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At least 55 records · Page 3

Intrusive Uncertainty Quantification and Optimal Experiment Design in the Open-Source Pyomo Ecosystem

This contribution describes ParmEst and Pyomo.DoE, two pillars of the open-source Python-based Pyomo ecosystem for computational optimization with (partial differential) algebraic equation mathematical models. Specifically, ParmEst facilitates intrusive frequentist parameter estimation (PE) and uncertainty quantification (UQ) through built-in features, such as covariance matrix estimation, bootstrapping, and likelihood ratio tests. Complementary, Pyomo.DoE enables optimal experiment design by maximizing various metrics of the Fisher information matrix, such as A-optimality (trace), D-optimality (determinant), E-optimality (minimum eigenvalue), and ME-optimality (condition number). ParmEst and Pyomo.DoE can solve high-dimensional optimization problems by leveraging the model structure and exact derivative information. Finally, we will discuss future opportunities to integrate PE and UQ capabilities with optimization under uncertainty, including robust optimization with non-convex models via PyROS.

97 MATHEMATICS AND COMPUTING↗

Numerical optimization in Hilbert space using inexact function and gradient evaluations

Trust region algorithms provide a robust iterative technique for solving non-convex unstrained optimization problems, but in many instances it is prohibitively expensive to compute high accuracy function and gradient values for the method. Of particular interest are inverse and parameter estimation problems, since function and gradient evaluations involve numerically solving large systems of differential equations. A global convergence theory is presented for trust region algorithms in which neither function nor gradient values are known exactly. The theory is formulated in a Hilbert space setting so that it can be applied to variational problems as well as the finite dimensional problems normally seen in trust region literature. The conditions concerning allowable error are remarkably relaxed: relative errors in the gradient error condition is automatically satisfied if the error is orthogonal to the gradient approximation. A technique for estimating gradient error and improving the approximation is also presented.

Carter, Richard G.↗

Large scale nonlinear numerical optimal control for finite element models of flexible structures

This paper discusses the development of large scale numerical optimal control algorithms for nonlinear systems and their application to finite element models of structures. This work is based on our expansion of the optimal control algorithm (DDP) in the following steps: improvement of convergence for initial policies in non-convex regions, development of a numerically accurate penalty function method approach for constrained DDP problems, and parallel processing on supercomputers. The expanded constrained DDP algorithm was applied to the control of a four-bay, two dimensional truss with 12 soft members, which generates geometric nonlinearities. Using an explicit finite element model to describe the structural system requires 32 state variables and 10,000 time steps. Our numerical results indicate that for constrained or unconstrained structural problems with nonlinear dynamics, the results obtained by our expanded constrained DDP are significantly better than those obtained using linear-quadratic feedback control.

Shoemaker, Christine A.↗

Surface acquisition through virtual milling

Surface acquisition deals with the reconstruction of three dimensional objects from a set of data points. The most straightforward techniques require human intervention, a time consuming proposition. It is desirable to develop a fully automated alternative. Such a method is proposed in this paper. It makes use of surface measurements obtained from a 3-D laser digitizer - an instrument which provides the (x,y,z) coordinates of surface data points from various viewpoints. These points are assembled into several partial surfaces using a visibility constraint and a 2-D triangulation technique. Reconstruction of the final object requires merging these partial surfaces. This is accomplished through a procedure that emulates milling, a standard machining operation. From a geometrical standpoint the problem reduces to constructing the intersection of two or more non-convex polyhedra.

Marshal L Merriam↗

Central Schemes for Multi-Dimensional Hamilton-Jacobi Equations

We present new, efficient central schemes for multi-dimensional Hamilton-Jacobi equations. These non-oscillatory, non-staggered schemes are first- and second-order accurate and are designed to scale well with an increasing dimension. Efficiency is obtained by carefully choosing the location of the evolution points and by using a one-dimensional projection step. First-and second-order accuracy is verified for a variety of multi-dimensional, convex and non-convex problems.

Bryson, Steve↗

Development of MLPG and LBIE Methods for Nonlinear Problems of Fracture

The truly meshless local Petrov-Galerkin (MLPG) method holds a great promise in solving boundary value problems, using a local symmetric weak form as a natural approach. In the present paper, in the context of MLPG and the meshless interpolation of a moving least squares (MLS) type, a method which uses primary and secondary nodes in the domain and on the global boundary is introduced, in order to improve the accuracy of solution. The secondary nodes can be placed at any location where one needs to obtain a better resolution. The sub-domains for the shape functions in the MLS approximation are defined only from the primary nodes, and the secondary nodes use the same sub-domains. The shape functions based on the MLS approximation, in an integration domain, have a single type of a rational function, which reduces the difficulty of numerical integration to evaluate the weak form. The present method is very useful in an adaptive calculation, because the secondary nodes can be easily added and/or moved without an additional mesh. The essential boundary conditions can be imposed exactly, and non-convex boundaries can be treated without special techniques. Several numerical examples are presented to illustrate the performance of the present method.

