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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 181 records · Page 10
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Wind Turbine Controller to Mitigate Structural Loads on a Floating Wind Turbine Platform

This paper summarizes the control design work that was performed to optimize the controller of a wind turbine on the WindFloat structure. The WindFloat is a semi-submersible floating platform designed to be a support structure for a multi-megawatt power-generating wind turbine. A controller developed for a bottom-fixed wind turbine configuration was modified for use when the turbine is mounted on the WindFloat platform. This results in an efficient platform heel resonance mitigation scheme. In addition several control modules, designed with a coupled linear model, were added to the fixed-bottom baseline controller. The approach was tested in a fully coupled nonlinear aero-hydroelastic simulation tool in which wind and wave disturbances were modeled. This testing yielded significant improvements in platform global performance and tower-base-bending loading.

17 WIND ENERGY↗
NASA NTRS2007

Identification and Control of Aircrafts using Multiple Models and Adaptive Critics

We compared two possible implementations of local linear models for control: one approach is based on a self-organizing map (SOM) to cluster the dynamics followed by a set of linear models operating at each cluster. Therefore the gating function is hard (a single local model will represent the regional dynamics). This simplifies the controller design since there is a one to one mapping between controllers and local models. The second approach uses a soft gate using a probabilistic framework based on a Gaussian Mixture Model (also called a dynamic mixture of experts). In this approach several models may be active at a given time, we can expect a smaller number of models, but the controller design is more involved, with potentially better noise rejection characteristics. Our experiments showed that the SOM provides overall best performance in high SNRs, but the performance degrades faster than with the GMM for the same noise conditions. The SOM approach required about an order of magnitude more models than the GMM, so in terms of implementation cost, the GMM is preferable. The design of the SOM is straight forward, while the design of the GMM controllers, although still reasonable, is more involved and needs more care in the selection of the parameters. Either one of these locally linear approaches outperform global nonlinear controllers based on neural networks, such as the time delay neural network (TDNN). Therefore, in essence the local model approach warrants practical implementations. In order to call the attention of the control community for this design methodology we extended successfully the multiple model approach to PID controllers (still today the most widely used control scheme in the industry), and wrote a paper on this subject. The echo state network (ESN) is a recurrent neural network with the special characteristics that only the output parameters are trained. The recurrent connections are preset according to the problem domain and are fixed. In a nutshell, the states of the reservoir of recurrent processing elements implement a projection space, where the desired response is optimally projected. This architecture trades training efficiency by a large increase in the dimension of the recurrent layer. However, the power of the recurrent neural networks can be brought to bear on practical difficult problems. Our goal was to implement an adaptive critic architecture implementing Bellman s approach to optimal control. However, we could only characterize the ESN performance as a critic in value function evaluation, which is just one of the pieces of the overall adaptive critic controller. The results were very convincing, and the simplicity of the implementation was unparalleled.

Principe, Jose C.↗
DOE OSTI2016

Effects of Temperature on Development and Voltinism of Chaetodactylus krombeini (Acari: Chaetodactylidae): Implications for Climate Change Impacts

Temperature plays an important role in the growth and development of arthropods, and thus the current trend of climate change will alter their biology and species distribution. We used Chaetodactylus krombeini (Acari: Chaetodactylidae), a cleptoparasitic mite associated with Osmia bees (Hymenoptera: Megachilidae), as a model organism to investigate how temperature affects the development and voltinism of C. krombeini in the eastern United States. The effects of temperature on the stage-specific development of C. krombeini were determined at seven constant temperatures (16.1, 20.2, 24.1, 27.5, 30.0, 32.4 and 37.8°C). Parameters for stage-specific development, such as threshold temperatures and thermal constant, were determined by using empirical models. Results of this study showed that C. krombeini eggs developed successfully to adult at all temperatures tested except 37.8°C. The nonlinear and linear empirical models were applied to describe quantitatively the relationship between temperature and development of each C. krombeini stage. The nonlinear Lactin model estimated optimal temperatures as 31.4, 32.9, 32.6 and 32.5°C for egg, larva, nymph, and egg to adult, respectively. In the linear model, the lower threshold temperatures were estimated to be 9.9, 14.7, 13.0 and 12.4°C for egg, larva, nymph, and egg to adult, respectively. The thermal constant for each stage completion were 61.5, 28.1, 64.8 and 171.1 degree days for egg, larva, nymph, and egg to adult, respectively. Under the future climate scenarios, the number of generations (i.e., voltinism) would increase more likely by 1.5 to 2.0 times by the year of 2100 according to simulation. Lastly, the findings herein firstly provided comprehensive data on thermal development of C. krombeini and implications for the management of C. krombeini populations under global warming were discussed.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Nonlinear control of safety factor gradient in tokamaks using spatially variable electron cyclotron current drives

