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Particle Swarm Optimization Toolbox

The Particle Swarm Optimization Toolbox is a library of evolutionary optimization tools developed in the MATLAB environment. The algorithms contained in the library include a genetic algorithm (GA), a single-objective particle swarm optimizer (SOPSO), and a multi-objective particle swarm optimizer (MOPSO). Development focused on both the SOPSO and MOPSO. A GA was included mainly for comparison purposes, and the particle swarm optimizers appeared to perform better for a wide variety of optimization problems. All algorithms are capable of performing unconstrained and constrained optimization. The particle swarm optimizers are capable of performing single and multi-objective optimization. The SOPSO and MOPSO algorithms are based on swarming theory and bird-flocking patterns to search the trade space for the optimal solution or optimal trade in competing objectives. The MOPSO generates Pareto fronts for objectives that are in competition. A GA, based on Darwin evolutionary theory, is also included in the library. The GA consists of individuals that form a population in the design space. The population mates to form offspring at new locations in the design space. These offspring contain traits from both of the parents. The algorithm is based on this combination of traits from parents to hopefully provide an improved solution than either of the original parents. As the algorithm progresses, individuals that hold these optimal traits will emerge as the optimal solutions. Due to the generic design of all optimization algorithms, each algorithm interfaces with a user-supplied objective function. This function serves as a "black-box" to the optimizers in which the only purpose of this function is to evaluate solutions provided by the optimizers. Hence, the user-supplied function can be numerical simulations, analytical functions, etc., since the specific detail of this function is of no concern to the optimizer. These algorithms were originally developed to support entry trajectory and guidance design for the Mars Science Laboratory mission but may be applied to any optimization problem.

Grant, Michael J.

Towards a Theory for Integration of Mathematical Verification and Empirical Testing

From the viewpoint of a project manager responsible for the V&V (verification and validation) of a software system, mathematical verification techniques provide a possibly useful orthogonal dimension to otherwise standard empirical testing. However, the value they add to an empirical testing regime both in terms of coverage and in fault detection has been difficult to quantify. Furthermore, potential cost savings from replacing testing with mathematical verification techniques cannot be realized until the tradeoffs and synergies can be formulated. Integration of formal verification with empirical testing is also difficult because the idealized view of mathematical verification providing a correctness proof with total coverage is unrealistic and does not reflect the limitations imposed by computational complexity of mathematical techniques. This paper first describes a framework based on software reliability and formalized fault models for a theory of software design fault detection - and hence the utility of various tools for debugging. It then describes a utility model for integrating mathematical and empirical techniques with respect to fault detection and coverage analysis. It then considers the optimal combination of black-box testing, white-box (structural) testing, and formal methods in V&V of a software system. Using case studies from NASA software systems, it then demonstrates how this utility model can be used in practice.

Lowry, Michael

A PDE Sensitivity Equation Method for Optimal Aerodynamic Design

The use of gradient based optimization algorithms in inverse design is well established as a practical approach to aerodynamic design. A typical procedure uses a simulation scheme to evaluate the objective function (from the approximate states) and its gradient, then passes this information to an optimization algorithm. Once the simulation scheme (CFD flow solver) has been selected and used to provide approximate function evaluations, there are several possible approaches to the problem of computing gradients. One popular method is to differentiate the simulation scheme and compute design sensitivities that are then used to obtain gradients. Although this black-box approach has many advantages in shape optimization problems, one must compute mesh sensitivities in order to compute the design sensitivity. In this paper, we present an alternative approach using the PDE sensitivity equation to develop algorithms for computing gradients. This approach has the advantage that mesh sensitivities need not be computed. Moreover, when it is possible to use the CFD scheme for both the forward problem and the sensitivity equation, then there are computational advantages. An apparent disadvantage of this approach is that it does not always produce consistent derivatives. However, for a proper combination of discretization schemes, one can show asymptotic consistency under mesh refinement, which is often sufficient to guarantee convergence of the optimal design algorithm. In particular, we show that when asymptotically consistent schemes are combined with a trust-region optimization algorithm, the resulting optimal design method converges. We denote this approach as the sensitivity equation method. The sensitivity equation method is presented, convergence results are given and the approach is illustrated on two optimal design problems involving shocks.