Atluri, Satya N.↗

Efficient Low Dissipative High Order Schemes for Multiscale MHD Flows

Accurate numerical simulations of complex multiscale compressible viscous flows, especially high speed turbulence combustion and acoustics, demand high order schemes with adaptive numerical dissipation controls. Standard high resolution shock-capturing methods are too dissipative to capture the small scales and/or long-time wave propagations without extreme grid refinements and small time steps. An integrated approach for the control of numerical dissipation in high order schemes for the compressible Euler and Navier-Stokes equations has been developed and verified by the authors and collaborators. These schemes are suitable for the problems in question. Basically, the scheme consists of sixth-order or higher non-dissipative spatial difference operators as the base scheme. To control the amount of numerical dissipation, multiresolution wavelets are used as sensors to adaptively limit the amount and to aid the selection and/or blending of the appropriate types of numerical dissipation to be used. Magnetohydrodynamics (MHD) waves play a key role in drag reduction in highly maneuverable high speed combat aircraft, in space weather forecasting, and in the understanding of the dynamics of the evolution of our solar system and the main sequence stars. Although there exist a few well-studied second and third-order high-resolution shock-capturing schemes for the MHD in the literature, these schemes are too diffusive and not practical for turbulence/combustion MHD flows. On the other hand, extension of higher than third-order high-resolution schemes to the MHD system of equations is not straightforward. Unlike the hydrodynamic equations, the inviscid MHD system is non-strictly hyperbolic with non-convex fluxes. The wave structures and shock types are different from their hydrodynamic counterparts. Many of the non-traditional hydrodynamic shocks are not fully understood. Consequently, reliable and highly accurate numerical schemes for multiscale MHD equations pose a great challenge to algorithm development. In addition, controlling the numerical error of the divergence free condition of the magnetic fields for high order methods has been a stumbling block. Lower order methods are not practical for the astrophysical problems in question. We propose to extend our hydrodynamics schemes to the MHD equations with several desired properties over commonly used MHD schemes.

Sjoegreen, Bjoern↗

The Delta x B = 0 Constraint Versus Minimization of Numerical Errors in MHD Simulations

The MHD equations are a system of non-strictly hyperbolic conservation laws. The non-convexity of the inviscid flux vector resulted in corresponding Jacobian matrices with undesirable properties. It has previously been shown by Powell et al. (1995) that an 'almost' equivalent MHD system in non-conservative form can be derived. This non-conservative system has a better conditioned eigensystem. Aside from Powell et al., the MHD equations can be derived from basic principles in either conservative or non-conservative form. The Delta x B = 0 constraint of the MHD equations is only an initial condition constraint, it is very different from the incompressible Navier-Stokes equations in which the divergence condition is needed to close the system (i.e., to have the same number of equations and the same number of unknown). In the MHD formulations, if Delta x B = 0 initially, all one needs is to construct appropriate numerical schemes that preserve this constraint at later time evolutions. In other words, one does not need the Delta x B condition to close the MHD system. We formulate our new scheme together with the Cargo & Gallice (1997) form of the MHD approximate Riemann solver in curvilinear grids for both versions of the MHD equations. A novel feature of our new method is that the well-conditioned eigen-decomposition of the non-conservative MHD equations is used to solve the conservative equations. This new feature of the method provides well-conditioned eigenvectors for the conservative formulation, so that correct wave speeds for discontinuities are assured. The justification for using the non-conservative eigen-decomposition to solve the conservative equations is that our scheme has a better control of the numerical error associated with the divergence of the magnetic condition. Consequently, computing both forms of the equations with the same eigen-decomposition is almost equivalent. It will be shown that this approach, using the non-conservative eigensystem when solving the conservative equations, also works well in the context of standard shock-capturing schemes.

Yee, H. C.↗

The Delta(dot) B = O Constraint vs. Minimization of Numerical Errors in MHD Simulations

The MHD equations are a system of non-strictly hyperbolic conservation laws. The non-convexity of the inviscid flux vector resulted in corresponding Jacobian matrices with undesirable properties. On the other hand, the MHD equations can be derived from basic principles in either conservative or non-conservative form. The non-conservative system has a better conditioned eigensystem. The Delta(dot)B = 0 constraint of the A4HD equations is only an initial condition constraint. One does not need the Delta(dot)B condition to close the MHD system. We formulate our new low dissipative high order scheme together with the Cargo & Gallice (1997) form of the MHD approximate Riemann solver in curvilinear grids for both versions of the MHD equations. A novel feature of our new method is that the well-conditioned eigen-decomposition of the non-conservative MHD equations is used to solve the conservative equations. This new feature of the method provides well-conditioned eigenvectors for the conservative formulation, so that correct wave speeds for discontinuities are assured. The justification for using the non-conservative eigen-decomposition to solve the conservative equations is that our scheme has a better control of the numerical error associated with the Delta(dot)B condition. Consequently, computing both forms of the equations with the same eigen-decomposition is almost equivalent. It will be shown that this approach, using the non-conservative eigensystem when solving the conservative equations, also works well in the context of standard shock-capturing schemes.

