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NASA NTRS1991

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine.

Freund, Roland W.↗

NASA NTRS1991

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.↗

NASA NTRS1974

Adjustment technique without explicit formation of normal equations /conjugate gradient method/

For a simultaneous adjustment of a large geodetic triangulation system, a semiiterative technique is modified and used successfully. In this semiiterative technique, known as the conjugate gradient (CG) method, original observation equations are used, and thus the explicit formation of normal equations is avoided, 'huge' computer storage space being saved in the case of triangulation systems. This method is suitable even for very poorly conditioned systems where solution is obtained only after more iterations. A detailed study of the CG method for its application to large geodetic triangulation systems was done that also considered constraint equations with observation equations. It was programmed and tested on systems as small as two unknowns and three equations up to those as large as 804 unknowns and 1397 equations. When real data (573 unknowns, 965 equations) from a 1858-km-long triangulation system were used, a solution vector accurate to four decimal places was obtained in 2.96 min after 1171 iterations (i.e., 2.0 times the number of unknowns).

Saxena, N. K.↗

NASA NTRS1975

Primer vector theory and applications

A method developed to compute two-body, optimal, N-impulse trajectories was presented. The necessary conditions established define the gradient structure of the primer vector and its derivative for any set of boundary conditions and any number of impulses. Inequality constraints, a conjugate gradient iterator technique, and the use of a penalty function were also discussed.

Jezewski, D. J.↗

NASA NTRS1973

An historical survey of computational methods in optimal control.

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

Polak, E.↗

NASA NTRS1976

Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs

Two existing function-space quasi-Newton algorithms, the Davidon algorithm and the projected gradient algorithm, are modified so that they may handle directly control-variable inequality constraints. A third quasi-Newton-type algorithm, developed by Broyden, is extended to optimal control problems. The Broyden algorithm is further modified so that it may handle directly control-variable inequality constraints. From a computational viewpoint, dyadic operator implementation of quasi-Newton methods is shown to be superior to the integral kernel representation. The quasi-Newton methods, along with the steepest descent method and two conjugate gradient algorithms, are simulated on three relatively simple (yet representative) bounded control problems, two of which possess singular subarcs. Overall, the Broyden algorithm was found to be superior. The most notable result of the simulations was the clear superiority of the Broyden and Davidon algorithms in producing a sharp singular control subarc.

Edge, E. R.↗

NASA NTRS1997

Gradient-Based Aerodynamic Shape Optimization Using ADI Method for Large-Scale Problems

A gradient-based shape optimization methodology, that is intended for practical three-dimensional aerodynamic applications, has been developed. It is based on the quasi-analytical sensitivities. The flow analysis is rendered by a fully implicit, finite volume formulation of the Euler equations.The aerodynamic sensitivity equation is solved using the alternating-direction-implicit (ADI) algorithm for memory efficiency. A flexible wing geometry model, that is based on surface parameterization and platform schedules, is utilized. The present methodology and its components have been tested via several comparisons. Initially, the flow analysis for for a wing is compared with those obtained using an unfactored, preconditioned conjugate gradient approach (PCG), and an extensively validated CFD code. Then, the sensitivities computed with the present method have been compared with those obtained using the finite-difference and the PCG approaches. Effects of grid refinement and convergence tolerance on the analysis and shape optimization have been explored. Finally the new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4. Despite the expected increase in the computational time, the results indicate that shape optimization, which require large numbers of grid points can be resolved with a gradient-based approach.

Pandya, Mohagna J.↗

NASA NTRS1997

Three-Dimensional Viscous Alternating Direction Implicit Algorithm and Strategies for Shape Optimization

A gradient-based shape optimization based on quasi-analytical sensitivities has been extended for practical three-dimensional aerodynamic applications. The flow analysis has been rendered by a fully implicit, finite-volume formulation of the Euler and Thin-Layer Navier-Stokes (TLNS) equations. Initially, the viscous laminar flow analysis for a wing has been compared with an independent computational fluid dynamics (CFD) code which has been extensively validated. The new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4 with coarse- and fine-grid based computations performed with Euler and TLNS equations. The influence of the initial constraints on the geometry and aerodynamics of the optimized shape has been explored. Various final shapes generated for an identical initial problem formulation but with different optimization path options (coarse or fine grid, Euler or TLNS), have been aerodynamically evaluated via a common fine-grid TLNS-based analysis. The initial constraint conditions show significant bearing on the optimization results. Also, the results demonstrate that to produce an aerodynamically efficient design, it is imperative to include the viscous physics in the optimization procedure with the proper resolution. Based upon the present results, to better utilize the scarce computational resources, it is recommended that, a number of viscous coarse grid cases using either a preconditioned bi-conjugate gradient (PbCG) or an alternating-direction-implicit (ADI) method, should initially be employed to improve the optimization problem definition, the design space and initial shape. Optimized shapes should subsequently be analyzed using a high fidelity (viscous with fine-grid resolution) flow analysis to evaluate their true performance potential. Finally, a viscous fine-grid-based shape optimization should be conducted, using an ADI method, to accurately obtain the final optimized shape.

Pandya, Mohagna J.↗

NASA NTRS1972

A discrete variable approximation to minimum weight panel designs subject to a supersonic flutter-speed constraint.

A numerical technique is presented that determines the minimum-weight thickness distribution for a one-dimensional, simply supported panel subjected to a parallel supersonic flow on one side. An aeroelastic eigenvalue, which characterizes flutter speed, is held constant. The governing differential equations are approximated by sets of difference equations adjoined to the weight function via a penalty function. A conjugate gradient method then solves the resulting sequence of unconstrained minimization problems. Numerical results are obtained without imposing a minimum thickness constraint; the effect of constant inplane tensile and compressive stresses is also investigated.

