On average-optimal nonlinear feedback control systems
Suboptimal nonlinear feedback control synthesis for linear time-invariant system with convex cost functional
Athans, M.↗
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Optimization Framework to Assess the Demand Response Capacity of a Water Distribution System
As large electricity consumers, water distribution system (WDS) pumping stations have the potential to become meaningful participants in demand response (DR) programs. The authors propose an optimization framework for assessing the DR capacity of a WDS and identifying the optimal bidding strategy for maximizing WDS revenue in the DR spot market. The proposed mixed integer linear programming (MILP) model overcomes computational constraints of previous DR optimization models by adopting a preprocessing procedure to minimize the number of binary variables and implementing a convex relaxation technique to linearize the hydraulic equations. The proposed MILP model also explicitly accounts for varying levels of risk tolerance of WDS operators by varying the recovery period over which pumping returns to business-as-usual operation. The optimization framework is implemented on a skeletonized 48-node WDS model that includes 7 pumps, 6 tanks, and 39 pipes. Using a simulated DR event and water consumption profile, the authors derive the optimal DR supply curves (i.e., compensation price versus load curtailment quantity) and revenue potential of the WDS under six scenarios for DR participation.
32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
Remark on Algorithm 1012: Computing Projections with Large Datasets
In ACM TOMS Algorithm 1012, the DELAUNAYSPARSE software is given for performing Delaunay interpolation in medium to high dimensions. When extrapolating outside the convex hull of the training set, DELAUNAYSPARSE calls the nonnegative least squares solver DWNNLS to compute projections onto the convex hull. However, DWNNLS and many other available sum-of-squares optimization solvers were not intended for usage with many variable problems, which result from the large training sets that are typical in machine learning applications. Thus, a new PROJECT subroutine is given, based on the highly customizable quadratic program solver BQPD. This solution is shown to be as robust as DELAUNAYSPARSE for projection onto both synthetic and real-world datasets, where other available solvers frequently fail. Although it is intended as an update for DELAUNAYSPARSE, due to the difficulty and prevalence of the problem, this solution is likely to be of external interest as well.
97 MATHEMATICS AND COMPUTING↗
Efficient approximation concepts using second order information
The application of second derivative information for solving structural optimization problems is considered. In the present method, rather than building approximate nonlinear forms for the objective function and constraints, only linear approximations are used. A separable quadratic approximation of the Lagrangian function is included in the subproblem statement. The method has been successfully used for simple problems that can be solved in closed form, in addition to the sizing optimization of trusses, and it is shown to converge faster than the convex linearization method or the method of moving asymptotes.
Fleury, Claude↗
Geometry optimization for micro-pressure sensor considering dynamic interference
Presented is the geometry optimization for piezoresistive absolute micro-pressure sensor. A figure of merit called the performance factor (PF) is defined as a quantitative index to describe the comprehensive performances of a sensor including sensitivity, resonant frequency, and acceleration interference. Three geometries are proposed through introducing islands and sensitive beams into typical flat diaphragm. The stress distributions of sensitive elements are analyzed by finite element method. Multivariate fittings based on ANSYS simulation results are performed to establish the equations about surface stress, deflection, and resonant frequency. Optimization by MATLAB is carried out to determine the dimensions of the geometries. Convex corner undercutting is evaluated. Each PF of the three geometries with the determined dimensions is calculated and compared. Silicon bulk micromachining is utilized to fabricate the prototypes of the sensors. The outputs of the sensors under both static and dynamic conditions are tested. Experimental results demonstrate the rationality of the defined performance factor and reveal that the geometry with quad islands presents the highest PF of 210.947 Hz{sup 1/4}. The favorable overall performances enable the sensor more suitable for altimetry.
