Extensions in quasilinearization techniques for for optimal control.
Quasi-linearization for optimal bounded continuous control, analyzing quadratic convergence range extension and free time case
Leondes, C. T.↗
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Gradient optimization and nonlinear control
The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.
Hasdorff, L.↗
Finite element calculation of buoyancy-driven convection near a melt/solid phase boundary
Two iterative schemes based on the mixed finite element method are developed for analyzing steady natural convection in a melt adjacent to its solid phase. The simplest method decouples the calculation of the field variables and the shape of the melt/solid interface into two interlocked iterations that are performed successively. The second method uses Newton's iteration to solve simultaneously for both types of unknowns and has a quadratic convergence rate. Results for a model problem of melt and solid in a cylindrical ampoule show the Newton algorithm to be a factor of three more efficient.
Chang, C. J.↗
Vortex breakdown simulation
In this paper, steady, axisymmetric inviscid, and viscous (laminar) swirling flows representing vortex breakdown phenomena are simulated using a stream function-vorticity-circulation formulation and two numerical methods. The first is based on an inverse iteration, where a norm of the solution is prescribed and the swirling parameter is calculated as a part of the output. The second is based on direct Newton iterations, where the linearized equations, for all the unknowns, are solved simultaneously by an efficient banded Gaussian elimination procedure. Several numerical solutions for inviscid and viscous flows are demonstrated, followed by a discussion of the results. Some improvements on previous work have been achieved: first order upwind differences are replaced by second order schemes, line relaxation procedure (with linear convergence rate) is replaced by Newton's iterations (which converge quadratically), and Reynolds numbers are extended from 200 up to 1000.
Hafez, M.↗
Consistent linearization of the element-independent corotational formulation for the structural analysis of general shells
A consistent linearization is provided for the element-dependent corotational formulation, providing the proper first and second variation of the strain energy. As a result, the warping problem that has plagued flat elements has been overcome, with beneficial effects carried over to linear solutions. True Newton quadratic convergence has been restored to the Structural Analysis of General Shells (STAGS) code for conservative loading using the full corotational implementation. Some implications for general finite element analysis are discussed, including what effect the automatic frame invariance provided by this work might have on the development of new, improved elements.
Rankin, C. C.↗
Newton solution of inviscid and viscous problems
The application of Newton iteration to inviscid and viscous airfoil calculations is examined. Spatial discretization is performed using upwind differences with split fluxes. The system of linear equations which arises as a result of linearization in time is solved directly using either a banded matrix solver or a sparse matrix solver. In the latter case, the solver is used in conjunction with the nested dissection strategy, whose implementation for airfoil calculations is discussed. The boundary conditions are also implemented in a fully implicit manner, thus yielding quadratic convergence. Complexities such as the ordering of cell nodes and the use of a far field vortex to correct freestream for a lifting airfoil are addressed. Various methods to accelerate convergence and improve computational efficiency while using Newton iteration are discussed. Results are presented for inviscid, transonic nonlifting and lifting airfoils and also for laminar viscous cases.
Venkatakrishnan, V.↗
Fast polar decomposition of an arbitrary matrix
The polar decomposition of an m x n matrix A of full rank, where m is greater than or equal to n, can be computed using a quadratically convergent algorithm. The algorithm is based on a Newton iteration involving a matrix inverse. With the use of a preliminary complete orthogonal decomposition the algorithm can be extended to arbitrary A. How to use the algorithm to compute the positive semi-definite square root of a Hermitian positive semi-definite matrix is described. A hybrid algorithm which adaptively switches from the matrix inversion based iteration to a matrix multiplication based iteration due to Kovarik, and to Bjorck and Bowie is formulated. The decision when to switch is made using a condition estimator. This matrix multiplication rich algorithm is shown to be more efficient on machines for which matrix multiplication can be executed 1.5 times faster than matrix inversion.