Borggaard, Jeff

A comparison of two closely-related approaches to aerodynamic design optimization

Two related methods for aerodynamic design optimization are compared. The methods, called the implicit gradient approach and the variational (or optimal control) approach, both attempt to obtain gradients necessary for numerical optimization at a cost significantly less than that of the usual black-box approach that employs finite difference gradients. While the two methods are seemingly quite different, they are shown to differ (essentially) in that the order of discretizing the continuous problem, and of applying calculus, is interchanged. Under certain circumstances, the two methods turn out to be identical. We explore the relationship between these methods by applying them to a model problem for duct flow that has many features in common with transonic flow over an airfoil. We find that the gradients computed by the variational method can sometimes be sufficiently inaccurate to cause the optimization to fail.

Shubin, G. R.

Adaptive Stress Testing: Finding Likely Failure Events with Reinforcement Learning

Finding the most likely path to a set of failure states is important to the analysis of safety-critical systems that operate over a sequence of time steps, such as aircraft collision avoidance systems and autonomous cars. In many applications such as autonomous driving, failures cannot be completely eliminated due to the complex stochastic environment in which the system operates.As a result, safety validation is not only concerned about whether a failure can occur, but also discovering which failures are most likely to occur. This article presents adaptive stress testing (AST), a framework for finding the most likely path to a failure event in simulation. We consider a general black box setting for partially observable and continuous-valued systems operating in an environment with stochastic disturbances. We formulate the problem as a Markov decision process and use reinforcement learning to optimize it. The approach is simulation-based and does not require internal knowledge of the system, making it suitable for black-box testing of large systems. We present different formulations depending on whether the state is fully observable or partially observable. In the latter case, we present a modified Monte Carlo tree search algorithm that only requires access to the pseudorandom number generator of the simulator to overcome partial observability. We also present an extension of the framework, called differential adaptive stress testing (DAST), that can find failures that occur in one system but not in another. This type of differential analysis is useful in applications such as regression testing, where we are concerned with finding areas of relative weakness compared to a baseline. We demonstrate the effectiveness of the approach on an aircraft collision avoidance application, where a prototype aircraft collision avoidance system is stress tested to find the most likely scenarios of near mid-air collision.

Verification and Validation

Developing a Fundamental Model for an Integrated GPS/INS State Estimation System with Kalman Filtering

This work will demonstrate the integration of sensor and system dynamic data and their appropriate models using an optimal filter to create a robust, adaptable, easily reconfigurable state (motion) estimation system. This state estimation system will clearly show the application of fundamental modeling and filtering techniques. These techniques are presented at a general, first principles level, that can easily be adapted to specific applications. An example of such an application is demonstrated through the development of an integrated GPS/INS navigation system. This system acquires both global position data and inertial body data, to provide optimal estimates of current position and attitude states. The optimal states are estimated using a Kalman filter. The state estimation system will include appropriate error models for the measurement hardware. The results of this work will lead to the development of a "black-box" state estimation system that supplies current motion information (position and attitude states) that can be used to carry out guidance and control strategies. This black-box state estimation system is developed independent of the vehicle dynamics and therefore is directly applicable to a variety of vehicles. Issues in system modeling and application of Kalman filtering techniques are investigated and presented. These issues include linearized models of equations of state, models of the measurement sensors, and appropriate application and parameter setting (tuning) of the Kalman filter. The general model and subsequent algorithm is developed in Matlab for numerical testing. The results of this system are demonstrated through application to data from the X-33 Michael's 9A8 mission and are presented in plots and simple animations.

Canfield, Stephen

Integrated aerodynamic-structural design of a transport wing

The integrated aerodynamic-structural design of a subsonic transport wing for minimum weight subject to required range is formulated and solved. The problem requires large computational resources, and two methods are used to alleviate the computational burden. First, a modular sensitivity method that permits the usage of black-box disciplinary software packages, is used to reduce the cost of sensitivity derivatives. In particular, it is shown that derivatives of the aeroelastic response and divergence speed can be calculated without the costly computation of derivatives of aerodynamic influence coefficient and structural stiffness matrices. A sequential approximate optimization is used to further reduce computational cost. The optimization procedure is shown to require a relatively small number of analysis and sensitivity calculations.

Grossman, B.

