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At least 667 records · Page 37

Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the following sense: we seek experimental designs that minimize the posterior uncertainty in the experiment end-goal, e.g. a quantity of interest (QoI), rather than the estimated parameter itself. This is suitable for scenarios in which the solution of an inverse problem is an intermediate step and the estimated parameter is then used to compute a QoI. In such problems, a GOODE approach has two benefits: the designs can avoid wastage of experimental resources by a targeted collection of data, and the resulting design criteria are computationally easier to evaluate due to the often low-dimensionality of the QoIs. We present two modified design criteria, A-GOODE and D-GOODE, which are natural analogues of classical Bayesian A- and D-optimal criteria. We analyze the connections to other ODE criteria, and provide interpretations for the GOODE criteria by using tools from information theory. Then, we develop an efficient gradient-based optimization framework for solving the GOODE optimization problems. Additionally, we present comprehensive numerical experiments testing the various aspects of the presented approach. The driving application is the optimal placement of sensors to identify the source of contaminants in a diffusion and transport problem. As a result, we enforce sparsity of the sensor placements using an L1-norm penalty approach, and propose a practical strategy for specifying the associated penalty parameter.

97 MATHEMATICS AND COMPUTING↗

Optimizing acoustical treatment

A mathematical linear programming model is presented for optimizing acoustical treatment and interior decoration of concert and other public halls. This method provides the designer with a range of acoustically correct solutions at increased economical efficiency. The mathematical model uses geometrical data about the room, recommended reverberation time values, the architect's choice of given sound absorbing structures and finishing materials. The model permits inclusion of aesthetical considerations about conditioning, proportioning, or, on the contrary, reciprocal exclusion of any classes of material and/or sound absorbing structure.

Beuran, N.↗

Control-System Design Program

Control-theory design package, Optimal Regulator Algorithms for Control of Linear Systems (ORACLS), developed to aid in design of controllers and optimal filters for systems modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, Linear-Quadratic-Gaussian (LQG) problem, most widely accepted method of determining optimal control policy. Provides for solution to time-in-variant continuous or discrete LQG problems. Attractive to control-system designer providing rigorous tool for dealing with multi-input and multi-output dynamic systems in continuous and discrete form. CDO version written in FORTRAN IV. VAX version written in FORTRAN 77.

Frisch, Harold P.↗

Connected Traffic Signal Coordination Optimization Framework through Network-Wide Adaptive Linear Quadratic Regulator–Based Control Strategy

Traffic congestion in metropolitan areas causes several significant challenges, such as longer travel times, decreased productivity, increased fuel consumption and vehicle emissions, and even severe injuries during crashes. Traffic signal control is a management approach to reduce traffic congestion and allocate the appropriate right of way for safety and mobility efficiency, both in temporal and spatial domains. Here, this study proposes a network-wide adaptive signal control coordination optimization framework based on the linear quadratic regulator algorithm. The traffic flow conditions driven by signal control inputs are formulated based on their network-wide state-space representation. After modeling traffic control regulation constraints, an adaptive linear quadratic regulator algorithm is designed to maximize the network-wide total throughput under the current conditions. Optimal signal control split time durations for multiple intersections in the network are derived by solving the algebraic Riccati equation. Furthermore, the recursive least square parameter estimation method is employed to quantify dynamic traffic condition changes. To verify the effectiveness of this proposed signal control framework, both simulation and real-world experimental tests are conducted for multiple intersections in downtown Chattanooga, Tennessee, United States. In preparation for real-world experimental tests, pipelines for real-time data processing implementation and historical traffic flow data analysis are conducted. The test results demonstrate that the proposed control framework achieves a decrease in travel time by up to 19.4%, total time spent (TTS) by up to 11.9%, and relative queue balance (RQB) by up to 15.6%. The research findings indicate that the proposed signal control framework can be generalized to handle large scale signal control optimization network-wide.

97 MATHEMATICS AND COMPUTING↗

A study of the use of linear programming techniques to improve the performance in design optimization problems

This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.

Young, Katherine C.↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Optimal policies for identification of stochastic linear systems

The problem of designing closed-loop policies for identification of multiinput-multioutput linear discrete-time systems with random time-varying parameters is considered in this paper using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop laws. The computation of the optimal laws is shown to be nontrivial, an exercise in stochastic control, but open-loop, affine, and open-loop feedback optimal inputs are shown to yield tractable problems. Numerical examples are given. For time-invariant systems, the criterion considered is shown to be related to the trace of the information matrix associated with the system.

