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At least 469 records · Page 26

Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and temporary market impact), and, significantly, the solution does not require the inversion of a covariance matrix. The discrete multi-period portfolio optimization problem we solve is significantly harder than the continuous variable problem. We present insight into how results may be improved using suitable software enhancements and why current quantum annealing technology limits the size of problem that can be successfully solved today. Here, the formulation presented is specifically designed to be scalable, with the expectation that as quantum annealing technology improves, larger problems will be solvable using the same techniques.

97 MATHEMATICS AND COMPUTING↗

Hybrid computer methods for direct functional optimization

Control and trajectory optimization involves the minimization of a performance index (PI) of integral form where some optimal control law exists in a dynamic system. In this paper, a hybrid minicomputer with an adaptive random-search algorithm implements an iterative search for the optimal control. The search assumes that some initial control is randomly perturbed and a fast analog computer generates respective PI from the analog response of the dynamic system. An improved PI informs the digital computer to utilize the perturbed control as a basis for the next iteration; otherwise a new perturbation replaces the old perturbation in the next iteration. The search terminates when no further improvements occur.

Andrews, M.↗

Program to Optimize Simulated Trajectories (POST). Volume 1: Formulation manual

A general purpose FORTRAN program for simulating and optimizing point mass trajectories (POST) of aerospace vehicles is described. The equations and the numerical techniques used in the program are documented. Topics discussed include: coordinate systems, planet model, trajectory simulation, auxiliary calculations, and targeting and optimization.

Brauer, G. L.↗

Abort landing guidance trajectories in the presence of windshear

The flight trajectory of abort landing in the presence of windshear is examined with reference to flight in a vertical plane. It is assumed that the only control is the angle of attack. Inequality constraints are imposed on both the angle of attack and its time derivative. Numerical results are obtained for several combinations of windshear intensities and initial altitudes. Guidance trajectories are considered, approximating the optimal trajectories and using local information on the state of the aircraft, the initial altitude, and the total wind velocity difference. Results are presented for optimal trajectories, guidance trajectories, simplified guidance trajectories, constant pitch trajectories, and maximum angle of attack trajectories.

Miele, A.↗

The effect of parking orbit constraints on the optimization of ballistic planetary trajectories

The optimization of ballistic planetary trajectories is developed which includes constraints on departure parking orbit inclination and node. This problem is formulated to result in a minimum total Delta V where the entire constrained injection Delta V is included in the optimization. An additional Delta V is also defined to allow for possible optimization of parking orbit inclination when the launch vehicle orbit capability varies as a function of parking orbit inclination. The optimization problem is formulated using primer vector theory to derive partial derivatives of total Delta V with respect to possible free parameters. Minimization of total Delta V is accomplished using a quasi-Newton gradient search routine. The analysis is applied to an Eros rendezvous mission whose transfer trajectories are characterized by high values of launch asymptote declination during particular launch opportunities. Comparisons in performance are made between trajectories where parking orbit constraints are included in the optimization and trajectories where the constraints are not included.

Sauer, C. G., Jr.↗

Program to Optimize Simulated Trajectories (POST). Volume 3: Programmer's manual

Information pertinent to the programmer and relating to the program to optimize simulated trajectories (POST) is presented. Topics discussed include: program structure and logic, subroutine listings and flow charts, and internal FORTRAN symbols. The POST core requirements are summarized along with program macrologic.

Brauer, G. L.↗

Comparison of Acoustic Models and Trajectory Generation Methods for an Acoustically-Aware Aircraft

Motivation - Noise management is one of the major barriers to Urban Air Mobility - Approaches to noise mitigation (non-exhaustive) - Vehicle configuration - Directivity control via propeller phase synchronization - Trajectory optimization Objective - Create framework for trajectory generation integrating location-based acoustic metrics and vehicle performance limitations - Multiple trajectory optimization methods and acoustic noise models - Mission-relevant constraints - Mission duration, airspace restrictions, ... - Vehicle dynamic constraints - Aircraft structural limitations, min/max airspeed, ... - Vehicle separation/obstacle avoidance - Acoustic constraints at a number of discrete observer locations

Kasey A. Ackerman↗

Comparison of Acoustic Models and Trajectory Generation Methods for an Acoustically-Aware Aircraft

Motivation - Noise management is one of the major barriers to Urban Air Mobility - Approaches to noise mitigation (non-exhaustive) - Vehicle configuration - Directivity control via propeller phase synchronization - Trajectory optimization Objective - Create framework for trajectory generation integrating location-based acoustic metrics and vehicle performance limitations - Multiple trajectory optimization methods and acoustic noise models - Mission-relevant constraints - Mission duration, airspace restrictions, ... - Vehicle dynamic constraints - Aircraft structural limitations, min/max airspeed, ... - Vehicle separation/obstacle avoidance - Acoustic constraints at a number of discrete observer locations

Kasey A Ackerman↗