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A Physics-Based Work-Energy Formulation for Real-Time Trajectory Guidance of A Lunar Lander

Throughout the years, many researchers have calculated and optimized trajectory solutions for lunar landing systems by employing sophisticated mathematical methods, that include: Hamilton’s Principle of Variation, Pontryagin’s maximum principle, and well known convex-optimization techniques among others. Many of these approaches typically require expensive computational resources to achieve convergence in the solution. In an effort to reduce complexity and the computational load required to obtain real-time guidance commands, a simple physics-based work-energy approach has been formulated. This approach is based on the dissipation of the mechanical energy of the vehicle to its final desired energy state required to achieve a safe landing. The rocket engine(s) employed during landing (among other maneuvers) dissipates mechanical energy by both doing work against the velocity vector of the vehicle (thus defining the trajectory path), and by jettisoning mass. Therefore, by solving the energy dissipation problem at every step of the maneuver, a much simpler formulation that naturally and quickly attains convergence is obtained. This formulation is not limited to approach, landing, and divert maneuvers, but in principle it can be employed during de-orbiting, braking burn, ascent, as well as orbit insertion.

Guidance

A Physics-Based Work-Energy Formulation for Real-Time Trajectory Guidance of a Lunar Lander

Throughout the years, many researchers have calculated and optimized trajectory solutions for lunar landing systems by employing sophisticated mathematical methods, that include: Hamilton’s Principle of Variation, Pontryagin’s maximum principle, and well known convex-optimization techniques among others. Many of these approaches typically require expensive computational resources to achieve convergence in the solution. In an effort to reduce complexity and the computational load required to obtain real-time guidance commands, a simple physics-based work-energy approach has been formulated. This approach is based on the dissipation of the mechanical energy of the vehicle to its final desired energy state required to achieve a safe landing. The rocket engine(s) employed during landing (among other maneuvers) dissipates mechanical energy by both doing work against the velocity vector of the vehicle (thus defining the trajectory path), and by jettisoning mass. Therefore, by solving the energy dissipation problem at every step of the maneuver, a much simpler formulation that naturally and quickly attains convergence is obtained. This formulation is not limited to approach, landing, and divert maneuvers, but in principle it can be employed during de-orbiting, braking burn, ascent, as well as orbit insertion.

Guidance

Coronagraph Design Optimization for Segmented Aperture Telescopes

The goal of directly imaging Earth-like planets in the habitable zone of other stars has motivated the design of coronagraphs for use with large segmented aperture space telescopes. In order to achieve an optimal trade-o between planet light throughput and di racted starlight suppression, we consider coronagraphs comprised of a stage of phase control implemented with deformable mirrors (or other optical elements), pupil plane apodization masks (gray scale or complex valued), and focal plane masks (either amplitude only or complex-valued, including phase only such as the vector vortex coronagraph). The optimization of these optical elements, with the goal of achieving 10 or more orders of magnitude in the suppression of on-axis (starlight) di racted light, represents a challenging non-convex optimization problem with a nonlinear dependence on control degrees of freedom. We develop a new algorithmic approach to the design optimization problem, which we call the "Auxiliary Field Optimization" (AFO) algorithm. The central idea of the algorithm is to embed the original optimization problem, for either phase or amplitude (apodization) in various planes of the coronagraph, into a problem containing additional degrees of freedom, speci cally ctitious "auxiliary" electric elds which serve as targets to inform the variation of our phase or amplitude parameters leading to good feasible designs. We present the algorithm, discuss details of its numerical implementation, and prove convergence to local minima of the objective function (here taken to be the intensity of the on-axis source in a "dark hole" region in the science focal plane). Finally, we present results showing application of the algorithm to both unobscured o -axis and obscured on-axis segmented telescope aperture designs. The application of the AFO algorithm to the coronagraph design problem has produced solutions which are capable of directly imaging planets in the habitable zone, provided end-to-end telescope system stability requirements can be met. Ongoing work includes advances of the AFO algorithm reported here to design in additional robustness to a resolved star, and other phase or amplitude aberrations to be encountered in a real segmented aperture space telescope.

Redding, Dave

Optimally Scaled H(sub infinity) Full Information Control Synthesis with Real Uncertainty

This paper presents an algorithm to synthesize optimal controllers for the scaled H(sub infinity). full information problem with real and complex uncertainty. The control problem is reduced to a linear matrix inequality which can be solved via a finite dimensional convex optimization. This technique is compared with the optimal scaled H(sub infinity). full information with only complex uncertainty and D - K iteration control design to synthesize controllers for a missile autopilot. Directly including real parametric uncertainty into the control design results in improved robust performance of the missile autopilot. The controller synthesized via D - K iteration achieves results similar to the optimal designs.

Balas, Gary J.

