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NASA NTRS2014

Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads

In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.

HUB LOADS↗

NASA NTRS2016

Use of the NLPQLP Sequential Quadratic Programming Algorithm to Solve Rotorcraft Aeromechanical Constrained Optimisation Problems

Optimization of the control vector, configuration and aerodynamic surface design potentially offers significant performance enhancement to rotorcraft systems. These analyses indicated that non-linear programming methods that solve a sequence of related quadratic-programming sub-problems could be used successfully to solve these problems. Accordingly, a license for one of the latest versions of Professor Schittkowski's very successful Sequential Quadratic Programming NLPQLP software was obtained and used to experiment and analyze typical optimization problems of the type encountered in various rotorcraft wind tunnel and flight tests. Emphasis was directed toward obtaining efficiency, robustness and speed in computation.

Use of the NLPQLP↗

NASA NTRS2016

Use of the NLP10x10 Sequential Quadratic Programming Algorithm To Solve Rotorcraft Hub Loads Minimisation Problems

Previous research and experimentation on the use of a non-linear programming constrained optimisation technique to define an optimal control vector for rotorcraft applications indicated that use of this methodology was feasible and desirable in many cases. In particular, use of non-linear programming methods that solve a sequence of related quadratic-programming sub-problems were used successfully to solve these problems. Accordingly, a licence for one of the latest versions of Professor Klaus Schittkowskis very successful Sequential Quadratic Programming NLPQLP software was obtained and used to experiment with and analyse typical optimisation problems of the type encountered in various rotorcraft wind tunnel and flight tests. This research resulted in the development of the general NLPQLP Computation System that could be used to solve problems of the type encountered in various rotorcraft applications where there is a linear dependence of the measurement vector on the control vector, and where equality andor inequality constraints might be imposed. This development was accomplished on a mainframe computer not part of actual wind tunnel andor flight-test experiment, but in a format which was transferable to wind tunnel lap-top computers. Emphasis was directed toward obtaining efficiency, robustness and speed in computation.The System was developed in support of the five-bladed SMART Rotor Active Flap Rotor Hub Loads analytical minimisation research. The design and development of the Computation System was tailored to address the particular requirements of the problem to minimise a performance metric function of measured hub load harmonic angular couple components by optimising the control vector harmonic flap angular couple components subject to constraints on the amplitudes of these control vector harmonic flap angular couple components. In addition, to facilitate real time wind tunnel experimentation, the ability to rapidly selectchange the particular hub load harmonic angular couple components andor the particular control vector harmonic angular couple components to be considered in the optimisation procedure was provided in the System. This capability allows the singling out of particular hub load frequencies andor particular flap angle frequencies to be analysed during testing operations. The System was used very successfully for the SMART Active Flap Rotor Hub minimisation problems considered in the study, the results of which were presented at the American Helicopter Society Fifth Decennial Aeromechanics Specialist Conference in January 2014. Excellent agreement between cases initiated with best guess starting estimates for the control vector elements and cases initiated with zero control vector starting element estimates resulted, indicating the robustness of the NLP10x10 algorithm.

