An optimal property of sequential decision procedures related to Bayes solutions
Optimal property of sequential decision procedures
SEARCH · Search NASA
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.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Optimal property of sequential decision procedures
The Particle Swarm Optimization Toolbox is a library of evolutionary optimization tools developed in the MATLAB environment. The algorithms contained in the library include a genetic algorithm (GA), a single-objective particle swarm optimizer (SOPSO), and a multi-objective particle swarm optimizer (MOPSO). Development focused on both the SOPSO and MOPSO. A GA was included mainly for comparison purposes, and the particle swarm optimizers appeared to perform better for a wide variety of optimization problems. All algorithms are capable of performing unconstrained and constrained optimization. The particle swarm optimizers are capable of performing single and multi-objective optimization. The SOPSO and MOPSO algorithms are based on swarming theory and bird-flocking patterns to search the trade space for the optimal solution or optimal trade in competing objectives. The MOPSO generates Pareto fronts for objectives that are in competition. A GA, based on Darwin evolutionary theory, is also included in the library. The GA consists of individuals that form a population in the design space. The population mates to form offspring at new locations in the design space. These offspring contain traits from both of the parents. The algorithm is based on this combination of traits from parents to hopefully provide an improved solution than either of the original parents. As the algorithm progresses, individuals that hold these optimal traits will emerge as the optimal solutions. Due to the generic design of all optimization algorithms, each algorithm interfaces with a user-supplied objective function. This function serves as a "black-box" to the optimizers in which the only purpose of this function is to evaluate solutions provided by the optimizers. Hence, the user-supplied function can be numerical simulations, analytical functions, etc., since the specific detail of this function is of no concern to the optimizer. These algorithms were originally developed to support entry trajectory and guidance design for the Mars Science Laboratory mission but may be applied to any optimization problem.
Supersonic transport trajectory optimization example solutions
The vertical landing and take-off are crucial phases of a rocket-powered spacecraft's powered descent and ascent trajectories, during which its motion is confined to a single (vertical) axis. It is well-known that the minimum-propellant guidance solutions for vertical landing and take-off in a vacuum, consist of only one coast and one full-thrust arc and no singular arc exists in these problems. However, an exact solution for the vertical descent problem is not found in the literature. In the present work, exact guidance solutions for the optimal vertical landing and take-off are presented that are valid for arbitrary boundary conditions. The time-based and switching function-based guidance law implementations are discussed and their performance is compared using lunar descent and ascent simulations.
A document discusses a multi-objective, genetic algorithm designed to optimize Lyapunov feedback control law (Q-law) parameters in order to efficiently find Pareto-optimal solutions for low-thrust trajectories for electronic propulsion systems. These would be propellant-optimal solutions for a given flight time, or flight time optimal solutions for a given propellant requirement. The approximate solutions are used as good initial solutions for high-fidelity optimization tools. When the good initial solutions are used, the high-fidelity optimization tools quickly converge to a locally optimal solution near the initial solution. Q-law control parameters are represented as real-valued genes in the genetic algorithm. The performances of the Q-law control parameters are evaluated in the multi-objective space (flight time vs. propellant mass) and sorted by the non-dominated sorting method that assigns a better fitness value to the solutions that are dominated by a fewer number of other solutions. With the ranking result, the genetic algorithm encourages the solutions with higher fitness values to participate in the reproduction process, improving the solutions in the evolution process. The population of solutions converges to the Pareto front that is permitted within the Q-law control parameter space.
Optimization problems arise in a range of scenarios, from optimal control to model parameter estimation. In many applications, such as the development of digital twins, it is essential to solve these optimization problems within wall-clock-time limitations. However, this is often unattainable for complex systems, such as those modeled by nonlinear partial differential equations. One strategy for mitigating this issue is to construct a reduced-order model (ROM) that enables more rapid optimization. In particular, the use of nonintrusive ROMs—those that do not require access to the full-order model at evaluation time—is popular because they facilitate the computation of optimization solutions within the wall-clock time requirements. However, the optimization solution will be unreliable if the iterates move outside the ROM training data. This article proposes the use of hyper-differential sensitivity analysis with respect to model discrepancy (HDSA-MD) as a computationally efficient tool to augment ROM-constrained optimization and improve its reliability. The proposed approach consists of two phases: (i) an offline phase where several full-order model evaluations are computed to train the ROM, and (ii) an online phase where a ROM-constrained optimization problem is solved, a limited number of full-order model evaluations are computed, and HDSA-MD is used to enhance the optimization solution. Numerical results are demonstrated for two examples, atmospheric contaminant control and wildfire ignition location estimation, in which a ROM is trained offline using inaccurate atmospheric data. In conclusion, the HDSA-MD update yields a significant improvement in the ROM-constrained optimization solution using only one full-order model evaluation online with corrected atmospheric data.
