Some problems and some recent results in stochastic control.
Stochastic optimal control applications in dynamic programming for linear and nonlinear systems
DYNAMIC PROGRAMMING↗
SEARCH · Engineering Papers
Results for “Nonlinear optimization”
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Accelerating high-order mesh optimization using finite element partial assembly on GPUs
In this paper we present a new GPU-oriented mesh optimization method based on high order finite elements. Our approach relies on node movement with fixed topology, through the Target-Matrix Optimization Paradigm (TMOP) and uses a global nonlinear solve over the whole computational mesh, i.e., all mesh nodes are moved together. A key property of the method is that the mesh optimization process is recast in terms of finite element operations, which allows us to utilize recent advances in the field of GPU-accelerated high order finite element algorithms. For example, we reduce data motion by using tensor factorization and matrix-free methods, which have superior performance characteristics compared to traditional full finite element matrix assembly and offer advantages for GPU based HPC hardware. Furthermore, we describe the major mathematical components of the method along with their efficient GPU-oriented implementation. In addition, we propose an easily reproducible mesh optimization test that can serve as a performance benchmark for the mesh optimization community.
97 MATHEMATICS AND COMPUTING↗
Structural damage assessment as an identification problem
Damage assessment of structural assemblies is treated as an identification problem. A brief review of identification methods is first presented with particular focus on the output error approach. The use of numerical optimization methods in identifying the location and extent of damage in structures is studied. The influence of damage on eigenmode shapes and static displacements is explored as a means of formulating a measure of damage in the structure. Preliminary results obtained in this study are presented and special attention is directed at the shortcomings associated with the nonlinear programming approach to solving the optimization problem.
Hajela, Prabhat↗
Selecting Minimal Motion Primitive Libraries with Genetic Algorithms
Motion primitives allow for application of discrete search algorithms to rapidly produce trajectories in complex continuous space. The maneuver automaton (MA) provides an elegant formulation for creating a primitive library based on trims and maneuvers. However, performance is fundamentally limited by the contents of the primitive library. If the library is too sparse, performance can be poor in terms of path cost, whereas a library that is too large can increase run time. This work outlines new methods for using genetic algorithms to prune a primitive library. The proposed methods balance the path cost and planning time while maintaining the reachability of the MA. The genetic algorithm in this paper evaluates and mutates populations of motion primitive libraries to optimize both objectives. Here, we illustrate the performance of these methods with a simulated study using a nonlinear medium-fidelity F-16 model. We optimize a library with the presented algorithm for obstacle-free navigation and a nap-of-the-Earth navigation task. In the obstacle-free navigation task, we show a tradeoff of a 10.16% higher planning cost for a 96.63% improvement in run time. In the nap-of-the-Earth task, we show a tradeoff of a 9.712% higher planning cost for a 92.06% improvement in run time.
42 ENGINEERING↗
A study of the application of singular perturbation theory
A hierarchical real time algorithm for optimal three dimensional control of aircraft is described. Systematic methods are developed for real time computation of nonlinear feedback controls by means of singular perturbation theory. The results are applied to a six state, three control variable, point mass model of an F-4 aircraft. Nonlinear feedback laws are presented for computing the optimal control of throttle, bank angle, and angle of attack. Real Time capability is assessed on a TI 9900 microcomputer. The breakdown of the singular perturbation approximation near the terminal point is examined Continuation methods are examined to obtain exact optimal trajectories starting from the singular perturbation solutions.
Mehra, R. K.↗
Outcomes and Insights From Simplified Analytic Trajectory Optimization for a Tethered Underwater Kite
This letter formulates and solves a periodic trajectory optimization problem for a tethered underwater kite. The goal is to maximize the average mechanical power harvested by the kite. The type of kite considered in this letter extracts electricity from ocean currents by moving cross-current as its reel away from its base station, and consumes electricity to reel back. The problem of optimizing this kite’s trajectory is challenging due to the high dimensionality and nonlinearity of its dynamics. To tackle this challenge, the literature often separates the problem into two subproblems focusing on optimizing the cross-current and the reel-in/reel-out components of the trajectory, respectively, which may be sub-optimal. In contrast, this letter solves for the combined cross-current and reel-in/reel-out trajectory by linearizing the dynamics of the kite around a zero-power reference equilibrium trajectory in spherical coordinates. This allows the trajectory optimization problem to be solved analytically for simple sinusoidal input perturbations from equilibrium. Here we use linear quadratic regulation to enable the nonlinear kite model to track the optimized trajectory. The result is a computationally efficient approach that achieves an attractive Loyd factor of 19.9%, while providing important insights into the nature of the optimal trajectory.
