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At least 253 records · Page 14

CONMIN: A FORTRAN program for constrained function minimization: User's manual

CONMIN is a FORTRAN program, in subroutine form, for the solution of linear or nonlinear constrained optimization problems. The basic optimization algorithm is the Method of Feasible Directions. The user must provide a main calling program and an external routine to evaluate the objective and constraint functions and to provide gradient information. If analytic gradients of the objective or constraint functions are not available, this information is calculated by finite difference. While the program is intended primarily for efficient solution of constrained problems, unconstrained function minimization problems may also be solved, and the conjugate direction method of Fletcher and Reeves is used for this purpose. This manual describes the use of CONMIN and defines all necessary parameters. Sufficient information is provided so that the program can be used without special knowledge of optimization techniques. Sample problems are included to help the user become familiar with CONMIN and to make the program operational.

Vanderplaats, G. N.↗

Number Partitioning via Quantum Adiabatic Computation

We study both analytically and numerically the complexity of the adiabatic quantum evolution algorithm applied to random instances of combinatorial optimization problems. We use as an example the NP-complete set partition problem and obtain an asymptotic expression for the minimal gap separating the ground and exited states of a system during the execution of the algorithm. We show that for computationally hard problem instances the size of the minimal gap scales exponentially with the problem size. This result is in qualitative agreement with the direct numerical simulation of the algorithm for small instances of the set partition problem. We describe the statistical properties of the optimization problem that are responsible for the exponential behavior of the algorithm.

Smelyanskiy, Vadim N.↗

On Improving Efficiency of Differential Evolution for Aerodynamic Shape Optimization Applications

Differential Evolution (DE) is a simple and robust evolutionary strategy that has been provEn effective in determining the global optimum for several difficult optimization problems. Although DE offers several advantages over traditional optimization approaches, its use in applications such as aerodynamic shape optimization where the objective function evaluations are computationally expensive is limited by the large number of function evaluations often required. In this paper various approaches for improving the efficiency of DE are reviewed and discussed. Several approaches that have proven effective for other evolutionary algorithms are modified and implemented in a DE-based aerodynamic shape optimization method that uses a Navier-Stokes solver for the objective function evaluations. Parallelization techniques on distributed computers are used to reduce turnaround times. Results are presented for standard test optimization problems and for the inverse design of a turbine airfoil. The efficiency improvements achieved by the different approaches are evaluated and compared.

Madavan, Nateri K.↗

Improving Learning Performance Through Rational Resource Allocation

This article shows how rational analysis can be used to minimize learning cost for a general class of statistical learning problems. We discuss the factors that influence learning cost and show that the problem of efficient learning can be cast as a resource optimization problem. Solutions found in this way can be significantly more efficient than the best solutions that do not account for these factors. We introduce a heuristic learning algorithm that approximately solves this optimization problem and document its performance improvements on synthetic and real-world problems.

resource optimization↗

Solution algorithms for non-linear singularly perturbed optimal control problems

The applicability and usefulness of several classical and other methods for solving the two-point boundary-value problem which arises in non-linear singularly perturbed optimal control are assessed. Specific algorithms of the Picard, Newton and averaging types are formally developed for this class of problem. The computational requirements associated with each algorithm are analysed and compared with the computational requirement of the method of matched asymptotic expansions. Approximate solutions to a linear and a non-linear problem are obtained by each method and compared.

Ardema, M. D.↗

Genetic learning in rule-based and neural systems

The design of neural networks and fuzzy systems can involve complex, nonlinear, and ill-conditioned optimization problems. Often, traditional optimization schemes are inadequate or inapplicable for such tasks. Genetic Algorithms (GA's) are a class of optimization procedures whose mechanics are based on those of natural genetics. Mathematical arguments show how GAs bring substantial computational leverage to search problems, without requiring the mathematical characteristics often necessary for traditional optimization schemes (e.g., modality, continuity, availability of derivative information, etc.). GA's have proven effective in a variety of search tasks that arise in neural networks and fuzzy systems. This presentation begins by introducing the mechanism and theoretical underpinnings of GA's. GA's are then related to a class of rule-based machine learning systems called learning classifier systems (LCS's). An LCS implements a low-level production-system that uses a GA as its primary rule discovery mechanism. This presentation illustrates how, despite its rule-based framework, an LCS can be thought of as a competitive neural network. Neural network simulator code for an LCS is presented. In this context, the GA is doing more than optimizing and objective function. It is searching for an ecology of hidden nodes with limited connectivity. The GA attempts to evolve this ecology such that effective neural network performance results. The GA is particularly well adapted to this task, given its naturally-inspired basis. The LCS/neural network analogy extends itself to other, more traditional neural networks. Conclusions to the presentation discuss the implications of using GA's in ecological search problems that arise in neural and fuzzy systems.

