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Iterative method for optimal control problems for Markov chains, discussing degenerate nonlinear elliptic equations solution in optimal stochastic control theory
Nonlinear mappings that exhibit chaotic, seemingly random, evolution have appeal as models of dynamic systems. Their deterministic evolution, vis-a-vis Markov evolutions, results in much simpler optimal detection and estimation algorithms. The variation of a chaotic parameter (mu) results in diverse evolutions, suggesting a simple but rich source of model variations. For the specific mapping examined, this latter possibility is problematic due to the extreme sensitivity on mu of the evolution in the chaotic regime.
Conventional procedures for designing nozzles involve the design of an inviscid contour (using the method of characteristics) that is corrected with a displacement thickness calculated from boundary-layer theory. However, nozzles designed using this classical procedure have been shown to exhibit poor flow quality at Mach numbers characteristic of hypersonic applications. The nozzle to be designed will be a part of the NASA HYPULSE facility which is being used for hypervelocity flight research. Thus, the flow quality of the nozzle is a critical question that needs to be addressed. Design of nozzles for hypersonic applications requires a proper assessment of the effects of the thick boundary layer on the inviscid flowfield. Since the flow field is largely supersonic, the parabolized form of the Navier-Stokes (PNS) equations can be used. The requirement of a uniform flow at the exit plane of the nozzle can be used to define an objective function as part of an optimization procedure. The design procedure used in this study involves the coupling of a nonlinear (least-squares) optimization algorithm with an efficient, explicit PNS solver. The thick boundary layers growing on the walls of the nozzle limit the extent of the usable core region (region with uniform flow) for testing models (especially rectangular). In order to maximize the region of uniform flow, it was decided to have the exit plane of this nozzle to be (nearly) rectangular. Thus, an additional constraint on the nozzle shape resulted, namely the nozzle will have a shape transitioning from a circular one at the inlet to that of a rectangle at the exit. In order to provide for a smooth shape transition, the cross sectional contour of the nozzle is defined by a superellipse. The nozzle is taken to be a meter in length. The axial variations of the major and minor radii of the superellipse are governed by cubic splines. The design parameters are the coefficients of the splines associated with the local nozzle wall slopes. Extensive calculations have been made (with a three-dimensional Euler code) to understand the effects of various parameters such as location of the knot points of the spline function, different ways of characterizing the uniformity of the flow in the exit plane, as well as the effect of constraining the area of the nozzle to be invariant. Turbulent flow (measurements indicate that the flow at the nozzle inlet is turbulent) calculations are now being performed (with the inviscidly designed nozzle contours) to assess the flow quality.
The nonlinear mathematical programming method (formal optimization) has had many applications in engineering design. A figure illustrates the use of optimization techniques in the design process. The design process begins with the design problem, such as the classic example of the two-bar truss designed for minimum weight as seen in the leftmost part of the figure. If formal optimization is to be applied, the design problem must be recast in the form of an optimization problem consisting of an objective function, design variables, and constraint function relations. The middle part of the figure shows the two-bar truss design posed as an optimization problem. The total truss weight is the objective function, the tube diameter and truss height are design variables, with stress and Euler buckling considered as constraint function relations. Lastly, the designer develops or obtains analysis software containing a mathematical model of the object being optimized, and then interfaces the analysis routine with existing optimization software such as CONMIN, ADS, or NPSOL. This final state of software development can be both tedious and error-prone. The Sizing and Optimization Language (SOL), a special-purpose computer language whose goal is to make the software implementation phase of optimum design easier and less error-prone, is presented.
While the performance of flight simulator motion system hardware has advanced substantially, the development of the motion cueing algorithm, the software that transforms simulated aircraft dynamics into realizable motion commands, has not kept pace. Prior research identified viable features from two algorithms: the nonlinear "adaptive algorithm", and the "optimal algorithm" that incorporates human vestibular models. A novel approach to motion cueing, the "nonlinear algorithm" is introduced that combines features from both approaches. This algorithm is formulated by optimal control, and incorporates a new integrated perception model that includes both visual and vestibular sensation and the interaction between the stimuli. Using a time-varying control law, the matrix Riccati equation is updated in real time by a neurocomputing approach. Preliminary pilot testing resulted in the optimal algorithm incorporating a new otolith model, producing improved motion cues. The nonlinear algorithm vertical mode produced a motion cue with a time-varying washout, sustaining small cues for longer durations and washing out large cues more quickly compared to the optimal algorithm. The inclusion of the integrated perception model improved the responses to longitudinal and lateral cues. False cues observed with the NASA adaptive algorithm were absent. The neurocomputing approach was crucial in that the number of presentations of an input vector could be reduced to meet the real time requirement without degrading the quality of the motion cues.
The goal of directly imaging Earth-like planets in the habitable zone of other stars has motivated the design of coronagraphs for use with large segmented aperture space telescopes. In order to achieve an optimal trade-o between planet light throughput and di racted starlight suppression, we consider coronagraphs comprised of a stage of phase control implemented with deformable mirrors (or other optical elements), pupil plane apodization masks (gray scale or complex valued), and focal plane masks (either amplitude only or complex-valued, including phase only such as the vector vortex coronagraph). The optimization of these optical elements, with the goal of achieving 10 or more orders of magnitude in the suppression of on-axis (starlight) di racted light, represents a challenging non-convex optimization problem with a nonlinear dependence on control degrees of freedom. We develop a new algorithmic approach to the design optimization problem, which we call the "Auxiliary Field Optimization" (AFO) algorithm. The central idea of the algorithm is to embed the original optimization problem, for either phase or amplitude (apodization) in various planes of the coronagraph, into a problem containing additional degrees of freedom, speci cally ctitious "auxiliary" electric elds which serve as targets to inform the variation of our phase or amplitude parameters leading to good feasible designs. We present the algorithm, discuss details of its numerical implementation, and prove convergence to local minima of the objective function (here taken to be the intensity of the on-axis source in a "dark hole" region in the science focal plane). Finally, we present results showing application of the algorithm to both unobscured o -axis and obscured on-axis segmented telescope aperture designs. The application of the AFO algorithm to the coronagraph design problem has produced solutions which are capable of directly imaging planets in the habitable zone, provided end-to-end telescope system stability requirements can be met. Ongoing work includes advances of the AFO algorithm reported here to design in additional robustness to a resolved star, and other phase or amplitude aberrations to be encountered in a real segmented aperture space telescope.
