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At least 379 records · Page 21

Direct handling of equality constraints in multilevel optimization

In recent years there have been several hierarchic multilevel optimization algorithms proposed and implemented in design studies. Equality constraints are often imposed between levels in these multilevel optimizations to maintain system and subsystem variable continuity. Equality constraints of this nature will be referred to as coupling equality constraints. In many implementation studies these coupling equality constraints have been handled indirectly. This indirect handling has been accomplished using the coupling equality constraints' explicit functional relations to eliminate design variables (generally at the subsystem level), with the resulting optimization taking place in a reduced design space. In one multilevel optimization study where the coupling equality constraints were handled directly, the researchers encountered numerical difficulties which prevented their multilevel optimization from reaching the same minimum found in conventional single level solutions. The researchers did not explain the exact nature of the numerical difficulties other than to associate them with the direct handling of the coupling equality constraints. The coupling equality constraints are handled directly, by employing the Generalized Reduced Gradient (GRG) method as the optimizer within a multilevel linear decomposition scheme based on the Sobieski hierarchic algorithm. Two engineering design examples are solved using this approach. The results show that the direct handling of coupling equality constraints in a multilevel optimization does not introduce any problems when the GRG method is employed as the internal optimizer. The optimums achieved are comparable to those achieved in single level solutions and in multilevel studies where the equality constraints have been handled indirectly.

Renaud, John E.↗

3-regular three-XORSAT planted solutions benchmark of classical and quantum heuristic optimizers

With current semiconductor technology reaching its physical limits, special-purpose hardware has emerged as an option to tackle specific computing-intensive challenges. Optimization in the form of solving quadratic unconstrained binary optimization problems, or equivalently Ising spin glasses, has been the focus of several new dedicated hardware platforms. These platforms come in many different flavors, from highly-efficient hardware implementations on digital-logic of established algorithms to proposals of analog hardware implementing new algorithms. In this work, we use a mapping of a specific class of linear equations whose solutions can be found efficiently, to a hard constraint satisfaction problem (three-regular three-XORSAT, or an Ising spin glass) with a 'golf-course' shaped energy landscape, to benchmark several of these different approaches. We perform a scaling and prefactor analysis of the performance of Fujitsu's digital annealer unit (DAU), the D-Wave advantage quantum annealer, a virtual MemComputing machine, Toshiba's simulated bifurcation machine (SBM), the SATonGPU algorithm from Bernaschi et al, and our implementation of parallel tempering. We identify the SATonGPU and DAU as currently having the smallest scaling exponent for this benchmark, with SATonGPU having a small scaling advantage and in addition having by far the smallest prefactor thanks to its use of massive parallelism. Furthermore, our work provides an objective assessment and a snapshot of the promise and limitations of dedicated optimization hardware relative to a particular class of optimization problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dark energy survey year 3 results: cosmological constraints from the analysis of cosmic shear in harmonic space

ABSTRACT We present cosmological constraints from the analysis of angular power spectra of cosmic shear maps based on data from the first three years of observations by the Dark Energy Survey (DES Y3). Our measurements are based on the pseudo-Cℓ method and complement the analysis of the two-point correlation functions in real space, as the two estimators are known to compress and select Gaussian information in different ways, due to scale cuts. They may also be differently affected by systematic effects and theoretical uncertainties, making this analysis an important cross-check. Using the same fiducial Lambda cold dark matter model as in the DES Y3 real-space analysis, we find ${S_8 \equiv \sigma _8 \sqrt{\Omega _{\rm m}/0.3} = 0.793^{+0.038}_{-0.025}}$, which further improves to S8 = 0.784 ± 0.026 when including shear ratios. This result is within expected statistical fluctuations from the real-space constraint, and in agreement with DES Y3 analyses of non-Gaussian statistics, but favours a slightly higher value of S8, which reduces the tension with the Planck 2018 constraints from 2.3σ in the real space analysis to 1.5σ here. We explore less conservative intrinsic alignments models than the one adopted in our fiducial analysis, finding no clear preference for a more complex model. We also include small scales, using an increased Fourier mode cut-off up to $k_{\rm max}={5}\, {h}\, {\rm Mpc}^{-1}$, which allows to constrain baryonic feedback while leaving cosmological constraints essentially unchanged. Finally, we present an approximate reconstruction of the linear matter power spectrum at present time, found to be about 20 per cent lower than predicted by Planck 2018, as reflected by the lower S8 value.