46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
A Nonlocal-Gradient Descent Method for Inverse Design in Nanophotonics
Local-gradient-based optimization approaches lack nonlocal exploration abilityrequired for escaping from local minima when searching non-convex landscapes.A directional Gaussian smoothing (DGS) approach was recently proposed in [29]and used to define a truly nonlocal gradient, referred to as the DGS gradient, inorder to enable nonlocal exploration in high-dimensional black-box optimization.Promising results show that replacing the traditional local gradient with the nonlocalDGS gradient can significantly improve the performance of gradient-based methodsin optimizing highly multi-modal loss functions. However, the current DGS methodis designed for unbounded and uncontrained optimization problems, making itinapplicable to real-world engineering optimization problems where the tuningparameters are often bounded and the loss function is usually constrained byphysical processes. In this work, we propose to extend to the DGS approachto the constrained inverse design framework in order to find better optima ofmulti-modal loss functions. A series of adaptive strategies for smoothing radiusand learning rate updating are developed to improve the computational efficiencyand robustness. Our methodology is demonstrated by an example of designing ananoscale wavelength demultiplexer, and shows superior performance compared tothe state-of-the-art approaches. By incorporating volume constraints, the optimizeddesign achieves an equivalently high performance but significantly reduces theamount of material usage.
Bi, Sirui↗
Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method
We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadratic programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).
97 MATHEMATICS AND COMPUTING↗
Dynamically Learning Incentives for Load Control
As electrical generation becomes more distributed and volatile, and loads become more uncertain, controllability of distributed energy resources (DERs), regardless of their ownership status, will be necessary for grid reliability. Grid operators lack direct control over end-users' grid interactions, such as energy usage, but incentives can influence behavior -- for example, an end-user that receives a grid-driven incentive may adjust their consumption or expose relevant control variables in response. A key challenge in studying such incentives is the lack of data about human behavior, which usually motivates strong assumptions, such as distributional assumptions on compliance or rational utility-maximization. In this paper, we propose a general incentive mechanism in the form of a constrained optimization problem -- our approach is distinguished from prior work by modeling human behavior (e.g., reactions to an incentive) as an arbitrary unknown function. We propose feedback-based optimization algorithms to solve this problem that each leverage different amounts of information and/or measurements. We show that each converges to an asymptotically stable incentive with (near)-optimality guarantees given mild assumptions on the problem. Finally, we evaluate our proposed techniques in voltage regulation simulations on standard test beds. We test a variety of settings, including those that break assumptions required for theoretical convergence (e.g., convexity, smoothness) to capture realistic settings. In this evaluation, our proposed algorithms are able to find near-optimal incentives even when the reaction to an incentive is modeled by a theoretically difficult (yet realistic) function.
demand response↗
Optimal Wentzell Boundary Control of Parabolic Equations
This paper deals with a class of optimal control problems governed by an initial-boundary value problem of a parabolic equation. The case of semi-linear boundary control is studied where the control is applied to the system via the Wentzell boundary condition. The differentiability of the state variable with respect to the control is established and hence a necessary condition is derived for the optimal solution in the case of both unconstrained and constrained problems. The condition is also sufficient for the unconstrained convex problems. A second order condition is also derived.
97 MATHEMATICS AND COMPUTING↗
A Multi-Parametric optimization approach for bilevel mixed-integer linear and quadratic programming problems
Optimization problems involving two decision makers at two different decision levels are referred to as bi-level programming problems. Herein, we present novel algorithms for the exact and global solution of two classes of bi-level programming problems, namely (i) bi-level mixed-integer linear programming problems (B-MILP) and (ii) bi-level mixed-integer convex quadratic programming problems (B-MIQP) containing both integer and bounded continuous variables at both optimization levels. Based on multi-parametric programming theory, the main idea is to recast the lower level problem as a multi-parametric programming problem, in which the optimization variables of the upper level problem are considered as bounded parameters for the lower level. The resulting exact multi-parametric mixed-integer linear or quadratic solutions are then substituted into the upper level problem, which can be solved as a set of single-level, independent, deterministic mixed-integer optimization problems. Extensions to problems including right-hand-side uncertainty on both lower and upper levels are also discussed. Finally, computational implementation and studies are presented through test problems.
42 ENGINEERING↗
Robust Trajectory Optimization for NRHO Rendezvous Using SPICE Kernel Relative Motion
In this paper, robust optimization is performed on trajectory correction maneuvers during the lunar lander return phase of an Artemis mission, treating the trajectory from one hour after low lunar orbit departure to arrival in the vicinity of the lunar Gateway as a relative motion problem. To enable rapid stochastic optimization techniques requiring many candidate trajectories, SPICE kernel relative motion as implemented by the Quadratic Interpolated State Transition (QIST) system is used as the underlying dynamics propagation. The optimization is performed with a genetic optimizer using linear covariance (LinCov) software in a simplified operational context, taking into account the availability of navigation sensors with varying measurement models, ranges, and accuracies. No numerical integration is used, since the relative motion around Gateway is fully characterized with the a priori computation of the QIST coefficients. Maneuver placements are computed to optimize the minimum 3σ delta-v of the trajectory, the position dispersion at a target point, and a convex combination of these two metrics. An order of magnitude runtime improvement is provided over legacy methods with less than 10% error introduced. All QIST results are shown to be in-family with legacy methods. The tradespace for optimal delta-v design is found to range from 77.0 to 93.9 m/s, while the range of optimal dispersion is between 1.4 and 11.7 km.