Higham, Nicholas J.↗
Robust control of systems with real parameter uncertainty and unmodelled dynamics
During this research period we have made significant progress in the four proposed areas: (1) design of robust controllers via H infinity optimization; (2) design of robust controllers via mixed H2/H infinity optimization; (3) M-delta structure and robust stability analysis for structured uncertainties; and (4) a study on controllability and observability of perturbed plant. It is well known now that the two-Riccati-equation solution to the H infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H infinity controllers if the optimal H infinity norm or gamma, an upper bound of a suboptimal H infinity norm, is given. In this research, we discovered some useful properties of these H infinity Riccati solutions. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H infinity norm. We also set up a detailed procedure for applying the H infinity theory to robust control systems design. The desire to design controllers with H infinity robustness but H(exp 2) performance has recently resulted in mixed H(exp 2) and H infinity control problem formulation. The mixed H(exp 2)/H infinity problem have drawn the attention of many investigators. However, solution is only available for special cases of this problem. We formulated a relatively realistic control problem with H(exp 2) performance index and H infinity robustness constraint into a more general mixed H(exp 2)/H infinity problem. No optimal solution yet is available for this more general mixed H(exp 2)/H infinity problem. Although the optimal solution for this mixed H(exp 2)/H infinity control has not yet been found, we proposed a design approach which can be used through proper choice of the available design parameters to influence both robustness and performance. For a large class of linear time-invariant systems with real parametric perturbations, the coefficient vector of the characteristic polynomial is a multilinear function of the real parameter vector. Based on this multilinear mapping relationship together with the recent developments for polytopic polynomials and parameter domain partition technique, we proposed an iterative algorithm for coupling the real structured singular value.
Chang, Bor-Chin↗
A Newton algorithm for complex curve fitting
The problem of synthesizing transfer functions from frequency response measurements is considered. Given a complex vector representing the measured frequency response of a physical system, a transfer function of specified order is determined that minimizes the sum of the magnitude-squared of the frequency response errors. This nonlinear least squares minimization problem is solved by an iterative global descent algorithm of the Newton type which converges quadratically near the minimum. The unknown transfer function is expressed as a sum of second order rational polynomials, a parameterization that facilitates a numerically robust computer implementation. The algorithm is developed for single-input, single-output, causal, stable transfer functions.
Spanos, J. T.↗
On convexity of H-infinity Riccati solutions
The authors revealed several important eigen properties of the stabilizing solutions of the two H-infinity Riccati equations and their product. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H-infinity norm. Two examples are used to illustrate the algorithms.
Li, X. P.↗
The structure of the gamma-domain for H-infinity Riccati solutions
The authors investigated some properties of the solutions to H-infinity Riccati equations which play a key role in the state approach to H-infinity optimization problem. The structure of the gamma-domain for the Riccati solutions has been described. There are two kinds of lower bounds for the solutions to exist and to be positive semidefinite respectively. A quadratically convergent algorithm for computing the lower bound is discussed.
Li, X. P.↗
Newton algorithm for fitting transfer functions to frequency response measurements
In this paper the problem of synthesizing transfer functions from frequency response measurements is considered. Given a complex vector representing the measured frequency response of a physical system, a transfer function of specified order is determined that minimizes the sum of the magnitude-squared of the frequency response errors. This nonlinear least squares minimization problem is solved by an iterative global descent algorithm of the Newton type that converges quadratically near the minimum. The unknown transfer function is expressed as a sum of second-order rational polynomials, a parameterization that facilitates a numerically robust computer implementation. The algorithm is developed for single-input, single-output, causal, stable transfer functions. Two numerical examples demonstrate the effectiveness of the algorithm.
Spanos, J. T.↗
On convexity of H-infinity Riccati solutions and its applications
The celebrated two-Riccati-equation solution to a standard H-infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H-infinity controllers if the optimal H-infinity norm or gamma, an upper bound of a suboptimal H-infinity norm, is given. In this note, some properties of these H-infinity Riccati solutions are revealed. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma on the domain of interest. Based on these properties, a quadratically convergent algorithm is developed to compute the optimal H-infinity norm.
