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A variable-metric algorithm employing linear and quadratic penalties

A variable-metric algorithm is described that uses both linear and quadratic penalty terms for handling nonlinear constraints. Quadratic penalty coefficients are adjusted in a process which maintains a positive-definite matrix of second partial derivatives of the function without generating the large positive eigenvalues which cause zigzagging and slow convergence. The schemes suggested use inferred second-order properties not only in terms of the variable metric of the Davidson-Fletcher-Powell algorithm (or its relatives) but by estimating of second directional derivatives by fitting cubics to various functions along search directions.

Kelley, H. J.↗

Numerical optimization of gasdynamic lasers

A sophisticated numerical optimization procedure has been coupled to a detailed theoretical model of the carbon dioxide gasdynamic laser (GDL) for the purpose of systematically evaluating the performance of these systems. The integrated model was used to predict the performance of a wide variety of combustion-driven gasdynamic lasers and was then used to maximize the theoretical available specific energy of these lasers. Up to six design variables and three nonlinear constraints were used in these optimizations, although the method is not limited to this number. Results are presented to show the performance of typical lasers before and after optimization. Improvements approaching a factor of two in the available specific energy are found, suggesting that numerical optimization techniques are valuable in improving the design of gasdynamic lasers.

Saunders, R. C., III↗

Some new nystrom integrators

Nystrom integrators were self starting integrators used to integrate the second order, vector, differential equations the second derivative of x factorial = f factorial (t, x factorial) and the second derivative of x factorial = f factorial (t, x factorial, first derivative of x factorial). Nystrom integrator parameters were defined by a set of nonlinear constraint equations and frequently there were more parameters than there were equations. Additions are included for higher order integrations when the second derivative of x factorial = f factorial (t).

Lear, W. M.↗

On the method of least squares

A method for fitting models to observed data by least squares when the data appear nonlinearly in the equations of condition, where there are nonlinear constraints among model parameters, and where the observations may be correlated, is described. The method is independent of the form in which the equations of condition are expressed, and is a generalization of the classical technique. The method is nearly as simple to apply in practice as the classical method of least squares.

Jefferys, W. H.↗

Sensitivity of optimum solutions to problem parameters

In an aircraft configuration optimization, the information of interest is the sensitivity of optimal block fuel consumption and wing aspect ratio and area, to variations of required range and payload. The objectives of this study are: (1) to show how the equations capable of yielding the sensitivity derivatives (the sensitivity equations) can be obtained for a constrained optimum regardless of the type of optimization algorithm that was used to arrive at the optimum point, (2) to review the solvability of the sensitivity equations and (3) to report on applications on structural optimization. Numerical examples, which demonstrate the sensitivity analysis, include a tubular column and a three-bar truss for which closed form solutions are obtained, a ten-bar truss that requires the use of a finite element analysis, and a thin-walled beam characterized by strongly nonlinear constraints for local buckling. It is concluded that a practically significant extrapolation accuracy may be obtained for a reasonably broad range of parameter changes; and that accuracy does not depend strongly on the degree of convergence of the optimum solution from which the sensitivity derivatives are obtained.

Sobieszczanski-Sobieski, J.↗

A conceptual basis for the design of damage-tolerant structural systems

Researchers define damage-tolerant structural systems as those systems which not only have adeqate intact strength to withstand initial failure but also adequate residual strength to minimize the possibility of, and hence the consequences of, further failure. The incorporation of damage tolerance cannot be done in total isolation of the function being required of the system and the costs associated with obtaining improved damage tolerance. The approach, therefore, is to formulate multiple-objective, multi-level decision support problems (DSP), the solutions of which represent a compromise between higher costs and higher damage tolerance. Mulitple-objective decision support problems are easily solved in the linear domain. These formulations, however, include both linear and nonlinear constraints and goals, which in the past, have not been considered due to the resulting complexity. Here, researchers: (1) present a complete discussion and description of decision support problems; (2) identify what further research needs to be done in order to obtain information that is required but not known for solving problems using these models; and (3) identify what needs to be done to implement this prototype method in practice.

Mistree, F.↗

Linearizing feedforward/feedback attitude control

An approach to attitude control theory is introduced in which a linear form is postulated for the closed-loop rotation error dynamics, then the exact control law required to realize it is derived. The nonminimal (four-component) quaternion form is used to attitude because it is globally nonsingular, but the minimal (three-component) quaternion form is used for attitude error because it has no nonlinear constraints to prevent the rotational error dynamics from being linearized, and the definition of the attitude error is based on quaternion algebra. This approach produces an attitude control law that linearizes the closed-loop rotational error dynamics exactly, without any attitude singularities, even if the control errors become large.