Active control of plasma properties may be necessary to achieve stable operation of next-generation tokamaks over large time scales. Such control algorithms can regulate the plasma properties to avoid the onset of magnetohydrodynamic (MHD) instabilities. For instance, the global and local properties of the safety factor profile are linked to the onset of neoclassical tearing modes (NTMs). This work proposes a model-based control approach for deterring/delaying NTMs through active modulation of one of the safety factor properties - the gradient of the safety factor profile at a particular rational safety factor surface. In particular, a novel control-oriented model for the local safety factor gradient is developed. The nonlinear control model is governed by a nonautonomous ordinary differential equation that accounts for a given rational safety factor surface’s spatial variation over time. Further, to improve the controllability of the spatially evolving parameter, the control model treats ECH&CD positions, along with noninductive powers, as controllable variables. A nonlinear control algorithm based on feedback linearization with optimization is synthesized to achieve the objective of regulating the safety factor gradient around a given target. The proposed algorithm allocates optimal ECH&CD positions, in addition to auxiliary powers, at each time instant as the rational safety factor surface drifts to locations with a low control authority. Stability guarantees of the proposed control law are also discussed in this work. The proposed algorithm is tested for a DIII-D tokamak scenario in nonlinear simulations carried out using the Control Oriented Transport SIMulator (COTSIM). Both fixed and moving ECH&CD cases are studied, and their outcomes are compared. Simulation results demonstrate that enthusiastic regulation of the safety factor gradient can be achieved during the ramp-up and flat-top phases of tokamak operation in both fixed and moving ECH&CD cases. However, real-time updates of ECH&CD positions can prevent the saturation of auxiliary powers.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Periodic Korteweg–de Vries soliton potentials generate quasisymmetric magnetic field strength in a finite plasma- β equilibrium

Quasisymmetry (QS) is a hidden symmetry of the magnetic field strength, B , that enables effective confinement of charged particles in a fully three-dimensional (3D) toroidal plasma equilibrium. Such equilibria are typically modeled by the ideal magnetohydrostatic (MHS) equations. The nonlinear, overdetermined nature of the QS MHS equations severely complicates our understanding of the interplay between 3D shaping, equilibrium properties such as pressure and rotational transform, and B . Progress has been made through expansions near the magnetic axis; however, a more comprehensive theory is desirable. Using a combination of analysis and regression on a large dataset of numerically optimized quasisymmetric stellarators, we demonstrate that there is a hidden lower dimensionality of B on a magnetic flux surface with connections to the theory of periodic solitons. We show that B on a flux surface is determined by three or at most four flux functions, each of which determines a critical value of the derivative of B along the field line. While being consistent with the near-axis models, our results are global and hold even on the last closed flux surface.

Differential geometry↗
DOE OSTI2025

Technical Report on Subsurface Monitoring of the Brady Hot Spring Geothermal Site, Nevada, based upon Full Waveform Inversion

Abilities to accurately characterize the subsurface in a geothermal setting is key to assess and support production. An important element of geothermal reservoir monitoring is also the ability to investigate fluid transport within fracture network. This report focuses on improving subsurface imaging and monitoring in geothermal settings using full waveform inversion based on the adjoint method and time-lapse imaging. To assess our method, we rely on a dense seismic dataset collected in 2016 at the Brady Hot Springs geothermal site in Nevada for the DOE-funded project Poroelastic Tomography by Adjoint Inverse Modeling of Data from Seismology, Geodesy, and Hydrology. This dataset captures subsurface changes across four stages of geothermal power plant operations, which involve varying rates of fluid injection and extraction. Two velocity models were previously derived from this dataset using different methods: one based on travel times and another on sweep interferometry. Our first step is to refine these models using adjoint tomography, which has been applied successfully at global and regional-scales but is less common at the reservoir-scale. Two approaches are then explored for time-lapse analysis: directly comparing refined tomographic models from different stages or backpropagating waveform differences relative to a baseline tomographic model. The main take away is that both approaches highlight similar reservoir behaviors, but the latter approach is more computationally effective in capturing small-scale changes in subsurface properties. For this work, we leverage the use of Salvus (www.mondaic.com), an end-to-end seismic imaging solution, relying on the spectral element method to compute forward and adjoint simulations, and developed by Mondaic Ltd. It includes integrated workflow management that handles waveform and metadata, launches simulations, computes waveform misfits and adjoint sources, and iterates for model updates by nonlinear optimization.

