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At least 487 records · Page 27

Robust Utility Maximization Under Convex Portfolio Constraints

We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumption–investment strategy by studying the associated quadratic backward stochastic differential equation. We characterize the optimal control by using the duality method and deriving a dynamic maximum principle.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Development of a nearshore oscillating surge wave energy converter with variable geometry

This paper presents an analysis of a novel wave energy converter concept that combines an oscillating surge wave energy converter (OSWEC) with control surfaces. The control surfaces allow for a variable device geometry that enables the hydrodynamic properties to be adapted with respect to structural loading, absorption range and power-take-off capability. The device geometry is adjusted on a sea state-to-sea state time scale and combined with wave-to-wave manipulation of the power take-off (PTO) to provide greater control over the capture efficiency, capacity factor, and design loads. This work begins with a sensitivity study of the hydrodynamic coefficients with respect to device width, support structure thickness, and geometry. A linear frequency domain analysis is used to evaluate device performance in terms of absorbed power, foundation loads, and PTO torque. Previous OSWEC studies included nonlinear hydrodynamics, in response a nonlinear model that includes a quadratic viscous damping torque that was linearized via the Lorentz linearization. Inclusion of the quadratic viscous torque led to construction of an optimization problem that incorporated motion and PTO constraints. Results from this study found that, when transitioning from moderate-to-large sea states the novel OSWEC was capable of reducing structural loads while providing a near constant power output.

16 TIDAL AND WAVE POWER↗

Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing

Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.

Capacity allocation↗

Rapid Optimization of Total Variation with Applications in Imaging, Additive Manufacturing, and Qualification

Total Variation optimization penalizes the gradient of a control variable or state. While this work focuses on image processing in particular, it has also found applications in inverse problems and topology optimization. In image processing, the goal is to maintain faithfulness to the original image while denoising and/or deblurring. Additionally, bilevel optimization over the spatially varying regularization weights can illuminate interfaces such as damage regions and other anomalies. We will address two fundamental challenges with TV-optimization: (i) the typical slow convergence of existing TV-optimization methods, and (ii) the selection of spatially varying TV parameters to promote interface detection. Additionally, we will apply such techniques to image data collected in additive manufacturing. In said context, stochasticity in build events induces flaws in the manufactured piece, compromising the integrity of said part. There is a critical need for in-situ monitoring to spot anomalies once they form, and in this setting we apply our total variation and hyperparameter solvers. We will develop a customized algorithm based on for extreme-scale TV-optimization that achieves super-linear or quadratic-convergence, a critical property for real-time, image-by-image analysis. A worst-case outcome is a preprocessing step that enhances image quality in-situ, specifically for out-of-focus and noisy images.

36 MATERIALS SCIENCE↗

Minimax control of a system with process uncertainty in substate space

The control of a single input-single output plant with parameter uncertainty was approached using a minimax technique. A linear time invariant controller results which requires only partial state feedback and is optimal in the sense that it minimizes a quadratic criterion involving tracking error, control, and parameter uncertainty. Bounded input-bounded output stability is guaranteed provided the transfer function has only left half plane zeros. If uncertainties are bounded, it is always possible to stabilize the system when sufficient control amplitude is available. The number of states required to generate the control is equal to the system order less the number of zeros.

Basuthakur, S.↗

Satellite tracking by combined optimal estimation and control techniques.

Combined optimal estimation and control techniques are applied for the first time to satellite tracking systems. Both radio antenna and optical tracking systems of NASA are considered. The optimal estimation is accomplished using an extended Kalman filter resulting in an estimated state of the satellite and of the tracking system. This estimated state constitutes an input to the optimal controller. The optimal controller treats a linearized system with a quadratic performance index. The maximum principle is applied and a steady-state approximation to the resulting Riccati equation is obtained. A computer program, RATS, implementing this algorithm is described. A feasibility study of real-time implementation, tracking simulations, and parameter sensitivity studies are also reported.

Dressler, R. M.↗

Modern control techniques in active flutter suppression using a control moment gyro

Development of organized synthesis techniques, using concepts of modern control theory was studied for the design of active flutter suppression systems for two and three-dimensional lifting surfaces, utilizing a control moment gyro (CMG) to generate the required control torques. Incompressible flow theory is assumed, with the unsteady aerodynamic forces and moments for arbitrary airfoil motion obtained by using the convolution integral based on Wagner's indicial lift function. Linear optimal control theory is applied to find particular optimal sets of gain values which minimize a quadratic performance function. The closed loop system's response to impulsive gust disturbances and the resulting control power requirements are investigated, and the system eigenvalues necessary to minimize the maximum value of control power are determined.

Buchek, P. M.↗

A connection between block and convolutional codes

Convolutional codes of any rate and any constraint length give rise to a sequence of quasi-cyclic codes. Conversely, any quasi-cyclic code may be convolutionally encoded. Among the quasi-cyclic codes are the quadratic residue codes, Reed-Solomon codes and optimal BCH codes. The constraint length K for the convolutional encoding of many of these codes (Golay, (48, 24) QR, etc.) turns out to be surprisingly small. Thus using the soft decoding techniques for convolutional decoding, a new maximum likelihood decoding algorithm for many block codes is established. Conversely an optimal quasi-cyclic code will yield a convolutional encoding with optimal local properties and therefore with good infinite convolutional coding properties.