Relative Motion↗
SU-E-T-06: 4D Particle Swarm Optimization to Enable Lung SBRT in Patients with Central And/or Large Tumors
Purpose: Patients presenting with large and/or centrally-located lung tumors are currently considered ineligible for highly potent regimens such as SBRT due to concerns of toxicity to normal tissues and organs-at-risk (OARs). We present a particle swarm optimization (PSO)-based 4D planning technique, designed for MLC tracking delivery, that exploits the temporal dimension as an additional degree of freedom to significantly improve OAR-sparing and reduce toxicity to levels clinically considered as acceptable for SBRT administration. Methods: Two early-stage SBRT-ineligible NSCLC patients were considered, presenting with tumors of maximum dimensions of 7.4cm (central-right lobe; 1.5cm motion) and 11.9cm (upper-right lobe; 1cm motion). In each case, the target and normal structures were manually contoured on each of the ten 4DCT phases. Corresponding ten initial 3D-conformal plans (Pt#1: 7-beams; Pt#2: 9-beams) were generated using the Eclipse planning system. Using 4D-PSO, fluence weights were optimized over all beams and all phases (70 and 90 apertures for Pt1&2, respectively). Doses to normal tissues and OARs were compared with clinicallyestablished lung SBRT guidelines based on RTOG-0236. Results: The PSO-based 4D SBRT plan yielded tumor coverage and dose—sparing for parallel and serial OARs within the SBRT guidelines for both patients. The dose-sparing compared to the clinically-delivered conventionallyfractionated plan for Patient 1 (Patient 2) was: heart Dmean = 11% (33%); lung V20 = 16% (21%); lung Dmean = 7% (20%); spinal cord Dmax = 5% (16%); spinal cord Dmean = 7% (33%); esophagus Dmax = 0% (18%). Conclusion: Truly 4D planning can significantly reduce dose to normal tissues and OARs. Such sparing opens up the possibility of using highly potent and effective regimens such as lung SBRT for patients who were conventionally considered SBRT non-eligible. Given the large, non-convex solution space, PSO represents an attractive, parallelizable tool to successfully achieve a globally optimal solution for this problem. This work was supported through funding from the National Institutes of Health and Varian Medical Systems.
60 APPLIED LIFE SCIENCES↗
Beyond Relaxation and Newton–Raphson: Solving AC OPF for Multi-Phase Systems With Renewables
This paper focuses on the AC Optimal Power Flow (OPF) problem for multi-phase systems. Particular emphasis is given to systems with high integration of renewables, where adjustments of the real and reactive output powers from renewable sources of energy are necessary in order to enforce voltage regulation. The AC OPF problem is known to be nonconvex (and, in fact, NP-hard). Convex relaxation techniques have been recently explored to solve the OPF task with reduced computational burden; however, sufficient conditions for tightness of these relaxations are only available for restricted classes of system topologies and problem setups. Identifying feasible power-flow solutions remains hard in more general problem formulations, especially in unbalanced multi-phase systems with renewables. To identify feasible and optimal AC OPF solutions in challenging scenarios where existing methods may fail, this paper leverages the Feasible Point Pursuit - Successive Convex Approximation algorithm - a powerful approach for general nonconvex quadratically constrained quadratic programs. The merits of the approach are illustrated using single- and multiphase distribution networks with renewables, as well as several transmission systems.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Optimizing Vehicle Fleet and Assignment for Concentrating Solar Power Plant Heliostat Washing
Concentrating solar power central-receiver plants use thousands of sun-tracking mirrors, i.e., heliostats, to reflect sunlight to a central receiver, which collects and uses the heat to generate electricity. Over time, soiling reduces the reflectivity of the heliostats and, therefore, the efficiency of the system. Current industry practice sends vehicles to wash heliostats in an ad hoc fashion. We present a mixed-integer nonlinear program that determines wash vehicle fleet size, mix, and assignment of wash crews to heliostats to minimize the sum of (i) the revenues lost due to heliostat soiling, (ii) the costs of hiring wash crews and operating the vehicles, and (iii) the costs of purchasing wash vehicles. We establish conditions for convexity of the objective function, and then propose a decomposition method that enables near-optimal solutions to the wash vehicle fleet sizing and assignment problem on the order of a couple of minutes. Furthermore, these solutions yield hundreds of thousands of dollars in savings per year over current industry practices.