79 ASTRONOMY AND ASTROPHYSICS↗

Scalable Predictive Control and Optimization for Grid Integration of Large-Scale Distributed Energy Resources

Integrating a large number of distributed energy resources (DERs) into the power grid needs a scalable power balancing method. We formulate the power balancing problem as a look-ahead optimization problem to be solved sequentially by a power distribution system aggregator based on a model predictive control (MPC) framework. Solving large-scale look-ahead control problems requires proper configuration of the control steps. In this paper, to solve large-scale control problems, we propose a variable time granularity where control time steps nearby the current control step have finer resolutions. The aggregator objective includes maximization of power production revenue and minimization of power purchasing expense, renewable power curtailment, and mileage costs for energy storage and electric vehicle (EV) charging stations while satisfying system capacity and operational constraints. The control problem is formulated as a mixed-integer linear program (MILP) and solved using the XpressMP solver. We perform simulations considering a copper plate representation of a large distribution network consisting of 2507 devices (control-lable DERs), including curtailable photovoltaics (PVs), energy storage batteries, EV charging stations, and buildings with heating, ventilation, and air conditioning units (HVACs). We show the effectiveness of the proposed approach in managing DERs interactively for maximum energy trading profit and local supply-demand power balancing. Finally, we demonstrate that the proposed method outperforms other benchmark controllers regarding computation time without compromising operational performance.

DER↗

Model-predictive optimal control of ferrofluidic microrobots in three-dimensional space

Ferrofluid microrobots have emerged as promising tools for minimally invasive medical procedures. Their unique properties to navigate complex fluids and reach otherwise inaccessible regions of the human body have enabled new applications in targeted drug delivery, tissue engineering, and diagnostics. Here, this paper proposes a model-predictive controller for the external magnetic manipulation of ferrofluid microrobots in three dimensions (3D). The internal optimization routine of the controller determines appropriate changes in the applied electromagnetic field to minimize the deviation between the actual and desired trajectories of the microrobot. A linear system governing locomotion is derived and used as the equality constraints of the optimization problems associated with the feedback index. In addition to ferrofluid droplets, the controller presented in this work may be applied to other magnetically-pulled microrobots. Several experiments are performed to validate the controller and showcase its ability to adapt to changes in system parameters such as the desired tracking trajectory and the size, orientation, deformation, and velocity of the microrobot. The accuracy of the controller is analyzed for each experiment, and the average error is found to be within 0.25 mm for small velocities. An additional experiment is performed to demonstrate significant improvement over a PID controller that is optimally tuned using Bayesian optimization. The results presented in this paper suggest that the proposed control algorithm could enable new microrobotic capabilities in minimally invasive medical procedures, lab-on-a-chip applications, and microfluidics.

60 APPLIED LIFE SCIENCES↗

The quantum entropy cone of hypergraphs

In this work, we generalize the graph-theoretic techniques used for the holographic entropy cone to study hypergraphs and their analogously-defined entropy cone. This allows us to develop a framework to efficiently compute entropies and prove inequalities satisfied by hypergraphs. In doing so, we discover a class of quantum entropy vectors which reach beyond those of holographic states and obey constraints intimately related to the ones obeyed by stabilizer states and linear ranks. We show that, at least up to 4 parties, the hypergraph cone is identical to the stabilizer entropy cone, thus demonstrating that the hypergraph framework is broadly applicable to the study of entanglement entropy. We conjecture that this equality continues to hold for higher party numbers and report on partial progress on this direction. To physically motivate this conjectured equivalence, we also propose a plausible method inspired by tensor networks to construct a quantum state from a given hypergraph such that their entropy vectors match.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Cyber-Resilient Frequency Control of Power Grids with Energy Storage Systems