Paielli, Russell A.↗

A robust direct-integration method for rotorcraft maneuver and periodic response

The Newmark-Beta method and the Newton-Raphson iteration scheme are combined to develop a direct-integration method for evaluating the maneuver and periodic-response expressions for rotorcraft. The method requires the generation of Jacobians and includes higher derivatives in the formulation of the geometric stiffness matrix to enhance the convergence of the system. The method leads to effective convergence with nonlinear structural dynamics and aerodynamic terms. Singularities in the matrices can be addressed with the method as they arise from a Lagrange multiplier approach for coupling equations with nonlinear constraints. The method is also shown to be general enough to handle singularities from quasisteady control-system models. The method is shown to be more general and robust than the similar 2GCHAS method for analyzing rotorcraft dynamics.

Panda, Brahmananda↗

Parallelization of a Parabolized Navier-Stokes Solver with a Design Optimizer

The design of future supersonic aircraft, such as the High Speed Civil Transport (HSCT), will rely heavily on computational methods for aircraft design and the prediction of the complex aerodynamics encountered in flight. Parabolized Navier-Stokes (PNS) equation flow solvers are recognized as efficient and accurate computational tools for the solution of supersonic and hypersonic flow-fields, while design optimizers have the potential to be valuable tools within the overall design process. Presently, however, the execution of the flow solver in conjunction with a design optimizer presents a computationally intensive and formidable problem. To meet the challenges and increasing demand for multidisciplinary numerical tools which are faster, more robust and provide greater functionality, alternative strategies are explored to increase computational throughput by coupling a design optimizer and flow solver in a parallel processing environment. To address this problem the parallel processing of a PNS flow solver with a nonlinear constraint design optimizer is investigated as an alternative computational method.

Pallis, J. M.↗

The Analysis and Design of Low Boom Configurations Using CFD and Numerical Optimization Techniques

The use of computational fluid dynamics (CFD) for the analysis of sonic booms generated by aircraft has been shown to increase the accuracy and reliability of predictions. CFD takes into account important three-dimensional and nonlinear effects that are generally neglected by modified linear theory (MLT) methods. Up to the present time, CFD methods have been primarily used for analysis or prediction. Some investigators have used CFD to impact the design of low boom configurations using trial and error methods. One investigator developed a hybrid design method using a combination of Modified Linear Theory (e.g. F-functions) and CFD to provide equivalent area due to lift driven by a numerical optimizer to redesign or modify an existing configuration to achieve a shaped sonic boom signature. A three-dimensional design methodology has not yet been developed that completely uses nonlinear methods or CFD. Constrained numerical optimization techniques have existed for some time. Many of these methods use gradients to search for the minimum of a specified objective function subject to a variety of design variable bounds, linear and nonlinear constraints. Gradient based design optimization methods require the determination of the objective function gradients with respect to each of the design variables. These optimization methods are efficient and work well if the gradients can be obtained analytically. If analytical gradients are not available, the objective gradients or derivatives with respect to the design variables must be obtained numerically. To obtain numerical gradients, say, for 10 design variables, might require anywhere from 10 to 20 objective function evaluations. Typically, 5-10 global iterations of the optimizer are required to minimize the objective function. In terms of using CFD as a design optimization tool, the numerical evaluation of gradients can require anywhere from 100 to 200 CFD computations per design for only 10 design variables. If one CFD computation requires an hour of computational time on a Cray computer, one can see that the use of constrained numerical optimization quickly becomes impractical.Hence, in order to practically couple a numerical design optimization technique with a CFD method, the CFD method must be extremely efficient with running times on the order of only minutes. The CFD Euler code developed under NASA sponsorship and referred to as MIM3D-SB for the most part fulfills these efficiency requirements. Analysis of wing- body configurations can be computed in a matter of a few minutes. The present study will concentrate on the feasibility of the use of this CFD code in conjunction with a numerical design optimization technique for the sonic boom reduction of candidate HSCT configurations. A preliminary supersonic aircraft design system has been established that utilizes the numerical design optimization code NPSOL developed at Stanford University coupled with the supersonic NUM3D-SB CFD code. Many questions still need to be answered in regard to using CFD and numerical optimizers as design tools. There are difficulties related to both the CFD codes and the numerical optimizers. Numerical optimizers can converge to a local minima rather than a global minima. This behavior is largely a function of the initial guess in the design space. The optimizer also is searching for a minimum of the function in terms of its derivative without any regard to the actual function value. Numerically (i.e. CFD) determined gradients can also generate spurious numerical local minima. In addition, for the sonic boom problem, grid fineness will also determine the accuracy of the final design solution. Design optimization methods work well on problems defined by continuous objective functions. The sonic boom signature design problem is not necessarily defined by a continuous objective function. The signature can have a variety of shapes; i.e. from N-wave to multiple shocks. The far-field or ground signature may not transition continuously from one shape to another and hence, may exhibit discontinuous behavior. This is also a source of difficulty in using design optimization methods.In the following sections, several low boom and one reference aircraft configuration will be analyzed to predict their sonic boom signature characteristics. Modifications to some of these designs will also be presented to demonstrate the feasibility of using CFD as a design tool and to demonstrate the feasibility of designing shaped sonic boom signatures. Design modifications to some configurations will be presented to demonstrate the feasibility of achieving shaped signatures with reduced levels and not necessarily to represent realistic or aerodynamically efficient design modifications. Fuselage volume or camber are used as design variables in order to have a minimal effect on the primary wing aerodynamics. The paper will also seek to demonstrate whether a hybrid or ramped signature is feasible to achieve. For the low-boom configurations, the CFD predicted signatures will be compared qualitatively to their MLT design signatures.

