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Mathematical Optimization Techniques

The papers collected in this volume were presented at the Symposium on Mathematical Optimization Techniques held in the Santa Monica Civic Auditorium, Santa Monica, California, on October 18-20, 1960. The objective of the symposium was to bring together, for the purpose of mutual education, mathematicians, scientists, and engineers interested in modern optimization techniques. Some 250 persons attended. The techniques discussed included recent developments in linear, integer, convex, and dynamic programming as well as the variational processes surrounding optimal guidance, flight trajectories, statistical decisions, structural configurations, and adaptive control systems. The symposium was sponsored jointly by the University of California, with assistance from the National Science Foundation, the Office of Naval Research, the National Aeronautics and Space Administration, and The RAND Corporation, through Air Force Project RAND.

Bellman, R.

PRIMO – The Oil & Gas Well Plugging Optimizer

This work presents PRIMO’s main capabilities and introduces the PRIMO web application, an intuitive user interface that leverages our sophisticated mathematical optimization model to rigorously optimize P&A priorities and plugging campaign efficiency. The web app simplifies user interaction, provides a powerful data management framework, and supports a broad user base (e.g., state agencies, well owners/operators, and plugging companies) to use PRIMO for decision-making. Specifically, we provide a demonstration of how to input the information on candidate wells, plugging campaign budget, user-defined priority and efficiency criteria to PRIMO. A real-world case study that consists of 1411 oil and gas wells and impact and efficiency priorities (e.g., well age, well proximity to schools/hospitals, well accessibility, distance between wells in projects) is presented to showcase PRIMO’s core capabilities: (i) ranking a candidate well population based on priorities, (ii) recommending high-impact and high-efficiency P&A projects, and (iii) assigning impact and efficiency scores to projects allowing for rigorous quantitative comparison among them.

02 PETROLEUM

An integrated computer procedure for sizing composite airframe structures

A computerized algorithm to generate cross-sectional dimensions and fiber orientations for composite airframe structures is described, and its application in a wing structural synthesis is established. The algorithm unifies computations of aeroelastic loads, stresses, and deflections, as well as optimal structural sizing and fiber orientations in an open-ended system of integrated computer programs. A finite-element analysis and a mathematical-optimization technique are discussed.

Sobieszczanski-Sobieski, J.

A mixed optimization method for automated design of fuselage structures.

A procedure for automating the design of transport aircraft fuselage structures has been developed and implemented in the form of an operational program. The structure is designed in two stages. First, an overall distribution of structural material is obtained by means of optimality criteria to meet strength and displacement constraints. Subsequently, the detailed design of selected rings and panels consisting of skin and stringers is performed by mathematical optimization accounting for a set of realistic design constraints. The practicality and computer efficiency of the procedure is demonstrated on cylindrical and area-ruled large transport fuselages.

Sobieszczanski, J.

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING

LLGOMAX: Enhancing Industry-Standard Tools for AC Optimal Unit Commitment (CRADA Final Report)

This was a collaborative effort between Lawrence Livermore National Security, LLC ("LLNS"), as manager and operator of Lawrence Livermore National Laboratory ("LLNL") and ECCO International Inc. ("Participant"). The team designed and implemented a new approach for the Security-Constrained Alternating-Current Unit Commitment (SCACUC) problem. The SCACUC problem is a mathematical optimization problem that decides which generating units should be online and how much power should be produced (and consumed) at each point of the power grid. The decisions are made so as to minimize the total cost of supplying electricity while respecting technical constraints of the power grid, both under normal and emergency conditions. The team developed a solution for SCACUC as specified in the ARPA-E Grid Optimization Competition (GOC) Challenge 3, which put forth a forward-looking version of the problem, which many features not present in today’s electricity market specifications for SCACUC.

24 POWER TRANSMISSION AND DISTRIBUTION

Stability optimization of laminated composite plates

The optimum design of plates with orthotropic layers under axial compression and shear is discussed. The plates considered are the laminates of N orthotropic layers whose principal material axes coincide with the plate axes. Each layer is assumed to have the same thickness and an equal number of fibers in the direction of + alpha sub i and - alpha sub i with respect to the plate axis. The fiber directions which give the highest axial buckling stress and the highest shear buckling stress are found by utilizing a mathematical optimization technique for various aspect ratios of the plates. Inhomogeneity in the direction of the plate thickness (stacking sequence) is taken into account in this analysis.

Hirano, Y.

Cell and module formation research area

Metallization is discussed. The influence of hydrogen on the firing of base-metal pastes in reducing atmospheres is reported. A method for optimization of metallization patterns is presented. A process sequence involving an AR coating and thick-film metallization system capable of penetrating the AR coating during firing is reported. Design and construction of the NMA implantation machine is reported. Implanted back-surface fields and NMA primary (front) junctions are discussed. The use of glass beads, a wave-soldering device, and ion milling is reported. Processing through the module fabrication and environmental testing of its design are reported. Metallization patterns by mathematical optimization are assessed.

Bickler, D. B.

Optimum design of laminated plates under shear

This paper is concerned with the optimum design of plates with orthotropic layers under shear. The plates considered are the laminates of N orthotropic layers whose principal material axes coincide with the plate axes. Each layer is assumed to have the same thickness and an equal number of fibers in the direction of + alpha sub i and - alpha sub i with respect to the plate axis. The fiber directions which give the highest shear buckling stress are found by utilizing a mathematical optimization technique.

Hirano, Y.

The small community solar thermal power experiment. Parabolic dish technology for industrial process heat application

Aspects of incorporating a thermal energy transport system (ETS) into a field of parabolic dish collectors for industrial process heat (IPH) applications were investigated. Specific objectives are to: (1) verify the mathematical optimization of pipe diameters and insulation thicknesses calculated by a computer code; (2) verify the cost model for pipe network costs using conventional pipe network construction; (3) develop a design and the associated production costs for incorporating risers and downcomers on a low cost concentrator (LCC); (4) investigate the cost reduction of using unconventional pipe construction technology. The pipe network design and costs for a particular IPH application, specifically solar thermally enhanced oil recovery (STEOR) are analyzed. The application involves the hybrid operation of a solar powered steam generator in conjunction with a steam generator using fossil fuels to generate STEOR steam for wells. It is concluded that the STEOR application provides a baseline pipe network geometry used for optimization studies of pipe diameter and insulation thickness, and for development of comparative cost data, and operating parameters for the design of riser/downcomer modifications to the low cost concentrator.

Polzien, R. E.

Structural tailoring of engine blades (STAEBL)

A mathematical optimization procedure was developed for the structural tailoring of engine blades and was used to structurally tailor two engine fan blades constructed of composite materials without midspan shrouds. The first was a solid blade made from superhybrid composites, and the second was a hollow blade with metal matrix composite inlays. Three major computerized functions were needed to complete the procedure: approximate analysis with the established input variables, optimization of an objective function, and refined analysis for design verification.

Platt, C. E.

Calculation of sensitivity derivatives in thermal problems by finite differences

The optimum design of a structure subject to temperature constraints is considered. When mathematical optimization techniques are used, derivatives of the temperature constraints with respect to the design variables are usually required. In the case of large aerospace structures, such as the Space Shuttle, the computation of these derivatives can become prohibitively expensive. Analytical methods and a finite difference approach have been considered in studies conducted to improve the efficiency of the calculation of the derivatives. The present investigation explores two possibilities for enhancing the effectiveness of the finite difference approach. One procedure involves the simultaneous solution of temperatures and derivatives. The second procedure makes use of the optimum selection of the magnitude of the perturbations of the design variables to achieve maximum accuracy.

Haftka, R. T.