Pierson, B. L.↗

NASA NTRS1972

Iterative explicit guidance for low thrust spacecraft.

A retargeting procedure is developed for use as a nonlinear low thrust guidance scheme. The selection of a control program composed of a sequence of inertially fixed thrust-acceleration vectors permits all trajectory computations to be made with closed form expressions, and allows the controls to be represented by constant parameters, thrust-acceleration vectors and thrusting times. By requiring each trajectory to be time optimal, the guidance problem is transformed into a parameter optimization problem which is solved by the conjugate gradient method. The scheme is applied to a low thrust capture mission, and the results of computer simulations are presented.

Jacobson, R. A.↗

NASA NTRS1972

The use of minimum order state observers in digital flight-control systems.

This paper deals with the problem of selecting the 'arbitrary' design parameters of digital state observers when they are being used as a part of a digital flight-control system. A cost index is developed which indicates the output noise caused by input quantization due to analog-to-digital conversion. The cost index assumes that the input quantization error is uniformly distributed over the least-significant-bit of the conversion. Formulas relating the cost index to the observer design parameters are presented. The cost index is minimized with respect to the design parameters using a conjugate gradient algorithm. An example of the theory is presented in which a digital observer is designed so that a satisfactory digital flight-control system is obtained starting from an unacceptable one.

Montgomery, R. C.↗

NASA NTRS1972

Elasto-plastic bending of cracked plates, including the effects of crack closure

A capability for solving elasto-plastic plate bending problems is developed using assumptions consistent with Kirchhoff plate theory. Both bending and extensional modes of deformation are admitted with the two modes becoming coupled as yielding proceeds. Equilibrium solutions are obtained numerically by determination of the stationary point of a functional which is analogous to the potential strain energy. The stationary value of the functional for each load increment is efficiently obtained through use of the conjugate gradient. This technique is applied to the problem of a large centrally through cracked plate subject to remote circular bending. Comparison is drawn between two cases of the bending problem. The first neglects the possibility of crack face interference with bending, and the second includes a kinematic prohibition against the crack face from passing through the symmetry plane. Results are reported which isolate the effects of elastoplastic flow and crack closure.

Jones, D. P.↗

NASA NTRS1973

Sparse matrix methods based on orthogonality and conjugacy

A matrix having a high percentage of zero elements is called spares. In the solution of systems of linear equations or linear least squares problems involving large sparse matrices, significant saving of computer cost can be achieved by taking advantage of the sparsity. The conjugate gradient algorithm and a set of related algorithms are described.

Lawson, C. L.↗

NASA NTRS1974

Gust alleviation for a STOL transport by using elevator, spoilers, and flaps

Control laws were developed to investigate methods of alleviating the response of a STOL transport to gusty air. The transport considered in the study had triple-slotted, externally blown jet flaps and a large T-tail. The control devices used were the elevator, spoilers, and flaps. A hybrid computing system was used to simulate linearized longitudinal dynamics of the aircraft and to implement a conjugate gradient optimal search algorithm. The aircraft was simulated in the low-speed approach condition only. Feedback control matrices were found which minimized the average of a quadratic functional involving passenger compartment accelerations, pitch angle and rate, flight path angle and speed variations. The optimization was performed for artificially designed gust inputs in the form of predetermined rectangular waveforms. Results were obtained for elevator, spoilers, and flaps acting singly and in combination. Additional results were obtained for unit sinusoidal gust inputs by using the gain matrices computed for the artificial test gusts. Various sensor configurations were also investigated.

Lallman, F. J.↗

NASA NTRS1974

Control system design using frequency domain models and parameter optimization, with application to supersonic inlet controls

A technique is described for designing feedback control systems using frequency domain models, a quadratic cost function, and a parameter optimization computer program. FORTRAN listings for the computer program are included. The approach is applied to the design of shock position controllers for a supersonic inlet. Deterministic or random system disturbances, and the presence of random measurement noise are considered. The cost function minimization is formulated in the time domain, but the problem solution is obtained using a frequency domain system description. A scaled and constrained conjugate gradient algorithm is used for the minimization. The approach to a supersonic inlet included the calculations of the optimal proportional-plus integral (PI) and proportional-plus-integral-plus-derivative controllers. A single-loop PI controller was the most desirable of the designs considered.

Seidel, R. C.↗

NASA NTRS1973

Optimal control of a variable spin speed CMG system for space vehicles

Many future NASA programs require very high accurate pointing stability. These pointing requirements are well beyond anything attempted to date. This paper suggests a control system which has the capability of meeting these requirements. An optimal control law for the suggested system is specified. However, since no direct method of solution is known for this complicated system, a computation technique using successive approximations is used to develop the required solution. The method of calculus of variations is applied for estimating the changes of index of performance as well as those constraints of inequality of state variables and terminal conditions. Thus, an algorithm is obtained by the steepest descent method and/or conjugate gradient method. Numerical examples are given to show the optimal controls.

Liu, T. C.↗

NASA NTRS1975

Transfer-function-parameter estimation from frequency response data: A FORTRAN program

A FORTRAN computer program designed to fit a linear transfer function model to given frequency response magnitude and phase data is presented. A conjugate gradient search is used that minimizes the integral of the absolute value of the error squared between the model and the data. The search is constrained to insure model stability. A scaling of the model parameters by their own magnitude aids search convergence. Efficient computer algorithms result in a small and fast program suitable for a minicomputer. A sample problem with different model structures and parameter estimates is reported.

Seidel, R. C.↗

NASA NTRS1977

Transfer-function parameters

Computer program fits linear-factored form transfer function to given frequency-response data. Program is based on conjugate-gradient search procedure that minimizes error between given frequency-response data and frequency response of transfer function that is supplied by user.

Seidel, R. C.↗