15 GEOTHERMAL ENERGY↗
DOE OSTI2021

Physics-constrained, low-dimensional models for magnetohydrodynamics: First-principles and data-driven approaches

Plasmas are highly nonlinear and multiscale, motivating a hierarchy of models to understand and describe their behavior. However, there is a scarcity of plasma models of lower fidelity than magnetohydrodynamics (MHD), although these reduced models hold promise for understanding key physical mechanisms, efficient computation, and real-time optimization and control. Galerkin models, obtained by projection of the MHD equations onto a truncated modal basis, and data-driven models, obtained by modern machine learning and system identification, can furnish this gap in the lower levels of the model hierarchy. This work develops a reduced-order modeling framework for compressible plasmas, leveraging decades of progress in projection-based and data-driven modeling of fluids. We begin by formalizing projection-based model reduction for nonlinear MHD systems. To avoid separate modal decompositions for the magnetic, velocity, and pressure fields, we introduce an energy inner product to synthesize all of the fields into a dimensionally consistent, reduced-order basis. Next, we obtain an analytic model by Galerkin projection of the Hall-MHD equations onto these modes. We illustrate how global conservation laws constrain the model parameters, revealing symmetries that can be enforced in data-driven models, directly connecting these models to the underlying physics. We demonstrate the effectiveness of this approach on data from high-fidelity numerical simulations of a three-dimensional spheromak experiment. Finally, this manuscript builds a bridge to the extensive Galerkin literature in fluid mechanics and facilitates future principled development of projection-based and data-driven models for plasmas.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS2000

Predictive and Neural Predictive Control of Uncertain Systems

Accomplishments and future work are:(1) Stability analysis: the work completed includes characterization of stability of receding horizon-based MPC in the setting of LQ paradigm. The current work-in-progress includes analyzing local as well as global stability of the closed-loop system under various nonlinearities; for example, actuator nonlinearities; sensor nonlinearities, and other plant nonlinearities. Actuator nonlinearities include three major types of nonlineaxities: saturation, dead-zone, and (0, 00) sector. (2) Robustness analysis: It is shown that receding horizon parameters such as input and output horizon lengths have direct effect on the robustness of the system. (3) Code development: A matlab code has been developed which can simulate various MPC formulations. The current effort is to generalize the code to include ability to handle all plant types and all MPC types. (4) Improved predictor: It is shown that MPC design using better predictors that can minimize prediction errors. It is shown analytically and numerically that Smith predictor can provide closed-loop stability under GPC operation for plants with dead times where standard optimal predictor fails. (5) Neural network predictors: When neural network is used as predictor it can be shown that neural network predicts the plant output within some finite error bound under certain conditions. Our preliminary study shows that with proper choice of update laws and network architectures such bound can be obtained. However, much work needs to be done to obtain a similar result in general case.

Kelkar, Atul G.↗
DOE OSTI2025

Photon–photon chemical thermodynamics of frequency conversion processes in highly multimode systems

Abstract Frequency generation in highly multimode nonlinear optical systems is inherently a complex process, giving rise to an exceedingly convoluted landscape of evolution dynamics. While predicting and controlling the global conversion efficiencies in such nonlinear environments has long been considered impossible, here, we formally address this challenge even in scenarios involving a very large number of spatial modes. By utilizing fundamental notions from optical statistical mechanics, we develop a universal theoretical framework that effectively treats all frequency components as chemical reactants/products, capable of undergoing optical thermodynamic reactions facilitated by a variety of multi-wave mixing effects. These photon–photon reactions are governed by conservation laws that directly determine the optical temperatures and chemical potentials of the ensued chemical equilibria for each frequency species. In this context, we develop a comprehensive stoichiometric model and formally derive an expression that relates the chemical potentials to the optical stoichiometric coefficients, in a manner akin to atomic/molecular chemical reactions. This advancement unlocks new predictive capabilities that can facilitate the optimization of frequency generation in highly multimode photonic arrangements, surpassing the limitations of conventional schemes that rely exclusively on nonlinear optical dynamics. Notably, we identify a universal regime of Rayleigh–Jeans thermalization where an optical reaction at near-zero optical temperatures can promote the complete and entropically irreversible conversion of light to the fundamental mode at a target frequency. Our theoretical results are corroborated by numerical simulations in settings where second-harmonic generation, sum-frequency generation and four-wave mixing processes can manifest.

