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A quasi-Newton approach to optimization problems with probability density constraints

A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.

Tapia, R. A.↗

Maximum likelihood algorithm using an efficient scheme for computing sensitivities and parameter confidence intervals

Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.

Murphy, P. C.↗

An optimization model for the US Air-Traffic System

A systematic approach for monitoring U.S. air traffic was developed in the context of system-wide planning and control. Towards this end, a network optimization model with nonlinear objectives was chosen as the central element in the planning/control system. The network representation was selected because: (1) it provides a comprehensive structure for depicting essential aspects of the air traffic system, (2) it can be solved efficiently for large scale problems, and (3) the design can be easily communicated to non-technical users through computer graphics. Briefly, the network planning models consider the flow of traffic through a graph as the basic structure. Nodes depict locations and time periods for either individual planes or for aggregated groups of airplanes. Arcs define variables as actual airplanes flying through space or as delays across time periods. As such, a special case of the network can be used to model the so called flow control problem. Due to the large number of interacting variables and the difficulty in subdividing the problem into relatively independent subproblems, an integrated model was designed which will depict the entire high level (above 29000 feet) jet route system for the 48 contiguous states in the U.S. As a first step in demonstrating the concept's feasibility a nonlinear risk/cost model was developed for the Indianapolis Airspace. The nonlinear network program --NLPNETG-- was employed in solving the resulting test cases. This optimization program uses the Truncated-Newton method (quadratic approximation) for determining the search direction at each iteration in the nonlinear algorithm. It was shown that aircraft could be re-routed in an optimal fashion whenever traffic congestion increased beyond an acceptable level, as measured by the nonlinear risk function.

Mulvey, J. M.↗

MHOST: An efficient finite element program for inelastic analysis of solids and structures

An efficient finite element program for 3-D inelastic analysis of gas turbine hot section components was constructed and validated. A novel mixed iterative solution strategy is derived from the augmented Hu-Washizu variational principle in order to nodally interpolate coordinates, displacements, deformation, strains, stresses and material properties. A series of increasingly sophisticated material models incorporated in MHOST include elasticity, secant plasticity, infinitesimal and finite deformation plasticity, creep and unified viscoplastic constitutive model proposed by Walker. A library of high performance elements is built into this computer program utilizing the concepts of selective reduced integrations and independent strain interpolations. A family of efficient solution algorithms is implemented in MHOST for linear and nonlinear equation solution including the classical Newton-Raphson, modified, quasi and secant Newton methods with optional line search and the conjugate gradient method.

Nakazawa, S.↗

Adaptive, Distributed Control of Constrained Multi-Agent Systems

Product Distribution (PO) theory was recently developed as a broad framework for analyzing and optimizing distributed systems. Here we demonstrate its use for adaptive distributed control of Multi-Agent Systems (MASS), i.e., for distributed stochastic optimization using MAS s. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (Probability dist&&on on the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. One common way to find that equilibrium is to have each agent run a Reinforcement Learning (E) algorithm. PD theory reveals this to be a particular type of search algorithm for minimizing the Lagrangian. Typically that algorithm i s quite inefficient. A more principled alternative is to use a variant of Newton's method to minimize the Lagrangian. Here we compare this alternative to RL-based search in three sets of computer experiments. These are the N Queen s problem and bin-packing problem from the optimization literature, and the Bar problem from the distributed RL literature. Our results confirm that the PD-theory-based approach outperforms the RL-based scheme in all three domains.

Bieniawski, Stefan↗

The GPM Combined Algorithm

In this paper, the operational Global Precipitation Measurement (GPM) mission combined radar-radiometer algorithm is thoroughly described. The operational combined algorithm is designed to reduce uncertainties in GPM Core Observatory precipitation estimates by effectively integrating complementary information from the GPM Dual-Frequency Precipitation Radar (DPR) and the GPM Microwave Imager (GMI) into an optimal, physically consistent precipitation product. Although similar in many respects to previously developed combined algorithms, the GPM combined algorithm has several unique features that are specifically designed to meet the GPM objectives of deriving, based on GPM Core Observatory information, accurate and physically consistent precipitation estimates from multiple spaceborne instruments, and ancillary environmental data from reanalyses. The algorithm features an optimal estimation framework based on a statistical formulation of the Gauss-Newton method, a parameterization for the nonuniform distribution of precipitation within the radar fields of view, a methodology to detect and account for multiple scattering in Ka-band DPR observations, and a statistical deconvolution technique that allows for an efficient sequential incorporation of radiometer information into DPR precipitation retrievals.

