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Computation of optimal interplanetary low thrust trajectories, orbital transfer problems by means of generalized Newton-Raphson method
Tensor decomposition models play an increasingly important role in modern data science applications. One problem of particular interest is fitting a low-rank Canonical Polyadic (CP) tensor decomposition model when the tensor has sparse structure and the tensor elements are nonnegative count data. SparTen is a high-performance C++ library which computes a low-rank decomposition using different solvers: a first-order quasi-Newton or a second-order damped Newton method, along with the appropriate choice of runtime parameters. Since default parameters in SparTen are tuned to experimental results in prior published work on a single real-world dataset conducted using MATLAB implementations of these methods, it remains unclear if the parameter defaults in SparTen are appropriate for general tensor data. Furthermore, it is unknown how sensitive algorithm convergence is to changes in the input parameter values. This report addresses these unresolved issues with large-scale experimentation on three benchmark tensor data sets. Experiments were conducted on several different CPU architectures and replicated with many initial states to establish generalized profiles of algorithm convergence behavior.
SCIP2 which is a digital computer program that can be used to investigate the effects of instrumentation errors on the accuracy of aircraft stability and control derivatives identified from flight test data is presented. The program is based on the assumptions that the aircraft differential equations of motion are linear and consist of small perturbations about a quasisteady flight condition. It is also assumed that a Newton-Raphson optimization technique is used for identifying the estimates of the parameters. A summary of the equations which are coded in the program are included.
A set of four digital computer programs is presented which can be used to investigate the effects of instrumentation errors on the accuracy of aircraft and helicopter stability-and-control derivatives identified from flight test data. The programs assume that the differential equations of motion are linear and consist of small perturbations about a quasi-steady flight condition. It is also assumed that a Newton-Raphson optimization technique is used for identifying the estimates of the parameters. Flow charts and printouts are included.
The analysis of solar sail planetocentric optimal trajectory problem is described. A computer program was produced to calculate optimal trajectories for a limited performance analysis. A square sail model is included and some consideration is given to a heliogyro sail model. Orbit to a subescape point and orbit to orbit transfer are considered. Trajectories about the four inner planets can be calculated and shadowing, oblateness, and solar motion may be included. Equinoctial orbital elements are used to avoid the classical singularities, and the method of averaging is applied to increase computational speed. Solution of the two-point boundary value problem which arises from the application of optimization theory is accomplished with a Newton procedure. Time optimal trajectories are emphasized, but a penalty function has been considered to prevent trajectories which intersect a planet's surface.
Steepest descent, second variation and generalized newton-raphson trajectory optimization techniques applied to minimum time, low thrust, circle-to- circle transfer problems
Here, we consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients using finite differences of stochastic function evaluations within a common random number framework. We develop modified versions of a norm test and an inner product quasi-Newton test to control the sample sizes used in the stochastic approximations and provide global convergence results to the neighborhood of a locally optimal solution. We present numerical experiments on simulation optimization problems to illustrate the performance of the proposed algorithm. When compared with classical zeroth-order stochastic gradient methods, we observe that our strategies of adapting the sample sizes significantly improve performance in terms of the number of stochastic function evaluations required.
In this work, we consider the problem of optimal design of an acoustic cloak under uncertainty and develop scalable approximation and optimization methods to solve this problem. The design variable is taken as an infinite-dimensional spatially-varying field that represents the material property, while an additive infinite-dimensional random field represents the variability of the material property or the manufacturing error. Discretization of this optimal design problem results in high-dimensional design variables and uncertain parameters. To solve this problem, we develop a computational approach based on a Taylor approximation and an approximate Newton method for optimization, which is based on a Hessian derived at the mean of the random field. We show our approach is scalable with respect to the dimension of both the design variables and uncertain parameters, in the sense that the necessary number of acoustic wave propagations is essentially independent of these dimensions, for numerical experiments with up to one million design variables and half a million uncertain parameters. Additionally, we demonstrate that, using our computational approach, an optimal design of the acoustic cloak that is robust to material uncertainty is achieved in a tractable manner. The optimal design under uncertainty problem is posed and solved for the classical circular obstacle surrounded by a ring-shaped cloaking region, subjected to both a single-direction single-frequency incident wave and multiple-direction multiple-frequency incident waves. Finally, we apply the method to a deterministic large-scale optimal cloaking problem with complex geometry, to demonstrate that the approximate Newton method’s Hessian computation is viable for large, complex problems.
The development and application of a quasi-Newton gradient search procedure for identifying independent pilot related parameters of the optimal control model for pilot/vehicle systems is reported. A sensitivity analysis procedure which determines whether a given model parameter is required to match a specific experimental result, and which experimentally induced parameter changes are required to account for behavioral and performance differences, is described. Application of the identification scheme to training effects in a manual control task is described.
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.