42 ENGINEERING↗
Modal Test/Analysis Correlation of Space Station Structures Using Nonlinear Sensitivity
The modal correlation problem is formulated as a constrained optimization problem for validation of finite element models (FEM's). For large-scale structural applications, a pragmatic procedure for substructuring, model verification, and system integration is described to achieve effective modal correlation. The space station substructure FEM's are reduced using Lanczos vectors and integrated into a system FEM using Craig-Bampton component modal synthesis. The optimization code is interfaced with MSC/NASTRAN to solve the problem of modal test/analysis correlation; that is, the problem of validating FEM's for launch and on-orbit coupled loads analysis against experimentally observed frequencies and mode shapes. An iterative perturbation algorithm is derived and implemented to update nonlinear sensitivity (derivatives of eigenvalues and eigenvectors) during optimizer iterations, which reduced the number of finite element analyses.
Gupta, Viney K.↗
Modal test/analysis correlation of Space Station structures using nonlinear sensitivity
The modal correlation problem is formulated as a constrained optimization problem for validation of finite element models (FEM's). For large-scale structural applications, a pragmatic procedure for substructuring, model verification, and system integration is described to achieve effective modal correlations. The space station substructure FEM's are reduced using Lanczos vectors and integrated into a system FEM using Craig-Bampton component modal synthesis. The optimization code is interfaced with MSC/NASTRAN to solve the problem of modal test/analysis correlation; that is, the problem of validating FEM's for launch and on-orbit coupled loads analysis against experimentally observed frequencies and mode shapes. An iterative perturbation algorithm is derived and implemented to update nonlinear sensitivity (derivatives of eigenvalues and eigenvectors) during optimizer iterations, which reduced the number of finite element analyses.
Gupta, Viney K.↗
Optimal Design of Sustainable Ammonia-Based Food–Energy–Water Systems with Nitrogen Management
As the basis for virtually any form of nitrogen fertilizers, ammonia plays a vital role in agriculture; in addition, there has been an increased interest in its use as a carbon-free energy carrier. However, ammonia is also associated with two major environmental concerns: CO 2 emissions from the conventional production process and nitrogen pollution from the excessive use of ammonia-based fertilizers. To mitigate these environmental impacts, we develop an optimization framework for the design of a sustainable ammonia-based agricultural system that synergistically integrates the production of ammonia from renewable resources and effective measures for nitrogen management. The proposed model captures the effect of intermittency by incorporating both design and detailed operational decisions. Here, by applying a multiscale time representation that reduces the problem size and a tailored surrogate model that accurately approximates model nonlinearity, we are able to achieve optimal solutions within reasonable computation times. A computational case study is conducted using real-world data from a local farm in Morris, Minnesota, and the results indicate the trade-off between cost and nitrogen loss. Importantly, we show that practicing effective nitrogen management can significantly reduce the nitrogen loss with only a small increase in net present cost.
10 SYNTHETIC FUELS↗
Dispersion Caused by the Penetration Effect in X-ray Compressors
Chirped X-ray pulse compression is a promising approach for generating ultra-short X-ray free electron laser (XFEL) pulses. The design of X-ray pulse compressors requires the careful control of group delay dispersion (GDD), which plays a critical role in achieving optimal compression. However, the penetration dispersion of crystals and multilayers can induce an extra GDD, which may result in over-compression or under-compression. In this study, we investigate the penetration dispersion of crystals and multilayers theoretically and numerically. Our results indicate that the extra GDD induced by the penetration effect increases as the bandwidth of the rocking curve decreases. Moreover, the extra GDD is nonlinear and can be mitigated by optimizing the configuration of X-ray pulse compressors. This work provides insights into the dispersion compensation and configuration optimization of X-ray pulse compressors, which are essential for generating ultra-short XFEL pulses.
