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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS1985

Stability robustness improvement using constrained optimization techniques

In a multiloop feedback control system, stability margin improvement by singular value shaping can be achieved by a noise adjustment procedure. A direct method for shaping singular value spectrum using constrained optimization technique is described. The design algorithm minimizes a standard LQG performance index while trying to satisfy minimum singular value constraints at the plant input, or output, or at both. Selected parameters of a stabilizing control law are used as the design variables. The capabilities of this method are demonstrated using a two input two output system representing a drone aircraft and its lateral attitude control system.

Mukhopadhyay, V.↗
NASA NTRS1994

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Nash, Stephen G.↗
NASA NTRS1981

Application of constrained optimization to active control of aeroelastic response

Active control of aeroelastic response is a complex in which the designer usually tries to satisfy many criteria which are often conflicting. To further complicate the design problem, the state space equations describing this type of control problem are usually of high order, involving a large number of states to represent the flexible structure and unsteady aerodynamics. Control laws based on the standard Linear-Quadratic-Gaussian (LQG) method are of the same high order as the aeroelastic plant. To overcome this disadvantage of the LQG mode, an approach developed for designing low order optimal control laws which uses a nonlinear programming algorithm to search for the values of the control law variables that minimize a composite performance index, was extended to the constrained optimization problem. The method involves searching for the values of the control law variables that minimize a basic performance index while satisfying several inequality constraints that describe the design criteria. The method is applied to gust load alleviation of a drone aircraft.

Newsom, J. R.↗
NASA NTRS1985

Eigenvalue Placement and Stabilization by Constrained Optimization

A pole placement algorithm is proposed which uses constrained nonlinear optimization techniques on a finite dimensional model of a linear n degree of freedom system. Low order feedback control is assumed where r poles may be assigned; r being the rank of the sensor coefficient matrix. It is shown that by combining feedback control theory methods with optimization techniques, one can ensure the stability characteristics of a system, and can alter its transient response.

Decaro, S. M.↗
DOE OSTI2025

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗
NASA NTRS1985

Development of a flutter suppression control law by use of linear quadratic Gaussian and constrained optimization design techniques

A control law to suppress symmetric flutter for a mathematical model of an aeroelastic research vehicle is developed. An implementable control law is attained by including modified linear quadratic Gaussian design techniques, controller order reduction, and gain scheduling. A complementary design approach for a flight condition wherein nongradient-based constrained optimization techniques are applied to maximize controller robustness is illustrated.

Adams, W. M.↗
NASA NTRS1985

Development of a flutter suppression control law by use of Linear Quadratic Gaussian and constrained optimization design techniques

A control law is developed to suppress symmetric flutter for a mathematical model of an aeroelastic research vehicle. An implementable control law is attained by including modified LQG (Linear Quadratic Gaussian) design techniques, controller order reduction, and gain scheduling. An alternate (complementary) design approach is illustrated for one flight condition wherein nongradient-based constrained optimization techniques are applied to maximize controller robustness.

Adams, W. M., Jr.↗
NASA NTRS1980

Use of constrained optimization in the conceptual design of a medium-range subsonic transport

Constrained parameter optimization was used to perform the optimal conceptual design of a medium range transport configuration. The impact of choosing a given performance index was studied, and the required income for a 15 percent return on investment was proposed as a figure of merit. A number of design constants and constraint functions were systematically varied to document the sensitivities of the optimal design to a variety of economic and technological assumptions. A comparison was made for each of the parameter variations between the baseline configuration and the optimally redesigned configuration.

Sliwa, S. M.↗
NASA NTRS1990

Newton modified barrier method in constrained optimization

In this paper, we develop and investigate the Newton method for solving constrained (non-smooth) optimization problems. This approach is based on the modified barrier functions (MBF) theory and on the global converging step-size version of the Newton method for smooth unconstrained optimization. Due to the excellent properties of the MBF near primal-dual solution, the Newton modified barrier method (NMBM) has a better rate of convergence, better complexity bound, and is much more stable in the final stage of the computational process than the methods which are based on the classical barrier functions (CBF).