Lopez-Toledo, A. A.↗

Linear quadratic tracking problems in Hilbert space - Application to optimal active noise suppression

A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.

Banks, H. T.↗

Optimal estimation and attitude control of a solar electric propulsion spacecraft

Established procedures of linear, quadratic, Gaussian optimal estimation and control are developed and interpreted for their application to the problem of attitude control of spacecraft with dynamically significant elastic appendages. Results are presented both in general terms and for specific application to a solar electric spacecraft. Comparisons are made between alternative coordinate systems, and a realistic range of design parameters is considered. For single axis control, system evaluation is accomplished by simulation of a fifteenth-order spacecraft plant with alternative second-order, fourth-order, and sixth-order constant gain estimators. Results point out the importance of modeling errors.

Larson, V.↗

Optimal command generation for tracking a class of discontinuous trajectories

Commands are found to drive a linear system to optimally track a class of prescribed trajectories, each of which contains a point of discontinuity. The paper focuses on the guidance problem of command generation, to be implemented in a feedforward fashion; the necessary additional control or feedback regulation structure is not studied in detail, but assumed to be provided in applications as a conventional error-feedback regulator. Solutions are found for the infinite-time problem which are optimal with respect to a quadratic performance criterion; suboptimal controls which satisfy a continuity condition are also found. The controls have applications to certain problems in aircraft guidance where command trajectories are piecewise continuous. Several examples are worked out in detail, with comparisons with conventional, nonfeedforward solutions to the problem, and a brief discussion of a simpler, suboptimal solution.

Weissenberger, S.↗

Joint analysis of Dark Energy Survey Year 3 data and CMB lensing from SPT and P l a n c k . II. Cross-correlation measurements and cosmological constraints

Cross-correlations of galaxy positions and galaxy shears with maps of gravitational lensing of the cosmic microwave background (CMB) are sensitive to the distribution of large-scale structure in the Universe. Such cross-correlations are also expected to be immune to some of the systematic effects that complicate correlation measurements internal to galaxy surveys. We present measurements and modeling of the cross-correlations between galaxy positions and galaxy lensing measured in the first three years of data from the Dark Energy Survey with CMB lensing maps derived from a combination of data from the 2500 deg 2 SPT-SZ survey conducted with the South Pole Telescope and full-sky data from the Planck satellite. The CMB lensing maps used in this analysis have been constructed in a way that minimizes biases from the thermal Sunyaev Zel’dovich effect, making them well suited for cross-correlation studies. The total signal-to-noise of the cross-correlation measurements is 23.9 (25.7) when using a choice of angular scales optimized for a linear (nonlinear) galaxy bias model. Here we use the cross-correlation measurements to obtain constraints on cosmological parameters. For our fiducial galaxy sample, which consist of four bins of magnitude-selected galaxies, we find constraints of Ω m =0.272$^{+0.032}_{-0.052}$ and S 8 ≡σ8$\sqrt{Ω_m/0.3}$=0.736$^{+0.032}_{-0.028}$ (Ω m =0.245$^{+0.026}_{-0.044}$ and S 8 =0.734$^{+0.035}_{-0.028}$) when assuming linear (nonlinear) galaxy bias in our modeling. Considering only the cross-correlation of galaxy shear with CMB lensing, we find Ω m =0.270$^{+0.043}_{-0.061}$ and S 8 =0.740$^{+0.034}_{-0.029}$. Our constraints on S8 are consistent with recent cosmic shear measurements, but lower than the values preferred by primary CMB measurements from Planck.

79 ASTRONOMY AND ASTROPHYSICS↗

Optimizing BAO measurements with non-linear transformations of the Lyman-α forest

We explore the effect of applying a non-linear transformation to the Lyman-α forest transmitted flux F=e{sup −τ} and the ability of analytic models to predict the resulting clustering amplitude. Both the large-scale bias of the transformed field (signal) and the amplitude of small scale fluctuations (noise) can be arbitrarily modified, but we were unable to find a transformation that increases significantly the signal-to-noise ratio on large scales using Taylor expansion up to the third order. In particular, however, we achieve a 33% improvement in signal to noise for Gaussianized field in transverse direction. On the other hand, we explore an analytic model for the large-scale biasing of the Lyα forest, and present an extension of this model to describe the biasing of the transformed fields. Using hydrodynamic simulations we show that the model works best to describe the biasing with respect to velocity gradients, but is less successful in predicting the biasing with respect to large-scale density fluctuations, especially for very nonlinear transformations.

79 ASTRONOMY AND ASTROPHYSICS↗