Grecu, Mircea↗

Real-Time Adaptive Drag Minimization Wind Tunnel Investigation of a Flexible Wing with Variable Camber Continuous Trailing Edge Flap System

This paper reports the results of a recently completed real-time adaptive drag minimization wind tunnel investigation of a highly flexible wing wind tunnel model equipped with the Variable Camber Continuous Trailing Flap (VCCTEF) technology at the University of Washington Aeronautical Laboratory (UWAL). The wind tunnel investigation is funded by NASA SBIR Phase II contract with Scientific Systems Company, Inc. (SSCI) and University of Washington (UW) as a subcontractor. The wind tunnel model is a sub-scale Common Research Model (CRM) wing constructed of foam core and fiberglass skin and is aeroelastically scaled to achieve a wing tip deflection of 10% of the wing semi-span which represents a typical wing tip deflection for a modern transport such as Boeing 787. The jig-shape twist of the CRM wing is optimized using a CART3D aero-structural model to achieve the minimum induced drag for the design cruise lift coefficient of 0.5. The wing is equipped with two chord wise cambered segments for each of the six span wise flap sections for a total of 12 individual flap segments that comprise the VCCTEF system. Each of the 12 flap segments is actively controlled by an electric servo-actuator. The real-time adaptive drag optimization strategy includes an on-board aerodynamic model identification, a model excitation, and a real-time drag optimization. The on-board aerodynamic model is constructed parametrically as a function of the angle of attack and flap positions to model the lift and drag coefficients of the wing. The lift coefficient models include a linear model and a second-order model. The drag coefficient models include a quadratic model and a higher-order up to 6th-order model to accurately model the drag coefficient at high angles of attack. The onboard aerodynamic model identification includes a recursive least-squares (RLS) algorithm and a batch least-squares (BLS) algorithm designed to estimate the model parameters. The model excitation method is designed to sample the input set that comprises the angle of attack and the flap positions. Three model excitation methods are developed: random excitation method, sweep method, and iterative angle-of-attack seeking method. The real-time drag optimization includes a generic algorithm developed by SSCI and several optimization methods developed by NASA which include a second-order gradient Newton-Raphson optimization method, an iterative gradient optimization method, a pseudo-inverse optimization method, an analytical optimization method, and an iterative refinement optimization method. The first wind tunnel test entry took place in September 2017. This test revealed major hardware issues and required further redesign of the flap servo mechanisms. The second test entry took place in April 2018. However, the test was not successful due to the issues with the onboard aerodynamic model identification RLS algorithm which incorrectly identified model parameters. This test also provides an experimental comparison study between the VCCTEF and a variable camber discrete trailing edge flap (VCDTEF) without the elastomer transition mechanisms. The experimental result confirms the benefit of the VCCTEF which produces lower drag by 5% than the VCDTEF. The third and final test entry took place in June 2018 after the issues with the RLS algorithm have been identified and corrected. Additional improvements were implemented. These include the BLS algorithm, the iterative angle-of-attack seeking method, the iterative gradient optimization method, and the pseudo-inverse optimization method. The test objectives were successfully demonstrated as the real-time drag optimization identifies several optimal solutions at off-design lift coefficients. The iterative gradient optimization method is found to achieve up to 4.7% drag reduction for the off-design lift coefficient of 0.7. The pseudo-inverse optimization method which does not require the drag coefficient model is found to be quite effective in reducing drag. Up to 9.4% drag reduction for the off-design lift coefficient of 0.7 is achieved with the pseudo-inverse optimization method. The wind tunnel investigation demonstrates the potential of real-time drag optimization technology. Several new capabilities are developed that could enable future adaptive wing technologies for flexible wings equipped with drag control devices such as the VCCTEF.