ZEUS: An Efficient GPU Optimization Method Integrating PSO, BFGS, and Automatic Differentiation

We introduce a novel, efficient computational method, ZEUS, for numerical optimization, and provide an open-source implementation. It has four key ingredients: (1) particle swarm optimization (PSO), (2) the use of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, (3) automatic differentiation (AD), and (4) GPUs. Our approach addresses the computational challenges inherent in high-dimensional, non-convex optimization problems. In the first phase of the algorithm, we get a potentially good set of starting points using PSO. Thereafter, we run BFGS independently in parallel from these starting points. BFGS is one of the best-performing algorithms for numerical optimization. However, it requires the gradient of the function being optimized. ZEUS integrates automatic differentiation into BFGS thus avoiding the need for the user to calculate derivatives explicitly. The use of GPUs allows ZEUS to speed up the calculations substantially. We carry out systematic studies to explore the trade-offs between the number of PSO iterations taken, starting points, and BFGS iteration depth. We show that a handful of iterations of PSO can improve global convergence when combined with BFGS. We also present performance studies using common test functions. The source code can be found at https://github.com/fnal-numerics/global-optimizer-gpu.

Soos, Dominik [Old Dominion U.]

Computational Role of Tunneling in a Programmable Quantum Annealer

Quantum tunneling is a phenomenon in which a quantum state tunnels through energy barriers above the energy of the state itself. Tunneling has been hypothesized as an advantageous physical resource for optimization. Here we present the first experimental evidence of a computational role of multiqubit quantum tunneling in the evolution of a programmable quantum annealer. We developed a theoretical model based on a NIBA Quantum Master Equation to describe the multi-qubit dissipative cotunneling effects under the complex noise characteristics of such quantum devices.We start by considering a computational primitive, the simplest non-convex optimization problem consisting of just one global and one local minimum. The quantum evolutions enable tunneling to the global minimum while the corresponding classical paths are trapped in a false minimum. In our study the non-convex potentials are realized by frustrated networks of qubit clusters with strong intra-cluster coupling. We show that the collective effect of the quantum environment is suppressed in the critical phase during the evolution where quantum tunneling decides the right path to solution. In a later stage dissipation facilitates the multiqubit cotunneling leading to the solution state. The predictions of the model accurately describe the experimental data from the D-WaveII quantum annealer at NASA Ames. In our computational primitive the temperature dependence of the probability of success in the quantum model is opposite to that of the classical paths with thermal hopping. Specially, we provide an analysis of an optimization problem with sixteen qubits,demonstrating eight qubit cotunneling that increases success probabilities. Furthermore, we report results for larger problems with up to 200 qubits that contain the primitive as subproblems.

hard problems

An OpenStreetMaps based tool to study the energy demand and emissions impact of electrification of medium and heavy-duty freight trucks

In this paper, we present the mathematical formulation of an OpenStreetMaps (OSM) based tool that compares the costs and emissions of long-haul medium and heavy-duty (M&HD) electric and diesel freight trucks, and determines the spatial distribution of added energy demand due to M&HD EVs. The optimization utilizes a combination of information on routes from OSM, utility rate design data across the United States, and freight volume data, to determine these values. In order to deal with the computational complexity of this problem, we formulate the problem as a convex optimization problem that is scalable to a large geographic area. In our analysis, we further evaluate various scenarios of utility rate design (energy charges) and EV penetration rate across different geographic regions and their impact on the operating cost and emissions of the freight trucks. Our approach determines the net emissions reduction benefits of freight electrification by considering the primary energy source in different regions. Such analysis will provide insights to policy makers in designing utility rates for electric vehicle supply equipment (EVSE) operators depending upon the specific geographic region and to electric utilities in deciding infrastructure upgrades based on the spatial distribution of the added energy demand of M&HD EVs. To showcase the results, a case study for the U.S. state of Texas is conducted.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI

SODAs: sparse optimization for the discovery of differential and algebraic equations

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by time-scale separation, conservation laws and physical constraints. While sparse optimization has revolutionized model development by allowing data-driven discovery of parsimonious models from a library of possible equations, existing approaches for dynamical systems assume DAEs can be reduced to ODEs by eliminating variables before model discovery. This assumption limits the applicability of such methods for DAE systems with unknown constraints and time scales. We introduce sparse optimization for differential-algebraic systems (SODAs), a data-driven method for the identification of DAEs in their explicit form. By discovering the algebraic and dynamic components sequentially without prior identification of the algebraic variables, this approach leads to a sequence of convex optimization problems. It has the advantage of discovering interpretable models that preserve the structure of the underlying physical system. To this end, SODAs improves since SODAs is singular numerical stability when handling high correlations between library terms, caused by near-perfect algebraic relationships, by iteratively refining the conditioning of the candidate library. We demonstrate the performance of our method on biological, mechanical and electrical systems, showcasing its robustness to noise in both simulated time series and real-time experimental data.