Optics↗
DOE OSTI2022

Demonstration of Decentralized Physics-Driven Learning

In typical artificial neural networks, neurons adjust according to global calculations of a central processor, but in the brain, neurons and synapses self-adjust based on local information. Contrastive learning algorithms have recently been proposed to train physical systems, such as fluidic, mechanical, or electrical networks, to perform machine-learning tasks from local evolution rules. However, to date, such systems have only been implemented in silico due to the engineering challenge of creating elements that autonomously evolve based on their own response to two sets of global boundary conditions. Here, we introduce and implement a physics-driven contrastive learning scheme for a network of variable resistors, using circuitry to locally compare the response of two identical networks subjected to the two different sets of boundary conditions. Using this method, our system effectively trains itself, optimizing its resistance values without the use of a central processor or external information storage. Once the system is trained for a specified allostery, regression, or classification task, the task is subsequently performed rapidly and automatically by the physical imperative to minimize power dissipation in response to the given voltage inputs. Here, we demonstrate that, unlike typical computers, such learning systems are robust to extreme damage (and thus manufacturing defects) due to their decentralized learning. Our twin-network approach is therefore readily scalable to extremely large or nonlinear networks, where its distributed nature will be an enormous advantage; a laboratory network of only 500 edges will already outpace its in silico counterpart.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2020

Data-driven learning of nonlocal physics from high-fidelity synthetic data

A key challenge to nonlocal models is the analytical complexity of deriving them from first principles, and frequently their use is justified a posteriori. Here, we extract nonlocal models from data, circumventing these challenges and providing data-driven justification for the resulting model form. Extracting data-driven surrogates is a major challenge for machine learning (ML) approaches, due to nonlinearities and lack of convexity — it is particularly challenging to extract surrogates which are provably well-posed and numerically stable. Our scheme not only yields a convex optimization problem, but also allows extraction of nonlocal models whose kernels may be partially negative while maintaining well-posedness even in small-data regimes. To achieve this, based on established nonlocal theory, we embed in our algorithm sufficient conditions on the non-positive part of the kernel that guarantee well-posedness of the learnt operator. These conditions are imposed as inequality constraints to meet the requisite conditions of the nonlocal theory. We demonstrate this workflow for a range of applications, including reproduction of manufactured nonlocal kernels; numerical homogenization of Darcy flow associated with a heterogeneous periodic microstructure; nonlocal approximation to high-order local transport phenomena; and approximation of globally supported fractional diffusion operators by truncated kernels.

42 ENGINEERING↗
DOE OSTI2019

Local Feature Sufficiency Exploration for Predicting Security-constrained Generation Dispatch in Multi-Area Power Systems

Deriving generation dispatch is essential for efficient and secure operation of electric power systems. This is usually achieved by solving a security-constrained optimal power flow(SCOPF) problem, which is by nature non-convex, nonlinear and thus computational intensive. The state-of-the-art optimization approaches are not able to solve this problem for large-scale power systems within power system operation time window (usually 5 minutes). In this work, we developed supervised learning approaches to determine security-constrained generation dispatch within much shorter time window. More importantly, the physical constrain of only accessing to local measurements and other information in most utilities’ real-time operation can not be ignored for the predictive models.The feasibility and accuracy of utilizing only local features(measurements and grid information in one area) to predict optimal local generation dispatch (dispatch of all generators in the corresponding area) in multi-area power systems has been explored. The results showed optimal local generation dispatch can be predicted with local features with high accuracy, which is comparable to the results obtained with global features.