Solomon, G.↗

Considerations of open-loop, closed-loop, and adaptive multicyclic control systems

Four different types of self-tuning regulators were studied for multicyclic control of helicopter vibration. A numerical simulation of the helicopter is made, using a multivariable frequency-domain model, in terms of transfer function with six input control harmonics and six output harmonics. The model characteristics vary with flight speed. An off-line identification of model characteristics is made, using the least-squared-error method and using a succession of input and output measurements. The on-line identification of model characteristics is made using the Kalman filter solution. The optimal controls are calculated from the minimization of quadratic performance function based on response and multicyclic inputs. The performance of various regulators or controllers is judged from the stability, transient response, convergence time, and amplitude of the steady state.

Chopra, I.↗

On convexity of H-infinity Riccati solutions

The authors revealed several important eigen properties of the stabilizing solutions of the two H-infinity Riccati equations and their product. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H-infinity norm. Two examples are used to illustrate the algorithms.

Li, X. P.↗

Nonlinear time-series-based adaptive control applications

A control design methodology based on a nonlinear time-series reference model is presented. It is indicated by highly nonlinear simulations that such designs successfully stabilize troublesome aircraft maneuvers undergoing large changes in angle of attack as well as large electric power transients due to line faults. In both applications, the nonlinear controller was significantly better than the corresponding linear adaptive controller. For the electric power network, a flexible AC transmission system with series capacitor power feedback control is studied. A bilinear autoregressive moving average reference model is identified from system data, and the feedback control is manipulated according to a desired reference state. The control is optimized according to a predictive one-step quadratic performance index. A similar algorithm is derived for control of rapid changes in aircraft angle of attack over a normally unstable flight regime. In the latter case, however, a generalization of a bilinear time-series model reference includes quadratic and cubic terms in angle of attack.

Mohler, R. R.↗

Integrated Aerodynamic and Control System Design of Oblique Wing Aircraft

An efficient high speed aircraft design must achieve a high lift to drag ratio at transonic and supersonic speeds. In 1952 Dr. R. T. Jones proved that for any flight Mach number minimum drag at a fixed lift is achieved by an elliptic wing planform with an appropriate oblique sweep angle. Since then, wind tunnel tests and numerical flow models have confirmed that the compressibility drag of oblique wing aircraft is lower than similar symmetrical sweep designs. At oblique sweep angles above thirty degrees the highly asymmetric planform gives rise to aerodynamic and inertia couplings which affect stability and degrade the aircraft's handling qualities. In the case of the NASA-Rockwell Oblique Wing Research Aircraft, attempts to improve the handling qualities by implementing a stability augmentation system have produced unsatisfactory results because of an inherent lack of controllability in the proposed design. The present work focuses on improving the handling qualities of oblique wing aircraft by including aerodynamic configuration parameters as variables in the control system synthesis to provide additional degrees of freedom with which to further decouple the aircraft's response. Handling qualities are measured using a quadratic cost function identical to that considered in optimal control problems, but the controller architecture is not restricted to full state feedback. An optimization procedure is used to simultaneously solve for the aircraft configuration and control gains which maximize a handling qualities measure, while meeting imposed constraints on trim. In some designs wing flexibility is also modeled and reduced order controllers are implemented. Oblique wing aircraft synthesized by this integrated design method show significant improvement in handling qualities when compared to the originally proposed closed loop aircraft. The integrated design synthesis method is then extended to show how handling qualities may be traded for other types of mission performance (drag, weight, etc.). Examples are presented which show how performance can be maximized while maintaining a desired level of handling quality.

Morris, Stephen James↗

Modal methods in optimal control synthesis

Efficient algorithms for solving linear smoother-follower problems with quadratic criteria are presented. For time-invariant systems, the algorithm consists of one backward integration of a linear vector equation and one forward integration of another linear vector equation. Furthermore, the backward and forward Riccati matrices can be expressed in terms of the eigenvalues and eigenvectors of the Euler-Lagrange equations. Hence, the gains of the forward and backward Kalman-Bucy filters and of the optimal state-feedback regulator can be determined without integration of matrix Riccati equations. A computer program has been developed, based on this method of determining the gains, to synthesize the optimal time-invariant compensator in the presence of random disturbance inputs and random measurement errors. The program also computes the rms state and control variables of the optimal closed-loop system.