DAE

Improved Guarantees for Optimal Nash Equilibrium Seeking and Bilevel Variational Inequalities

We consider a class of hierarchical variational inequality (VI) problems that subsumes VI-constrained optimization and several other problem classes, including the optimal solution selection problem and the optimal Nash equilibrium (NE) seeking problem. Our main contribution is threefold. (i) We consider bilevel VIs with monotone and Lipschitz continuous mappings and devise a single-timescale iteratively regularized extragradient method, named IR-EG 𝚖,𝚖 . We improve the existing iteration complexity results for addressing both bilevel VI and VI-constrained convex optimization problems. (ii) Under the strong monotonicity of the outer-level mapping, we develop a method named IR-EG 𝚜,𝚖 and derive faster guarantees than those in (i). We also study the iteration complexity of this method under a constant regularization parameter. These results appear to be new for both bilevel VIs and VI-constrained optimization. (iii) To our knowledge, complexity guarantees for computing the optimal NE in nonconvex settings do not exist. Motivated by this lacuna, we consider VI-constrained nonconvex optimization problems and devise an inexactly projected gradient method, named IPR-EG, where the projection onto the unknown set of equilibria is performed using IR-EG 𝚜,𝚖 with a prescribed termination criterion and an adaptive regularization parameter. We obtain new complexity guarantees in terms of a residual map and an infeasibility metric for computing a stationary point. Here, we validate the theoretical findings using preliminary numerical experiments for computing the best and the worst NEs.

bilevel optimization

An information-matching approach to optimal experimental design and active learning

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict other quantities of interest (QoI). Because models often contain many unidentifiable (sloppy) parameters, QoIs often depend on a relatively small number of parameter combinations. Therefore, we introduce an information-matching criterion based on the Fisher information matrix to select the most informative training data from a candidate pool. This method ensures that the selected data contain sufficient information to learn only those parameters that are needed to constrain downstream QoIs. It is formulated as a convex optimization problem, making it scalable to large models and datasets. Here, we demonstrate the effectiveness of this approach across various modeling problems in diverse scientific fields, including power systems and underwater acoustics. Finally, we use information-matching as a query function within an active learning (AL) loop for materials science applications. In all these applications, we find that a relatively small set of optimal training data can provide the necessary information for achieving precise predictions. These results are encouraging for diverse future applications, particularly AL in large machine-learning models.

Materials science

Variational Quantum Algorithms for Semidefinite Programming

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum algorithms for approximately solving SDPs. For one class of SDPs, we provide a rigorous analysis of their convergence to approximate locally optimal solutions, under the assumption that they are weakly constrained (i.e., N$\gg$M, where N is the dimension of the input matrices and M is the number of constraints). We also provide algorithms for a more general class of SDPs that requires fewer assumptions. Finally, we numerically simulate our quantum algorithms for applications such as MaxCut, and the results of these simulations provide evidence that convergence still occurs in noisy settings.

97 MATHEMATICS AND COMPUTING

A method for designing robust multivariable feedback systems

A new methodology is developed for the synthesis of linear, time-invariant (LTI) controllers for multivariable LTI systems. The aim is to achieve stability and performance robustness of the feedback system in the presence of multiple unstructured uncertainty blocks; i.e., to satisfy a frequency-domain inequality in terms of the structured singular value. The design technique is referred to as the Causality Recovery Methodology (CRM). Starting with an initial (nominally) stabilizing compensator, the CRM produces a closed-loop system whose performance-robustness is at least as good as, and hopefully superior to, that of the original design. The robustness improvement is obtained by solving an infinite-dimensional, convex optimization program. A finite-dimensional implementation of the CRM was developed, and it was applied to a multivariate design example.

Milich, David Albert

Advances in dual algorithms and convex approximation methods

A new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.

Smaoui, H.

A method for designing robust multivariable feedback systems

A new methodology is developed for the synthesis of linear, time-invariant (LTI) controllers for multivariable LTI systems. The aim is to achieve stability and performance robustness of the feedback system in the presence of multiple unstructured uncertainty blocks; i.e., to satisfy a frequency-domain inequality in terms of the structured singular value. The design technique is referred to as the causality recovery methodology (CRM). Starting with an initial (nominally) stabilizing compensator, the CRM produces a closed-loop system whose performance-robustness is at least as good as, and hopefully superior to, that of the original design. The robustness improvement is obtained by solving an infinite-dimensional, convex optimization program. A finite-dimensional implementation of the CRM was developed, and it was applied to a multivariate design example.

Milich, David A.

