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35 records · Page 2

A fast and accurate domain decomposition nonlinear manifold reduced order model

Here, this paper integrates nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD). NM ROMs approximate the full order model (FOM) state in a nonlinear-manifold by training a shallow, sparse autoencoder using FOM snapshot data. These NM-ROMs can be advantageous over linear-subspace ROMs (LS-ROMs) for problems with slowly decaying Kolmogorov n-width. However, the number of NM-ROM parameters that need to be trained scales with the size of the FOM. Moreover, for “extreme-scale” problems, the storage of high-dimensional FOM snapshots alone can make ROM training expensive. To alleviate the training cost, this paper applies DD to the FOM, computes NM-ROMs on each subdomain, and couples them to obtain a global NM-ROM. This approach has several advantages: Subdomain NM-ROMs can be trained in parallel, involve fewer parameters to be trained than global NM-ROMs, require smaller subdomain FOM dimensional training data, and can be tailored to subdomain specific features of the FOM. The shallow, sparse architecture of the autoencoder used in each subdomain NM-ROM allows application of hyper-reduction (HR), reducing the complexity caused by nonlinearity and yielding computational speedup of the NM-ROM. This paper provides the first application of NM-ROM (with HR) to a DD problem. In particular, this paper details an algebraic DD reformulation of the FOM, training a NM-ROM with HR for each sub domain, and a sequential quadratic programming (SQP) solver to evaluate the coupled global NM-ROM. Theoretical convergence results for the SQP method and a priori and a posteriori error estimates for the DD NM-ROM with HR are provided. The proposed DD NM-ROM with HR approach is numerically compared to a DD LS-ROM with HR on the 2D steady-state Burgers’ equation, showing an order of magnitude improvement in accuracy of the proposed DD NM-ROM over the DD LS-ROM.

97 MATHEMATICS AND COMPUTING↗

Use of the NLP10x10 Sequential Quadratic Programming Algorithm To Solve Rotorcraft Hub Loads Minimisation Problems

Previous research and experimentation on the use of a non-linear programming constrained optimisation technique to define an optimal control vector for rotorcraft applications indicated that use of this methodology was feasible and desirable in many cases. In particular, use of non-linear programming methods that solve a sequence of related quadratic-programming sub-problems were used successfully to solve these problems. Accordingly, a licence for one of the latest versions of Professor Klaus Schittkowskis very successful Sequential Quadratic Programming NLPQLP software was obtained and used to experiment with and analyse typical optimisation problems of the type encountered in various rotorcraft wind tunnel and flight tests. This research resulted in the development of the general NLPQLP Computation System that could be used to solve problems of the type encountered in various rotorcraft applications where there is a linear dependence of the measurement vector on the control vector, and where equality andor inequality constraints might be imposed. This development was accomplished on a mainframe computer not part of actual wind tunnel andor flight-test experiment, but in a format which was transferable to wind tunnel lap-top computers. Emphasis was directed toward obtaining efficiency, robustness and speed in computation.The System was developed in support of the five-bladed SMART Rotor Active Flap Rotor Hub Loads analytical minimisation research. The design and development of the Computation System was tailored to address the particular requirements of the problem to minimise a performance metric function of measured hub load harmonic angular couple components by optimising the control vector harmonic flap angular couple components subject to constraints on the amplitudes of these control vector harmonic flap angular couple components. In addition, to facilitate real time wind tunnel experimentation, the ability to rapidly selectchange the particular hub load harmonic angular couple components andor the particular control vector harmonic angular couple components to be considered in the optimisation procedure was provided in the System. This capability allows the singling out of particular hub load frequencies andor particular flap angle frequencies to be analysed during testing operations. The System was used very successfully for the SMART Active Flap Rotor Hub minimisation problems considered in the study, the results of which were presented at the American Helicopter Society Fifth Decennial Aeromechanics Specialist Conference in January 2014. Excellent agreement between cases initiated with best guess starting estimates for the control vector elements and cases initiated with zero control vector starting element estimates resulted, indicating the robustness of the NLP10x10 algorithm.