47 OTHER INSTRUMENTATION↗
Problems in large-scale structural optimization
A general design optimization model for large complex systems is defined. Major features of the model that challenge various optimization algorithms are discussed. Requirements of a model optimization algorithm are identified. Objectives of the study of various algorithms are defined and a basis for conducting such a study is developed. Primal as well as transformation methods are analytically studied and a unified viewpoint of various methods is presented. Several numerical examples are solved using different methods to study their performance. Conclusions drawn from the study are presented and discussed. Areas of future research in nonlinear programming as well as structural optimization are identified and discussed.
Arora, J. S.↗
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↗
Integration of graphical approaches into optimization-based design of multistage liquid extraction
We propose two optimization models for designing two liquid extraction systems: simple multistage liquid extractors and extractors with extract reflux. Both models are motivated by the concepts of the modified McCabe-Thiele graphical method for multistage extractor design. The operating and equilibrium curves in the McCabe-Thiele method are represented by material balances and piece-wise linearized thermodynamics properties. The use of piece-wise approximations improves computational tractability of both optimization models. In addition, we consider some extensions such as dilute systems, insoluble solvents, and non-ideal stages. In conclusion, the applicability of the proposed models is demonstrated with four illustrative examples.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Advanced storage ring lattice options based on hybrid six-bend achromat for Stanford Synchrotron Radiation Lightsource upgrade
Three storage ring lattices have been designed as options for a future upgrade of the Stanford synchrotron radiation lightsource (SSRL). The three options differ in circumference and targeted future site, with one to be built in the tunnel of the present SPEAR3 ring, one as a green field ring on the SLAC campus, and the third in the tunnel of the decommissioned PEP-II ring. The lattices are based on the newly proposed hybrid 6-bend achromat (H6BA) lattice cells, which is ideal for pushing the photon beam brightness while achieving excellent nonlinear dynamics performance. The transparent matching conditions are enforced to minimize the negative impact of the loss of periodicity due to insertion of various long straight sections. Numerical optimization is performed to further improve the nonlinear dynamics. Finally, in addition to reaching very low emittances, the lattices can accommodate traditional off-axis injection and achieve beam lifetimes similar to or exceeding that of typical third generation rings.
46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
Two-frequency sub-Doppler spectroscopy of the caesium D{sub 1} line in various configurations of counterpropagating laser beams
Sub-Doppler resonances in caesium vapours are studied in a laser field produced by counterpropagating two-frequency light beams with mutually orthogonal linear polarisations. The beams are in resonance with optical transitions in the D{sub 1} line, the frequency difference of the field spectral components being equal to the hyperfine ground-state splitting in the Cs atom (∼9.2 GHz). It has already been shown that in this configuration, the hypercontrast effect can be observed for sub-Doppler resonances, which makes this configuration promising for the employment in new-generation miniature optical frequency standards. In the present work, two different two-frequency configurations are compared with each other and with the single-frequency configuration widely used in practice for observing saturated absorption resonances. The parameters of nonlinear resonances are measured at various temperatures of caesium vapours and at different optical field intensities. The results of the investigations performed make it possible to find an optimal two-frequency scheme for exciting nonlinear resonances and to estimate a potential of the scheme for its applications in quantum metrology. (laser spectroscopy of atoms)
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Data-driven modeling and control of dynamical systems using Koopman and Perron-Frobenius operators
This dissertation studies the data-driven modeling and control problem of nonlinear systems by exploiting the linear operator theoretic framework involving Koopman and Perro-Frobenius operator. A systematic linear-operator based controller design procedure has been established, which can be used to solve a variety of nonlinear control problems, including feedback stabilization using control Lyapunov functions, optimal quadratic regulation using Koopman eigenfunctions and convex optimization formulation of optimal control problem using P-F and Koopman operator approximation. As the core of data-driven modeling, we first propose a new algorithm for the finite-dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time-series data. We argue that the existing approach for the finite-dimensional approximation of these transfer operators such as Dynamic Mode Decomposition (DMD) and Extended Dynamic Mode Decomposition (EDMD) do not capture two important properties