The damage location approach employs the control system capabilities for the structure to test the structure and measure the dynamic response. The measurements are then used in a system identification algorithm to produce a model of the damaged structure. The model is compared to one for the undamaged structure to find regions of reduced stiffness which indicate the location of damage. Kabe's 3,4 stiffness matrix adjustment method was the central identification algorithm. The strength of his method is that, with minimal data, it preserves the representation of the physical connectivity of the structure in the resulting model of the damaged truss. However, extensive storage and computational effort were required as a result. Extension of the damage location method to overcome these problems is the first part of the current work. The central system identification algorithm is replaced with the MSMT method of stiffness matrix adjustment which was previously derived by generalizing an optimal-update secant method form quasi-Newton approaches for nonlinear optimization. Validation of the extended damage location method is the second goal.
This paper presents the application of the NMBM to obtain a minimum weight structure with constraints on displacements and minimum sizes. The solution to the problem is obtained via minimizing the Modified Barrier Function (MBF) at each step by using the Newton Method and updating Lagrange multipliers. The Lagrange multipliers are updated by using the value of the constraints at the minimum of the MBF. Three truss problems with a different number of design variables are solved. The convergence to the minimum weight design was found to be monotonic and the algorithm is potentially robust for solving problems with a large number of design variables.
Helicopter trim settings of periodic initial state and control inputs are investigated for convergence of Newton iteration in computing the settings sequentially and in parallel. The trim analysis uses a shooting method and a weak version of two temporal finite element methods with displacement formulation and with mixed formulation of displacements and momenta. These three methods broadly represent two main approaches of trim analysis: adaptation of initial-value and finite element boundary-value codes to periodic boundary conditions, particularly for unstable and marginally stable systems. In each method, both the sequential and in-parallel schemes are used and the resulting nonlinear algebraic equations are solved by damped Newton iteration with an optimally selected damping parameter. The impact of damped Newton iteration, including earlier-observed divergence problems in trim analysis, is demonstrated by the maximum condition number of the Jacobian matrices of the iterative scheme and by virtual elimination of divergence. The advantages of the in-parallel scheme over the conventional sequential scheme are also demonstrated.
A computationally efficient and versatile technique for use in the design of advanced transonic wing configurations has been developed. A reliable and fast transonic wing flow-field analysis program, TWING, has been coupled with a modified quasi-Newton method, unconstrained optimization algorithm, QNMDIF, to create a new design tool. Fully three-dimensional wing designs utilizing both specified wing pressure distributions and drag-to-lift ration minimization as design objectives are demonstrated. Because of the high computational efficiency of each of the components of the design code, in particular the vectorization of TWING and the high speed of the Cray X-MP vector computer, the computer time required for a typical wing design is reduced by approximately an order of magnitude over previous methods. In the results presented here, this computed wave drag has been used as the quantity to be optimized (minimized) with great success, yielding wing designs with nearly shock-free (zero wave drag) pressure distributions and very reasonable wing section shapes.
A computationally efficient and versatile technique for use in the design of advanced transonic wing configurations has been developed. A reliable and fast transonic wing flow-field analysis program, TWING, has been coupled with a modified quasi-Newton method, unconstrained optimization algorithm, QNMDIF, to create a new design tool. Fully three-dimensional wing designs utilizing both specified wing pressure disributions and drag-to-lift ratio minimization as design objectives are demonstrated. Because of the high computational efficiency of each of the components of the design code, in particular the vectorization of TWING and the high speed of the Cray X-MP vector computer, the computer time required for a typical wing design is reduced by approximately an order of magnitude over previous methods. In the results presented here, this computed wave drag has been used as the quantity to be optimized (minimized) with great success, yielding wing designs with nearly shock-free (zero wave drag) pressure distributions and very reasonable wing section shapes.
Is quasi-Newton iteration utilizing Broyden/Fletcher/Goldfarb/Shanno update on inverse Hessian matrix. Capable of solving constrained optimization unconstrained optimization and constraints only problems with one to five independent variables from one to five constraint functions and one dependent function optimized.
In many applications, one can only access the inexact gradients and inexact hessian times vector products. Thus it is essential to consider algorithms that can handle such inexact quantities with a guaranteed convergence to solution. An inexact adaptive and provably convergent semismooth Newton method is considered to solve constrained optimization problems. In particular, dynamic optimization problems, which are known to be highly expensive, are the focus. A memory efficient semismooth Newton algorithm is introduced for these problems. The source of efficiency and inexactness is the randomized matrix sketching. Further, applications to optimization problems constrained by partial differential equations are also considered.
Product Distribution (PD) theory is the information-theoretic extension of conventional full- rationality game theory to bounded rational games. Here PD theory is used to investigate games in which the players use bounded rational best-response strategies. This investigation illuminates how to determine the optimal organization chart for a corporation, or more generally how to order the sequence of moves of the players / employees so as to optimize an overall objective function. It is then shown that in the continuum-time limit, bounded rational best response games result in a variant of the replicator dynamics of evolutionary game theory. This variant is then investigated for team games, in which the players share the same utility function, by showing that such continuum- limit bounded rational best response is identical to Newton-Raphson iterative optimization of the shared utility function. Next PD theory is used to investigate changing the coordinate system of the game, i.e., changing the mapping from the joint move of the players to the arguments in the utility functions. Such a change couples those arguments, essentially by making each players move be an offered binding contract.