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NASA NTRS2006

Distributed Constrained Optimization with Semicoordinate Transformations

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of "semicoordinate" variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for &sat constraint satisfaction problems and for unconstrained minimization of NK functions.

Macready, William↗

NASA NTRS1997

Efficient Gradient-Based Shape Optimization Methodology Using Inviscid/Viscous CFD

The formerly developed preconditioned-biconjugate-gradient (PBCG) solvers for the analysis and the sensitivity equations had resulted in very large error reductions per iteration; quadratic convergence was achieved whenever the solution entered the domain of attraction to the root. Its memory requirement was also lower as compared to a direct inversion solver. However, this memory requirement was high enough to preclude the realistic, high grid-density design of a practical 3D geometry. This limitation served as the impetus to the first-year activity (March 9, 1995 to March 8, 1996). Therefore, the major activity for this period was the development of the low-memory methodology for the discrete-sensitivity-based shape optimization. This was accomplished by solving all the resulting sets of equations using an alternating-direction-implicit (ADI) approach. The results indicated that shape optimization problems which required large numbers of grid points could be resolved with a gradient-based approach. Therefore, to better utilize the computational resources, it was recommended that a number of coarse grid cases, using the PBCG method, should initially be conducted to better define the optimization problem and the design space, and obtain an improved initial shape. Subsequently, a fine grid shape optimization, which necessitates using the ADI method, should be conducted to accurately obtain the final optimized shape. The other activity during this period was the interaction with the members of the Aerodynamic and Aeroacoustic Methods Branch of Langley Research Center during one stage of their investigation to develop an adjoint-variable sensitivity method using the viscous flow equations. This method had algorithmic similarities to the variational sensitivity methods and the control-theory approach. However, unlike the prior studies, it was considered for the three-dimensional, viscous flow equations. The major accomplishment in the second period of this project (March 9, 1996 to March 8, 1997) was the extension of the shape optimization methodology for the Thin-Layer Navier-Stokes equations. Both the Euler-based and the TLNS-based analyses compared with the analyses obtained using the CFL3D code. The sensitivities, again from both levels of the flow equations, also compared very well with the finite-differenced sensitivities. A fairly large set of shape optimization cases were conducted to study a number of issues previously not well understood. The testbed for these cases was the shaping of an arrow wing in Mach 2.4 flow. All the final shapes, obtained either from a coarse-grid-based or a fine-grid-based optimization, using either a Euler-based or a TLNS-based analysis, were all re-analyzed using a fine-grid, TLNS solution for their function evaluations. This allowed for a more fair comparison of their relative merits. From the aerodynamic performance standpoint, the fine-grid TLNS-based optimization produced the best shape, and the fine-grid Euler-based optimization produced the lowest cruise efficiency.

Baysal, Oktay↗

NASA NTRS1967

On minimum time and fuel orbital transfer.

The problem of a maneuverable spacecraft, with limited thrust capability, moving between two coplanar circular earth orbits is considered. Thrusting is performed in the plane defined by the circles, so that the nonlinear dynamics and subsequent optimization problem are simplified. The approach used in this paper differs from the approaches of Edelbaum and Goetz in that the equations of motion are not linearized before formulating the optimization problem. An averaging approximation is used to determine the structure of the significant co-state variables.

Stuart G. Greenberg↗

NASA NTRS2006

Adjoint Sensitivity Computations for an Embedded-Boundary Cartesian Mesh Method and CAD Geometry