Siclari, Michael J.↗

A Comparison of Trajectory Optimization Methods for the Impulsive Minimum Fuel Rendezvous Problem

In this paper we present a comparison of optimization approaches to the minimum fuel rendezvous problem. Both indirect and direct methods are compared for a variety of test cases. The indirect approach is based on primer vector theory. The direct approaches are implemented numerically and include Sequential Quadratic Programming (SQP), Quasi-Newton, Simplex, Genetic Algorithms, and Simulated Annealing. Each method is applied to a variety of test cases including, circular to circular coplanar orbits, LEO to GEO, and orbit phasing in highly elliptic orbits. We also compare different constrained optimization routines on complex orbit rendezvous problems with complicated, highly nonlinear constraints.

Hughes, Steven P.↗

Traj_opt User's Guide

Trajectory optimization program Traj_opt was developed at Ames Research Center to help assess the potential benefits of ultrahigh temperature ceramic materials applied to reusable space vehicles with sharp noses and wing leading edges. Traj_opt loosely couples the Ames three-degrees-of-freedom trajectory package Traj (see NASA-TM-2004-212847) with the SNOPT optimization package (Stanford University Technical Report SOL 98-1). Traj_opt version January 22, 2003 is covered by this user guide. The program has been applied extensively to entry and ascent abort trajectory calculations for sharp and blunt crew transfer vehicles. The main optimization variables are control points for the angle of attack and bank angle time histories. No propulsion options are provided, but numerous objective functions may be specified and the nonlinear constraints implemented include a distributed surface heating constraint capability. Aero-capture calculations are also treated with an option to minimize orbital eccentricity at apoapsis. Traj_opt runs efficiently on a single processor, using forward or central differences for the gradient calculations. Results may be displayed conveniently with Gnuplot scripts. Control files recommended for five standard reentry and ascent abort trajectories are included along with detailed descriptions of the inputs and outputs.

Saunders, David A.↗

(abstract) Optimal Low Thrust Trajectories Using Differential Inclusion Concepts

Low thrust propulsion systems typically have their greatest benefit for high energy missions or missions with large post-launch maneuver requirements. Missions which have been examined include main belt asteroid rendezvous, comet rendezvous, outer planet and Mercury orbiters, Pluto flyby, and solar probe missions. Low thrust mission design software used to determine these trajectories is based on two distinct formulations of the optimal control problem: the indirect and direct methods. The traditional approach (indirect) is to use the calculus of variations to obtain first order necessary conditions on the states and costates. In contrast, direct methods are conceptually different in that no explicit integration takes place. A direct method based on differential inclusion concepts has been developed and successfully used to compute low thrust trajectories. This new approach removes explicit control dependence from the problem thereby reducing the dimension of the parameter space for the nonlinear programming problem. Also when compared to other direct methods, fewer nonlinear constraints are required to represent the dynamics of the problem.

low↗

Nonlinear optimization with linear constraints using a projection method

Nonlinear optimization problems that are encountered in science and industry are examined. A method of projecting the gradient vector onto a set of linear contraints is developed, and a program that uses this method is presented. The algorithm that generates this projection matrix is based on the Gram-Schmidt method and overcomes some of the objections to the Rosen projection method.

Fox, T.↗

A Thermodynamic Theory of Solid Viscoelasticity. Part 3: Nonlinear Glassy Viscoelasticity, Stability Constraints, Specifications

This paper, the last in the series, continues developing the nonlinear constitutive relations for non-isothermal, compressible, solid viscoelasticity. We initially discuss a single integral approach, more suitable for the glassy state of rubber-like materials, with basic functionals involved in the thermodynamic description for this type of viscoelasticity. Then we switch our attention to analyzing stability constraints, imposed on the general formulation of the nonlinear theory of solid viscoelasticity. Finally, we discuss specific (known from the literature or new) expressions for material functions that are involved in the constitutive formulations of both the rubber-like and glassy-like, complementary parts of the theory.

Freed, Alan↗