NASA Tech Briefs, December 2007

Topics include: Ka-Band TWT High-Efficiency Power Combiner for High-Rate Data Transmission; Reusable, Extensible High-Level Data-Distribution Concept; Processing Satellite Imagery To Detect Waste Tire Piles; Monitoring by Use of Clusters of Sensor-Data Vectors; Circuit and Method for Communication Over DC Power Line; Switched Band-Pass Filters for Adaptive Transceivers; Noncoherent DTTLs for Symbol Synchronization; High-Voltage Power Supply With Fast Rise and Fall Times; Waveguide Calibrator for Multi-Element Probe Calibration; Four-Way Ka-Band Power Combiner; Loss-of-Control-Inhibitor Systems for Aircraft; Improved Underwater Excitation-Emission Matrix Fluorometer; Metrology Camera System Using Two-Color Interferometry; Design and Fabrication of High-Efficiency CMOS/CCD Imagers; Foam Core Shielding for Spacecraft CHEM-Based Self-Deploying Planetary Storage Tanks Sequestration of Single-Walled Carbon Nanotubes in a Polymer PPC750 Performance Monitor Application-Program-Installer Builder Using Visual Odometry to Estimate Position and Attitude Design and Data Management System Simple, Script-Based Science Processing Archive Automated Rocket Propulsion Test Management Online Remote Sensing Interface Fusing Image Data for Calculating Position of an Object Implementation of a Point Algorithm for Real-Time Convex Optimization Handling Input and Output for COAMPS Modeling and Grid Generation of Iced Airfoils Automated Identification of Nucleotide Sequences Balloon Design Software Rocket Science 101 Interactive Educational Program Creep Forming of Carbon-Reinforced Ceramic-Matrix Composites Dog-Bone Horns for Piezoelectric Ultrasonic/Sonic Actuators Benchtop Detection of Proteins Recombinant Collagenlike Proteins Remote Sensing of Parasitic Nematodes in Plants Direct Coupling From WGM Resonator Disks to Photodetectors Using Digital Radiography To Image Liquid Nitrogen in Voids Multiple-Parameter, Low-False-Alarm Fire-Detection Systems Mosaic-Detector-Based Fluorescence Spectral Imager Plasmoid Thruster for High Specific-Impulse Propulsion Analysis Method for Quantifying Vehicle Design Goals Improved Tracking of Targets by Cameras on a Mars Rover Sample Caching Subsystem Multistage Passive Cooler for Spaceborne Instruments GVIPS Models and Software Stowable Energy-Absorbing Rocker-Bogie Suspensions

Source record

Random Variables with Moment-Matching Staircase Density Functions

This paper proposes a family of random variables for uncertainty modeling. The variables of interest have a bounded support set, and prescribed values for the first four moments. We present the feasibility conditions for the existence of any of such variables, and propose a class of variables that conforms to such constraints. This class is called staircase because the density of its members is a piecewise constant function. Convex optimization is used to calculate their distributions according to several optimality criteria, including maximal entropy and maximal log-likelihood. The flexibility and efficiency of staircases enable modeling phenomena having a possibly skewed and/or multimodal response at a low computational cost. Furthermore, we provide a means to account for the uncertainty in the distribution caused by estimating staircases from data. These ideas are illustrated by generating empirical staircase predictor models. We consider the case in which the predictor matches the sample moments exactly (a setting applicable to large datasets), as well as the case in which the predictor accounts for the sampling error in such moments (a setting applicable to sparse datasets). A predictor model for the dynamics of an aeroelastic airfoil subject to flutter instability is used as an example. The resulting predictor not only describes the system's response accurately, but also enables carrying out a risk analysis for safe flight.

Luis G. Crespo

First and second order convex approximation strategies in structural optimization

In this paper, various methods based on convex approximation schemes are discussed that have demonstrated strong potential for efficient solution of structural optimization problems. First, the convex linearization method (Conlin) is briefly described, as well as one of its recent generalizations, the method of moving asymptotes (MMA). Both Conlin and MMA can be interpreted as first-order convex approximation methods that attempt to estimate the curvature of the problem functions on the basis of semiempirical rules. Attention is next directed toward methods that use diagonal second derivatives in order to provide a sound basis for building up high-quality explicit approximations of the behavior constraints. In particular, it is shown how second-order information can be effectively used without demanding a prohibitive computational cost. Various first-order and second-order approaches are compared by applying them to simple problems that have a closed form solution.

Fleury, C.

Computable optimal value bounds for generalized convex programs

It has been shown by Fiacco that convexity or concavity of the optimal value of a parametric nonlinear programming problem can readily be exploited to calculate global parametric upper and lower bounds on the optimal value function. The approach is attractive because it involves manipulation of information normally required to characterize solution optimality. A procedure is briefly described for calculating and improving the bounds as well as its extensions to generalized convex and concave functions. Several areas of applications are also indicated.

Fiacco, Anthony V.