Bryson, A. E., Jr.↗

Minimizing distortion and internal forces in truss structures by simulated annealing

Inaccuracies in the length of members and the diameters of joints of large truss reflector backup structures may produce unacceptable levels of surface distortion and member forces. However, if the member lengths and joint diameters can be measured accurately it is possible to configure the members and joints so that root-mean-square (rms) surface error and/or rms member forces is minimized. Following Greene and Haftka (1989) it is assumed that the force vector f is linearly proportional to the member length errors e(sub M) of dimension NMEMB (the number of members) and joint errors e(sub J) of dimension NJOINT (the number of joints), and that the best-fit displacement vector d is a linear function of f. Let NNODES denote the number of positions on the surface of the truss where error influences are measured. The solution of the problem is discussed. To classify, this problem was compared to a similar combinatorial optimization problem. In particular, when only the member length errors are considered, minimizing d(sup 2)(sub rms) is equivalent to the quadratic assignment problem. The quadratic assignment problem is a well known NP-complete problem in operations research literature. Hence minimizing d(sup 2)(sub rms) is is also an NP-complete problem. The focus of the research is the development of a simulated annealing algorithm to reduce d(sup 2)(sub rms). The plausibility of this technique is its recent success on a variety of NP-complete combinatorial optimization problems including the quadratic assignment problem. A physical analogy for simulated annealing is the way liquids freeze and crystallize. All computational experiments were done on a MicroVAX. The two interchange heuristic is very fast but produces widely varying results. The two and three interchange heuristic provides less variability in the final objective function values but runs much more slowly. Simulated annealing produced the best objective function values for every starting configuration and was faster than the two and three interchange heuristic.

Kincaid, Rex K.↗

A feasibility study: Selection of a personalized radiotherapy fractionation schedule using spatiotemporal optimization

Purpose: To investigate the impact of using spatiotemporal optimization, i.e., intensity-modulated spatial optimization followed by fractionation schedule optimization, to select the patient-specific fractionation schedule that maximizes the tumor biologically equivalent dose (BED) under dose constraints for multiple organs-at-risk (OARs). Methods: Spatiotemporal optimization was applied to a variety of lung tumors in a phantom geometry using a range of tumor sizes and locations. The optimal fractionation schedule for a patient using the linear-quadratic cell survival model depends on the tumor and OAR sensitivity to fraction size (α/β), the effective tumor doubling time (T{sub d}), and the size and location of tumor target relative to one or more OARs (dose distribution). The authors used a spatiotemporal optimization method to identify the optimal number of fractions N that maximizes the 3D tumor BED distribution for 16 lung phantom cases. The selection of the optimal fractionation schedule used equivalent (30-fraction) OAR constraints for the heart (D{sub mean} ≤ 45 Gy), lungs (D{sub mean} ≤ 20 Gy), cord (D{sub max} ≤ 45 Gy), esophagus (D{sub max} ≤ 63 Gy), and unspecified tissues (D{sub 05} ≤ 60 Gy). To assess plan quality, the authors compared the minimum, mean, maximum, and D{sub 95} of tumor BED, as well as the equivalent uniform dose (EUD) for optimized plans to conventional intensity-modulated radiation therapy plans prescribing 60 Gy in 30 fractions. A sensitivity analysis was performed to assess the effects of T{sub d} (3–100 days), tumor lag-time (T{sub k} = 0–10 days), and the size of tumors on optimal fractionation schedule. Results: Using an α/β ratio of 10 Gy, the average values of tumor max, min, mean BED, and D{sub 95} were up to 19%, 21%, 20%, and 19% larger than those from conventional prescription, depending on T{sub d} and T{sub k} used. Tumor EUD was up to 17% larger than the conventional prescription. For fast proliferating tumors with T{sub d} less than 10 days, there was no significant increase in tumor BED but the treatment course could be shortened without a loss in tumor BED. The improvement in the tumor mean BED was more pronounced with smaller tumors (p-value = 0.08). Conclusions: Spatiotemporal optimization of patient plans has the potential to significantly improve local tumor control (larger BED/EUD) of patients with a favorable geometry, such as smaller tumors with larger distances between the tumor target and nearby OAR. In patients with a less favorable geometry and for fast growing tumors, plans optimized using spatiotemporal optimization and conventional (spatial-only) optimization are equivalent (negligible differences in tumor BED/EUD). However, spatiotemporal optimization yields shorter treatment courses than conventional spatial-only optimization. Personalized, spatiotemporal optimization of treatment schedules can increase patient convenience and help with the efficient allocation of clinical resources. Spatiotemporal optimization can also help identify a subset of patients that might benefit from nonconventional (large dose per fraction) treatments that are ineligible for the current practice of stereotactic body radiation therapy.

60 APPLIED LIFE SCIENCES↗

A superlinear interior points algorithm for engineering design optimization

We present a quasi-Newton interior points algorithm for nonlinear constrained optimization. It is based on a general approach consisting of the iterative solution in the primal and dual spaces of the equalities in Karush-Kuhn-Tucker optimality conditions. This is done in such a way to have primal and dual feasibility at each iteration, which ensures satisfaction of those optimality conditions at the limit points. This approach is very strong and efficient, since at each iteration it only requires the solution of two linear systems with the same matrix, instead of quadratic programming subproblems. It is also particularly appropriate for engineering design optimization inasmuch at each iteration a feasible design is obtained. The present algorithm uses a quasi-Newton approximation of the second derivative of the Lagrangian function in order to have superlinear asymptotic convergence. We discuss theoretical aspects of the algorithm and its computer implementation.

Herskovits, J.↗