of these operators, namely positivity and Markov property. The algorithm we propose preserves these two properties. We call the proposed algorithm as naturally structured DMD (NSDMD) since it retains the inherent properties of these operators. Naturally structured DMD algorithm leads to a better approximation of the steady-state dynamics of the system regarding computing Koopman and Perron- Frobenius operator eigenfunctions and eigenvalues. However, preserving positivity property is critical for capturing the real transient dynamics of the system. This positivity property of the transfer operators and it's finite-dimensional approximation play an important role for controller and estimator design of nonlinear systems. To solve the feedback stabilization problem for nonlinear control systems, we tried to take advantage of the Koopman operator framework. The Koopman operator approach provides a linear representation for a nonlinear dynamical system and a bilinear representation for a nonlinear control system. The problem of feedback stabilization of a nonlinear control system is then transformed to the stabilization of a bilinear control system. We propose a control Lyapunov function (CLF)-based approach for the design of stabilizing feedback controllers for the bilinear system. The search for finding a CLF for the bilinear control system is formulated as a convex optimization problem. This leads to a schematic procedure for designing CLF-based stabilizing feedback controllers for the bilinear system and hence the original nonlinear system. Another advantage of the proposed controller design approach outlined in this dissertation is that it does not require explicit knowledge of system dynamics. In particular, the bilinear representation of a nonlinear control system in the Koopman eigenfunction space can be obtained from time-series data. Next, we study the optimal quadratic regulation problem for nonlinear systems. The linear operator theoretic framework involving the Koopman operator is used to lift the dynamics of nonlinear control system to an infinite-dimensional bilinear system. The optimal quadratic regulation problem for nonlinear system is formulated in terms of the finite-dimensional approximation of the bilinear system. A convex optimization-based approach is proposed for solving the quadratic regulator problem for bilinear system. We applied a variety of examples and compared the simulation results between our framework and conventional LQR control using linearized model. For more general optimal control problems, we provide a density-function based convex formulation for the optimal control problem of the nonlinear system. The convex formulation relies on the duality result in the stability theory of a dynamical system involving density function and Perron-Frobenius operator. The optimal control problem is formulated as an infinite-dimensional convex optimization program. The finite-dimensional approximation of the optimization problem relies on the recent advances made in the data-driven computation of the Koopman operator, which is dual to the Perron-Frobenius operator. Simulation results are presented to demonstrate the application of the developed framework.
Huang, Bowen↗
The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation
Comprehensive computational experiments to assess the performance of algorithms for numerical optimization require (among other things) a practical procedure for generating pseudorandom nonlinear objective functions. We propose a procedure that is based on the convenient fiction that objective functions are realizations of stochastic processes. This report details the calculations necessary to implement our procedure for the case of certain stationary Gaussian processes and presents a specific implementation in the statistical programming language S-PLUS.
Trosset, Michael W.↗
Advanced launch system trajectory optimization using suboptimal control
The maximum-final mass trajectory of a proposed configuration of the Advanced Launch System is presented. A model for the two-stage rocket is given; the optimal control problem is formulated as a parameter optimization problem; and the optimal trajectory is computed using a nonlinear programming code called VF02AD. Numerical results are presented for the controls (angle of attack and velocity roll angle) and the states. After the initial rotation, the angle of attack goes to a positive value to keep the trajectory as high as possible, returns to near zero to pass through the transonic regime and satisfy the dynamic pressure constraint, returns to a positive value to keep the trajectory high and to take advantage of minimum drag at positive angle of attack due to aerodynamic shading of the booster, and then rolls off to negative values to satisfy the constraints. Because the engines cannot be throttled, the maximum dynamic pressure occurs at a single point; there is no maximum dynamic pressure subarc. To test approximations for obtaining analytical solutions for guidance, two additional optimal trajectories are computed: one using untrimmed aerodynamics and one using no atmospheric effects except for the dynamic pressure constraint. It is concluded that untrimmed aerodynamics has a negligible effect on the optimal trajectory and that approximate optimal controls should be able to be obtained by treating atmospheric effects as perturbations.
Shaver, Douglas A.↗