Smith, Robert E.↗

Continuation methods in multiobjective optimization for combined structure control design

A homotopy approach involving multiobjective functions is developed to outline the methods that have evolved for the combined control-structure optimization of physical systems encountered in the technology of large space structures. A method to effect a timely consideration of the control performance prior to the finalization of the structural design involves integrating the control and structural design processes into a unified design methodology that combines the two optimization problems into a single formulation. This study uses the combined optimization problem as a family of weighted structural and control costs. Connections with vector optimizations are described; an analysis of the zero-set of required conditions is made, and a numerical example is given.

Milman, M.↗

Precision Computations in Strongly Coupled Conformal Field Theories (Final Technical Report)

Conformal Field Theories (CFTs) are quantum field theories that are invariant under the conformal symmetry group (which includes translations and rotations, but also local rescalings of spacetime). They are building blocks of general quantum field theories, and appear in many areas of physics, including statistical physics, condensed matter physics, particle physics, and quantum gravity. Because of their extra symmetries, the mathematical structure of CFTs is tightly constrained, and this leads to the idea of the ``conformal bootstrap," which is to use these mathematical structures to constrain, and in some cases determine, CFT observables. A new numerical implementation of the conformal bootstrap idea appeared in 2008 with the work of Rattazzi, Rychkov, Tonni, and Vichi. Their observation was that certain bootstrap constraints (conformal symmetry and unitarity) could be combined to yield a convex optimization problem that constraints CFT data. By solving this convex optimization problem on a computer, one could obtain bounds on observables like critical exponents and operator product expansion (OPE) coefficients. Over the course of this award, the PI has improved numerical bootstrap techniques by optimizing known algorithms and finding new ones for performing the required convex optimization computations. The PI has applied these techniques to compute high-precision observables in several important strongly-coupled systems. The PI has also explored both analytical and numerical bootstrap methods for constraining the space of low energy effective field theories of quantum gravity, and developed new analytical techniques for CFT and QFT more broadly.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Towards Robust Designs Via Multiple-Objective Optimization Methods

Fabricating and operating complex systems involves dealing with uncertainty in the relevant variables. In the case of aircraft, flow conditions are subject to change during operation. Efficiency and engine noise may be different from the expected values because of manufacturing tolerances and normal wear and tear. Engine components may have a shorter life than expected because of manufacturing tolerances. In spite of the important effect of operating- and manufacturing-uncertainty on the performance and expected life of the component or system, traditional aerodynamic shape optimization has focused on obtaining the best design given a set of deterministic flow conditions. Clearly it is important to both maintain near-optimal performance levels at off-design operating conditions, and, ensure that performance does not degrade appreciably when the component shape differs from the optimal shape due to manufacturing tolerances and normal wear and tear. These requirements naturally lead to the idea of robust optimal design wherein the concept of robustness to various perturbations is built into the design optimization procedure. The basic ideas involved in robust optimal design will be included in this lecture. The imposition of the additional requirement of robustness results in a multiple-objective optimization problem requiring appropriate solution procedures. Typically the costs associated with multiple-objective optimization are substantial. Therefore efficient multiple-objective optimization procedures are crucial to the rapid deployment of the principles of robust design in industry. Hence the companion set of lecture notes (Single- and Multiple-Objective Optimization with Differential Evolution and Neural Networks ) deals with methodology for solving multiple-objective Optimization problems efficiently, reliably and with little user intervention. Applications of the methodologies presented in the companion lecture to robust design will be included here. The evolutionary method (DE) is first used to solve a relatively difficult problem in extended surface heat transfer wherein optimal fin geometries are obtained for different safe operating base temperatures. The objective of maximizing the safe operating base temperature range is in direct conflict with the objective of maximizing fin heat transfer. This problem is a good example of achieving robustness in the context of changing operating conditions. The evolutionary method is then used to design a turbine airfoil; the two objectives being reduced sensitivity of the pressure distribution to small changes in the airfoil shape and the maximization of the trailing edge wedge angle with the consequent increase in airfoil thickness and strength. This is a relevant example of achieving robustness to manufacturing tolerances and wear and tear in the presence of other objectives.

Man Mohan, Rai↗

Guidance analysis of the aeroglide plane change maneuver as a turning point problem

The development of guidance approximations for the atmospheric (aeroglide) portion of the minimum fuel, orbital plane change, trajectory optimization problem is described. Asymptotic methods are used to reduce the two point, boundary value, optimization problem to a turning point problem from the bank angle control. The turning point problem solution, which yields an approximate optimal control policy, is given in terms of parabolic cylinder functions, which are tabulated, and integral expressions, which must be numerically computed. Comparisons of the former, over their region of validity, with optimal control solutions show good qualitative agreement. Additional work and analysis is needed to compute the guidance approximation work.

Gracey, Christopher↗

Computer program for parameter optimization

Flexible, large scale digital computer program was designed for the solution of a wide range of multivariable parameter optimization problems. The program has the ability to solve constrained optimization problems involving up to one hundred parameters.

