A reduced space simultaneous approach for optimization of nonlinear index-1 differential algebraic equations.
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Indirect, linear and nonlinear optimal guidance schemes from precomputed reference trajectory, using iterative techniques for boundary equations
An output feedback sliding mode controller (SMC) is proposed to minimize the effects of vibrations of slewing flexible manipulators. A spline trajectory is used to generate ideal position and velocity commands. Constrained nonlinear optimization techniques are used to both calibrate nonlinear models and determine optimized gains to produce a rest-to-rest, residual vibration-free maneuver. Vibration-free maneuvers are important for current and future NASA space missions. This study required the development of the nonlinear dynamic system equations of motion; robust control law design; numerical implementation; system identification; and verification using the Sandia National Laboratories flexible robot testbed. Results are shown for a slewing flexible beam.
The papers presented at the symposium cover aerodynamics, design applications, propulsion systems, high-speed flight, structures, controls, sensitivity analysis, optimization algorithms, and space structures applications. Other topics include helicopter rotor design, artificial intelligence/neural nets, and computational aspects of optimization. Papers are included on flutter calculations for a system with interacting nonlinearities, optimization in solid rocket booster application, improving the efficiency of aerodynamic shape optimization procedures, nonlinear control theory, and probabilistic structural analysis of space truss structures for nonuniform thermal environmental effects.
At the outset ARPA-e’s grid optimization competition sought to test a hypothesis that modern nonlinear optimization methods had reached a level of performance and reliability necessary to optimize energy grids using nonlinear power flow equations. The results demonstrated by this project and the other participants in the grid optimization competition have demonstrated beyond any shadow of doubt that this hypothesis is true. This result suggest that the mathematical optimization technology now exists to produce a revolution in power grid optimization software, which would improve the efficiency of energy grid operations to the broad benefit of society.
The theoretical and applied aspects of successive approximation techniques are considered for the determination of controls for nonlinear dynamical systems. Particular emphasis is placed upon the methods of contraction mappings and modified contraction mappings. It is shown that application of the Pontryagin principle to the optimal nonlinear regulator problem results in necessary conditions for optimality in the form of a two point boundary value problem (TPBVP). The TPBVP is represented by an operator equation and functional analytic results on the iterative solution of operator equations are applied. The general convergence theorems are translated and applied to those operators arising from the optimal regulation of nonlinear systems. It is shown that simply structured matrices and similarity transformations may be used to facilitate the calculation of the matrix Green functions and the evaluation of the convergence criteria. A controllability theory based on the integral representation of TPBVP's, the implicit function theorem, and contraction mappings is developed for nonlinear dynamical systems. Contraction mappings are theoretically and practically applied to a nonlinear control problem with bounded input control and the Lipschitz norm is used to prove convergence for the nondifferentiable operator. A dynamic model representing community drug usage is developed and the contraction mappings method is used to study the optimal regulation of the nonlinear system.
The mathematical statement of the general nonlinear optimization problem is given as follows: find the vector of design variables, X, that will minimize f(X) subject to G sub J (x) + or - 0 j=1,m H sub K hk(X) = 0 k=1,l X Lower I approx less than X sub I approx. less than X U over I i = 1,N. The vector of design variables, X, includes all those variables which may be changed by the ADS program in order to arrive at the optimum design. The objective function F(X) to be minimized may be weight, cost or some other performance measure. If the objective is to be maximized, this is accomplished by minimizing -F(X). The inequality constraints include limits on stress, deformation, aeroelastic response or controllability, as examples, and may be nonlinear implicit functions of the design variables, X. The equality constraints h sub k(X) represent conditions that must be satisfied precisely for the design to be acceptable. Equality constraints are not fully operational in version 1.0 of the ADS program, although they are available in the Augmented Lagrange Multiplier method. The side constraints given by the last equation are used to directly limit the region of search for the optimum. The ADS program will never consider a design which is not within these limits.
We explore novel approaches for solving nonlinear optimization problems with unrelaxable bound constraints, which must be satisfied before the objective function can be evaluated. Our method reformulates the unrelaxable bound-constrained problem as an unconstrained optimization problem that is amenable to existing unconstrained optimization methods. The reformulation relies on a domain warping to form a merit function; the choice of the warping determines the level of exactness with which the unconstrained problem can be used to find solutions to the bound-constrained problem, as well as key properties of the unconstrained formulation such as smoothness. We develop theory when the domain warping is a multioutput sigmoidal warping, and we explore the practical elements of applying unconstrained optimization methods to the formulation. Here, we develop an algorithm that exploits the structure of the sigmoidal warping to guarantee that unconstrained optimization algorithms applied to the merit function will find a stationary point to the desired tolerance.
An inversion algorithm based on a nonlinear optimization technique is used to retrieve a subset of forest canopy parameters that can be used in ecosystem modeling. The inversion algorithm uses a parametric model derived from a discrete component forest scattering model which includes all major scattering contributions to radar backscatter. The parametric model, however, is derived for cases where only one mechanism dominates the scattering process, in this case, branch layer volume scattering.The inversion algorithm is shown to be a useful tool in the quantative monitoring of canopy moisture status, as well as a building block of its future versions which will include a more comprehensive set of forest scattering parameters as unknowns.
Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.
