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Dynamic Optimization

We distinguish static and dynamic optimization of programs: whereas static optimization modifies a program before runtime and is based only on its syntactical structure, dynamic optimization is based on the statistical properties of the input source and examples of program execution. Explanation-based generalization is a commonly used dynamic optimization method, but its effectiveness as a speedup-learning method is limited, in part because it fails to separate the learning process from the program transformation process. This paper describes a dynamic optimization technique called a learn-optimize cycle that first uses a learning element to uncover predictable patterns in the program execution and then uses an optimization algorithm to map these patterns into beneficial transformations. The technique has been used successfully for dynamic optimization of pure Prolog.

Laird, Philip

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization

Memory-efficient nonsmooth dynamic optimization using adaptive randomized compression

Dynamic optimization problems arise in many applications including flow control, full waveform inversion, and medical imaging. These problems are plagued by significant computational challenges. One such challenge — and the focus of this work — is the memory limitation induced by the size of the underlying dynamical system. In particular, the entire dynamic trajectory is required for derivative computation and therefore must be stored or recomputed using, e.g., checkpointing. Although recent work demonstrated the use of adaptive randomized sketching to overcome the memory challenge, that work only applies to smooth unconstrained problems, prohibiting its use for nonsmooth regularized and constrained problems. The inclusion of nonsmooth regularizers and constraints is critical as they often arise in an attempt to preserve certain physical properties or to promote sparsity. To solve these problems, we introduce a trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function that leverages randomized sketching to compress the dynamical system trajectories and adaptively adjust the sketch rank to satisfy a gradient inexactness condition. We prove convergence of this algorithm and demonstrate that it achieves substantial memory reduction on three discretized PDE-constrained optimization applications.

97 MATHEMATICS AND COMPUTING

Neighboring extremals of dynamic optimization problems with path equality constraints

Neighboring extremals of dynamic optimization problems with path equality constraints and with an unknown parameter vector are considered in this paper. With some simplifications, the problem is reduced to solving a linear, time-varying two-point boundary-value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Two example problems are solved to illustrate the validity and usefulness of the solution technique.

Lee, A. Y.

Efficient dynamic optimization of logic programs

A summary is given of the dynamic optimization approach to speed up learning for logic programs. The problem is to restructure a recursive program into an equivalent program whose expected performance is optimal for an unknown but fixed population of problem instances. We define the term 'optimal' relative to the source of input instances and sketch an algorithm that can come within a logarithmic factor of optimal with high probability. Finally, we show that finding high-utility unfolding operations (such as EBG) can be reduced to clause reordering.

Laird, Phil

Energy efficiency in industrial drying: A hybrid ultrasonic system with a novel dynamic optimization framework

Drying processes are among the most energy-consuming operations in industrial and manufacturing settings, demanding strategic selection, design, and control for enhanced efficiency. Advancing drying technologies is critical for improving sustainability, lowering energy use, reducing carbon emissions, and minimizing waste. This study explores two innovative strategies aimed at transforming drying processes into sustainable, low-carbon systems by reducing energy consumption, minimizing waste, and maintaining a strong emphasis on preserving product quality. The first strategy showcases a sub-pilot scale hybrid ultrasonic-convective dryer for agrifood products. This technology, powered by electricity (process electrification), integrates non-thermal ultrasonic dehydration with convective heating and is presented as a sustainable and energy-efficient solution that enhances eco-friendly practices. The second strategy involves introducing and implementing a novel, multiobjective, mixed integer dynamic optimization technique to determine the optimal time-dependent process parameter values for the drying operation. This optimization technique yields operating conditions that are piecewise constant in time aiming to maximize the energy efficiency of the hybrid ultrasonic-convective dryer while ensuring strict adherence to product quality constraints. By adopting the hybrid ultrasonic-convective dryer, a notable 35% improvement in energy efficiency was achieved compared to conventional hot-air drying systems for drying apple slices. The proposed optimization framework further enhanced energy efficiency by nearly 14% over the most efficient process on the identical testbed, under static operating conditions. The reported enhancements have been experimentally validated. Regarding drying time (thereby improving production yield), the developed hybrid ultrasonic-convective dryer demonstrates as much as a 41% reduction in total processing time, which is further optimized by an additional 10% using our proposed optimization framework. The research outcomes have profound implications for the design and operation of drying systems, encompassing crucial aspects such as process electrification, cost-effectiveness, energy savings, time efficiency, product yield, product quality, and process automation.