Glatt, C. R.↗

Optimization of Operations Resources via Discrete Event Simulation Modeling

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

Joshi, B.↗

Genetic Algorithms Applied to Multi-Objective Aerodynamic Shape Optimization

A genetic algorithm approach suitable for solving multi-objective optimization problems is described and evaluated using a series of aerodynamic shape optimization problems. Several new features including two variations of a binning selection algorithm and a gene-space transformation procedure are included. The genetic algorithm is suitable for finding pareto optimal solutions in search spaces that are defined by any number of genes and that contain any number of local extrema. A new masking array capability is included allowing any gene or gene subset to be eliminated as decision variables from the design space. This allows determination of the effect of a single gene or gene subset on the pareto optimal solution. Results indicate that the genetic algorithm optimization approach is flexible in application and reliable. The binning selection algorithms generally provide pareto front quality enhancements and moderate convergence efficiency improvements for most of the problems solved.

Holst, Terry L.↗

Reliability Analysis and Reliability-Based Design Optimization of Circular Composite Cylinders Under Axial Compression

This report describes the preliminary results of an investigation on component reliability analysis and reliability-based design optimization of thin-walled circular composite cylinders with average diameter and average length of 15 inches. Structural reliability is based on axial buckling strength of the cylinder. Both Monte Carlo simulation and First Order Reliability Method are considered for reliability analysis with the latter incorporated into the reliability-based structural optimization problem. To improve the efficiency of reliability sensitivity analysis and design optimization solution, the buckling strength of the cylinder is estimated using a second-order response surface model. The sensitivity of the reliability index with respect to the mean and standard deviation of each random variable is calculated and compared. The reliability index is found to be extremely sensitive to the applied load and elastic modulus of the material in the fiber direction. The cylinder diameter was found to have the third highest impact on the reliability index. Also the uncertainty in the applied load, captured by examining different values for its coefficient of variation, is found to have a large influence on cylinder reliability. The optimization problem for minimum weight is solved subject to a design constraint on element reliability index. The methodology, solution procedure and optimization results are included in this report.

Rais-Rohani, Masoud↗

SNoGloDe: A Structured Nonlinear Global Decomposition Solver

Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.

algorithms↗

Particle Swarm Optimization Toolbox

The Particle Swarm Optimization Toolbox is a library of evolutionary optimization tools developed in the MATLAB environment. The algorithms contained in the library include a genetic algorithm (GA), a single-objective particle swarm optimizer (SOPSO), and a multi-objective particle swarm optimizer (MOPSO). Development focused on both the SOPSO and MOPSO. A GA was included mainly for comparison purposes, and the particle swarm optimizers appeared to perform better for a wide variety of optimization problems. All algorithms are capable of performing unconstrained and constrained optimization. The particle swarm optimizers are capable of performing single and multi-objective optimization. The SOPSO and MOPSO algorithms are based on swarming theory and bird-flocking patterns to search the trade space for the optimal solution or optimal trade in competing objectives. The MOPSO generates Pareto fronts for objectives that are in competition. A GA, based on Darwin evolutionary theory, is also included in the library. The GA consists of individuals that form a population in the design space. The population mates to form offspring at new locations in the design space. These offspring contain traits from both of the parents. The algorithm is based on this combination of traits from parents to hopefully provide an improved solution than either of the original parents. As the algorithm progresses, individuals that hold these optimal traits will emerge as the optimal solutions. Due to the generic design of all optimization algorithms, each algorithm interfaces with a user-supplied objective function. This function serves as a "black-box" to the optimizers in which the only purpose of this function is to evaluate solutions provided by the optimizers. Hence, the user-supplied function can be numerical simulations, analytical functions, etc., since the specific detail of this function is of no concern to the optimizer. These algorithms were originally developed to support entry trajectory and guidance design for the Mars Science Laboratory mission but may be applied to any optimization problem.

Grant, Michael J.↗

Parallel structural optimization with different parallel analysis interfaces

The real benefit of structural optimization techniques is in the application of these techniques to large structures such as full vehicles or full aircraft. For these structures, however, the sequential computer's time and memory requirements prohibit the solutions. With the rapid development of parallel computers, parallel processing of large scale structural optimization problems is achievable. In this paper we discuss the parallel processing of structural optimization problems with parallel structural analysis. Two different types of interface between the optimization and analysis routines are developed and tested.

El-Sayed, Mohamed E. M.↗

The design of multirate digital control systems

The successive loop closures synthesis method is the only method for multirate (MR) synthesis in common use. A new method for MR synthesis is introduced which requires a gradient-search solution to a constrained optimization problem. Some advantages of this method are that the control laws for all control loops are synthesized simultaneously, taking full advantage of all cross-coupling effects, and that simple, low-order compensator structures are easily accomodated. The algorithm and associated computer program for solving the constrained optimization problem are described. The successive loop closures , optimal control, and constrained optimization synthesis methods are applied to two example design problems. A series of compensator pairs are synthesized for each example problem. The succesive loop closure, optimal control, and constrained optimization synthesis methods are compared, in the context of the two design problems.

Berg, M. C.↗