14 SOLAR ENERGY↗
Iterative subspace algorithms for finite-temperature solution of Dyson equation
One-particle Green’s functions obtained from the self-consistent solution of the Dyson equation can be employed in the evaluation of spectroscopic and thermodynamic properties for both molecules and solids. However, typical acceleration techniques used in the traditional quantum chemistry self-consistent algorithms cannot be easily deployed for the Green’s function methods because of a non-convex grand potential functional and a non-idempotent density matrix. Moreover, the optimization problem can become more challenging due to the inclusion of correlation effects, changing chemical potential, and fluctuations of the number of particles. In this paper, we study acceleration techniques to target the self-consistent solution of the Dyson equation directly. We use the direct inversion in the iterative subspace (DIIS), the least-squared commutator in the iterative subspace (LCIIS), and the Krylov space accelerated inexact Newton method (KAIN). We observe that the definition of the residual has a significant impact on the convergence of the iterative procedure. Based on the Dyson equation, we generalize the concept of the commutator residual used in DIIS and LCIIS and compare it with the difference residual used in DIIS and KAIN. The commutator residuals outperform the difference residuals for all considered molecular and solid systems within both GW and GF2. For a number of bond-breaking problems, we found that an easily obtained high-temperature solution with effectively suppressed correlations is a very effective starting point for reaching convergence of the problematic low-temperature solutions through a sequential reduction of temperature during calculations.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Hodograph analysis in aircraft trajectory optimization
An account is given of key geometrical concepts involved in the use of a hodograph as an optimal control theory resource which furnishes a framework for geometrical interpretation of the minimum principle. Attention is given to the effects of different convexity properties on the hodograph, which bear on the existence of solutions and such types of controls as chattering controls, 'bang-bang' control, and/or singular control. Illustrative aircraft trajectory optimization problems are examined in view of this use of the hodograph.
Cliff, Eugene M.↗
A Convex Guidance Algorithm for Formation Reconfiguration
In this paper, a reconfiguration guidance algorithm for formation flying spacecraft is presented. The formation reconfiguration guidance problem is first formulated as a continuous-time minimum-fuel or minimum-energy optimal control problem with collision avoidance and control constraints. The optimal control problem is then discretized to obtain a finite dimensional parameter optimization problem. In this formulation, the collision avoidance constraints are imposed via separating planes between each pair of spacecraft. A heuristic is introduced to choose these separating planes that leads to the convexification of the collision avoidance constraints. Additionally, convex constraints are imposed to guarantee that no collisions occur between discrete time samples. The resulting finite dimensional optimization problem is a second order cone program, for which standard algorithms can compute the global optimum with deterministic convergence and a prescribed level of accuracy. Consequently, the formation reconfiguration algorithm can be implemented onboard a spacecraft for real-time operations.
formation reconfiguration↗
Optimisation of dynamic reactive power sources using mesh adaptive direct search
Dynamic reactive power sources can be used to effectively mitigate the fault-induced delayed voltage recovery and transient voltage instability issues. When many var sources need to be installed at planned locations, optimisation of their sizes is a complicated non-linear optimisation problem due to its non-convexity and the dependence of the constraint on time-series trajectories of post-fault voltages. Solving this optimal sizing problem needs to utilise both a non-linear optimisation solver and a power system differential-algebraic equation solver. This study proposes a new approach for solving this problem under both a single contingency and multiple contingencies by using the mesh adaptive direct search algorithm interfaced with a power system simulator. The proposed approach is validated by case studies on a North American Eastern Interconnection model to optimise the sizes of planned STATCOMs against critical contingencies.
Huang, Weihong↗