The integration of synchronous generators and energy storage systems operated through communication networks introduces new challenges and vulnerabilities to the electric grid, where cyber attacks can corrupt sensor measurements or control inputs and interrupt functions such as frequency regulation. This paper proposes a defense methodology for the design of resilient operating constraints imposed on each generation and storage unit in order to prevent any attack sequence from driving the system's frequency to unsafe conditions. The resilient operating constraints are found by using ellipsoidal approximations of the reachable set of the power system, leading to a convex optimization problem with linear matrix inequalities. Numerical results in a single-area power system with synchronous generation and energy storage demonstrate how the resilient constraints provide security guarantees against any type of attack affecting frequency measurements or controller setpoints.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Governing equations for vibrating constrained-layer damping sandwich plates and beams.

A simple differential equation is derived to describe constrained-layer damping in nonsymmetric sandwich plates and beams composed of isotropic and homogeneous layers. The natural boundary conditions related to this equation are determined and some typical numerical results obtained by this equation are given. The equation is valid within the linear theories of elasticity and viscoelasticity in the absence of any constraints on thicknesses, positions, symmetries, and densities of the layers.

Yan, M.-J.↗

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.↗

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.↗

Low Density Parity Check Codes Based on Finite Geometries: A Rediscovery and More

Low density parity check (LDPC) codes with iterative decoding based on belief propagation achieve astonishing error performance close to Shannon limit. No algebraic or geometric method for constructing these codes has been reported and they are largely generated by computer search. As a result, encoding of long LDPC codes is in general very complex. This paper presents two classes of high rate LDPC codes whose constructions are based on finite Euclidean and projective geometries, respectively. These classes of codes a.re cyclic and have good constraint parameters and minimum distances. Cyclic structure adows the use of linear feedback shift registers for encoding. These finite geometry LDPC codes achieve very good error performance with either soft-decision iterative decoding based on belief propagation or Gallager's hard-decision bit flipping algorithm. These codes can be punctured or extended to obtain other good LDPC codes. A generalization of these codes is also presented.

Kou, Yu↗

Evolution of Satellite Imagers and Sounders for Low Earth Orbit and Technology Directions at NASA

Imagers and Sounders for Low Earth Orbit (LEO) provide fundamental global daily observations of the Earth System for scientists, researchers, and operational weather agencies. The imager provides the nominal 1-2 km spatial resolution images with global coverage in multiple spectral bands for a wide range of uses including ocean color, vegetation indices, aerosol, snow and cloud properties, and sea surface temperature. The sounder provides vertical profiles of atmospheric temperature, water vapor cloud properties, and trace gases including ozone, carbon monoxide, methane and carbon dioxide. Performance capabilities of these systems has evolved with the optical and sensing technologies of the decade. Individual detectors were incorporated on some of the first imagers and sounders that evolved to linear array technology in the '80's. Signal-to-noise constraints limited these systems to either broad spectral resolution as in the case of the imager, or low spatial resolution as in the case of the sounder. Today's area 2-dimensional large format array technology enables high spatial and high spectral resolution to be incorporated into a single instrument. This places new constraints on the design of these systems and enables new capabilities for scientists to examine the complex processes governing the Earth System.

remote sensing↗

Reactive Sequencing for Autonomous Navigation Evolving from Phoenix Entry, Descent, and Landing

