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At least 793 records · Page 44

Reduced-dimension Bayesian optimization for model calibration of transient vapor compression cycles

Development and calibration of first-principles dynamic models of vapor compression cycles (VCCs) is of critical importance for applications that include control design and fault detection and diagnostics. Nevertheless, the inherent complexity of models that are represented by large systems of differential–algebraic equations leads to significant challenges for model calibration processes that utilize classical gradient-based methods. Bayesian optimization (BO) is a sample-efficient and gradient-free approach using a probabilistic surrogate model and optimal search over a feasible parameter space. Despite the benefits of BO in reducing computational costs, challenges remain in dealing with a high-dimensional calibration task resulting from a large set of parameters that have significant impacts on system behavior and need to be calibrated simultaneously. This paper presents a reduced-dimension BO framework for calibrating transient VCCs models where the calibration space is projected to a low-dimensional subspace for accelerating convergence of the solution algorithm and consequently reducing the number of transient simulations. The proposed approach was demonstrated via two case studies associated with different VCC applications where 10 parameters were calibrated in each case using laboratory measurements. The reduced-dimension BO framework only required 1 / 8 th of the iterations associated with a standard BO method that deals with high-dimensional calibration parameters for converged solutions and yielded comparable accuracy. Furthermore, both calibrated models revealed significant accuracy improvements compared to uncalibrated models.

Ma, Jiacheng↗

Managing autonomous materials labs with multi-agent AI and its implications for the science of science

Self-driving lab systems (aka, autonomous experimentation) accelerate research - letting scientists learn faster, spend less resources, and fail smarter in well defined, narrow studies. The next-generation materials lab combines self-driving systems to tackle broader challenges - orchestrating complex research campaigns while optimizing lab resources. We propose that agent-based and agentic artificial intelligence will be an integral part of next-generation lab management and discuss potential implementation scenarios. Additionally, digital and physical sandboxes will allow scientists to evaluate diverse and dynamic research and lab management strategies. Beyond the immediate benefit to lab optimization, such sandboxes will enable realistic computational studies of the philosophy of science (i.e., science of science) to achieve higher level scientific efficiencies.

Computer science↗

Multiscale simulation of integrated energy system and electricity market interactions

Accelerating the deep decarbonization of the world's electric grids requires the coordination of complex energy systems and infrastructures across timescales from seconds to decades. Here, we present a new multiscale simulation framework that integrates process- and grid-centric modeling paradigms to better design, operate, and control integrated energy systems (IESs), which combine multiple technologies, in wholesale energy markets. Traditionally, IESs are analyzed with a process-centric paradigm such as levelized cost of electricity (LCOE) or annualized net revenue, ignoring important interactions with electricity markets. This framework explicitly models the complex interactions between an IES's bidding, scheduling, and control decisions and the energy market's clearing and settlement processes, while incorporating operational uncertainties. Through two case studies, we show the importance of understanding and quantifying complex resource-grid interactions. In case study 1, we demonstrate that optimized bidding from one resource shifts the profit distribution for all energy systems in the market. This result suggests new and more flexible IES technologies can disrupt the economics of all market participants, possibly leading to accelerated retirements of less flexible resources. Interestingly, the optimized bidding has little impact on grid-level aggregate statistics, such as total generation costs and renewable penetration rate. While aggregate modeling strategies may remain valid under some IES adoption scenarios for analysis focused on regional outcomes, direct comparisons of IES technologies at specific locations without considering these interactions may lead to misleading or incorrect conclusions. In case study 2, we consider the design and flexible operation of IESs that hybridize conventional generators with energy storage. Through a sensitivity analysis, we find that as the size of the storage system increases, the total number of start-ups for coal- and natural gas-based IESs reduced by 25% and 33.6%, and the total thermal generator ramping (i.e., mileage) reduced by 86.5% and 62.5%, respectively. This shows the primary benefit of storage may not be reduced operational costs (which do not change significantly) but fewer start-ups and less ramping, which may greatly simplify the design, operation, and control of carbon capture systems. The new modeling and optimization capabilities from this work enable the coupling of rigorous, dynamic process models with grid-level production cost models to quantitatively identify the nuanced interdependencies across these vast timescales that must be addressed to realize clean, safe, and secure energy production. Moreover, the proposed general multiscale simulation framework is applicable to all IES technologies and can be easily extended to consider other energy carriers (e.g., hydrogen, ammonia) and energy infrastructures (e.g., natural gas pipelines).