Rotorcraft Hub Loads↗

DOE OSTI2022

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2004

Subsonic Aircraft With Regression and Neural-Network Approximators Designed

At the NASA Glenn Research Center, NASA Langley Research Center's Flight Optimization System (FLOPS) and the design optimization testbed COMETBOARDS with regression and neural-network-analysis approximators have been coupled to obtain a preliminary aircraft design methodology. For a subsonic aircraft, the optimal design, that is the airframe-engine combination, is obtained by the simulation. The aircraft is powered by two high-bypass-ratio engines with a nominal thrust of about 35,000 lbf. It is to carry 150 passengers at a cruise speed of Mach 0.8 over a range of 3000 n mi and to operate on a 6000-ft runway. The aircraft design utilized a neural network and a regression-approximations-based analysis tool, along with a multioptimizer cascade algorithm that uses sequential linear programming, sequential quadratic programming, the method of feasible directions, and then sequential quadratic programming again. Optimal aircraft weight versus the number of design iterations is shown. The central processing unit (CPU) time to solution is given. It is shown that the regression-method-based analyzer exhibited a smoother convergence pattern than the FLOPS code. The optimum weight obtained by the approximation technique and the FLOPS code differed by 1.3 percent. Prediction by the approximation technique exhibited no error for the aircraft wing area and turbine entry temperature, whereas it was within 2 percent for most other parameters. Cascade strategy was required by FLOPS as well as the approximators. The regression method had a tendency to hug the data points, whereas the neural network exhibited a propensity to follow a mean path. The performance of the neural network and regression methods was considered adequate. It was at about the same level for small, standard, and large models with redundancy ratios (defined as the number of input-output pairs to the number of unknown coefficients) of 14, 28, and 57, respectively. In an SGI octane workstation (Silicon Graphics, Inc., Mountainview, CA), the regression training required a fraction of a CPU second, whereas neural network training was between 1 and 9 min, as given. For a single analysis cycle, the 3-sec CPU time required by the FLOPS code was reduced to milliseconds by the approximators. For design calculations, the time with the FLOPS code was 34 min. It was reduced to 2 sec with the regression method and to 4 min by the neural network technique. The performance of the regression and neural network methods was found to be satisfactory for the analysis and design optimization of the subsonic aircraft.

Patnaik, Surya N.↗

NASA NTRS1989

Multiplier-continuation algorthms for constrained optimization

Several path following algorithms based on the combination of three smooth penalty functions, the quadratic penalty for equality constraints and the quadratic loss and log barrier for inequality constraints, their modern counterparts, augmented Lagrangian or multiplier methods, sequential quadratic programming, and predictor-corrector continuation are described. In the first phase of this methodology, one minimizes the unconstrained or linearly constrained penalty function or augmented Lagrangian. A homotopy path generated from the functions is then followed to optimality using efficient predictor-corrector continuation methods. The continuation steps are asymptotic to those taken by sequential quadratic programming which can be used in the final steps. Numerical test results show the method to be efficient, robust, and a competitive alternative to sequential quadratic programming.

Lundberg, Bruce N.↗

DOE OSTI2023

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2004

A Study of Penalty Function Methods for Constraint Handling with Genetic Algorithm

COMETBOARDS (Comparative Evaluation Testbed of Optimization and Analysis Routines for Design of Structures) is a design optimization test bed that can evaluate the performance of several different optimization algorithms. A few of these optimization algorithms are the sequence of unconstrained minimization techniques (SUMT), sequential linear programming (SLP) and the sequential quadratic programming techniques (SQP). A genetic algorithm (GA) is a search technique that is based on the principles of natural selection or "survival of the fittest". Instead of using gradient information, the GA uses the objective function directly in the search. The GA searches the solution space by maintaining a population of potential solutions. Then, using evolving operations such as recombination, mutation and selection, the GA creates successive generations of solutions that will evolve and take on the positive characteristics of their parents and thus gradually approach optimal or near-optimal solutions. By using the objective function directly in the search, genetic algorithms can be effectively applied in non-convex, highly nonlinear, complex problems. The genetic algorithm is not guaranteed to find the global optimum, but it is less likely to get trapped at a local optimum than traditional gradient-based search methods when the objective function is not smooth and generally well behaved. The purpose of this research is to assist in the integration of genetic algorithm (GA) into COMETBOARDS. COMETBOARDS cast the design of structures as a constrained nonlinear optimization problem. One method used to solve constrained optimization problem with a GA to convert the constrained optimization problem into an unconstrained optimization problem by developing a penalty function that penalizes infeasible solutions. There have been several suggested penalty function in the literature each with there own strengths and weaknesses. A statistical analysis of some suggested penalty functions is performed in this study. Also, a response surface approach to robust design is used to develop a new penalty function approach. This new penalty function approach is then compared with the other existing penalty functions.

Ortiz, Francisco↗

DOE OSTI2022

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

NASA NTRS1996

Comparative Evaluation of Different Optimization Algorithms for Structural Design Applications

Non-linear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Centre, a project was initiated to assess the performance of eight different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using the eight different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems, however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with Sequential Unconstrained Minimizations Technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.