Low thrust trajectory optimization, using Newton- Raphson method to solve nonlinear two-point boundary value problem
The TSIM software is described. This is a package which uses an interactive FORTRAN-like simulation language for the simulation on nonlinear dynamic systems and offers facilities which include: mixed continuous and discrete time systems, time response calculations, numerical optimization, automatic trimming of nonlinear aircraft systems, and linearization of nonlinear equations for eigenvalues, frequency responses and power spectral response evaluation. Details are given of the application of TSIM to the analysis of aeroelastic systems under the RAE Farborough extension FLEX-SIM. The aerodynamic and structural data for the equations of motion of a flexible aircraft are prepared by a preprocessor program for incorporation in TSIM simulations. Within the simulation, the flexible aircraft model may then be selected interactively for different flight conditions and modal reduction techniques applied. The use of FLEX-SIM is demonstrated by an example of the flutter prediction for a simple aeroelastic model. By utilizing the numerical optimization facility of TSIM, it is possible to undertake identification of required parameters in the TSIM model within the simulation.
Results of the investigation of formal nonlinear programming-based numerical optimization techniques of helicopter airframe vibration reduction are summarized. The objective and constraint function and the sensitivity expressions used in the formulation of airframe vibration optimization problems are presented and discussed. Implementation of a new computational procedure based on MSC/NASTRAN and CONMIN in a computer program system called DYNOPT for optimizing airframes subject to strength, frequency, dynamic response, and dynamic stress constraints is described. An optimization methodology is proposed which is thought to provide a new way of applying formal optimization techniques during the various phases of the airframe design process. Numerical results obtained from the application of the DYNOPT optimization code to a helicopter airframe are discussed.
A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.
A nonlinear analysis is carried out for the optimal transfer between close near-circular noncoplanar orbits with no limit on time. The degeneracy of the linear analyses of Marec and Edelbaum is, thereby, removed and with the aid of a generalized Jacobi test, it is established that the minimum-impulse transfer requires, at most, three impulses. A field of extremals is generated in an orbit element space starting with the initial state and anticipated adjoint variables and integrating these variables by using the optimal thrust control law that maximizes the variational Hamiltonian. The nonoptimality of any four-impulse strategy is determined numerically by observing the reflection of every extremal from either an envelope (conjugate point test) or a switching surface on or before the application of the fourth impulse. This test is carried out in Regions I, II, and III of Marec, as well as the special transition region of Breakwell near the boundary of Region III.
Detailed investigations are carried out on optimal glass-ceramic mirror structures of terrestrial space technology (optical telescopes). In order to find an optimum design, a nonlinear multi-criteria optimization problem is formulated. 'Minimum deformation' at 'minimum weight' are selected as contradictory objectives, and a set of further constraints (quilting effect, optical faults etc.) is defined and included. A special result of the investigations is described.
Practical design of large-scale structures can be accomplished with the aid of the digital computer by bringing together in one computer program algorithms of nonlinear mathematical programing and optimality criteria with weight-strength and other so-called engineering methods. Applications of this approach to aviation structures are discussed with a detailed description of how the total problem of structural sizing can be broken down into subproblems for best utilization of each algorithm and for efficient organization of the program into iterative loops. Typical results are examined for a number of examples.
Recent developments in the area of nonlinear control theory have shown how coordiante changes in the state and input spaces can be used with nonlinear feedback to transform certain nonlinear ordinary differential equations into equivalent linear equations. These feedback linearization techniques are applied to resolve two problems arising in the control of spacecraft equipped with control moment gyroscopes (CMGs). The first application involves the computation of rate commands for the gimbals that rotate the individual gyroscopes to produce commanded torques on the spacecraft. The second application is to the long-term management of stored momentum in the system of control moment gyroscopes using environmental torques acting on the vehicle. An approach to distributing control effort among a group of redundant actuators is described that uses feedback linearization techniques to parameterize sets of controls which influence a specified subsystem in a desired way. The approach is adapted for use in spacecraft control with double-gimballed gyroscopes to produce an algorithm that avoids problematic gimbal configurations by approximating sets of gimbal rates that drive CMG rotors into desirable configurations. The momentum management problem is stated as a trajectory optimization problem with a nonlinear dynamical constraint. Feedback linearization and collocation are used to transform this problem into an unconstrainted nonlinear program. The approach to trajectory optimization is fast and robust. A number of examples are presented showing applications to the proposed NASA space station.
Optimization of VTOL control concepts with and without stabilization compared with six degree of freedom motion simulator, noting system failure effects and nonlinear concepts
Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.
Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.
An optimal trajectory planning problem for a single-link, flexible joint manipulator is studied. A global feedback-linearization is first applied to formulate the nonlinear inequality-constrained optimization problem in a suitable way. Then, an exact and explicit structural formula for the optimal solution of the problem is derived and the solution is shown to be unique. It turns out that the optimal trajectory planning and control can be done off-line, so that the proposed method is applicable to both theoretical analysis and real time tele-robotics control engineering.