Cartesian-mesh methods are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric Computer-Aided Design (CAD) tools. Our goal is to combine the automation capabilities of Cartesian methods with an eficient computation of design sensitivities. We address this issue using the adjoint method, where the computational cost of the design sensitivities, or objective function gradients, is esseutially indepeudent of the number of design variables. In previous work, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm included the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Central to this development is the computation of volume-mesh sensitivities to obtain a reliable approximation of the objective finction gradient. Motivated by the success of mesh-perturbation schemes commonly used in body-fitted unstructured formulations, we propose an approach based on a local linearization of a mesh-perturbation scheme similar to the spring analogy. This approach circumvents most of the difficulties that arise due to non-smooth changes in the cut-cell layer as the boundary shape evolves and provides a consistent approximation tot he exact gradient of the discretized abjective function. A detailed gradient accurace study is presented to verify our approach. Thereafter, we focus on a shape optimization problem for an Apollo-like reentry capsule. The optimization seeks to enhance the lift-to-drag ratio of the capsule by modifyjing the shape of its heat-shield in conjunction with a center-of-gravity (c.g.) offset. This multipoint and multi-objective optimization problem is used to demonstrate the overall effectiveness of the Cartesian adjoint method for addressing the issues of complex aerodynamic design. This abstract presents only a brief outline of the numerical method and results; full details will be given in the final paper.

Nemec, Marian↗

NASA NTRS1993

Control design variable linking for optimization of structural/control systems

A method is presented to integrate the design space of structural/control system optimization problems in the case of linear state feedback control. Conventional structural sizing variables and elements of the feedback gain matrix are both treated as strictly independent design variables in optimization by extending design variable linking concepts to the control gains. Several approximation concepts including new control design variable linking schemes are used to formulate the integrated structural/control optimization problem as a sequence of explicit nonlinear mathematical programming problems. Examples which involve a variety of behavior constraints, including constraints on dynamic stability, damped frequencies, control effort, peak transient displacement, acceleration, and control force limits, are effectively solved by using the method presented.

Jin, Ik Min↗

NASA NTRS1994

Airfoil optimization by the one-shot method

An efficient numerical approach for the design of optimal aerodynamic shapes is presented in this paper. The objective of any optimization problem is to find the optimum of a cost function subject to a certain state equation (Governing equation of the flow field) and certain side constraints. As in classical optimal control methods, the present approach introduces a costate variable (Language multiplier) to evaluate the gradient of the cost function. High efficiency in reaching the optimum solution is achieved by using a multigrid technique and updating the shape in a hierarchical manner such that smooth (low-frequency) changes are done separately from high-frequency changes. Thus, the design variables are changed on a grid where their changes produce nonsmooth (high-frequency) perturbations that can be damped efficiently by the multigrid. The cost of solving the optimization problem is approximately two to three times the cost of the equivalent analysis problem.

Kuruvila, G.↗

NASA NTRS1995

Airfoil Design and Optimization by the One-Shot Method

An efficient numerical approach for the design of optimal aerodynamic shapes is presented in this paper. The objective of any optimization problem is to find the optimum of a cost function subject to a certain state equation (governing equation of the flow field) and certain side constraints. As in classical optimal control methods, the present approach introduces a costate variable (Lagrange multiplier) to evaluate the gradient of the cost function. High efficiency in reaching the optimum solution is achieved by using a multigrid technique and updating the shape in a hierarchical manner such that smooth (low-frequency) changes are done separately from high-frequency changes. Thus, the design variables are changed on a grid where their changes produce nonsmooth (high-frequency) perturbations that can be damped efficiently by the multigrid. The cost of solving the optimization problem is approximately two to three times the cost of the equivalent analysis problem.

Kuruvila, G.↗

DOE OSTI2024

Optimization of District Heating Network Parameters in Steady-State Operation

Here we examine the modeling, simulation, and optimization of district heating systems, which are widely used for thermal transport using steam or hot water as a carrier. We propose a generalizable framework to specify network models and scenario parameters, and develop an optimization method for evaluating system states including pressures, fluid flowrates, and temperatures throughout the network. The network modeling includes pipes, thermal plants, pumps, and passive or controllable loads as system components. We propose basic models for thermodynamic fluid transport and enforce the balance of physical quantities in steady-state flow over co-located outgoing and return networks. We formulate an optimization problem with steam and hot water as the outgoing and return carriers, as in legacy twentieth century systems. The physical laws and engineering limitations are specified for each component type, and the thermal network flow optimization problem is formulated and solved for a realistic test network under several scenarios.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