Drag Optimization↗

Development of parallel algorithms for electrical power management in space applications

The application of parallel techniques for electrical power system analysis is discussed. The Newton-Raphson method of load flow analysis was used along with the decomposition-coordination technique to perform load flow analysis. The decomposition-coordination technique enables tasks to be performed in parallel by partitioning the electrical power system into independent local problems. Each independent local problem represents a portion of the total electrical power system on which a loan flow analysis can be performed. The load flow analysis is performed on these partitioned elements by using the Newton-Raphson load flow method. These independent local problems will produce results for voltage and power which can then be passed to the coordinator portion of the solution procedure. The coordinator problem uses the results of the local problems to determine if any correction is needed on the local problems. The coordinator problem is also solved by an iterative method much like the local problem. The iterative method for the coordination problem will also be the Newton-Raphson method. Therefore, each iteration at the coordination level will result in new values for the local problems. The local problems will have to be solved again along with the coordinator problem until some convergence conditions are met.

Berry, Frederick C.↗

Preliminary design of composite wing-box structures for global damage tolerance

A procedure is presented that incorporates the influence of potential global damage conditions into the design process for minimum-mass wing-box structures. The procedure is based on mathematical-programming optimization techniques. Material-strength, minimum-gage, and panel-buckling constraints are introduced by penalty functions, and Newton's method with approximate second derivatives of the penalty terms is used as the search algorithm to obtain minimum-mass designs. A potential global damage condition is represented by a structural model with the damaged components removed. Example minimum-mass designs are obtained that simultaneously satisfy the constraints of the damaged and undamaged configurations of both graphite-epoxy and aluminum wing-box structural models. These examples are designed with and without the influence of potential damage conditions, and results indicate that for equal mass cases the residual strength of a damaged structure is higher when the influence of potential damage is properly included in the design from the outset. Results of these examples also identify the minimum structural mass increase required to increase residual strength levels.

Starnes, J. H., Jr.↗

Postbuckling analysis using a general purpose code

A new capability for solving postbuckling problems in shell structures is described. The matrix theory to adapt Newton's method to nonlinear finite element shell analysis is outlined first. The matrix theory is directed at writing consistent linear algebratic equations for problems where the tangent stiffness matrix is singular or nearly singular. The matrix theory suggests a change of variables as part of the usual iterative procedure in Newton's method. The change of variables is shown to be feasible for introduction into the algorithm programmed in general purpose codes for finite element analysis of structures. Numerical results from a new option that has been programmed in an existing general purpose code are presented. The analysis of shell structures for collapse and for branching at bifurcation loads is illustrated by the numerical examples.

Thurston, G. A.↗

Crack Growth Prediction Methodology for Multi-Site Damage: Layered Analysis and Growth During Plasticity

A finite element program has been developed to perform quasi-static, elastic-plastic crack growth simulations. The model provides a general framework for mixed-mode I/II elastic-plastic fracture analysis using small strain assumptions and plane stress, plane strain, and axisymmetric finite elements. Cracks are modeled explicitly in the mesh. As the cracks propagate, automatic remeshing algorithms delete the mesh local to the crack tip, extend the crack, and build a new mesh around the new tip. State variable mapping algorithms transfer stresses and displacements from the old mesh to the new mesh. The von Mises material model is implemented in the context of a non-linear Newton solution scheme. The fracture criterion is the critical crack tip opening displacement, and crack direction is predicted by the maximum tensile stress criterion at the crack tip. The implementation can accommodate multiple curving and interacting cracks. An additional fracture algorithm based on nodal release can be used to simulate fracture along a horizontal plane of symmetry. A core of plane strain elements can be used with the nodal release algorithm to simulate the triaxial state of stress near the crack tip. Verification and validation studies compare analysis results with experimental data and published three-dimensional analysis results. Fracture predictions using nodal release for compact tension, middle-crack tension, and multi-site damage test specimens produced accurate results for residual strength and link-up loads. Curving crack predictions using remeshing/mapping were compared with experimental data for an Arcan mixed-mode specimen. Loading angles from 0 degrees to 90 degrees were analyzed. The maximum tensile stress criterion was able to predict the crack direction and path for all loading angles in which the material failed in tension. Residual strength was also accurately predicted for these cases.

