Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic optimizations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 379 records · Page 21

Chance-Constrained Guidance With Non-Convex Constraints

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

FROM↗

Determine Optimal Stimulus Amplitude for Using Vestibular Stochastic Stimulation to Improve Balance Function

Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). Our previous work has shown the advantageous effects of VSR in a balance task of standing on an unstable surface [1]. This technique to improve detection of vestibular signals uses a stimulus delivery system that provides imperceptibly low levels of white noise-based binaural bipolar electrical stimulation of the vestibular system. The goal of this project is to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection. A series of experiments were carried out to determine a robust paradigm to identify a vestibular threshold that can then be used to recommend optimal stimulation levels for sensorimotor adaptability (SA) training applications customized to each crewmember. The amplitude of stimulation to be used in the VSR application has varied across studies in the literature such as 60% of nociceptive stimulus thresholds [2]. We compared subjects' perceptual threshold with that obtained from two measures of body sway. Each test session was 463s long and consisted of several 15s long sinusoidal stimuli, at different current amplitudes (0-2 mA), interspersed with 20-20.5s periods of no stimulation. Subjects sat on a chair with their eyes closed and had to report their perception of motion through a joystick. A force plate underneath the chair recorded medio-lateral shear forces and roll moments. Comparison of threshold of motion detection obtained from joystick data versus body sway suggests that perceptual thresholds were significantly lower. In the balance task, subjects stood on an unstable surface and had to maintain balance, and the stimulation was administered from 20-400% of subjects' vestibular threshold. Optimal stimulation amplitude was determined at which the balance performance was best compared to control (no stimulation). Preliminary results show that, in general, using stimulation amplitudes at 40-60% of perceptual motion threshold significantly improved the balance performance. We hypothesize that VSR stimulation will act synergistically with SA training to improve adaptability by increasing utilization of vestibular information and therefore will help us to optimize and personalize a SA countermeasure prescription. This combination may help to significantly reduce the number of days required to recover functional performance to preflight levels after long-duration spaceflight.

Goel, R.↗

Variational Monte Carlo Calculations of A ≤ 4 Nuclei with an Artificial Neural-Network Correlator Ansatz

Here, the complexity of many-body quantum wave functions is a central aspect of several fields of physics and chemistry where nonperturbative interactions are prominent. Artificial neural networks (ANNs) have proven to be a flexible tool to approximate quantum many-body states in condensed matter and chemistry problems. In this work we introduce a neural-network quantum state ansatz to model the ground-state wave function of light nuclei, and approximately solve the nuclear many-body Schrodinger equation. Using efficient stochastic sampling and optimization schemes, our approach extends pioneering applications of ANNs in the field, which present exponentially scaling algorithmic complexity. We compute the binding energies and point-nucleon densities of A ≤ 4 nuclei as emerging from a leading-order pionless effective field theory Hamiltonian. We successfully benchmark the ANN wave function against more conventional parametrizations based on two- and three-body Jastrow functions, and virtually exact Green's function Monte Carlo results.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Absolute value optimization to estimate phase properties of stochastic time series

Most existing deconvolution techniques are incapable of determining phase properties of wavelets from time series data; to assure a unique solution, minimum phase is usually assumed. It is demonstrated, for moving average processes of order one, that deconvolution filtering using the absolute value norm provides an estimate of the wavelet shape that has the correct phase character when the random driving process is nonnormal. Numerical tests show that this result probably applies to more general processes.

Scargle, J. D.↗

Optimization of particle tracking methods for stochastic media

Random media emerge in several applications involving particle transport, encompassing e.g. photon propagation through Rayleigh-Taylor instabilities in fuel pellets for inertial confinement fusion, or neutron multiplication problems related to the assessment of re-criticality risk following severe accidents with fuel degradation. Reference calculations in such material configurations by means of Monte Carlo transport codes are particularly challenging, since high-density stochastic media might involve several hundreds of thousands of volumes and thus make particle tracking routines extremely cumbersome. In order to cope with these issues, two distinct strategies have been proposed so far: the use of neighbor maps, or the use of delta tracking. In this work we will compare these methods and illustrate their specific merits and drawbacks, as taken both alone and in combination with each other. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Scenario Creation and Power-Conditioning Strategies for Operating Power Grids with Two-Stage Stochastic Economic Dispatch

A significant difficulty associated with the use of stochastic programming to solve optimal power flow problems on a 5-minute timescale is the quality of renewable energy scenarios input by the user. This is especially true when considering power systems with high penetrations of renewable energy, e.g. wind power. This paper introduces the use of stochastic programming to solve the DC optimal power flow problem with scenarios drawn directly from high-fidelity data sets. Hence, the proposed method avoids the problem of lost physics by finding high-fidelity analogs that can describe future states of the system. Furthermore, this method can be simply extended to output multi-period scenarios to the stochastic program. We demonstrate the effectiveness of this technique by simulating dispatch operations on a synthetic test system over the course of a week.