Patnaik, Surya N.↗

NASA NTRS1996

Performance Trend of Different Algorithms for Structural Design Optimization

Nonlinear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Center, a project was initiated to assess performance of different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with the sequential unconstrained minimizations technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.

Patnaik, Surya N.↗

NASA NTRS1996

CometBoards Users Manual Release 1.0

Several nonlinear mathematical programming algorithms for structural design applications are available at present. These include the sequence of unconstrained minimizations technique, the method of feasible directions, and the sequential quadratic programming technique. The optimality criteria technique and the fully utilized design concept are two other structural design methods. A project was undertaken to bring all these design methods under a common computer environment so that a designer can select any one of these tools that may be suitable for his/her application. To facilitate selection of a design algorithm, to validate and check out the computer code, and to ascertain the relative merits of the design tools, modest finite element structural analysis programs based on the concept of stiffness and integrated force methods have been coupled to each design method. The code that contains both these design and analysis tools, by reading input information from analysis and design data files, can cast the design of a structure as a minimum-weight optimization problem. The code can then solve it with a user-specified optimization technique and a user-specified analysis method. This design code is called CometBoards, which is an acronym for Comparative Evaluation Test Bed of Optimization and Analysis Routines for the Design of Structures. This manual describes for the user a step-by-step procedure for setting up the input data files and executing CometBoards to solve a structural design problem. The manual includes the organization of CometBoards; instructions for preparing input data files; the procedure for submitting a problem; illustrative examples; and several demonstration problems. A set of 29 structural design problems have been solved by using all the optimization methods available in CometBoards. A summary of the optimum results obtained for these problems is appended to this users manual. CometBoards, at present, is available for Posix-based Cray and Convex computers, Iris and Sun workstations, and the VM/CMS system.

Guptill, James D.↗

NASA NTRS2012

Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

We developed framework and the mathematical formulation for optimizing communication network using mixed integer programming. The design yields a system that is much smaller, in search space size, when compared to the earlier approach. Our constrained network optimization takes into account the dynamics of link performance within the network along with mission and operation requirements. A unique penalty function is introduced to transform the mixed integer programming into the more manageable problem of searching in a continuous space. The constrained optimization problem was proposed to solve in two stages: first using the heuristic Particle Swarming Optimization algorithm to get a good initial starting point, and then feeding the result into the Sequential Quadratic Programming algorithm to achieve the final optimal schedule. We demonstrate the above planning and scheduling methodology with a scenario of 20 spacecraft and 3 ground stations of a Deep Space Network site. Our approach and framework have been simple and flexible so that problems with larger number of constraints and network can be easily adapted and solved.

Mixed Integer Programming↗

DOE OSTI2022

A nonsmooth nonconvex optimization algorithm for two-stage optimization problems

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C 2 objectives. Then, we show that quadratic penalty method for securityconstrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C 2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2001

Engine With Regression and Neural Network Approximators Designed

At the NASA Glenn Research Center, the NASA engine performance program (NEPP, ref. 1) and the design optimization testbed COMETBOARDS (ref. 2) with regression and neural network analysis-approximators have been coupled to obtain a preliminary engine design methodology. The solution to a high-bypass-ratio subsonic waverotor-topped turbofan engine, which is shown in the preceding figure, was obtained by the simulation depicted in the following figure. This engine is made of 16 components mounted on two shafts with 21 flow stations. The engine is designed for a flight envelope with 47 operating points. The design optimization utilized both neural network and regression approximations, along with the cascade strategy (ref. 3). The cascade used three algorithms in sequence: the method of feasible directions, the sequence of unconstrained minimizations technique, and sequential quadratic programming. The normalized optimum thrusts obtained by the three methods are shown in the following figure: the cascade algorithm with regression approximation is represented by a triangle, a circle is shown for the neural network solution, and a solid line indicates original NEPP results. The solutions obtained from both approximate methods lie within one standard deviation of the benchmark solution for each operating point. The simulation improved the maximum thrust by 5 percent. The performance of the linear regression and neural network methods as alternate engine analyzers was found to be satisfactory for the analysis and operation optimization of air-breathing propulsion engines (ref. 4).

Patnaik, Surya N.↗

DOE OSTI2025

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗

DOE OSTI2026

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