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NASA NTRS1986

The expanded LaGrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

NASA NTRS1986

Time scale analysis of a closed-loop discrete optimal control system

A two-time scale discrete control system is considered. The closed-loop optimal linear quadratic (LQ) regulator for the system requires the solution of a full-order algebraic matrix Riccati equation. Alternatively, the original system is decomposed into reduced-order slow and fast subsystems. The closed-loop optimal control of the subsystems requires the solution of two algebraic matrix Riccati equations of order lower than that required for the full-order system. A composite, closed-loop suboptimal control is created from the sum of the slow and fast feedback optimal controls. Numerical results obtained for an aircraft model show a very close agreement between the exact (optimal) solutions and computationally simpler composite (suboptimal) solutions. The main advantage of the method is the considerable reduction in the overall computational requirements for the closed-loop optimal control of digital flight systems.

Naidu, D. S.↗

NASA NTRS1984

Applying optimization software libraries to engineering problems

Nonlinear programming, preliminary design problems, performance simulation problems trajectory optimization, flight computer optimization, and linear least squares problems are among the topics covered. The nonlinear programming applications encountered in a large aerospace company are a real challenge to those who provide mathematical software libraries and consultation services. Typical applications include preliminary design studies, data fitting and filtering, jet engine simulations, control system analysis, and trajectory optimization and optimal control. Problem sizes range from single-variable unconstrained minimization to constrained problems with highly nonlinear functions and hundreds of variables. Most of the applications can be posed as nonlinearly constrained minimization problems. Highly complex optimization problems with many variables were formulated in the early days of computing. At the time, many problems had to be reformulated or bypassed entirely, and solution methods often relied on problem-specific strategies. Problems with more than ten variables usually went unsolved.

Healy, M. J.↗

NASA NTRS1987

Optimal cure cycle design of a resin-fiber composite laminate

A unified computed aided design method was studied for the cure cycle design that incorporates an optimal design technique with the analytical model of a composite cure process. The preliminary results of using this proposed method for optimal cure cycle design are reported and discussed. The cure process of interest is the compression molding of a polyester which is described by a diffusion reaction system. The finite element method is employed to convert the initial boundary value problem into a set of first order differential equations which are solved simultaneously by the DE program. The equations for thermal design sensitivities are derived by using the direct differentiation method and are solved by the DE program. A recursive quadratic programming algorithm with an active set strategy called a linearization method is used to optimally design the cure cycle, subjected to the given design performance requirements. The difficulty of casting the cure cycle design process into a proper mathematical form is recognized. Various optimal design problems are formulated to address theses aspects. The optimal solutions of these formulations are compared and discussed.

Hou, Jean W.↗

NASA NTRS1987

Combined optimization of image-gathering and image-processing systems for scene feature detection

The relationship between the image gathering and image processing systems for minimum mean squared error estimation of scene characteristics is investigated. A stochastic optimization problem is formulated where the objective is to determine a spatial characteristic of the scene rather than a feature of the already blurred, sampled and noisy image data. An analytical solution for the optimal characteristic image processor is developed. The Wiener filter for the sampled image case is obtained as a special case, where the desired characteristic is scene restoration. Optimal edge detection is investigated using the Laplacian operator x G as the desired characteristic, where G is a two dimensional Gaussian distribution function. It is shown that the optimal edge detector compensates for the blurring introduced by the image gathering optics, and notably, that it is not circularly symmetric. The lack of circular symmetry is largely due to the geometric effects of the sampling lattice used in image acquisition. The optimal image gathering optical transfer function is also investigated and the results of a sensitivity analysis are shown.

Halyo, Nesim↗

NASA NTRS1987

Distributed computer system enhances productivity for SRB joint optimization

The Programming System for Structural Synthesis software package, which couples structural analysis and optimization, has been distributed over a network of work stations for use in Space Shuttle Solid Rocket Booster joint redesign optimization. Finite difference computing techniques were applied to the optimization gradients in parallel execution, allowing several work stations to simultaneously contribute to the problem's solution. An optimal joint shape was obtained which achieves minimum weight while keeping the gap between joints well closed and limiting structural stresses. The optimization cycle was reduced from two hours to one-half hour.

Rogers, James L., Jr.↗

NASA NTRS1986

Weight estimation of unconventional structures by structural optimization

Automated techniques are presented that are used in structural optimization technology, with emphasis on modifications of finite element models to obtain an optimal material distribution for minimum weight while satisfying the prescribed design requirements. It is anticipated that the future development of computer aided engineering (CAE) system will provide environments where structural analysis, a design optimization, and weight evaluation modules are integrated, sharing a common data base. Structural optimization capabilities obtained by integrating a finite element structural analysis program and a numerical optimization code are developed and applied to two illustrative examples: marine gear housing structural weight minimization and joined wing structures.

Miura, Hirokazu↗

NASA NTRS1988

Structural shape optimization in multidisciplinary system synthesis

Structural shape optimization couples with other discipline optimization in the design of complex engineering systems. For instance, the wing structural weight and elastic deformations couple to aerodynamic loads and aircraft performance through drag. This coupling makes structural shape optimization a subtask in the overall vehicle synthesis. Decomposition methods for optimization and sensitivity analysis allow the specialized disciplinary methods to be used while the disciplines are temporarily decoupled, after which the interdisciplinary couplings are restored at the system level. Application of decomposition methods to structures-aerodynamics coupling in aircraft is outlined and illustrated with a numerical example of a transport aircraft. It is concluded that these methods may integrate structural and aerodynamic shape optimizations with the unified objective of the maximum aircraft performance.