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper de-scribes a fast, robust method to design a trajectory in the CRTBP (circular restricted three body problem), beginning with no or very little knowledge of the system. The approach is inspired by the SQP (sequential quadratic programming) algorithm, in which a general nonlinear programming problem is solved via a sequence of quadratic problems. A few key simplifications make the algorithm presented fast and robust to initial guess: a quadratic cost function, neglecting the line search step when the solution is known to be far away, judicious use of end-point constraints, and mesh refinement on multiple shooting with fixed-step integration.In comparison to the traditional approach of plugging the problem into a “black-box” NLP solver, the methods shown converge even when given no knowledge of the solution at all. It was found that the only piece of information that the user needs to provide is a rough guess for the time of flight, as the transfer time guess will dictate which set of local solutions the algorithm could converge on. This robustness to initial guess is a compelling feature, as three-body orbit transfers are challenging to design with intuition alone. Of course, if a high-quality initial guess is available, the methods shown are still valid.We have shown that endpoints can be efficiently constrained to lie on 3-body repeating orbits, and that time of flight can be optimized as well. When optimizing the endpoints, we must make a trade between converging quickly on sub-optimal endpoints or converging more slowly on end-points that are arbitrarily close to optimal. It is easy for the mission design engineer to adjust this trade based on the problem at hand.The biggest limitation to the algorithm at this point is that multi-revolution transfers (greater than 2 revolutions) do not work nearly as well. This restriction comes in because the relationship between node 1 and node N becomes increasingly nonlinear as the angular distance grows. Trans-fers with more than about 1.5 complete revolutions generally require the line search to improve convergence. Future work includes: Comparison of this algorithm with other established tools; improvements to how multiple-revolution transfers are handled; parallelization of the Jacobian computation; in-creased efficiency for the line search; and optimization of many more trajectories between a variety of 3-body orbits.

Parrish, Nathan L.

Global Sensitivity Analyses for Test Planning with Black-Box Models for Mars Sample Return

This work describes sensitivity analyses performed on complex black-box models used to support experimental test planning under limited resources in the context of the Mars Sample Return program, which aims at bringing to Earth rock and atmospheric samples from Mars. We develop a systematic workflow that allows the analysts to simultaneously obtain quantitative insights on key drivers of uncertainty, on the direction of impact, and the presence of interactions. We apply novel optimal transport-based global sensitivity measures to tackle the multivariate nature of the output. On the modeling side, we apply multi-fidelity techniques that leverage low-fidelity models to speed up the calculations and make up for the limited amount of high-fidelity samples, while keeping these in the loop for accuracy guarantees. The sensitivity analysis reveals insights useful for the analysts to understand the model's behavior and identify the factors to focus on during testing in order to maximize the value of information extracted from them to ensure mission success when limited resources are available.

Giuseppe Cataldo

Advanced Applications of Adifor 3.0 for Efficient Calculation of First-and Second-Order CFD Sensitivity Derivatives

This final report will document the accomplishments of the work of this project. 1) The incremental-iterative (II) form of the reverse-mode (adjoint) method for computing first-order (FO) aerodynamic sensitivity derivatives (SDs) has been successfully implemented and tested in a 2D CFD code (called ANSERS) using the reverse-mode capability of ADIFOR 3.0. These preceding results compared very well with similar SDS computed via a black-box (BB) application of the reverse-mode capability of ADIFOR 3.0, and also with similar SDs calculated via the method of finite differences. 2) Second-order (SO) SDs have been implemented in the 2D ASNWERS code using the very efficient strategy that was originally proposed (but not previously tested) of Reference 3, Appendix A. Furthermore, these SO SOs have been validated for accuracy and computational efficiency. 3) Studies were conducted in Quasi-1D and 2D concerning the smoothness (or lack of smoothness) of the FO and SO SD's for flows with shock waves. The phenomenon is documented in the publications of this study (listed subsequently), however, the specific numerical mechanism which is responsible for this unsmoothness phenomenon was not discovered. 4) The FO and SO derivatives for Quasi-1D and 2D flows were applied to predict aerodynamic design uncertainties, and were also applied in robust design optimization studies.

Taylor, Arthur C., III

COSAL: A black-box compressible stability analysis code for transition prediction in three-dimensional boundary layers

A fast computer code COSAL for transition prediction in three dimensional boundary layers using compressible stability analysis is described. The compressible stability eigenvalue problem is solved using a finite difference method, and the code is a black box in the sense that no guess of the eigenvalue is required from the user. Several optimization procedures were incorporated into COSAL to calculate integrated growth rates (N factor) for transition correlation for swept and tapered laminar flow control wings using the well known e to the Nth power method. A user's guide to the program is provided.

Malik, M. R.