James, Mark Anthony↗

Adaptive fuzzy leader clustering of complex data sets in pattern recognition

A modular, unsupervised neural network architecture for clustering and classification of complex data sets is presented. The adaptive fuzzy leader clustering (AFLC) architecture is a hybrid neural-fuzzy system that learns on-line in a stable and efficient manner. The initial classification is performed in two stages: a simple competitive stage and a distance metric comparison stage. The cluster prototypes are then incrementally updated by relocating the centroid positions from fuzzy C-means system equations for the centroids and the membership values. The AFLC algorithm is applied to the Anderson Iris data and laser-luminescent fingerprint image data. It is concluded that the AFLC algorithm successfully classifies features extracted from real data, discrete or continuous.

Newton, Scott C.↗

Preliminary design of composite wings for buckling, strength and displacement constraints

An unstiffened panel buckling constraint for balanced, symmetric laminated composites is included on the global design level in a mathematical programming structural optimization procedure for designing wing structures. Constraints are introduced by penalty functions, and Newton's method based on approximate second derivatives of the penalty terms is used as the search algorithm to obtain minimum-mass designs. Constraint approximations used during the optimization process contribute to the computational efficiency of the procedure. A criterion is developed that identifies the appropriate conservative form of the constraint approximations that are used with the optimization procedure. Minimum-mass design results are obtained for a multispar high-aspect-ratio wing subjected to material strength, minimum-gage, displacement, panel buckling and twist constraints. The material systems considered for the examples are all graphite-epoxy, graphite-epoxy with boron-epoxy spar caps, and all aluminum. The composite material designs are shown to have an advantage over the aluminum designs since they can often satisfy additional constraints with only small mass increases.

Starnes, J. H., Jr.↗

Efficiency trade-offs of steady-state methods using FEM and FDM

The efficiency characteristics of finite element and finite difference approximations for the steady-state solution of the Navier-Stokes equations are examined. The finite element method discussed is a standard Galerkin formulation of the incompressible, steady-state Navier-Stokes equations. The finite difference formulation uses simple centered differences that are O(delta x-squared). Operation counts indicate that a rapidly converging Newton-Raphson-Kantorovitch iteration scheme is generally preferable over a Picard method. A split NOS Picard iterative algorithm for the finite difference method was most efficient.

Gartling, D. K.↗

A Newton multigrid method for the Euler equations

A multigrid method is used to apply Newton's method to the Euler equations in a two dimensional curvilinear coordinate system. The objective is to obtain rapid convergence for steady state problems. Solutions computed with the method evolve in a non-time-like manner. Stable pressure distributions typically develop in eight to ten Newton-multigrid steps, which is equivalent to the computational work of about 70 iterations with a factored implicit algorithm.

Childs, R. E.↗

High degree interpolation polynomial in Newton form

Polynomial interpolation is an essential subject in numerical analysis. Dealing with a real interval, it is well known that even if f(x) is an analytic function, interpolating at equally spaced points can diverge. On the other hand, interpolating at the zeroes of the corresponding Chebyshev polynomial will converge. Using the Newton formula, this result of convergence is true only on the theoretical level. It is shown that the algorithm which computes the divided differences is numerically stable only if: (1) the interpolating points are arranged in a different order, and (2) the size of the interval is 4.

Tal-Ezer, Hillel↗

An explicit solution to the exoatmospheric powered flight guidance and trajectory optimization problem for rocket propelled vehicles

A derivation of an explicit solution to the two point boundary-value problem of exoatmospheric guidance and trajectory optimization is presented. Fixed initial conditions and continuous burn, multistage thrusting are assumed. Any number of end conditions from one to six (throttling is required in the case of six) can be satisfied in an explicit and practically optimal manner. The explicit equations converge for off nominal conditions such as engine failure, abort, target switch, etc. The self starting, predictor/corrector solution involves no Newton-Rhapson iterations, numerical integration, or first guess values, and converges rapidly if physically possible. A form of this algorithm has been chosen for onboard guidance, as well as real time and preflight ground targeting and trajectory shaping for the NASA Space Shuttle Program.

Jaggers, R. F.↗

An algorithm and computer program to locate real zeros of real polynomials

A method for reliably extracting real zeros of real polynomials using an expanded two-point secant and bisection method is formed into an algorithm for a digital computer, and a computer program based on this algorithm is presented. The results obtained with the program show that the proposed method compares favorably with the Laguerre, Newton-Raphson, and Jenkins-Traub methods when the polynomial has all real zeros, and is more efficient when the polynomial has complex zeros.

Hedgley, D. R., Jr.↗