Rotorcraft Hub Loads↗

Optimization for minimum sensitivity to uncertain parameters

A procedure to design a structure for minimum sensitivity to uncertainties in problem parameters is described. The approach is to minimize directly the sensitivity derivatives of the optimum design with respect to fixed design parameters using a nested optimization procedure. The procedure is demonstrated for the design of a bimetallic beam for minimum weight with insensitivity to uncertainties in structural properties. The beam is modeled with finite elements based on two dimensional beam analysis. A sequential quadratic programming procedure used as the optimizer supplies the Lagrange multipliers that are used to calculate the optimum sensitivity derivatives. The method was perceived to be successful from comparisons of the optimization results with parametric studies.

Pritchard, Jocelyn I.↗

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper de-scribes a fast, robust method to design a trajectory in the CRTBP (circular restricted three body problem), beginning with no or very little knowledge of the system. The approach is inspired by the SQP (sequential quadratic programming) algorithm, in which a general nonlinear programming problem is solved via a sequence of quadratic problems. A few key simplifications make the algorithm presented fast and robust to initial guess: a quadratic cost function, neglecting the line search step when the solution is known to be far away, judicious use of end-point constraints, and mesh refinement on multiple shooting with fixed-step integration.In comparison to the traditional approach of plugging the problem into a “black-box” NLP solver, the methods shown converge even when given no knowledge of the solution at all. It was found that the only piece of information that the user needs to provide is a rough guess for the time of flight, as the transfer time guess will dictate which set of local solutions the algorithm could converge on. This robustness to initial guess is a compelling feature, as three-body orbit transfers are challenging to design with intuition alone. Of course, if a high-quality initial guess is available, the methods shown are still valid.We have shown that endpoints can be efficiently constrained to lie on 3-body repeating orbits, and that time of flight can be optimized as well. When optimizing the endpoints, we must make a trade between converging quickly on sub-optimal endpoints or converging more slowly on end-points that are arbitrarily close to optimal. It is easy for the mission design engineer to adjust this trade based on the problem at hand.The biggest limitation to the algorithm at this point is that multi-revolution transfers (greater than 2 revolutions) do not work nearly as well. This restriction comes in because the relationship between node 1 and node N becomes increasingly nonlinear as the angular distance grows. Trans-fers with more than about 1.5 complete revolutions generally require the line search to improve convergence. Future work includes: Comparison of this algorithm with other established tools; improvements to how multiple-revolution transfers are handled; parallelization of the Jacobian computation; in-creased efficiency for the line search; and optimization of many more trajectories between a variety of 3-body orbits.

Parrish, Nathan L.↗

A Tchebycheff-based multi-objective combined with a PSO–SQP dynamic real-time optimization framework for cycling energy systems

The aim in this work is to develop an optimization framework to address cycling of baseload energy systems due to the penetration of renewables into the grid. The developed strategy corresponds to a multi-objective and dynamic real-time optimization (MOO-DRTO) framework applied to a postcombustion MEA-based CO 2 capture process from a baseload coal-fired power plant under cycling conditions. A Tchebycheff-based method is used for the multi-objective optimization (MOO) component. Also, a hybrid approach consisting of Particle Swarm Optimization (PSO) and Sequential Quadratic Programming (SQP) is implemented for the first time in process systems engineering to solve the dynamic real-time optimization (DRTO) component. The objectives considered in the MOO-DRTO framework are economic and environmental. The proposed MOO-DRTO strategy is successfully implemented and 24-h optimal output trajectories for the carbon capture system under cycling are generated. Also, the optimal compromise is chosen from the Pareto front according to a set of selected weights for the objectives with minimal interaction between the framework and decision maker. The results indicated that the developed framework has potential to be extended to plant-wide optimization applications under cycling.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Global optimization methods for engineering design

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

Arora, Jasbir S.↗

Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads

In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.