With the increasing penetration of intermittent renewable energy sources into the electric grid, there is an associated need for conventional thermal power plants that are designed to operate at base-load conditions to cycle their load rapidly and frequently and operate under low-load conditions. Fast load-following operations lead to plant efficiency loss and the reduction of equipment life. A high-fidelity dynamic model of a natural gas combined cycle power plant, with rigorous equipment level submodels, is developed to capture the plant transient performance and the thermomechanical stress evolution at the high-pressure drum is computed to assess the drum life consumption. Stress evolution is modeled for the location of the edge at the drum/downcomer junction that experiences high circumferential stress amplitude during the fast load-following operation, leading to higher fatigue damage than locations considered under existing design standards. A dynamic optimization problem is solved for optimal load-following operation. Depending on the value of the stress constraint and the desired ramp rate, satisfying the desired stress constraint may be infeasible without relaxing the ramp rate. A multiobjective dynamic optimization problem is solved using a lexicographic approach that minimizes ramp rate relaxation and maximizes efficiency while satisfying stress constraints, avoiding spraying to saturation, and maintaining main steam and reheat steam temperature within bounds. It was observed that the optimal ramp rate can be highly nonlinear as opposed to the industry-standard linear ramp rate. Nonlinear optimal ramp-rate profiles not only help to avoid stress constraints that may be unavoidable by using the linear profile but also result in higher efficiency than the linear profile. Furthermore, the study shows that there is a strong tradeoff between the relaxation in the plant ramp rate and the time-average thermal efficiency.
Solving nonlinear optimal power flow (OPF) problem is computationally expensive, and poses scalability challenges for power distribution networks. An alternative to solving the original nonlinear OPF is the linear approximated OPF models. Although, these linear approximated OPF models are fast, the resulting solutions may result in significant optimality gap. Lately, the application of machine learning (ML) methods in successfully solving the nonlinear OPF has been reported. These methods learn and estimate the nonlinear control policies using a purely data-driven approach. In this paper, we propose an approach to complements the ML based approach to solving OPF using solutions from known linearized OPF model. Specifically, we use supervised learning to map the solutions of linear OPF to nonlinear control variables. Unlike, the traditional ML based methods for OPF that approximate the full distribution feeder model using function approximation, our approach uses a two-node approximation of radial networks. The proposed approach is validated using IEEE 123 bus test system for OPF solutions obtained using the nonlinear OPF models.
Here, a tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max k-cut problem is a fundamental combinatorial optimization problem with multiple notorious mixed integer optimization formulations. In this paper, we explore four existing mixed integer optimization formulations of the max k-cut problem. Specifically, we show that the continuous relaxation of a binary quadratic optimization formulation of the problem is: (i) stronger than the continuous relaxation of two mixed integer linear optimization formulations and (ii) at least as strong as the continuous relaxation of a mixed integer semidefinite optimization formulation. We also conduct a set of experiments on multiple sets of instances of the max k-cut problem using state-of-the-art solvers that empirically confirm the theoretical results in item (i). Furthermore, these numerical results illustrate the advances in the efficiency of global non-convex quadratic optimization solvers and more general mixed integer nonlinear optimization solvers. As a result, these solvers provide a promising option to solve combinatorial optimization problems. Our codes and data are available on GitHub.
A pole placement algorithm is proposed which uses constrained nonlinear optimization techniques on a finite dimensional model of a linear n degree of freedom system. Low order feedback control is assumed where r poles may be assigned; r being the rank of the sensor coefficient matrix. It is shown that by combining feedback control theory methods with optimization techniques, one can ensure the stability characteristics of a system, and can alter its transient response.
Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm (SGRA) via a simple augmentation of the unknown parameter vector pi. Three example problems with bounded terminal conditions are solved to verify this technique.
A user's guide for the computer program OPTCOMP2 is presented in this report. This program provides a capability to optimize the fabrication or service-induced residual stresses in unidirectional metal matrix composites subjected to combined thermomechanical axisymmetric loading by altering the processing history, as well as through the microstructural design of interfacial fiber coatings. The user specifies the initial architecture of the composite and the load history, with the constituent materials being elastic, plastic, viscoplastic, or as defined by the 'user-defined' constitutive model, in addition to the objective function and constraints, through a user-friendly data input interface. The optimization procedure is based on an efficient solution methodology for the inelastic response of a fiber/interface layer(s)/matrix concentric cylinder model where the interface layers can be either homogeneous or heterogeneous. The response of heterogeneous layers is modeled using Aboudi's three-dimensional method of cells micromechanics model. The commercial optimization package DOT is used for the nonlinear optimization problem. The solution methodology for the arbitrarily layered cylinder is based on the local-global stiffness matrix formulation and Mendelson's iterative technique of successive elastic solutions developed for elastoplastic boundary-value problems. The optimization algorithm employed in DOT is based on the method of feasible directions.
The problem of minimum-fuel formation reconfiguration for the Magnetospheric Multi-Scale (MMS) mission is studied. This reconfiguration trajectory optimization problem can be posed as a nonlinear optimal control problem. In this research, this optimal control problem is solved using a spectral collocation method called the Gauss pseudospectral method. The objective of this research is to provide highly accurate minimum-fuel solutions to the MMS formation reconfiguration problem and to gain insight into the underlying structure of fuel-optimal trajectories.