Virtual Machine Language (VML) is an award-winning advanced procedural sequencing language in use on NASA deep-space missions since 1997, and was used for the successful entry, descent, and landing (EDL) of the Phoenix spacecraft onto the surface of Mars. Phoenix EDL utilized a state-oriented operations architecture which executed within the constraints of the existing VML 2.0 flight capability, compatible with the linear "land or die" nature of the mission. The intricacies of Phoenix EDL included the planned discarding of portions of the vehicle, the complex communications management for relay through on-orbit assets, the presence of temporally indeterminate physical events, and the need to rapidly catch up four days of sequencing should a reboot of the spacecraft flight computer occur shortly before atmospheric entry. These formidable operational challenges led to new techniques for packaging and coordinating reusable sequences called blocks using one-way synchronization via VML sequencing global variable events. The coordinated blocks acted as an ensemble to land the spacecraft, while individually managing various elements in as simple a fashion as possible. This paper outlines prototype VML 2.1 flight capabilities that have evolved from the one-way synchronization techniques in order to implement even more ambitious autonomous mission capabilities. Target missions for these new capabilities include autonomous touch-and-go sampling of cometary and asteroidal bodies, lunar landing of robotic missions, and ultimately landing of crewed lunar vehicles. Close proximity guidance, navigation, and control operations, on-orbit rendezvous, and descent and landing events featured in these missions require elaborate abort capability, manifesting highly non-linear scenarios that are so complex as to overtax traditional sequencing, or even the sort of one-way coordinated sequencing used during EDL. Foreseeing advanced command and control needs for small body and lunar landing guidance, navigation and control scenarios, work began three years ago on substantial upgrades to VML that are now being exercised in scenarios for lunar landing and comet/asteroid rendezvous. The advanced state-based approach includes coordinated state transition machines with distributed decision-making logic. These state machines are not merely sequences - they are reactive logic constructs capable of autonomous decision making within a well-defined domain. Combined with the JPL's AutoNav software used on Deep Space 1 and Deep Impact, the system allows spacecraft to autonomously navigate to an unmapped surface, soft-contact, and either land or ascend. The state machine architecture enabled by VML 2.1 has successfully performed sampling missions and lunar descent missions in a simulated environment, and is progressing toward flight capability. The authors are also investigating using the VML 2.1 flight director architecture to perform autonomous activities like rendezvous with a passive hypothetical Mars sample return capsule. The approach being pursued is similar to the touch-and-go sampling state machines, with the added complications associated with the search for, physical capture of, and securing of a separate spacecraft. Complications include optically finding and tracking the Orbiting Sample Capsule (OSC), keeping the OSC illuminated, making orbital adjustments, and physically capturing the OSC. Other applications could include autonomous science collection and fault compensation.

asteroid↗

An Expert System-Driven Method for Parametric Trajectory Optimization During Conceptual Design

During the early phases of engineering design, the costs committed are high, costs incurred are low, and the design freedom is high. It is well documented that decisions made in these early design phases drive the entire design's life cycle cost. In a traditional paradigm, key design decisions are made when little is known about the design. As the design matures, design changes become more difficult in both cost and schedule to enact. The current capability-based paradigm, which has emerged because of the constrained economic environment, calls for the infusion of knowledge usually acquired during later design phases into earlier design phases, i.e. bringing knowledge acquired during preliminary and detailed design into pre-conceptual and conceptual design. An area of critical importance to launch vehicle design is the optimization of its ascent trajectory, as the optimal trajectory will be able to take full advantage of the launch vehicle's capability to deliver a maximum amount of payload into orbit. Hence, the optimal ascent trajectory plays an important role in the vehicle's affordability posture yet little of the information required to successfully optimize a trajectory is known early in the design phase. Thus, the current paradigm of optimizing ascent trajectories involves generating point solutions for every change in a vehicle's design parameters. This is often a very tedious, manual, and time-consuming task for the analysts. Moreover, the trajectory design space is highly non-linear and multi-modal due to the interaction of various constraints. When these obstacles are coupled with the Program to Optimize Simulated Trajectories (POST), an industry standard program to optimize ascent trajectories that is difficult to use, expert trajectory analysts are required to effectively optimize a vehicle's ascent trajectory. Over the course of this paper, the authors discuss a methodology developed at NASA Marshall's Advanced Concepts Office to address these issues. The methodology is two-fold: first, capture the heuristics developed by human analysts over their many years of experience; and secondly, leverage the power of modern computing to evaluate multiple trajectories simultaneously and therefore enable the exploration of the trajectory's design space early during the pre- conceptual and conceptual phases of design. This methodology is coupled with design of experiments in order to train surrogate models, which enables trajectory design space visualization and parametric optimal ascent trajectory information to be available when early design decisions are being made.