24 POWER TRANSMISSION AND DISTRIBUTION↗

Extremum seeking for optimal control problems with unknown time-varying systems and unknown objective functions

We consider the problem of optimal feedback control of an unknown, noisy, time-varying, dynamic system that is initialized repeatedly. Examples include a robotic manipulator which must perform the same motion, such as assisting a human, repeatedly and accelerating cavities in particle accelerators which are turned on for a fraction of a second with given initial conditions and vary slowly due to temperature fluctuations. In this paper, we present an approach that applies to systems of practical interest. The method presented here is model independent; does not require knowledge of the objective function; is robust to measurement noise; is applicable for any set of initial conditions; is applicable to simultaneously controlling an arbitrary number of parameters; and may be implemented with a broad range of continuous or discontinuous functions such as sine or square waves. For systems with convex cost functions we prove that our algorithm will produce controllers that approach the minimal cost. For linear systems we reproduce the cost minimizing linear quadratic regulator optimal controller that could have been designed analytically had the system and cost function been known. We demonstrate the effectiveness of the algorithm with simulation studies of noisy and time-varying systems.

42 ENGINEERING↗

Models and Strategies for Optimal Demand Side Management in the Chemical Industries

Deregulation and the increase of renewable electricity generation from wind and solar photovoltaics have transformed the U.S. electricity market. Economic and environmental benefits notwithstanding, the presence of renewables has increased variability and uncertainty on the supply side of the grid. Managing demand, rather than generation – a strategy referred to as “demand response (DR)” – is an attractive approach for mitigating this imbalance. DR efforts aim to reduce electricity usage during peak demand times, lessening stress on the grid. Industrial users are particularly attractive entities for DR participation since they present large, localized loads that can provide significant relief on grid demand and –unlike other large loads, such as buildings – are minimally dependent on human needs and preferences. In this project, we accomplished three main objectives. (1) We developed data-driven low-order DR scheduling-relevant dynamic models of chemical processes. Concurrently, we studied the formulation and solution of the associated optimal DR production scheduling problems. (a) A prototype air separation unit (ASU) model was used to generate simulated operating data for initial modeling efforts, which enabled the later use of industrial data for data-driven modeling. (b) We utilized Hammerstein-Wiener (HW) and Finite Step Response (FSR) models to represent nonlinear plant dynamics. (c) The HW models were linearized using exact linearization so they could potentially be embedded in power system models, which are formulated as mixed integer linear programs (MILPs). (d) We solved DR optimization problems under uncertainty and found that even naïve predictions of electricity price and product demand led to significant cost savings benefits. (2) Our DR scheduling optimization problem formulations are amenable to real-time solution. (a) We utilized Lagrangian Relaxation (LR) to efficiently solve the optimization problem by decoupling subproblems linked by complicating constraints. (b) We have achieved computation times for the 3-day DR scheduling problem of an ASU as low as 1.88 minutes. (3) Our representations of the DR behavior of chemical process as grid-level batteries were embedded in power system models. (a) For a small-scale grid, we found that incorporating the dynamics of the chemical plant in the optimal power flow calculations resulted in better resource management leading to up to 15% and 46% cost reduction for the grid and chemical plant operations, respectively, during periods of power line congestion. We have published several works dedicated to modeling and solving DR optimization problems from the user side. These were published in top peer-reviewed journals and are summarized in this report. The most recent work (and papers in preparation) considers DR scheduling from the grid side. Future efforts will consider networked plants (e.g., air separation units operating on a common pipeline) for DR participation, which is expected to amplify the capabilities of industrial DR participants to perform load-shifting. Our consideration of uncertainty in DR has inspired future directions in this area as well: we plan to develop multistage methods to fully account for the effects of uncertainty in DR scheduling.

24 POWER TRANSMISSION AND DISTRIBUTION↗

How Can Construction Process Simulation Modeling Aid the Integration of Lean Principles in the Factory-Built Housing Industry?