Sun, Yixuan↗
NASA NTRS2009

Hybrid NN/SVM Computational System for Optimizing Designs

A computational method and system based on a hybrid of an artificial neural network (NN) and a support vector machine (SVM) (see figure) has been conceived as a means of maximizing or minimizing an objective function, optionally subject to one or more constraints. Such maximization or minimization could be performed, for example, to optimize solve a data-regression or data-classification problem or to optimize a design associated with a response function. A response function can be considered as a subset of a response surface, which is a surface in a vector space of design and performance parameters. A typical example of a design problem that the method and system can be used to solve is that of an airfoil, for which a response function could be the spatial distribution of pressure over the airfoil. In this example, the response surface would describe the pressure distribution as a function of the operating conditions and the geometric parameters of the airfoil. The use of NNs to analyze physical objects in order to optimize their responses under specified physical conditions is well known. NN analysis is suitable for multidimensional interpolation of data that lack structure and enables the representation and optimization of a succession of numerical solutions of increasing complexity or increasing fidelity to the real world. NN analysis is especially useful in helping to satisfy multiple design objectives. Feedforward NNs can be used to make estimates based on nonlinear mathematical models. One difficulty associated with use of a feedforward NN arises from the need for nonlinear optimization to determine connection weights among input, intermediate, and output variables. It can be very expensive to train an NN in cases in which it is necessary to model large amounts of information. Less widely known (in comparison with NNs) are support vector machines (SVMs), which were originally applied in statistical learning theory. In terms that are necessarily oversimplified to fit the scope of this article, an SVM can be characterized as an algorithm that (1) effects a nonlinear mapping of input vectors into a higher-dimensional feature space and (2) involves a dual formulation of governing equations and constraints. One advantageous feature of the SVM approach is that an objective function (which one seeks to minimize to obtain coefficients that define an SVM mathematical model) is convex, so that unlike in the cases of many NN models, any local minimum of an SVM model is also a global minimum.

Rai, Man Mohan↗
NASA NTRS1995

Cascade Optimization Strategy Maximizes Thrust for High-Speed Civil Transport Propulsion System Concept

The design of a High-Speed Civil Transport (HSCT) air-breathing propulsion system for multimission, variable-cycle operations was successfully optimized through a soft coupling of the engine performance analyzer NASA Engine Performance Program (NEPP) to a multidisciplinary optimization tool COMETBOARDS that was developed at the NASA Lewis Research Center. The design optimization of this engine was cast as a nonlinear optimization problem, with engine thrust as the merit function and the bypass ratios, r-values of fans, fuel flow, and other factors as important active design variables. Constraints were specified on factors including the maximum speed of the compressors, the positive surge margins for the compressors with specified safety factors, the discharge temperature, the pressure ratios, and the mixer extreme Mach number. Solving the problem by using the most reliable optimization algorithm available in COMETBOARDS would provide feasible optimum results only for a portion of the aircraft flight regime because of the large number of mission points (defined by altitudes, Mach numbers, flow rates, and other factors), diverse constraint types, and overall poor conditioning of the design space. Only the cascade optimization strategy of COMETBOARDS, which was devised especially for difficult multidisciplinary applications, could successfully solve a number of engine design problems for their flight regimes. Furthermore, the cascade strategy converged to the same global optimum solution even when it was initiated from different design points. Multiple optimizers in a specified sequence, pseudorandom damping, and reduction of the design space distortion via a global scaling scheme are some of the key features of the cascade strategy. HSCT engine concept, optimized solution for HSCT engine concept. A COMETBOARDS solution for an HSCT engine (Mach-2.4 mixed-flow turbofan) along with its configuration is shown. The optimum thrust is normalized with respect to NEPP results. COMETBOARDS added value in the design optimization of the HSCT engine.

Source record↗
DOE OSTI2019

Function Preserving Projection

With function preserving projection (FPP), we aim to address high-dimensional data exploration challenges common in many scientific applications. Instead of preserving the global or local geometric structure of a dataset like traditional dimensionality reduction methods (e.g., principal component analysis, t-stochastic neighborhood embedding), the proposed approach finds a linear projection that reveal interpretable (yet potentially nonlinear) pattern of the properties of interests defined on a highdimensional domain (e.g., simulation yield defined on the input parameter space). The key insight driving FPP is the fact that while non-linear embeddings are difficult to interpret, humans are highly skilled in understanding complex visual patterns. FPP lets users select the complexity of a pattern they consider interpretable, allows to find a joint projection that explains multiple functions, and provides a confidence statistic (akin to a p-value) indicating how salient the resulting pattern is. We demonstrate the efficacy of the proposed method on several synthetic and scientific datasets for both continuous (regression) and discrete (classification) problems of interests and illustrate the scalability of FPP by finding an optimal projection for close to 40 gigabytes in around 10 minutes.