Dees, Patrick D.↗

Enabling Parametric Optimal Ascent Trajectory Modeling During Early Phases of Design

During the early phases of engineering design, the costs committed are high, costs incurred are low, and the design freedom is high. It is well documented that decisions made in these early design phases drive the entire design's life cycle. In a traditional paradigm, key design decisions are made when little is known about the design. As the design matures, design changes become more difficult -- in both cost and schedule -- to enact. Indeed, the current capability-based paradigm that has emerged because of the constrained economic environment calls for the infusion of knowledge acquired during later design phases into earlier design phases, i.e. bring knowledge acquired during preliminary and detailed design into pre-conceptual and conceptual design. An area of critical importance to launch vehicle design is the optimization of its ascent trajectory, as the optimal trajectory will be able to take full advantage of the launch vehicle's capability to deliver a maximum amount of payload into orbit. Hence, the optimal ascent trajectory plays an important role in the vehicle's affordability posture as the need for more economically viable access to space solutions are needed in today's constrained economic environment. The problem of ascent trajectory optimization is not a new one. There are several programs that are widely used in industry that allows trajectory analysts to, based on detailed vehicle and insertion orbit parameters, determine the optimal ascent trajectory. Yet, little information is known about the launch vehicle early in the design phase - information that is required of many different disciplines in order to successfully optimize the ascent trajectory. Thus, the current paradigm of optimizing ascent trajectories involves generating point solutions for every change in a vehicle's design parameters. This is often a very tedious, manual, and time-consuming task for the analysts. Moreover, the trajectory design space is highly non-linear and multi-modal due to the interaction of various constraints. Additionally, when these obstacles are coupled with The Program to Optimize Simulated Trajectories [1] (POST), an industry standard program to optimize ascent trajectories that is difficult to use, it requires expert trajectory analysts to effectively optimize a vehicle's ascent trajectory. As it has been pointed out, the paradigm of trajectory optimization is still a very manual one because using modern computational resources on POST is still a challenging problem. The nuances and difficulties involved in correctly utilizing, and therefore automating, the program presents a large problem. In order to address these issues, the authors will discuss a methodology that has been developed. The methodology is two-fold: first, a set of heuristics will be introduced and discussed that were captured while working with expert analysts to replicate the current state-of-the-art; secondly, leveraging the power of modern computing to evaluate multiple trajectories simultaneously, and therefore, enable the exploration of the trajectory's design space early during the pre-conceptual and conceptual phases of design. When this methodology is coupled with design of experiments in order to train surrogate models, the authors were able to visualize the trajectory design space, enabling parametric optimal ascent trajectory information to be introduced with other pre-conceptual and conceptual design tools. The potential impact of this methodology's success would be a fully automated POST evaluation suite for the purpose of conceptual and preliminary design trade studies. This will enable engineers to characterize the ascent trajectory's sensitivity to design changes in an arbitrary number of dimensions and for finding settings for trajectory specific variables, which result in optimal performance for a "dialed-in" launch vehicle design. The effort described in this paper was developed for the Advanced Concepts Office [2] at NASA Marshall Space Flight Center

