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At least 199 records · Page 11

Finite element solution of optimal control problems with inequality constraints

A finite-element method based on a weak Hamiltonian form of the necessary conditions is summarized for optimal control problems. Very crude shape functions (so simple that element numerical quadrature is not necessary) can be used to develop an efficient procedure for obtaining candidate solutions (i.e., those which satisfy all the necessary conditions) even for highly nonlinear problems. An extension of the formulation allowing for discontinuities in the states and derivatives of the states is given. A theory that includes control inequality constraints is fully developed. An advanced launch vehicle (ALV) model is presented. The model involves staging and control constraints, thus demonstrating the full power of the weak formulation to date. Numerical results are presented along with total elapsed computer time required to obtain the results. The speed and accuracy in obtaining the results make this method a strong candidate for a real-time guidance algorithm.

Bless, Robert R.↗

A sequential linear optimization approach for controller design

A linear optimization approach with a simple real arithmetic algorithm is presented for reliable controller design and vibration suppression of flexible structures. Using first order sensitivity of the system eigenvalues with respect to the design parameters in conjunction with a continuation procedure, the method converts a nonlinear optimization problem into a maximization problem with linear inequality constraints. The method of linear programming is then applied to solve the converted linear optimization problem. The general efficiency of the linear programming approach allows the method to handle structural optimization problems with a large number of inequality constraints on the design vector. The method is demonstrated using a truss beam finite element model for the optimal sizing and placement of active/passive-structural members for damping augmentation. Results using both the sequential linear optimization approach and nonlinear optimization are presented and compared. The insensitivity to initial conditions of the linear optimization approach is also demonstrated.

Horta, L. G.↗

Finite element solution of optimal control problems with state-control inequality constraints

It is demonstrated that the weak Hamiltonian finite-element formulation is amenable to the solution of optimal control problems with inequality constraints which are functions of both state and control variables. Difficult problems can be treated on account of the ease with which algebraic equations can be generated before having to specify the problem. These equations yield very accurate solutions. Owing to the sparse structure of the resulting Jacobian, computer solutions can be obtained quickly when the sparsity is exploited.

Bless, Robert R.↗

Computer program for mass optional solutions of some endpoint trajectory problems

Optimization of trajectories for propellant comsumption is achieved by incorporating a coast arc device into a three-dimensional fixed end-point steepest ascent computer program. It calculates a trajectory between any two points in space defined by initial and final position vectors, without restrictions on thrust or orbit characteristics.

Bennett, A. G.↗

A Markovian reset problem

Optimal control of systems with time transitions described by finite state stationary Markov chain, noting resetting control

Kolesar, P.↗

A study of commuter airplane design optimization

Problems of commuter airplane configuration design were studied to affect a minimization of direct operating costs. Factors considered were the minimization of fuselage drag, methods of wing design, and the estimated drag of an airplane submerged in a propellor slipstream; all design criteria were studied under a set of fixed performance, mission, and stability constraints. Configuration design data were assembled for application by a computerized design methodology program similar to the NASA-Ames General Aviation Synthesis Program.

Roskam, J.↗

Genetic-evolution-based optimization methods for engineering design

This paper presents the applicability of a biological model, based on genetic evolution, for engineering design optimization. Algorithms embodying the ideas of reproduction, crossover, and mutation are developed and applied to solve different types of structural optimization problems. Both continuous and discrete variable optimization problems are solved. A two-bay truss for maximum fundamental frequency is considered to demonstrate the continuous variable case. The selection of locations of actuators in an actively controlled structure, for minimum energy dissipation, is considered to illustrate the discrete variable case.

Rao, S. S.↗

Using Approximations to Accelerate Engineering Design Optimization

Optimization problems that arise in engineering design are often characterized by several features that hinder the use of standard nonlinear optimization techniques. Foremost among these features is that the functions used to define the engineering optimization problem often are computationally intensive. Within a standard nonlinear optimization algorithm, the computational expense of evaluating the functions that define the problem would necessarily be incurred for each iteration of the optimization algorithm. Faced with such prohibitive computational costs, an attractive alternative is to make use of surrogates within an optimization context since surrogates can be chosen or constructed so that they are typically much less expensive to compute. For the purposes of this paper, we will focus on the use of algebraic approximations as surrogates for the objective. In this paper we introduce the use of so-called merit functions that explicitly recognize the desirability of improving the current approximation to the objective during the course of the optimization. We define and experiment with the use of merit functions chosen to simultaneously improve both the solution to the optimization problem (the objective) and the quality of the approximation. Our goal is to further improve the effectiveness of our general approach without sacrificing any of its rigor.

Torczon, Virginia↗

Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing

A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.

Ono, Masahiro↗

Function space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs

Two existing function space algorithms, Davidon and projected gradient, are modified so that they may handle directly control variable inequality constraints. A third quasi-Newton type algorithm developed by C. G. Broyden is extended to optimal control problems. The Broyden algorithm is further modified so that it also may handle directly control variable inequality constraints. These methods along with a pure gradient and two conjugate gradient algorithms are simulated on three relatively simple yet representative bounded control problems, two of which have singular subarcs. Overall the Broyden algorithm was found to be superior. The most notable result of the study was the clear superiority of the Broyden and Davidon algorithms in producing a sharp interior control subarc.