Adaptive state vector control - section 5, computational solution of optimal control problems
A computationally efficient method for calculating near-optimal solutions to the three-objective, linear control allocation problem is disclosed. The control allocation problem is that of distributing the effort of redundant control effectors to achieve some desired set of objectives. The problem is deemed linear if control effectiveness is affine with respect to the individual control effectors. The optimal solution is that which exploits the collective maximum capability of the effectors within their individual physical limits. Computational efficiency is measured by the number of floating-point operations required for solution. The method presented returned optimal solutions in more than 90% of the cases examined; non-optimal solutions returned by the method were typically much less than 1% different from optimal and the errors tended to become smaller than 0.01% as the number of controls was increased. The magnitude of the errors returned by the present method was much smaller than those that resulted from either pseudo inverse or cascaded generalized inverse solutions. The computational complexity of the method presented varied linearly with increasing numbers of controls; the number of required floating point operations increased from 5.5 i, to seven times faster than did the minimum-norm solution (the pseudoinverse), and at about the same rate as did the cascaded generalized inverse solution. The computational requirements of the method presented were much better than that of previously described facet-searching methods which increase in proportion to the square of the number of controls.
Solutions to engineering design problems formulated as nonlinear programming (NLP) problems usually require the use of more than one optimization technique. Moreover, the interaction between the user (analysis/synthesis) program and the NLP system can lead to interface, scaling, or convergence problems. An NLP solution system is presented that seeks to solve these problems by providing a programming system to ease the user-system interface. A simple set of rules is used to select an optimization technique or to switch from one technique to another in an attempt to detect, diagnose, and solve some potential problems. Numerical examples involving finite element based optimal design of space trusses and rotor bearing systems are used to illustrate the applicability of the proposed methodology.
Hybrid computer solutions for optimal control of time varying systems with parameter uncertainties, exemplifying minimax load relief for large launch vehicles
During the first part of this reporting period research has concentrated on performing a detailed evaluation, to zero order, of the guidance algorithm developed in the first period taking the numerical approach developed in the third period. A zero order matched asymptotic expansion (MAE) solution that closely satisfies a set of 6 implicit equations in 6 unknowns to an accuracy of 10(exp -10), was evaluated. Guidance law implementation entails treating the current state as a new initial state and repetitively solving the MAE problem to obtain the feedback controls. A zero order guided solution was evaluated and compared with optimal solution that was obtained by numerical methods. Numerical experience shows that the zero order guided solution is close to optimal solution, and that the zero order MAE outer solution plays a critical role in accounting for the variations in Loh's term near the exit phase of the maneuver. However, the deficiency that remains in several of the critical variables indicates the need for a first order correction. During the second part of this period, methods for computing a first order correction were explored.
This work presents an extended multi-batch approach applied in shuffling scheme optimization for equilibrium cycle for pressurized water reactors using Genetic Algorithms (GAs). A new ruled based GA crossover operator called Inherited Location and Batch (ILB) was introduced to enhance offsprings reproduction efficiency specialized for equilibrium cycle optimization problem. This approach was implemented within the Plant ReLoad Optimization (PRLO) framework and validated using a generic reactor model based on the AP1000 design, with core parameters calculated via the CASMO/SIMULATE software package. The ILB approach is then applied for both single and multi-objective problems in maximizing cycle length and core average exposure while minimizing the average enrichment of the 57 fresh fuel assemblies (FAs) per cycle. The optimal solutions are selected based on their dominance to the objectives from all feasible solutions. This research identified three optimal solutions satisfied safety constraints: The first solution minimizes feed enrichment costs with a cycle length of 338.8 days and core exposure of 25.39 MWd/MT; the second solution extends cycle length to 361.2 days, with the highest core exposure of 26.84 MWd/MT, using 3.75 wt% average fuel enrichment; the third solution balances both objectives with a cycle length of 349.6 days, core exposure of 25.82 MWd/MT with a slight enrichment increase compared to the first solution. Collectively, these findings underscore the efficiency and effectiveness of the proposed approach in achieving practical multi-objective optimal equilibrium cycle designs using GAs optimizer.