Dynamic optimization

Dynamic optimization theory with multiple objectives

Let V(t) be a vector-valued function for t belonging to closed interval a,b open interval, a real interval. The main purpose of this paper is to establish the existence of a closed interval alpha,beta contained in closed interval a,b for which there exists a t(sub O) belonging to closed interval alpha,beta contained in closed interval a,b such that V(t(sub O)) = 0, the zero vector. Use of such information in the dynamic optimization theory with multiple objectives present is needed. Examples of such systems will be given.

Jones, John, Jr.

Dynamic Optimization of Multi-Spacecraft Relative Navigation Configurations in the Earth-Moon System

In this paper, the notion of relative navigation introduced by Hill, Lo and Born is analyzed for a large class of periodic orbits in the Earth-Moon three-body problem, due to its potential in supporting Moon exploration efforts. In particular, a navigation metric is introduced and used as a cost function to optimize over a class of periodic orbits. While the problem could be solve locally as an optimal control problem, a dynamical based approach that allows for a global/systematic view of the problem is proposed. First, the simpler problem of multiple spacecraft placement on a given periodic orbit is solved before the notion of continuation and bifurcation analysis is used to expand the range of solutions thus obtained.

Three Body Problem

Mystic: Implementation of the Static Dynamic Optimal Control Algorithm for High-Fidelity, Low-Thrust Trajectory Design

Mystic software is designed to compute, analyze, and visualize optimal high-fidelity, low-thrust trajectories, The software can be used to analyze inter-planetary, planetocentric, and combination trajectories, Mystic also provides utilities to assist in the operation and navigation of low-thrust spacecraft. Mystic will be used to design and navigate the NASA's Dawn Discovery mission to orbit the two largest asteroids, The underlying optimization algorithm used in the Mystic software is called Static/Dynamic Optimal Control (SDC). SDC is a nonlinear optimal control method designed to optimize both 'static variables' (parameters) and dynamic variables (functions of time) simultaneously. SDC is a general nonlinear optimal control algorithm based on Bellman's principal.

low thrust

Computational Fluid Dynamic Optimization of an Experimental Rotating Detonation Rocket Engine Nozzle

A parametric optimization study is performed on the nozzle of a laboratory rotating detonation rocket engine (RDRE) using a three-dimensional computational fluid dynamic simulation. The primary optimization objective is maximum nozzle thrust. The basic nozzle configuration is a shrouded, truncated plug. The fluid in the RDRE chamber leading to the nozzle is choked at its exit so that its cyclic behavior is unaffected by any changes to the nozzle design. Optimization is performed for a single operating point. Parameters varied are the overall nozzle area expansion ratio and the fraction of the expansion area that is provided by the shroud. These two parameters indirectly affect the angle of the plug nozzle cone, and the bluff body area associated with its truncation. Nozzle thrust is evaluated as the difference between the thrust of the RDRE chamber-plus-nozzle combination and that of the chamber alone. The nozzle produces approximately 20% of the total engine thrust. The baseline nozzle is found to perform well, yielding 58.1% of the thrust calculated for a notional ideal RDRE nozzle which can instantaneously change shape to allow isentropic expansion of every fluid element. Optimization improves the performance, bringing the nozzle thrust to 70.0% of the notional ideal, and total engine thrust (chamber-plus-nozzle) to 94% of the ideal.

detonation

Computational Fluid Dynamic Optimization of an Experimental Rotating Detonation Rocket Engine Nozzle

A parametric optimization study is performed on the nozzle of a laboratory rotating detonation rocket engine (RDRE) using a three-dimensional computational fluid dynamic simulation. The primary optimization objective is maximum nozzle thrust. The basic nozzle configuration is a shrouded, truncated plug. The fluid in the RDRE chamber leading to the nozzle is choked at its exit so that its cyclic behavior is unaffected by any changes to the nozzle design. Optimization is performed for a single operating point. Parameters varied are the overall nozzle area expansion ratio and the fraction of the expansion area that is provided by the shroud. These two parameters indirectly affect the angle of the plug nozzle cone, and the bluff body area associated with its truncation. Nozzle thrust is evaluated as the difference between the thrust of the RDRE chamber-plus-nozzle combination and that of the chamber alone. The nozzle produces approximately 20% of the total engine thrust. The baseline nozzle is found to perform well, yielding 58.1% of the thrust calculated for a notional ideal RDRE nozzle which can instantaneously change shape to allow isentropic expansion of every fluid element. Optimization improves the performance, bringing the nozzle thrust to 70.0% of the notional ideal, and total engine thrust (chamber-plus-nozzle) to 94% of the ideal.