Liu, SHUSEN↗
DOE OSTI2023

Integrated membrane material design and system synthesis

In designing membrane systems, the synergy between membrane materials and the process design is often overlooked. In this paper, we present a mixed-integer nonlinear programming (MINLP) model for synthesizing membrane systems while simultaneously designing the respective membrane materials for multicomponent gas separation. The approach considers superstructure representations for systems with: (1) same, (2) potentially different, and (3) property-targeting membrane materials. In the first two systems, the selection of membrane material is a decision, while in the final type, membrane permeances are subject to optimization. Physics-based surrogate models are used to describe permeation in crossflow and countercurrent flow permeators. We show that, through a case study of biogas upgrading, our approach obtains high quality solutions. Furthermore, we use the proposed approach while considering permeance-based production cost to find the optimal membrane.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS2012

Assessment of Mars Atmospheric Temperature Retrievals from the Thermal Emission Spectrometer Radiances

Motivated by the needs of Mars data assimilation. particularly quantification of measurement errors and generation of averaging kernels. we have evaluated atmospheric temperature retrievals from Mars Global Surveyor (MGS) Thermal Emission Spectrometer (TES) radiances. Multiple sets of retrievals have been considered in this study; (1) retrievals available from the Planetary Data System (PDS), (2) retrievals based on variants of the retrieval algorithm used to generate the PDS retrievals, and (3) retrievals produced using the Mars 1-Dimensional Retrieval (M1R) algorithm based on the Optimal Spectral Sampling (OSS ) forward model. The retrieved temperature profiles are compared to the MGS Radio Science (RS) temperature profiles. For the samples tested, the M1R temperature profiles can be made to agree within 2 K with the RS temperature profiles, but only after tuning the prior and error statistics. Use of a global prior that does not take into account the seasonal dependence leads errors of up 6 K. In polar samples. errors relative to the RS temperature profiles are even larger. In these samples, the PDS temperature profiles also exhibit a poor fit with RS temperatures. This fit is worse than reported in previous studies, indicating that the lack of fit is due to a bias correction to TES radiances implemented after 2004. To explain the differences between the PDS and Ml R temperatures, the algorithms are compared directly, with the OSS forward model inserted into the PDS algorithm. Factors such as the filtering parameter, the use of linear versus nonlinear constrained inversion, and the choice of the forward model, are found to contribute heavily to the differences in the temperature profiles retrieved in the polar regions, resulting in uncertainties of up to 6 K. Even outside the poles, changes in the a priori statistics result in different profile shapes which all fit the radiances within the specified error. The importance of the a priori statistics prevents reliable global retrievals based a single a priori and strongly implies that a robust science analysis must instead rely on retrievals employing localized a priori information, for example from an ensemble based data assimilation system such as the Local Ensemble Transform Kalman Filter (LETKF).

Hoffman, Matthew J.↗
NASA NTRS1990

Bifurcations and sensitivity in parametric nonlinear programming

The parametric nonlinear programming problem is that of determining the behavior of solution(s) as a parameter or vector of parameters alpha belonging to R(sup r) varies over a region of interest for the problem: Minimize over x the set f(x, alpha):h(x, alpha) = 0, g(x, alpha) is greater than or equal to 0, where f:R(sup (n+r)) approaches R, h:R(sup (n+r)) approaches R(sup q) and g:R(sup (n+r)) approaches R(sup p) are assumed to be at least twice continuously differentiable. Some of these parameters may be fixed but not known precisely and others may be varied to enhance the performance of the system. In both cases a fundamentally important problem in the investigation of global sensitivity of the system is to determine the stability boundaries of the regions in parameter space which define regions of qualitatively similar solutions. The objective is to explain how numerical continuation and bifurcation techniques can be used to investigate the parametric nonlinear programming problem in a global sense. Thus, first the problem is converted to a closed system of parameterized nonlinear equations whose solution set contains all local minimizers of the original problem. This system, which will be represented as F(z,alpha) = O, will include all Karush-Kuhn-Tucker and Fritz John points, both feasible and infeasible solutions, and relative minima, maxima, and saddle points of the problem. The local existence and uniqueness of a solution path (z(alpha), alpha) of this system as well as the solution type persist as long as a singularity in the Jacobian D(sub z)F(z,alpha) is not encountered. Thus the nonsingularity of this Jacobian is characterized in terms of conditions on the problem itself. Then, a class of efficient predictor-corrector continuation procedures for tracing solution paths of the system F(z,alpha) = O which are tailored specifically to the parametric programming problem are described. Finally, these procedures and the obtained information are illustrated within the context of design optimization.

Lundberg, Bruce N.↗