based nonlinear programming methods are discussed in a unified framework and their applicability to maximum likelihood estimation is examined. The problems due to singular Hessian or singular information matrix that are common in practice are discussed in detail and methods for their solution are proposed. New results on the calculation of state sensitivity functions via reduced order models are given. Several methods for speeding convergence and reducing computation time are also discussed.

Gupta, N. K.↗

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.↗

User's manual for GAMNAS: Geometric and Material Nonlinear Analysis of Structures

GAMNAS (Geometric and Material Nonlinear Analysis of Structures) is a two dimensional finite-element stress analysis program. Options include linear, geometric nonlinear, material nonlinear, and combined geometric and material nonlinear analysis. The theory, organization, and use of GAMNAS are described. Required input data and results for several sample problems are included.

Whitcomb, J. D.↗

Real-time dispatch optimization for concentrating solar power with thermal energy storage

Concentrating solar power (CSP) plants present a promising path towards utility-scale renewable energy. The power tower, or central receiver, configuration can achieve higher operating temperatures than other forms of CSP, and, like all forms of CSP, naturally pairs with comparatively inexpensive thermal energy storage, which allows CSP plants to dispatch electricity according to market price incentives and outside the hours of solar resource availability. Currently, CSP plants commonly include a steam Rankine power cycle and several heat exchange components to generate high-pressure steam using stored thermal energy. The efficiency of the steam Rankine cycle depends on the temperature of the plant's operating fluid, and so is a main concern of plant operators. However, the variable nature of the solar resource and the conservatism with which the receiver is operated prevent perfect control over the receiver outlet temperature. Therefore, during periods of solar variability, collection occurs at lower-than-design temperature. To support operator decisions in a real-time setting, we develop a revenue-maximizing non-convex mixed-integer, quadradically-constrained program which determines a dispatch schedule with sub-hourly time fidelity and considers temperature-dependent power cycle efficiency. The exact nonlinear formulation proves intractable for real-time decision support. Here we present exact and inexact techniques to improve problem tractability that include a hybrid nonlinear and linear formulation. Our approach admits solutions within approximately 3% of optimality, on average, within a five-minute time limit, demonstrating its usability for decision support in a real-time setting.

14 SOLAR ENERGY↗

A computer program for the geometrically nonlinear static and dynamic analysis of arbitrarily loaded shells of revolution, theory and users manual

A digital computer program known as SATANS (static and transient analysis, nonlinear, shells) for the geometrically nonlinear static and dynamic response of arbitrarily loaded shells of revolution is presented. Instructions for the preparation of the input data cards and other information necessary for the operation of the program are described in detail and two sample problems are included. The governing partial differential equations are based upon Sanders' nonlinear thin shell theory for the conditions of small strains and moderately small rotations. The governing equations are reduced to uncoupled sets of four linear, second order, partial differential equations in the meridional and time coordinates by expanding the dependent variables in a Fourier sine or cosine series in the circumferential coordinate and treating the nonlinear modal coupling terms as pseudo loads. The derivatives with respect to the meridional coordinate are approximated by central finite differences, and the displacement accelerations are approximated by the implicit Houbolt backward difference scheme with a constant time interval. The boundaries of the shell may be closed, free, fixed, or elastically restrained. The program is coded in the FORTRAN 4 language and is dimensioned to allow a maximum of 10 arbitrary Fourier harmonics and a maximum product of the total number of meridional stations and the total number of Fourier harmonics of 200. The program requires 155,000 bytes of core storage.

Ball, R. E.↗

On optimal control of linear systems in the presence of multiplicative noise

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

Joshi, S. M.↗

Equations of motion for coupled n-body systems

Computer program, developed to analyze spacecraft attitude dynamics, can be applied to large class of problems involving objects that can be simplified into component parts. Systems of coupled rigid bodies, point masses, symmetric wheels, and elastically flexible bodies can be analyzed. Program derives complete set of non-linear equations of motion in vectordyadic format. Numerical solutions may be printed out. Program is in FORTRAN IV for batch execution and has been implemented on IBM 360.

Frisch, H. P.↗