detonation

Optimal dynamic control of resources in a distributed system

The authors quantitatively formulate the problem of controlling resources in a distributed system so as to optimize a reward function and derive optimal control strategies using Markov decision theory. The control variables treated are quite general; they could be control decisions related to system configuration, repair, diagnostics, files, or data. Two algorithms for resource control in distributed systems are derived for time-invariant and periodic environments, respectively. A detailed example to demonstrate the power and usefulness of the approach is provided.

Shin, Kang G.

Optimal dynamic remapping of data parallel computations

A large class of data parallel computations is characterized by a sequence of phases, with phase changes occurring unpredictably. Dynamic remapping of the workload to processors may be required to maintain good performance. The problem considered, for which the utility of remapping and the future behavior of the workload are uncertain, arises when phases exhibit stable execution requirements during a given phase, but requirements change radically between phases. For these situations, a workload assignment generated for one phase may hinder performance during the next phase. This problem is treated formally for a probabilistic model of computation with at most two phases. The authors address the fundamental problem of balancing the expected remapping performance gain against the delay cost, and they derive the optimal remapping decision policy. The promise of the approach is shown by application to multiprocessor implementations of an adaptive gridding fluid dynamics program and to a battlefield simulation program.

Nicol, David M.

Tailoring additive manufacturing to optimize dynamic properties in 316L stainless steel

With the advent of additive manufacturing, manipulation of typical microstructural elements such as grain size, texture, and defect densities is now possible at a faster time scale. While the processing–structure–property relationship in additive manufactured metals has been well studied over the past decade, little work has been done in understanding how this process affects the dynamic behavior of materials. We postulate that additive manufacturing can be used to alter the material microstructure and used to enhance its dynamic strength. In this work, 316L stainless steel (SS) was manufactured via selected laser melting and its microstructure was altered through changing build parameters like laser power, speed, and hatch spacing systematically. These samples were then subjected to spall recovery experiments to measure the spall strength and quantify the amount of damage as a function of build parameters. By mapping the spall strength as a function of build parameters, this work demonstrated that indeed additive manufacturing can be used to tailor the spall strength of 316L SS. This work also determined the optimum build parameters (laser power=195W; scanning speed=1083mm/s; hatch spacing=0.09mm; layer thickness=0.02mm) to obtain the highest spall strength and the least amount of total damage in 316L SS. Microstructural characterization of the pre- and post-mortem samples revealed that increased grain average misorientation and textural index were the main driving force behind this higher spall strength. This work aims to enhance microstructural engineering techniques to design materials with greater resistance to dynamic shock loading.

36 MATERIALS SCIENCE

Optimal dynamic remapping of parallel computations

A large class of computations are characterized by a sequence of phases, with phase changes occurring unpredictably. The decision problem was considered regarding the remapping of workload to processors in a parallel computation when the utility of remapping and the future behavior of the workload is uncertain, and phases exhibit stable execution requirements during a given phase, but requirements may change radically between phases. For these problems a workload assignment generated for one phase may hinder performance during the next phase. This problem is treated formally for a probabilistic model of computation with at most two phases. The fundamental problem of balancing the expected remapping performance gain against the delay cost was addressed. Stochastic dynamic programming is used to show that the remapping decision policy minimizing the expected running time of the computation has an extremely simple structure. Because the gain may not be predictable, the performance of a heuristic policy that does not require estimnation of the gain is examined. The heuristic method's feasibility is demonstrated by its use on an adaptive fluid dynamics code on a multiprocessor. The results suggest that except in extreme cases, the remapping decision problem is essentially that of dynamically determining whether gain can be achieved by remapping after a phase change. The results also suggest that this heuristic is applicable to computations with more than two phases.

Nicol, David M.

Dynamic optimization problems with bounded terminal conditions

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.

Lee, A. Y.

A generalized gradient algorithm for dynamic optimization

A gradient algorithm is developed that determines optimal trajectories with path equality constraints and terminal constraints. A generalized gradient is formed which improves both the performance index and the path equality constraints simultaneously. The algorithm is extended to treat terminal constraints by using Bryson's impulse response technique. The main features of this algorithm are its numerical stability and smooth convergence near the optimum.

Zhao, Yiyuan