NASA NTRS1989

A connectionist model for diagnostic problem solving

A competition-based connectionist model for solving diagnostic problems is described. The problems considered are computationally difficult in that (1) multiple disorders may occur simultaneously and (2) a global optimum in the space exponential to the total number of possible disorders is sought as a solution. The diagnostic problem is treated as a nonlinear optimization problem, and global optimization criteria are decomposed into local criteria governing node activation updating in the connectionist model. Nodes representing disorders compete with each other to account for each individual manifestation, yet complement each other to account for all manifestations through parallel node interactions. When equilibrium is reached, the network settles into a locally optimal state. Three randomly generated examples of diagnostic problems, each of which has 1024 cases, were tested, and the decomposition plus competition plus resettling approach yielded very high accuracy.

Peng, Yun↗

NASA NTRS1991

Stacking-sequence optimization for buckling of laminated plates by integer programming

Integer-programming formulations for the design of symmetric and balanced laminated plates under biaxial compression are presented. Both maximization of buckling load for a given total thickness and the minimization of total thickness subject to a buckling constraint are formulated. The design variables that define the stacking sequence of the laminate are zero-one integers. It is shown that the formulation results in a linear optimization problem that can be solved on readily available software. This is in contrast to the continuous case, where the design variables are the thicknesses of layers with specified ply orientations, and the optimization problem is nonlinear. Constraints on the stacking sequence such as a limit on the number of contiguous plies of the same orientation and limits on in-plane stiffnesses are easily accommodated. Examples are presented for graphite-epoxy plates under uniaxial and biaxial compression using a commercial software package based on the branch-and-bound algorithm.

Haftka, Raphael T.↗

NASA NTRS1991

A non-iterative method for computing the infimum in H(infinity)-optimization

The authors, as an extension of their earlier work, present a simple noniterative procedure for the computation of the exact value of the infimum in the singular H(infinity)-optimization problem and is an extension of their earlier work. The problem formulation is general and does not place any restrictions on the direct feedthrough terms between the disturbance input and the measurement output variables. The method is applicable to a class of singular H(infinity)-optimization problems for which the transfer functions from the control input to the controlled output and from the disturbance input to the measurement output have no invariant zeros on the j-omega axis and also satisfy certain geometric conditions.

Chen, Ben M.↗

NASA NTRSDate not supplied

Multifidelity Optimization with Transonic Flutter Constraints

This work considers static and dynamic aeroelastic optimization of a cantilevered platewing in transonic flow. Low- and high-fidelity aeroelastic predictions are fed into a standard trust region model management scheme in order to efficiently solve this expensive optimization problem with multifidelity methods. Differences in fidelity are entirely driven by different aerodynamic solvers: linear panel methods for the low-fidelity method, and inviscid CFD-based solvers for the high-fidelity response. The optimization problem utilizes shape, sizing, and trim variables to satisfy stress, trim, and flutter constraints, and is solved across a range of subsonic and transonic Mach numbers. The multifidelity method is able to provide a speed-up for all cases considered here, despite sizable inaccuracies in the low-fidelity response for transonic flows.

Bret K Stanford↗

NASA NTRS1995

Design of High-Accuracy Multiple Flyby Trajectories Using Constrained Optimization

The trajectory optimization technique described in this paper provides several distinct advantages over previous formulations. First, fully numerically integrated trajectory modeling is used. That is, no approximations to the trajectory are made and the inclusion of any level of complicated force models desired is allowed. Second, only trajectory propagation is used so there is no requirement for optimization. This is accomplished by the novel method of splitting the trajectory into independent legs, which are then subjected to constrained optimization. Third, each of the trajectory legs may be specified by any convenient set of parameters particularly useful for that leg. Any of these parameters may then be subject to constraints. Fourth, the nonlinear optimization problem is solved by solving a sequence of linear problems which converges to the optimal nonlinear solution. Fifth, the robustness of this formulation requires little or no user interaction with the optimization once a feasible problem has been posed.