Sobieszczanski-Sobieski, Jaroslaw↗

NASA NTRS1988

A rule-based systems approach to spacecraft communications configuration optimization

An experimental rule-based system for optimizing user spacecraft communications configurations was developed at NASA to support mission planning for spacecraft that obtain telecommunications services through NASA's Tracking and Data Relay Satellite System. Designated Expert for Communications Configuration Optimization (ECCO), and implemented in the OPS5 production system language, the system has shown the validity of a rule-based systems approach to this optimization problem. The development of ECCO and the incremental optimization method on which it is based are discussed. A test case using hypothetical mission data is included to demonstrate the optimization concept.

Rash, James L.↗

NASA NTRS1988

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

NASA NTRS1988

Near-optimal output feedback regulation of ill-conditioned linear systems

A two-time scale approximation for the linear quadratic optimal output feedback regulator program is examined. Necessary conditions for optimality, as well as an algorithm for computing locally near-optimal gains are derived. If it is assumed that the slow and fast subsystem initial conditions are uniformly distributed, optimal gains for the two-time-scale problem provide a second-order approximation to optimal closed-loop performance in the unperturbed system. This is verified with a numerical example.

Moerder, Daniel D.↗

NASA NTRS1988

Optimization of helicopter airframe structures for vibration reduction considerations, formulations and applications

Several key issues involved in the application of formal optimization technique to helicopter airframe structures for vibration reduction are addressed. Considerations which are important in the optimization of real airframe structures are discussed. Considerations necessary to establish relevant set of design variables, constraints and objectives which are appropriate to conceptual, preliminary, detailed design, ground and flight test phases of airframe design are discussed. A methodology is suggested for optimization of airframes in various phases of design. Optimization formulations that are unique to helicopter airframes are described and expressions for vibration related functions are derived. Using a recently developed computer code, the optimization of a Bell AH-1G helicopter airframe is demonstrated.

Murthy, T. Sreekanta↗

NASA NTRS1988

Optimization and guidance of penetration landing trajectories in a windshear

The optimization and guidance of penetration landing trajectories in a windshear are considered. It is assumed that the aircraft is controlled by the angle of attack and the power setting. For the optimal trajectory, the performance index being minimized measures the deviation of the flight trajectory from the nominal trajectory. In turn, the nominal trajectory includes two parts: the approach part (nominal glide slope constant) and the flare part (nominal glide slope varying linearly with the horizontal distance). Numerical results show that the optimal trajectory deviates somewhat from the nominal trajectory in the shear region. A guidance scheme is developed to approximate the optimal trajectory. The angle of attack is determined by the windshear intensity, the absolute path inclination, and the glide slope angle, while the power setting is determined by the windshear intensity and the velocity. Numerical results indicate that the guidance trajectory is close to the optimal trajectory.

Miele, A.↗

NASA NTRS1988

Approximation theory for LQG (Linear-Quadratic-Gaussian) optimal control of flexible structures

An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.

Gibson, J. S.↗

NASA NTRS1988

User's manual for an aerodynamic optimization scheeme that updates flow variables and design parameters simultaneously

This user's manual is presented for an aerodynamic optimization program that updates flow variables and design parameters simultaneously. The program was developed for solving constrained optimization problems in which the objective function and the constraint function are dependent on the solution of the nonlinear flow equations. The program was tested by applying it to the problem of optimizing propeller designs. Some reference to this particular application is therefore made in the manual. However, the optimization scheme is suitable for application to general aerodynamic design problems. A description of the approach used in the optimization scheme is first presented, followed by a description of the use of the program.

Rizk, Magdi H.↗

NASA NTRS1989

A weak Hamiltonian finite element method for optimal control problems

A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.

Hodges, Dewey H.↗

NASA NTRS1989

Optimal placement of excitations and sensors by simulated annealing

The optimal placement of discrete actuators and sensors is posed as a combinatorial optimization problem. Two examples for truss structures were used for illustration; the first dealt with the optimal placement of passive dampers along existing truss members, and the second dealt with the optimal placement of a combination of a set of actuators and a set of sensors. Except for the simplest problems, an exact solution by enumeration involves a very large number of function evaluations, and is therefore computationally intractable. By contrast, the simulated annealing heuristic involves far fewer evaluations and is best suited for the class of problems considered. As an optimization tool, the effectiveness of the algorithm is enhanced by introducing a number of rules that incorporate knowledge about the physical behavior of the problem. Some of the suggested rules are necessarily problem dependent.

Salama, Moktar↗

NASA NTRS1989

Overview of optimal trajectories for flight in a windshear

Optimal flight trajectories for the B-727, B-737, and B-747 aircraft in the presence of wind shear are studied. The takeoff problem and the abort landing problem are considered with reference to flight in a vertical plane. In the former, optimal trajectories are computed by minimizing the peak deviation of the absolute path inclination from a reference value; in the latter, optimal trajectories are computed by minimizing the peak value of the altitude drop. Numerical computations show that, for both the problems under consideration, the optimal trajectories of the three aircraft show the same qualitative behavior. Hence, it appears that the near-optimal guidance schemes developed for the B-727 can be extended to the other two aircraft, albeit with some quantitative modification.

Miele, A.↗