New and existing factories that produce and deliver factory-built housing can benefit from construction process simulation modeling to explore the integration of Lean principles in their operations. Construction process simulation modeling provides digital or virtual recreations of the real-world factory environments to visualize, quantify, analyze, and optimize their underlying behavior, including factory productivity, material flow, labor dynamics, bottlenecks, and work scope. One of the key benefits of process simulation modeling is the ability to create and compare "what-if" scenarios, including integrating Lean principles such as reducing waste (for example, transportation, waiting), line balancing, and just-in-time concepts. In general, three process simulation methods are widely used: discrete event simulation (DES), agentbased modeling (ABM), and system dynamics (SD). Myriad process simulation software also is available, but depending on the industry, complexity of the system, and purposes of the simulation, some software might be more appropriate. Similar to how computer-aided design (CAD) software such as AutoCAD and Rhinoceros enable building design of modular or factory-built housing, process simulation modeling software such as jStrobe, ProModel, and AnyLogic can enable factory design of new and existing factories to deliver modular affordable housing at scale, as opposed to traditional site-built construction. Software with DES capabilities can help generate a process model that is a logical representation of resources and activities in a factory. Software with CAD-DES integration can leverage product-process data integration to help spatially visualize a DES model of the factory in the CAD environment. Software with multimethod simulation capabilities, widely used in the manufacturing industry, brings together DES, ABM, and SD in a single platform that allows visualization, quantification, analyses, and optimization at varying data fidelities. Near-real-time data from an existing factory can be directly plugged into multimethod simulation software so that the construction process simulation model is a near-accurate representation of the real-world factory conditions. This report provides insights into the use of simulation as an aid to integrate Lean concepts in factories, including guidelines for selecting the appropriate process simulation modeling method and software. These insights have been developed as part of ongoing process simulation modeling research, development, and demonstration projects at the U.S. Department of Housing and Urban Development, the U.S. Department of Energy, and the National Renewable Energy Laboratory focused on how process simulation models can enable better integration of resilience, energy efficiency, and low-carbon design strategies.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

RLGBS: Reinforcement Learning-Guided Beam Search for process optimization in a paper machine dryer section

Paper drying is responsible for over two-thirds of energy consumption in the U.S. pulp and paper industry, presenting significant potential for energy savings through optimization of process parameters. Current approaches often assume fixed operating conditions, neglecting dynamic ambient and process variations that limit achievable savings and real-world applicability. To this end, we develop a physics-based simulation environment for a paper machine dryer section and propose a reinforcement learning (RL) framework to minimize overall energy consumption by optimizing drying process parameters under diverse operating conditions. To mitigate overdrying and numerical instabilities caused by suboptimal local RL actions, we introduce Reinforcement Learning-Guided Beam Search (RLGBS), which explores multiple action sequences in parallel using beam search. Instead of making step-by-step decisions, RLGBS prioritizes solutions based on cumulative probability, reducing the impact of individual suboptimal actions. Experiments demonstrate that RLGBS achieves consistent energy savings under unseen operating conditions not encountered during training, outperforming conventional RL methods. While validated in drying optimization, this framework is broadly applicable to other RL-based industrial process control problems.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Introduction to and comparison of deep learning and optimization approaches to analytical wake modeling of a tilted wind turbine

This paper introduces innovative optimization and deep learning techniques to enhance the prediction of complex wake dynamics in the downstream wind velocity of tilted wind turbines. Traditional methods for calibrating the Bastankhah wake model often lead to increased errors in wind velocity distribution due to overfitting of the local wake characteristics. To address this issue, we propose an additional global optimization step to reduce errors in wind velocity predictions with respect to various wake parameters. Despite this improvement, the Bastankhah model's axisymmetric Gaussian wake shape limits its accuracy for complex wake structures. Therefore, we also propose a deep learning approach, which demonstrates promising results by accurately modeling complex wake shapes across a broader range of tilt angles with minimal computational cost. The deep learning approach achieves near-identical predictions to high-fidelity large-eddy simulations, representing a promising advancement in wake modeling.