flyby↗

NASA NTRS2003

Quantum Adiabatic Algorithms and Large Spin Tunnelling

We provide a theoretical study of the quantum adiabatic evolution algorithm with different evolution paths proposed in this paper. The algorithm is applied to a random binary optimization problem (a version of the 3-Satisfiability problem) where the n-bit cost function is symmetric with respect to the permutation of individual bits. The evolution paths are produced, using the generic control Hamiltonians H (r) that preserve the bit symmetry of the underlying optimization problem. In the case where the ground state of H(0) coincides with the totally-symmetric state of an n-qubit system the algorithm dynamics is completely described in terms of the motion of a spin-n/2. We show that different control Hamiltonians can be parameterized by a set of independent parameters that are expansion coefficients of H (r) in a certain universal set of operators. Only one of these operators can be responsible for avoiding the tunnelling in the spin-n/2 system during the quantum adiabatic algorithm. We show that it is possible to select a coefficient for this operator that guarantees a polynomial complexity of the algorithm for all problem instances. We show that a successful evolution path of the algorithm always corresponds to the trajectory of a classical spin-n/2 and provide a complete characterization of such paths.

Boulatov, A.↗

DOE OSTI2026

ReMU: regional minimal updating for model-based derivative-free optimization

Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.

derivative-free trust-region methods↗

NASA NTRS1972

The inverse problem of the optimal regulator.

The inverse problem of the optimal regulator is considered for a general class of multi-input systems with integral-type performance indices. A new phase variable canonical form is shown to be convenient for this analysis. The advantage of the canonical form is to separate the state variables into subvectors of directly controlled, indirectly controlled, and uncontrollable components. Necessary and sufficient conditions for optimized performance indices are given. With the nonlinearities of the system restricted to functions of the directly controlled state variables, additional results are developed about the nonnegative property of optimized loss functions.

Yokoyama, R.↗

NASA NTRSDate not supplied

Joint Communication Resource Allocation and Velocity Selection in Urban Air Mobility via Multi-agent Reinforcement Learning

With traffic congestion problems becoming more severe in urban areas, the National Aeronautics and Space Administration promotes the Urban Air Mobility (UAM) concept, which envisages a safe and efficient air transportation system. However, the increased communication demands in UAM can exacerbate the spectrum scarcity. Therefore, a new communication resource allocation solution is necessary. In this paper, we focus on uplink UAM communications, where multiple aerial vehicles (AV) perform cargo/passenger delivery tasks. With predefined flight paths, AVs make decisions on communication resource allocation and velocity selection to complete their missions under safety constraints. Accordingly, we formulate a joint optimization problem to minimize the weighted sum of the total travel time and communication outage time. We first model the optimization problem as a Markov game and propose a multi-agent reinforcement learning based solution. Simulation results corroborate the effectiveness of the proposed solution.

Ruixuan Han↗

NASA NTRS2005

A Scalable and Robust Multi-Agent Approach to Distributed Optimization

Modularizing a large optimization problem so that the solutions to the subproblems provide a good overall solution is a challenging problem. In this paper we present a multi-agent approach to this problem based on aligning the agent objectives with the system objectives, obviating the need to impose external mechanisms to achieve collaboration among the agents. This approach naturally addresses scaling and robustness issues by ensuring that the agents do not rely on the reliable operation of other agents We test this approach in the difficult distributed optimization problem of imperfect device subset selection [Challet and Johnson, 2002]. In this problem, there are n devices, each of which has a "distortion", and the task is to find the subset of those n devices that minimizes the average distortion. Our results show that in large systems (1000 agents) the proposed approach provides improvements of over an order of magnitude over both traditional optimization methods and traditional multi-agent methods. Furthermore, the results show that even in extreme cases of agent failures (i.e., half the agents fail midway through the simulation) the system remains coordinated and still outperforms a failure-free and centralized optimization algorithm.

Tumer, Kagan↗