Holt, James B.↗

Using Graph Coloring to Compute Total Derivatives More Efficiently in OpenMDAO

When they are applicable, gradient based optimization algorithms are the most efficient way to solve design optimization problems. Although gradient based methods are generally efficient, they can be made significantly more so through the usage of analytic techniques to compute the necessary total derivatives. The traditional forward (direct) and reverse (adjoint) analytic techniques have computational costs that scale linearly with the number of design variables and the number of constraints, respectively. In this work, we present an application of a graph coloring algorithm to the analytic techniques for computing total derivative Jacobians in order to achieve much better computational scaling than the pure analytic methods can provide alone. A detailed theoretical explanation of how coloring algorithms interact with analytic derivative methods is presented that illustrates specific types of sparsity patterns that must be present in total derivative Jacobians in order for this coloring technique to be effective. The new technique has been implemented as a feature in the OpenMDAO framework and the implementation is demonstrated on two example problems. The performance on the example problems up to 50% reduction in compute cost for optimizations with bi-directional coloring compared to traditional constraint aggregation. Additionally, the results show how coloring technique alleviates some of the numerical difficulties that constraint aggregation can cause, leading to the ability to solve larger problems. It is expected that the new method will have wide applicability to multidisciplinary optimization problems, and that its availability in OpenMDAO will offer significant computational savings for users without the need for them to implement the coloring algorithm themselves.

Trajectory↗

Scalable Predictive Control and Optimization for Grid Integration of Large-Scale Distributed Energy Resources: Preprint

Integration of a large number of distributed energy resources (DERs) into the power grid needs a scalable power balancing method. We formulate the power balancing problem as a look-ahead optimization problem to be solved sequentially by a power distribution system aggregator based on a model predictive control (MPC) framework. Solving large-scale look-ahead control problem requires proper configuration of the control steps. In this paper, to solve large-scale control problems, we propose a variable time granularity where control time steps nearby the current control step have finer resolutions. The aggregator objective includes maximization of power production revenue and minimization of power purchasing expense, renewable power curtailment, and mileage costs for energy storage and electric vehicle (EV) charging stations while satisfying system capacity and operational constraints. The control problem is formulated as a mixed-integer linear program (MILP) and solved using the XpressMP solver. We perform simulations considering a copper plate representation of a large distribution network consisting of 2507 devices (controllable DERs) including curtailable photovoltaics (PVs), energy storage batteries, EV charging stations, and buildings with heating, ventilation, and air conditioning units (HVACs). We show the effectiveness of the proposed approach in managing DERs interactively for maximum energy trading profit and local supply-demand power balancing. Finally, we demonstrate that the proposed method outperformed other benchmark controllers regarding computation time without compromising operational performance.

DER↗

Scalable Predictive Control and Optimization for Grid Integration of Large-Scale Distributed Energy Resources

Integrating a large number of distributed energy resources (DERs) into the power grid needs a scalable power balancing method. We formulate the power balancing problem as a look-ahead optimization problem to be solved sequentially by a power distribution system aggregator based on a model predictive control (MPC) framework. Solving large-scale look-ahead control problems requires proper configuration of the control steps. In this paper, to solve large-scale control problems, we propose a variable time granularity where control time steps nearby the current control step have finer resolutions. The aggregator objective includes maximization of power production revenue and minimization of power purchasing expense, renewable power curtailment, and mileage costs for energy storage and electric vehicle (EV) charging stations while satisfying system capacity and operational constraints. The control problem is formulated as a mixed-integer linear program (MILP) and solved using the XpressMP solver. We perform simulations considering a copper plate representation of a large distribution network consisting of 2507 devices (controllable DERs), including curtailable photovoltaics (PVs), energy storage batteries, EV charging stations, and buildings with heating, ventilation, and air conditioning units (HVACs). We show the effectiveness of the proposed approach in managing DERs interactively for maximum energy trading profit and local supply-demand power balancing. Finally, we demonstrate that the proposed method outperforms other benchmark controllers regarding computation time without compromising operational performance.

DER↗