17 WIND ENERGY↗

Pairing a Global Optimization Algorithm with EXAFS to Characterize Lanthanide Structure in Solution

Ensemble-average sampling of structures from ab initio molecular dynamics (AIMD) simulations can be used to predict theoretical extended X-ray absorption fine structure (EXAFS) signals that closely match experimental spectra. However, AIMD simulations are time-consuming and resource-intensive, particularly for solvated lanthanide ions, which often form multiple nonrigid geometries with high coordination numbers. Here, to accelerate the characterization of lanthanide structures in solution, we employed the Northwest Potential Energy Surface Search Engine (NWPEsSe), an adaptive-learning global optimization algorithm, to efficiently screen first-shell structures. As case studies, we examine two systems: Eu(NO 3 ) 3 dissolved in acetonitrile with a terpyridine ligand (terpyNO 2 ), and Nd(NO 3 ) 3 dissolved in acetonitrile. The theoretical spectra for structures identified by NWPEsSe were compared to both experimental and AIMD-derived EXAFS spectra. The NWPEsSe algorithm successfully identified the proper solvation structure for both Eu(NO 3 ) 3 (terpyNO 2 ) and Nd(NO 3 )(acetonitrile) 3 , with the calculated EXAFS signals closely matching the experimental spectra for the Eu-ligand complex and showing good similarity for the Nd salt; the better agreement with the ligand-containing structure is attributed to a less dynamic coordination environment due to the rigid ligand. The key advantage of the global optimization algorithm lies in its ability to sample the coordination environment across the potential energy surface and reduce the time required to identify structures from generally a month to within a week. Additionally, this approach is versatile and can be adapted to characterize main-group metal complexes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Multi-scale, Multi-disciplinary, and Multi-agent Explainable AI with Koopman-Undergirded Learning, Prediction, and Analysis (M3EA KULPA) (Project Closeout Report)

The goal of this project was to develop and use domain-aware machine learning formulations, based on the Koopman Operator (KO), for modelling multi-scale, multi-disciplinary (e.g., multi-physics), and/or multi-agent systems. The project developed these formulations for the following cases: • Systems with dynamics at two separate time scales, • Systems with a bi-level hierarchical control structure, • Systems with bi-level hierarchical control and dynamics at two separate time scales (the lower level controls operating at the faster time scale), and • Systems with n separate but interacting agents/disciplines (with/without control, respectively); the controls for each agent could include bi-level hierarchical control and dynamics at two separate time scales as described above. The project then defined a set of dynamical systems consisting of different nonlinear oscillators that could be used to test these different formulations and then subsequently learned the KO models for those systems. With the KO models, we were able to do the following: • Quantify system stability, including both long-term and transient behavior, • Quantify the effects of feedbacks between the different time scales and agents/disciplines in terms of those feedbacks’ effects on system stability, • Replace a standard Proportional-Integral (PI) control in the hierarchical control structure with a KO-based Linear-Quadratic Regular (LQR), a form of optimal control, • Calculate optimal supervisory control policies a) with and without time scale separated dynamics at the lower level control levels and b) with both PI and KO-based LQR lower level control policies, and • Calculate dynamic Nash equilibria for multi-agent systems where each agent makes its own control decisions.

97 MATHEMATICS AND COMPUTING↗

Pareto Optimization of Analog Circuits Using Reinforcement Learning

Analog circuit optimization and design presents a unique set of challenges in the IC design process. Many applications require the designer to optimize for multiple competing objectives, which poses a crucial challenge. Motivated by these practical aspects, we propose a novel method to tackle multi-objective optimization for analog circuit design in continuous action spaces. In particular, we propose to (i) extrapolate current techniques in Multi-Objective Reinforcement Learning to continuous state and action spaces and (ii) provide for a dynamically tunable trained model to query user defined preferences in multi-objective optimization in the analog circuit design context.

99 GENERAL AND MISCELLANEOUS↗

CASTELO: clustered atom subtypes aided lead optimization—a combined machine learning and molecular modeling method

Background: Drug discovery is a multi-stage process that comprises two costly major steps: pre-clinical research and clinical trials. Among its stages, lead optimization easily consumes more than half of the pre-clinical budget. We propose a combined machine learning and molecular modeling approach that partially automates lead optimization workflow in silico, providing suggestions for modification hot spots. Results: The initial data collection is achieved with physics-based molecular dynamics simulation. Contact matrices are calculated as the preliminary features extracted from the simulations. To take advantage of the temporal information from the simulations, we enhanced contact matrices data with temporal dynamism representation, which are then modeled with unsupervised convolutional variational autoencoder (CVAE). Finally, conventional and CVAE-based clustering methods are compared with metrics to rank the submolecular structures and propose potential candidates for lead optimization. Conclusion: With no need for extensive structure-activity data, our method provides new hints for drug modification hotspots which can be used to improve drug potency and reduce the lead optimization time. It can potentially become a valuable tool for medicinal chemists.