Li, X. P.↗
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↗
An Analytical Investigation of Three General Methods of Calculating Chemical-Equilibrium Compositions
The Brinkley, Huff, and White methods for chemical-equilibrium calculations were modified and extended in order to permit an analytical comparison. The extended forms of these methods permit condensed species as reaction products, include temperature as a variable in the iteration, and permit arbitrary estimates for the variables. It is analytically shown that the three extended methods can be placed in a form that is independent of components. In this form the Brinkley iteration is identical computationally to the White method, while the modified Huff method differs only'slightly from these two. The convergence rates of the modified Brinkley and White methods are identical; and, further, all three methods are guaranteed to converge and will ultimately converge quadratically. It is concluded that no one of the three methods offers any significant computational advantages over the other two.
Zeleznik, Frank J.↗
Parallel Implicit Algorithms for CFD
The main goal of this project was efficient distributed parallel and workstation cluster implementations of Newton-Krylov-Schwarz (NKS) solvers for implicit Computational Fluid Dynamics (CFD.) "Newton" refers to a quadratically convergent nonlinear iteration using gradient information based on the true residual, "Krylov" to an inner linear iteration that accesses the Jacobian matrix only through highly parallelizable sparse matrix-vector products, and "Schwarz" to a domain decomposition form of preconditioning the inner Krylov iterations with primarily neighbor-only exchange of data between the processors. Prior experience has established that Newton-Krylov methods are competitive solvers in the CFD context and that Krylov-Schwarz methods port well to distributed memory computers. The combination of the techniques into Newton-Krylov-Schwarz was implemented on 2D and 3D unstructured Euler codes on the parallel testbeds that used to be at LaRC and on several other parallel computers operated by other agencies or made available by the vendors. Early implementations were made directly in Massively Parallel Integration (MPI) with parallel solvers we adapted from legacy NASA codes and enhanced for full NKS functionality. Later implementations were made in the framework of the PETSC library from Argonne National Laboratory, which now includes pseudo-transient continuation Newton-Krylov-Schwarz solver capability (as a result of demands we made upon PETSC during our early porting experiences). A secondary project pursued with funding from this contract was parallel implicit solvers in acoustics, specifically in the Helmholtz formulation. A 2D acoustic inverse problem has been solved in parallel within the PETSC framework.
Keyes, David E.↗
Path Planning: Differential Dynamic Programming and Model Predictive Path Integral Control on VTOL Aircraft
This paper explores two optimal control approaches, widely used in robotics, to establish their viability as real-time trajectory planners for vehicle configurations envisioned for the emerging aviation sector of Urban Air Mobility (UAM). Differential Dynamic Programming (DDP) enables planning over highly nonlinear dynamics using second-order approximations along a nominal trajectory, and displays quadratic convergence to a local solution. Model Predictive Path Integral (MPPI) is a stochastic sampling-based algorithm that can optimize for general cost criteria, including potentially highly nonlinear formulations, and supports parallel computation through the use of modern GPU hardware. In this work, DDP and MPPI were implemented using model predictive control (MPC), and the results indicate they are able to successfully transition the aircraft over different flight envelopes and generate trajectories unique to UAM vehicles.
Differential Dynamic Programming↗
Spectral (Finite) Volume Method for Conservation Laws on Unstructured Grids II: Extension to Two Dimensional Scalar Equation
The framework for constructing a high-order, conservative Spectral (Finite) Volume (SV) method is presented for two-dimensional scalar hyperbolic conservation laws on unstructured triangular grids. Each triangular grid cell forms a spectral volume (SV), and the SV is further subdivided into polygonal control volumes (CVs) to supported high-order data reconstructions. Cell-averaged solutions from these CVs are used to reconstruct a high order polynomial approximation in the SV. Each CV is then updated independently with a Godunov-type finite volume method and a high-order Runge-Kutta time integration scheme. A universal reconstruction is obtained by partitioning all SVs in a geometrically similar manner. The convergence of the SV method is shown to depend on how a SV is partitioned. A criterion based on the Lebesgue constant has been developed and used successfully to determine the quality of various partitions. Symmetric, stable, and convergent linear, quadratic, and cubic SVs have been obtained, and many different types of partitions have been evaluated. The SV method is tested for both linear and non-linear model problems with and without discontinuities.
Wang, Z. J.↗