Polyak, R.↗
NASA NTRS1983

Active flutter control using discrete optimal constrained dynamic compensators

A method for synthesizing digital active flutter suppression controllers using the concept of optimal output feedback is presented. A recently developd convergent algorithm is employed to determine constrained control law parameters that minimize an infinite-time discrete quadratic performance index. Low-order compensator dynamics are included in the control law and the compensator parameters are computed along with the output feedback gain as part of the optimization process. An input noise adjustment procedure is used to improve the stability margins of the digital active flutter controller. Results from investigations into sample rate variation, prefilter pole variation, and effects of varying flight condtions are discussed. The study indicates that a digital control law which accommodates computation delay can stabilize the wing with reasonable rms performance and adequate stability margins.

Broussard, J. R.↗
NASA NTRS1995

Pseudo-time methods for constrained optimization problems governed by PDE

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

Taasan, Shlomo↗
NASA NTRS1971

A stochastic constrained optimization technique and its application to detector array processing.

A stochastic projected gradient algorithm is proposed which can be used for finding a constrained optimum point for a concave or convex objective function subject to nonlinear constraints which form a connected region even when only a noisy estimate of the objective function is available. For a constraint described by a single linear equation, convergence to the constrained optimum value is proved, and the rate of convergence of the algorithm to the constrained optimum value is determined. The algorithm is applied to the nonlinear problem of obtaining automatically an array of detectors which forms a beam in a desired direction in space in the presence of interfering noise so as to maximize the SNR subject to a constraint on the super-gain ratio.

Winkler, L. P.↗
NASA NTRS1990

Control law synthesis and stability robustness improvement using constrained optimization techniques

The present generic optimization procedure for a continuous or discrete control law (of arbitrary order), which will be applicable to a multiinput-multioutput system, is upon constraining used to satisfy conflicting design requirements on the mean-square responses and stability robustness at the plant input and output. The synthesis procedure is especially suitable for flexible airframes and large space structures modeled by a high-order state-space system of equations. Analytical expressions are obtained for the gradients of the cost function, together with design constraints on the mean-square response and minimum singular value.

Mukhopadhyay, Vivekananda↗
DOE OSTI2025

Small-Signal Stability Constrained Optimal Power Flow of Inverter-Dominated Power Systems with Flexible Operation Mode Selection

Given the intermittence and low inertia nature of inverter-based resources (IBRs), modern power systems with high penetration of IBRs challenge the conventional optimal power flow (OPF) analysis and the system may experience unexpected failures if stability constraints are not incorporated. This study proposes a small-signal stability-constrained OPF (SSSC-OPF) with flexible operation mode selection between grid-forming (GFM) and grid-following (GFL) modes for IBRs to address these challenges. The approach aims to maintain system stability with a sufficient stability margin while minimizing operation costs. The effectiveness of the proposed method is validated through extensive case studies on the IEEE 14-bus system. The results demonstrate that the proposed method is able to support system-level power flow analysis, reduce generation costs, and ensure stability under various disturbances.

grid-following↗
NASA NTRS1989

Multiplier-continuation algorthms for constrained optimization

Several path following algorithms based on the combination of three smooth penalty functions, the quadratic penalty for equality constraints and the quadratic loss and log barrier for inequality constraints, their modern counterparts, augmented Lagrangian or multiplier methods, sequential quadratic programming, and predictor-corrector continuation are described. In the first phase of this methodology, one minimizes the unconstrained or linearly constrained penalty function or augmented Lagrangian. A homotopy path generated from the functions is then followed to optimality using efficient predictor-corrector continuation methods. The continuation steps are asymptotic to those taken by sequential quadratic programming which can be used in the final steps. Numerical test results show the method to be efficient, robust, and a competitive alternative to sequential quadratic programming.

Lundberg, Bruce N.↗
NASA NTRS1973

Constrained optimization of image restoration filters

A linear shift-invariant preprocessing technique is described which requires no specific knowledge of the image parameters and which is sufficiently general to allow the effective radius of the composite imaging system to be minimized while constraining other system parameters to remain within specified limits.

Riemer, T. E.↗
DOE OSTI2026

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