59 BASIC BIOLOGICAL SCIENCES↗

Increase in the effective viscosity of polyethylene under extreme nanoconfinement

Understanding polymer transport in nanopores is crucial for optimizing heterogeneously catalyzed processes in polymer upcycling and fabricating high-performance nanocomposite films and membranes. Although confined polymer dynamics have been extensively studied, the behavior of polyethylene (PE)—the most widely used commodity polymer—in pores smaller than 20 nm remains largely unexplored. We investigate the effects of extreme nanoconfinement on PE transport using capillary rise infiltration in silica nanoparticle packings with average pore radii ranging from ~1 to ~9 nm. Using in situ ellipsometry and the Lucas–Washburn model, we discover a previously unknown inverse relationship between effective viscosity (η eff ) and average pore radius (R pore ). Additonally, we determine that PE transport under these extreme conditions is primarily governed by physical confinement, rather than pore surface chemistry. We refine an existing theory to provide a generalized formalism to describe the polymer transport dynamics over a wide range of pore radii (from 1 nm and larger). Our results offer valuable insights for optimizing catalyst supports in polymer upcycling and improving infiltration processes for nanocomposite fabrication.

36 MATERIALS SCIENCE↗

Optimizing on-ramp merging for connected and automated vehicles: A hierarchical approach using deep reinforcement learning and optimal control

On-ramp merging for Connected and Automated Vehicles (CAVs) presents significant challenges in dynamic traffic environments. Traditional methods and recent learning-based approaches often fail to simultaneously address decision-making complexity and execution precision under fluctuating conditions. This study introduces a novel hierarchical framework that combines: (1) a high-level Deep Reinforcement Learning (DRL) module that coordinates merging sequences through Virtual Traffic Signals (VTS) with Yield/Green phases and (2) a low-level optimal controller generating collision-free speed trajectories via pseudospectral convex optimization. A convolutional autoencoder compresses high-dimensional traffic states to enhance responsiveness. Extensive simulations demonstrate a 12.5% improvement in mainline throughput a 28% reduction in emergency braking events, and 31.66% lower fuel consumption compared to baseline methods. Furthermore, the framework’s effectiveness in coordinating CAV merges highlights its potential for real-world deployment. Future work will extend validation to multi-lane scenarios with mixed traffic and large-scale multiple merging points.

Connected and automated vehicles↗

A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market

In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets. We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant with explicit modeling of the technical constraints of the operational status of the thermal power plant including minimum start-up and shut-down times, ramp-up and ramp-down rates, and minimum generation level. The upper level also decides which continuous and indivisible (fill-or-kill) orders are submitted to the market. The lower-level problem accounts for the clearing of the continuous intraday market, i.e., matching of buy and sell orders. Because of the presence of fill-or-kill orders, the lower-level problem is mixed-integer, which prevents its direct conversion to a single-level problem using duality. In order to solve this challenging problem, we develop a convex-hull extended formulation for the lower-level problem, apply duality theory to obtain a single-level stochastic equivalent formulation, and employ McCormick envelopes to turn the problem into a multistage stochastic mixed-integer linear problem, which we solve using the stochastic dual dynamic integer programming algorithm. We conduct numerical experiments and analyze the optimal trading behavior of a virtual power plant trading in an ideal continuous market without arbitrage.

Bilevel multistage stochastic programming problem↗

Numerical and experimental investigation of the flame kernel growth in a methane/air mixture near the lean flammability limit