Edge, E. R.↗

Component mode damping assignment techniques

A relation between the system modal damping matrix and the component modal damping matrix is derived from First Principles. An optimization problem is then formulated to select all the component modes' damping ratios that best satisfy the above derived relation. A weighting matrix is used in the cost functional to stress the relative importance of the diagonal terms in the damping matrix. Inequality constraints are also added to the optimization problem to pick only nonnegative component modes' damping factors. The optimization problem may be solved algebraically or iteratively. The proposed techniques are successfully used on a high order, finite element model of the Galileo spacecraft.

Lee, Allan Y.↗

Optimization of Systems with Uncertainty: Initial Developments for Performance, Robustness and Reliability Based Designs

This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.

Crespo, Luis G.↗

A simple suboptimal least-squares algorithm for attitude determination with multiple sensors

Three-axis attitude determination is equivalent to finding a coordinate transformation matrix which transforms a set of reference vectors fixed in inertial space to a set of measurement vectors fixed in the spacecraft. The attitude determination problem can be expressed as a constrained optimization problem. The constraint is that a coordinate transformation matrix must be proper, real, and orthogonal. A transformation matrix can be thought of as optimal in the least-squares sense if it maps the measurement vectors to the reference vectors with minimal 2-norm errors and meets the above constraint. This constrained optimization problem is known as Wahba's problem. Several algorithms which solve Wahba's problem exactly have been developed and used. These algorithms, while steadily improving, are all rather complicated. Furthermore, they involve such numerically unstable or sensitive operations as matrix determinant, matrix adjoint, and Newton-Raphson iterations. This paper describes an algorithm which minimizes Wahba's loss function, but without the constraint. When the constraint is ignored, the problem can be solved by a straightforward, numerically stable least-squares algorithm such as QR decomposition. Even though the algorithm does not explicitly take the constraint into account, it still yields a nearly orthogonal matrix for most practical cases; orthogonality only becomes corrupted when the sensor measurements are very noisy, on the same order of magnitude as the attitude rotations. The algorithm can be simplified if the attitude rotations are small enough so that the approximation sin(theta) approximately equals theta holds. We then compare the computational requirements for several well-known algorithms. For the general large-angle case, the QR least-squares algorithm is competitive with all other know algorithms and faster than most. If attitude rotations are small, the least-squares algorithm can be modified to run faster, and this modified algorithm is faster than all but a similarly specialized version of the QUEST algorithm. We also introduce a novel measurement averaging technique which reduces the n-measurement case to the two measurement case for our particular application, a star tracker and earth sensor mounted on an earth-pointed geosynchronous communications satellite. Using this technique, many n-measurement problems reduce to less than or equal to 3 measurements; this reduces the amount of required calculation without significant degradation in accuracy. Finally, we present the results of some tests which compare the least-squares algorithm with the QUEST and FOAM algorithms in the two-measurement case. For our example case, all three algorithms performed with similar accuracy.

Brozenec, Thomas F.↗

Analysis of the Hessian for Aerodynamic Optimization: Inviscid Flow

In this paper we analyze inviscid aerodynamic shape optimization problems governed by the full potential and the Euler equations in two and three dimensions. The analysis indicates that minimization of pressure dependent cost functions results in Hessians whose eigenvalue distributions are identical for the full potential and the Euler equations. However the optimization problems in two and three dimensions are inherently different. While the two dimensional optimization problems are well-posed the three dimensional ones are ill-posed. Oscillations in the shape up to the smallest scale allowed by the design space can develop in the direction perpendicular to the flow, implying that a regularization is required. A natural choice of such a regularization is derived. The analysis also gives an estimate of the Hessian's condition number which implies that the problems at hand are ill-conditioned. Infinite dimensional approximations for the Hessians are constructed and preconditioners for gradient based methods are derived from these approximate Hessians.

Arian, Eyal↗

Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs

Two existing function-space quasi-Newton algorithms, the Davidon algorithm and the projected gradient algorithm, are modified so that they may handle directly control-variable inequality constraints. A third quasi-Newton-type algorithm, developed by Broyden, is extended to optimal control problems. The Broyden algorithm is further modified so that it may handle directly control-variable inequality constraints. From a computational viewpoint, dyadic operator implementation of quasi-Newton methods is shown to be superior to the integral kernel representation. The quasi-Newton methods, along with the steepest descent method and two conjugate gradient algorithms, are simulated on three relatively simple (yet representative) bounded control problems, two of which possess singular subarcs. Overall, the Broyden algorithm was found to be superior. The most notable result of the simulations was the clear superiority of the Broyden and Davidon algorithms in producing a sharp singular control subarc.

Edge, E. R.↗

Combined structures-controls optimization of lattice trusses

The role that distributed parameter model can play in CSI is demonstrated, in particular in combined structures controls optimization problems of importance in preliminary design. Closed form solutions can be obtained for performance criteria such as rms attitude error, making possible analytical solutions of the optimization problem. This is in contrast to the need for numerical computer solution involving the inversion of large matrices in traditional finite element model (FEM) use. Another advantage of the analytic solution is that it can provide much needed insight into phenomena that can otherwise be obscured or difficult to discern from numerical computer results. As a compromise in level of complexity between a toy lab model and a real space structure, the lattice truss used in the EPS (Earth Pointing Satellite) was chosen. The optimization problem chosen is a generic one: of minimizing the structure mass subject to a specified stability margin and to a specified upper bond on the rms attitude error, using a co-located controller and sensors. Standard FEM treating each bar as a truss element is used, while the continuum model is anisotropic Timoshenko beam model. Performance criteria are derived for each model, except that for the distributed parameter model, explicit closed form solutions was obtained. Numerical results obtained by the two model show complete agreement.

Balakrishnan, A. V.↗