This innovation is a variation of a simulated-annealing optimization algorithm that uses a recursive-branching structure to parallelize the search of a parameter space for the globally optimal solution to an objective. The algorithm has been demonstrated to be more effective at searching a parameter space than traditional simulated-annealing methods for a particular problem of interest, and it can readily be applied to a wide variety of optimization problems, including those with a parameter space having both discrete-value parameters (combinatorial) and continuous-variable parameters. It can take the place of a conventional simulated- annealing, Monte-Carlo, or random- walk algorithm. In a conventional simulated-annealing (SA) algorithm, a starting configuration is randomly selected within the parameter space. The algorithm randomly selects another configuration from the parameter space and evaluates the objective function for that configuration. If the objective function value is better than the previous value, the new configuration is adopted as the new point of interest in the parameter space. If the objective function value is worse than the previous value, the new configuration may be adopted, with a probability determined by a temperature parameter, used in analogy to annealing in metals. As the optimization continues, the region of the parameter space from which new configurations can be selected shrinks, and in conjunction with lowering the annealing temperature (and thus lowering the probability for adopting configurations in parameter space with worse objective functions), the algorithm can converge on the globally optimal configuration. The Recursive Branching Simulated Annealing (RBSA) algorithm shares some features with the SA algorithm, notably including the basic principles that a starting configuration is randomly selected from within the parameter space, the algorithm tests other configurations with the goal of finding the globally optimal solution, and the region from which new configurations can be selected shrinks as the search continues. The key difference between these algorithms is that in the SA algorithm, a single path, or trajectory, is taken in parameter space, from the starting point to the globally optimal solution, while in the RBSA algorithm, many trajectories are taken; by exploring multiple regions of the parameter space simultaneously, the algorithm has been shown to converge on the globally optimal solution about an order of magnitude faster than when using conventional algorithms. Novel features of the RBSA algorithm include: 1. More efficient searching of the parameter space due to the branching structure, in which multiple random configurations are generated and multiple promising regions of the parameter space are explored; 2. The implementation of a trust region for each parameter in the parameter space, which provides a natural way of enforcing upper- and lower-bound constraints on the parameters; and 3. The optional use of a constrained gradient- search optimization, performed on the continuous variables around each branch s configuration in parameter space to improve search efficiency by allowing for fast fine-tuning of the continuous variables within the trust region at that configuration point.
The orbit selection of telecommunications orbiters is one of the critical design processes and should be guided by global telecom performance metrics and mission-specific constraints. In order to aid the orbit selection, we have coupled the Telecom Orbit Analysis and Simulation Tool (TOAST) with genetic optimization algorithms. As a demonstration, we have applied the developed tool to select an optimal orbit for general Mars telecommunications orbiters with the constraint of being a frozen orbit. While a typical optimization goal is to minimize tele-communications down time, several relevant performance metrics are examined: 1) area-weighted average gap time, 2) global maximum of local maximum gap time, 3) global maximum of local minimum gap time. Optimal solutions are found with each of the metrics. Common and different features among the optimal solutions as well as the advantage and disadvantage of each metric are presented. The optimal solutions are compared with several candidate orbits that were considered during the development of Mars Telecommunications Orbiter.
The optimal solution time that minimizes the sum of the two applied impulses necessary to rendezvous is obtained analytically for the Clohessy-Wiltshire equations with a linear gravity model assumption. A plume impingement inequality constraint on the solution is examined, and an optimal policy is developed. Numerical tests are conducted to verify the analysis and to illustrate the optimal solution algorithm.
An analytic approach is used to obtain the optimal solution time that minimizes the sum of the two applied impulses necessary to rendezvous for the Clohessy-Wiltshire equations. A plume impingement inequality constraint on the solution is examined, and an optimal policy is developed. Numerical tests are conducted to verify the analysis and to illustrate the optimal solution algorithm.
With the growing complexity of today's large scale problems, it has become more difficult to find optimal solutions by using exact mathematical methods. The need to find near-optimal solutions in an acceptable time frame requires heuristic approaches. In many cases, however, most heuristics have several parameters that need to be "tuned" before they can reach good results. The problem then turns into "finding best parameter setting" for the heuristics to solve the problems efficiently and timely. One-Factor-At-a-Time (OFAT) approach for parameter tuning neglects the interactions between parameters. Design of Experiments (DOE) tools can be instead employed to tune the parameters more effectively. In this paper, we seek the best parameter setting for a Genetic Algorithm (GA) to solve the single machine total weighted tardiness problem in which n jobs must be scheduled on a single machine without preemption, and the objective is to minimize the total weighted tardiness. Benchmark instances for the problem are available in the literature. To fine tune the GA parameters in the most efficient way, we compare multiple DOE models including 2-level (2k ) full factorial design, orthogonal array design, central composite design, D-optimal design and signal-to-noise (SIN) ratios. In each DOE method, a mathematical model is created using regression analysis, and solved to obtain the best parameter setting. After verification runs using the tuned parameter setting, the preliminary results for optimal solutions of multiple instances were found efficiently.
It is demonstrated that the weak Hamiltonian finite-element formulation is amenable to the solution of optimal control problems with inequality constraints which are functions of both state and control variables. Difficult problems can be treated on account of the ease with which algebraic equations can be generated before having to specify the problem. These equations yield very accurate solutions. Owing to the sparse structure of the resulting Jacobian, computer solutions can be obtained quickly when the sparsity is exploited.