Lean combustion has the potential to improve the thermal efficiency of spark-ignition engines, but it faces the significant challenge of increased cycle-to-cycle variation due to low mixture reactivity and unstable flame dynamics. Computational fluid dynamics (CFD) employing predictive models can guide engine design and optimize operating strategies for lean combustion. However, ignition and combustion models have rarely been validated at fuel-lean conditions, and a fundamental understanding of the early flame kernel growth process is also lacking for a successful sub-model development. Here, the present study develops a numerical simulation framework used to investigate early flame kernel growth in methane/air mixtures. A nanosecond-pulsed discharge (NPD) approach is employed to effectively decouple the flame kernel growth from the electrical discharge due to their difference in timescales, and equivalence ratios near the experimentally measured lean flammability limit (LFL) are selected to focus on challenging mixture conditions. Three numerical investigations, such as the choice of turbulence modeling, grid size, and grid control strategies, are examined to match both LFL and flame kernel structure measured from experiments. It is demonstrated that a quasi-direct numerical simulation (QDNS) with a fixed grid embedding of 10 μm can predict the LFL as φ CFD =0.61 and match the displacement speed of the kernel’s boundary marked in schlieren images. To predict the LFL and flame kernel shape, a fine grid (Δ≤12.5 μm) is needed to capture the consumption of formaldehyde (CH 2 O) in kernel’s reaction branches attached to the anode, and adaptive mesh refinement is replaced with the fixed embedding due to loss of simulation accuracy. Also, it is found that a large-eddy simulation (LES) using the Dynamic Structure model is not suitable for the NPD-induced flame kernel simulation because artificial sub-grid turbulent kinetic energy induced by shock dynamics alters the flow velocity calculation, resulting in divergence of LES from QDNS. Lastly, the simulation well matches the experimental data for the flame kernel evolution in three mixture conditions (φ = 0.7, 0.61, 0.55), showing toroidal flame kernel expansion and flame kernel growth/extinction.

33 ADVANCED PROPULSION SYSTEMS↗

Experimental validation of multiphysics model simulations of the thermal response of a cement clinker rotary kiln at laboratory scale

Abstract An increasing demand for buildings, transportation systems and civil infrastructure development has driven expansion of cement consumption world‐wide, producing a significant increase in related global energy demand. With approximately 7% of the world‐wide industrial energy consumption (10.7 exajoules [EJ]), the cement industry is the third most energy intensive industrial processes and a key component for concrete, the most consumed composite material in the global construction industry. In cement manufacturing, the cement kiln accounts for most of the energy consumption in the production process. As the heart of a cement plant, the cement kiln is where the kiln feed primarily containing calcium oxide (CaO), silica (SiO 2 ), alumina (Al 2 O 3 ), and iron (Fe 2 O 3 ) are thermally and chemically transformed into clinker minerals. The presented work developed a multiphysics model, designed and built a laboratory‐scale rotary cement clinker kiln, and produced cement clinker at laboratory‐scale. The model was developed to study the interaction between the various thermal, fluid dynamic and chemical interactions involved in the sintering process used to form Portland cement clinker in an effort to reduce energy use. The analytical model was validated through experimental testing using a unique laboratory‐scale rotary cement kiln developed during the investigation. Also demonstrated was the feasibility of producing clinker at laboratory scale. This modeling and lab scale tests were designed to better understand the clinker sintering process so that operational and quality decisions can be made to optimize energy consumption without compromising cement clinker quality. The computational fluid dynamics modeling was developed in COMSOL Multiphysics 6.0. The characteristics of the combustion fluid flow, concentration of species, temperature and heat transfer were studied for a turbulent flow of methane (CH 4 ) gas and oxygen (O 2 ). Theory suggests that heat transfer impacts the cement production process but the multiphysics model more accurately describes the convection, conduction, and radiant heat transfer in the kilning process and thus allows for a better understanding of the energy exchange driving the chemical reactions that produce Portland cement. Clinker minerals were formed because of appropriate burning conditions implemented during experimental model validation.

Tabares, Juan David↗

Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming

In this report, we study the sensitivity of discrete-time dynamic programs with nonlinear dynamics and objective to perturbations in the initial conditions and reference parameters. Under uniform controllability and boundedness assumptions for the problem data, we prove that the directional derivative of the optimal state and control at time $k$, $x^*_k$, and $u^*_k$, with respect to the reference signal at time $i$, $d_i$, will have exponential decay in terms of $|k-i|$ with a decay rate $\rho$ independent of the temporal horizon length. The key technical step is to prove that a version of the convexification approach proposed by Verschueren et al. can be applied to the KKT conditions and results in a convex quadratic program with uniformly bounded data. In turn, Riccati techniques can be further employed to obtain the sensitivity result, borne from the observation that the directional derivatives are solutions of quadratic programs with structure similar to the KKT conditions themselves. We validate our findings with numerical experiments on a small nonlinear, nonconvex, dynamic program.

97 MATHEMATICS AND COMPUTING↗