Results for “Benders decomposition algorithm” — Page 2

DOE OSTI2022

A multistage distributionally robust optimization approach to water allocation under climate uncertainty

This paper investigates a Multistage Distributionally Robust Optimization (MDRO) approach to water allocation under climate uncertainty. The MDRO is formed by creating sets of conditional distributions (called conditional ambiguity sets) on a finite scenario tree. The distributions in the conditional ambiguity sets remain close to a nominal conditional distribution according a ø-divergence (e.g., Kullback-Leibler divergence, Hellinger distance, Burg entropy, etc.). Here, the paper discusses a decomposition algorithm to solve the resulting MDRO with ø-divergences, which uses the dual formulation and solves only linear subproblems instead of convex ones. Some properties of the algorithm such as generating feasible policies and valid upper/lower bounds are established. The paper then applies the modeling and solution techniques to allocate water in a rapidly-developing area of Tucson, Arizona. Tucson, like many arid and semi-arid regions around the world, faces considerable uncertainty in its ability to provide water for its citizens in the future. The primary sources of uncertainty in the Tucson region include (1) unpredictable population growth, (2) the availability of water from the Colorado River, and (3) the effects of climate variability on water consumption. This paper integrates forecasts for all these sources of uncertainty into a single optimization model for robust and sustainable water allocation. Then, it uses this model to analyze the value of constructing additional treatment facilities to reduce future water shortages. The results indicate that the MDRO approach can be very valuable for water managers by providing insights to minimize their risks and help them plan for the future.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1994

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.↗