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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.↗

NASA NTRS1992

Computation of near-minimum-time maneuvers of flexible structures by parameter optimization

Near-minimum-time attitude maneuvers of space structures as well as ground based test articles are considered. Switching nature of the controls for rigid body maneuvers are illustrated using a control-cube and a critical control axis of rotation. The presence of torque smoothing and where appropriate, gravitational effects and connections to other bodies are explicitly included in the mathematical models of the systems to be optimized. A maximum fuel consumption constraint is included besides the required terminal conditions on attitude and angular velocities. The switch times, maximum thrust magnitudes, and smoothing parameters are determined using the Sequential Quadratic Programming method for parameter optimization. Results indicating attitude and angular velocity histories, thruster forces, and structural vibrations are presented for three, four, and five switch maneuvers, as well as maneuvers that involve large coasting arcs.

Vadali, S. R.↗

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 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 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.↗

NASA NTRS1993

Adjoint methods for aerodynamic wing design

A model inverse design problem is used to investigate the effect of flow discontinuities on the optimization process. The optimization involves finding the cross-sectional area distribution of a duct that produces velocities that closely match a targeted velocity distribution. Quasi-one-dimensional flow theory is used, and the target is chosen to have a shock wave in its distribution. The objective function which quantifies the difference between the targeted and calculated velocity distributions may become non-smooth due to the interaction between the shock and the discretization of the flowfield. This paper offers two techniques to resolve the resulting problems for the optimization algorithms. The first, shock-fitting, involves careful integration of the objective function through the shock wave. The second, coordinate straining with shock penalty, uses a coordinate transformation to align the calculated shock with the target and then adds a penalty proportional to the square of the distance between the shocks. The techniques are tested using several popular sensitivity and optimization methods, including finite-differences, and direct and adjoint discrete sensitivity methods. Two optimization strategies, Gauss-Newton and sequential quadratic programming (SQP), are used to drive the objective function to a minimum.

Grossman, Bernard↗

NASA NTRS2002

A Comparison of Trajectory Optimization Methods for the Impulsive Minimum Fuel Rendezvous Problem

In this paper we present a comparison of optimization approaches to the minimum fuel rendezvous problem. Both indirect and direct methods are compared for a variety of test cases. The indirect approach is based on primer vector theory. The direct approaches are implemented numerically and include Sequential Quadratic Programming (SQP), Quasi-Newton, Simplex, Genetic Algorithms, and Simulated Annealing. Each method is applied to a variety of test cases including, circular to circular coplanar orbits, LEO to GEO, and orbit phasing in highly elliptic orbits. We also compare different constrained optimization routines on complex orbit rendezvous problems with complicated, highly nonlinear constraints.

Hughes, Steven P.↗

NASA NTRS1994

A new look at the simultaneous analysis and design of structures

The minimum weight optimization of structural systems, subject to strength and displacement constraints as well as size side constraints, was investigated by the Simultaneous ANalysis and Design (SAND) approach. As an optimizer, the code NPSOL was used which is based on a sequential quadratic programming (SQP) algorithm. The structures were modeled by the finite element method. The finite element related input to NPSOL was automatically generated from the input decks of such standard FEM/optimization codes as NASTRAN or ASTROS, with the stiffness matrices, at present, extracted from the FEM code ANALYZE. In order to avoid ill-conditioned matrices that can be encountered when the global stiffness equations are used as additional nonlinear equality constraints in the SAND approach (with the displacements as additional variables), the matrix displacement method was applied. In this approach, the element stiffness equations are used as constraints instead of the global stiffness equations, in conjunction with the nodal force equilibrium equations. This approach adds the element forces as variables to the system. Since, for complex structures and the associated large and very sparce matrices, the execution times of the optimization code became excessive due to the large number of required constraint gradient evaluations, the Kreisselmeier-Steinhauser function approach was used to decrease the computational effort by reducing the nonlinear equality constraint system to essentially a single combined constraint equation. As the linear equality and inequality constraints require much less computational effort to evaluate, they were kept in their previous form to limit the complexity of the KS function evaluation. To date, the standard three-bar, ten-bar, and 72-bar trusses have been tested. For the standard SAND approach, correct results were obtained for all three trusses although convergence became slower for the 72-bar truss. When the matrix displacement method was used, correct results were still obtained, but the execution times became excessive due to the large number of constraint gradient evaluations required. Using the KS function, the computational effort dropped, but the optimization seemed to become less robust. The investigation of this phenomenon is continuing. As an alternate approach, the code MINOS for the optimization of sparse matrices can be applied to the problem in lieu of the Kreisselmeier-Steinhauser function. This investigation is underway.

Striz, Alfred G.↗

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 NTRS2003

A Comparison of Trajectory Optimization Methods for the Impulsive Minimum Fuel Rendezvous Problem

In this paper we present, a comparison of trajectory optimization approaches for the minimum fuel rendezvous problem. Both indirect and direct methods are compared for a variety of test cases. The indirect approach is based on primer vector theory. The direct approaches are implemented numerically and include Sequential Quadratic Programming (SQP). Quasi- Newton and Nelder-Meade Simplex. Several cost function parameterizations are considered for the direct approach. We choose one direct approach that appears to be the most flexible. Both the direct and indirect methods are applied to a variety of test cases which are chosen to demonstrate the performance of each method in different flight regimes. The first test case is a simple circular-to-circular coplanar rendezvous. The second test case is an elliptic-to-elliptic line of apsides rotation. The final test case is an orbit phasing maneuver sequence in a highly elliptic orbit. For each test case we present a comparison of the performance of all methods we consider in this paper.

Hughes, Steven P.↗

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↗

NASA NTRS1994

Optimization for minimum sensitivity to uncertain parameters

A procedure to design a structure for minimum sensitivity to uncertainties in problem parameters is described. The approach is to minimize directly the sensitivity derivatives of the optimum design with respect to fixed design parameters using a nested optimization procedure. The procedure is demonstrated for the design of a bimetallic beam for minimum weight with insensitivity to uncertainties in structural properties. The beam is modeled with finite elements based on two dimensional beam analysis. A sequential quadratic programming procedure used as the optimizer supplies the Lagrange multipliers that are used to calculate the optimum sensitivity derivatives. The method was perceived to be successful from comparisons of the optimization results with parametric studies.

Pritchard, Jocelyn I.↗

NASA NTRS2017

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.↗

NASA NTRS1990

Global optimization methods for engineering design

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

Arora, Jasbir S.↗

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 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↗

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 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.↗