94 GMLC - Grid Modernization Laboratory Consortium↗

Guidance and Control strategies for aerospace vehicles

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Hibey, J. L.↗

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

autonomous↗

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Optimal planning of the joint placement of photovoltaic panels and green roofs under climate change uncertainty

Photovoltaic (PV) panels directly convert sunlight into electricity; but, sunlight also heats the panels, negatively impacting their efficiency. Green roofs are vegetative layers grown on rooftops, mainly to provide added insulation on the roof to save energy. Green roofs also cool near-surface air temperature. Hence, the joint installation of PV panels and green roofs may potentially lead to higher efficiency of PV panels in certain climates. We develop a two-stage stochastic programming model to optimally place PV panels and green roofs under climate change uncertainty to maximize the overall profit from energy generated and saved. We calibrate the model using the literature, industry reports, and the data from different, at times conflicting, climate projections. We then conduct a case study for a mid-size city in the U.S., perform extensive sensitivity and robustness analyses and provide insights.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Optimization models for integrated biorefinery operations

Variations of physical and chemical characteristics of biomass lead to an uneven flow of biomass in a biorefinery, which reduces equipment utilization and increases operational costs. Uncertainty of biomass supply and high processing costs increase the risk of investing in the US’s cellulosic biofuel industry. We propose a stochastic programming model to streamline processes within a biorefinery. A chance constraint models system’s reliability requirement that the reactor is operating at a high utilization rate given uncertain biomass moisture content, particle size distribution, and equipment failure. The model identifies operating conditions of equipment and inventory level to maintain a continuous flow of biomass to the reactor. Furthermore, the sample average approximation method approximates the chance constraint and a bisection search-based heuristic solves this approximation. A case study is developed using real-life data collected at Idaho National Laboratory’s biomass processing facility. An extensive computational analysis indicates that sequencing of biomass bales based on moisture level, increasing storage capacity, and managing particle size distribution, increases utilization of the reactor and reduces operational costs.

09 BIOMASS FUELS↗

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Newman, Perry A.↗

A unifying modeling abstraction for infinite-dimensional optimization

Infinite-dimensional optimization (InfiniteOpt) problems involve modeling components (variables, objectives, and constraints) that are functions defined over infinite-dimensional domains. Examples include continuous-time dynamic optimization (time is an infinite domain and components are functions of time), PDE optimization problems (space and time are infinite domains and components are functions of space-time), as well as stochastic and semi-infinite optimization (random space is an infinite domain and components are a function of such random space). InfiniteOpt problems also arise from combinations of these problem classes (e.g., stochastic PDE optimization). Given the infinite-dimensional nature of objectives and constraints, one often needs to define appropriate quantities (measures) to properly pose the problem. Moreover, InfiniteOpt problems often need to be transformed into a finite dimensional representation so that they can be solved numerically. Here in this work, we present a unifying abstraction that facilitates the modeling, analysis, and solution of InfiniteOpt problems. The proposed abstraction enables a general treatment of infinite-dimensional domains and provides a measure-centric paradigm to handle associated variables, objectives, and constraints. This abstraction allows us to transfer techniques across disciplines and with this identify new, interesting, and useful modeling paradigms (e.g., event constraints and risk measures defined over time domains). Our abstraction serves as the backbone of an intuitive Julia-based modeling package that we call InfiniteOpt.jl. We demonstrate the developments using diverse case studies arising in engineering.

42 ENGINEERING↗

Resource frugal optimizer for quantum machine learning

Quantum-enhanced data science, also known as quantum machine learning (QML), is of growing interest as an application of near-term quantum computers. Variational QML algorithms have the potential to solve practical problems on real hardware, particularly when involving quantum data. However, training these algorithms can be challenging and calls for tailored optimization procedures. Specifically, QML applications can require a large shot-count overhead due to the large datasets involved. In this work, we advocate for simultaneous random sampling over both the dataset as well as the measurement operators that define the loss function. We consider a highly general loss function that encompasses many QML applications, and we show how to construct an unbiased estimator of its gradient. This allows us to propose a shot-frugal gradient descent optimizer called Refoqus (REsource Frugal Optimizer for QUantum Stochastic gradient descent). Our numerics indicate that Refoqus can save several orders of magnitude in shot cost, even relative to optimizers that sample over measurement operators alone.

97 MATHEMATICS AND COMPUTING↗