HUB LOADS↗

A Study of Penalty Function Methods for Constraint Handling with Genetic Algorithm

COMETBOARDS (Comparative Evaluation Testbed of Optimization and Analysis Routines for Design of Structures) is a design optimization test bed that can evaluate the performance of several different optimization algorithms. A few of these optimization algorithms are the sequence of unconstrained minimization techniques (SUMT), sequential linear programming (SLP) and the sequential quadratic programming techniques (SQP). A genetic algorithm (GA) is a search technique that is based on the principles of natural selection or "survival of the fittest". Instead of using gradient information, the GA uses the objective function directly in the search. The GA searches the solution space by maintaining a population of potential solutions. Then, using evolving operations such as recombination, mutation and selection, the GA creates successive generations of solutions that will evolve and take on the positive characteristics of their parents and thus gradually approach optimal or near-optimal solutions. By using the objective function directly in the search, genetic algorithms can be effectively applied in non-convex, highly nonlinear, complex problems. The genetic algorithm is not guaranteed to find the global optimum, but it is less likely to get trapped at a local optimum than traditional gradient-based search methods when the objective function is not smooth and generally well behaved. The purpose of this research is to assist in the integration of genetic algorithm (GA) into COMETBOARDS. COMETBOARDS cast the design of structures as a constrained nonlinear optimization problem. One method used to solve constrained optimization problem with a GA to convert the constrained optimization problem into an unconstrained optimization problem by developing a penalty function that penalizes infeasible solutions. There have been several suggested penalty function in the literature each with there own strengths and weaknesses. A statistical analysis of some suggested penalty functions is performed in this study. Also, a response surface approach to robust design is used to develop a new penalty function approach. This new penalty function approach is then compared with the other existing penalty functions.

Ortiz, Francisco↗

Fast model-based scenario optimization in NSTX-U enabled by analytic gradient computation

Model-based optimization offers a systematic approach to advanced scenario planning. In this case, the feedforward-control inputs (actuator trajectories) that are needed to attain and sustain a desired scenario are obtained by solving a nonlinear constrained optimization problem. This class of problems generally minimize a cost function that measures the difference between desired and actual plasma states. Several numerical optimization algorithms, such as sequential quadratic programming, require repeated calculation of the cost function gradients with respect to the input trajectories. Calculating these gradients numerically can be computationally intensive, increasing the time needed to solve the feedforward-control optimization problem. Here, this work introduces a method to analytically calculate these cost function gradients from the current profile evolution model. This can significantly reduce the computational time and allow for fast feedforward-control optimization, which would eventually enable optimal scenario planning between discharges. The performance of the feedforward optimizer with analytical gradients is compared to a traditional optimization algorithm based on numerical gradients for different NSTX-U scenarios. The plasma dynamics in the optimization algorithm are simulated using the Control Oriented Transport SIMulator (COTSIM). Results of the work show that analytical gradients consistently reduce the computation time while achieving trajectories that are comparable to those obtained by traditional optimization algorithms based on numerical gradients.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

The expanded LaGrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Here, we propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

97 MATHEMATICS AND COMPUTING↗

A unified funnel restoration SQP algorithm

We consider nonlinearly constrained optimization problems and discuss a generic double-loop framework consisting of basic algorithmic ingredients that unifies a broad range of nonlinear optimization solvers. This framework has been implemented in the open-source solver Uno, a Swiss Army knife-like C++ optimization framework that unifies many nonlinearly constrained nonconvex optimization solvers. We illustrate the framework with a sequential quadratic programming (SQP) algorithm that maintains an acceptable upper bound on the constraint violation, called a funnel, that is monotonically decreased to control the feasibility of the iterates. Infeasible quadratic subproblems are handled by a feasibility restoration strategy. Globalization is controlled by a line search or a trust-region method. We prove global convergence of the trust-region funnel SQP method, building on known results from filter methods. We implement the algorithm in Uno, and we provide extensive test results for the trust-region line-search funnel SQP on small CUTEst instances.

Kiessling, David [Katholieke Univ. Leuven, Heverle↗

Robustness, generality and efficiency of optimization algorithms in practical applications

The theoretical foundations of two approaches, sequential quadratic programming (SQP) and optimality criteria (OC), are analyzed and compared, with emphasis on the critical importance of parameters such as accuracy, generality, robustness, efficiency, and ease of use in large scale structural optimization. A simplified fighter wing and active control of space structures are considered with other example problems. When applied to general system identification problems, the OC methods are shown to lose simplicity and demonstrate lack of generality, accuracy and robustness. It is concluded that the SQP method with a potential constraint strategy is a better choice as compared to the currently prevalent mathematical programming and OC approaches.

Thanedar, P. B.↗

Optimized System Identification

In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.

Juang, Jer-Nan↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