Yee, H. C.↗

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↗

Multivariate Parameter Sets for Optimal Synthesis of Compliant Mechanisms

This paper will propose the use of control maps along with discretized elements or meshes in the design parameter set for optimizing compliant mechanisms. The use of control maps will be demonstrated to encode the motion of groups of nodes or control points within a compliant mechanism design with simple mapping rules. The technique will serve as an alternative to increased mesh size or node wandering techniques that have been proposed to increase the number of alternative design shapes that may be considered. As an alternative approach, the proposed control map parameterization has the significant benefit that it minimizes the number of design parameters necessary (parameters increase linearly with the mesh size) in describing a given design making it computationally efficient. A limited number of tiles can produce a map that has a significant effect on the final shape. If the tiles are chosen appropriately, the problems such as material overlap and non-convex mesh elements are avoided automatically. This paper will describe the implementation of these control maps and provide several examples showing their implementation in the compliant mechanism topology synthesis process.

Shibakov, Alex↗

Two-Stage Path Planning Approach for Designing Multiple Spacecraft Reconfiguration Maneuvers

The paper presents a two-stage approach for designing optimal reconfiguration maneuvers for multiple spacecraft. These maneuvers involve well-coordinated and highly-coupled motions of the entire fleet of spacecraft while satisfying an arbitrary number of constraints. This problem is particularly difficult because of the nonlinearity of the attitude dynamics, the non-convexity of some of the constraints, and the coupling between the positions and attitudes of all spacecraft. As a result, the trajectory design must be solved as a single 6N DOF problem instead of N separate 6 DOF problems. The first stage of the solution approach quickly provides a feasible initial solution by solving a simplified version without differential constraints using a bi-directional Rapidly-exploring Random Tree (RRT) planner. A transition algorithm then augments this guess with feasible dynamics that are propagated from the beginning to the end of the trajectory. The resulting output is a feasible initial guess to the complete optimal control problem that is discretized in the second stage using a Gauss pseudospectral method (GPM) and solved using an off-the-shelf nonlinear solver. This paper also places emphasis on the importance of the initialization step in pseudospectral methods in order to decrease their computation times and enable the solution of a more complex class of problems. Several examples are presented and discussed.

Aoude, Georges S.↗

NASA Tech Briefs, June 2011

Topics covered include: Wind and Temperature Spectrometry of the Upper Atmosphere in Low-Earth Orbit; Health Monitor for Multitasking, Safety-Critical, Real-Time Software; Stereo Imaging Miniature Endoscope; Early Oscillation Detection Technique for Hybrid DC/DC Converters; Parallel Wavefront Analysis for a 4D Interferometer; Schottky Heterodyne Receivers With Full Waveguide Bandwidth; Carbon Nanofiber-Based, High-Frequency, High-Q, Miniaturized Mechanical Resonators; Ultracapacitor-Based Uninterrupted Power Supply System; Coaxial Cables for Martian Extreme Temperature Environments; Using Spare Logic Resources To Create Dynamic Test Points; Autonomous Coordination of Science Observations Using Multiple Spacecraft; Autonomous Phase Retrieval Calibration; EOS MLS Level 1B Data Processing Software, Version 3; Cassini Tour Atlas Automated Generation; Software Development Standard Processes (SDSP); Graphite Composite Panel Polishing Fixture; Material Gradients in Oxygen System Components Improve Safety; Ridge Waveguide Structures in Magnesium-Doped Lithium Niobate; Modifying Matrix Materials to Increase Wetting and Adhesion; Lightweight Magnetic Cooler With a Reversible Circulator; The Invasive Species Forecasting System; Method for Cleanly and Precisely Breaking Off a Rock Core Using a Radial Compressive Force; Praying Mantis Bending Core Breakoff and Retention Mechanism; Scoring Dawg Core Breakoff and Retention Mechanism; Rolling-Tooth Core Breakoff and Retention Mechanism; Vibration Isolation and Stabilization System for Spacecraft Exercise Treadmill Devices; Microgravity-Enhanced Stem Cell Selection; Diagnosis and Treatment of Neurological Disorders by Millimeter-Wave Stimulation; Passive Vaporizing Heat Sink; Remote Sensing and Quantization of Analog Sensors; Phase Retrieval for Radio Telescope and Antenna Control; Helium-Cooled Black Shroud for Subscale Cryogenic Testing; Receive Mode Analysis and Design of Microstrip Reflectarrays; and Chance-Constrained Guidance With Non-Convex Constraints.

Source record↗

Minimum Landing Error Powered-Descent Guidance for Planetary Missions

An algorithm improves the accuracy with which a lander can be delivered to the surface of Mars. The main idea behind this innovation is the use of a lossless convexification, which converts an otherwise non-convex constraint related to thruster throttling to a convex constraint, enabling convex optimization to be used. The convexification leads directly to an algorithm that guarantees finding the global optimum of the original nonconvex optimization problem with a deterministic upper bound on the number of iterations required for convergence. In this innovation, previous work in powered-descent guidance using convex optimization is extended to handle the case where the lander must get as close as possible to the target given the available fuel, but is not required to arrive exactly at the target. The new algorithm calculates the minimum-fuel trajectory to the target, if one exists, and calculates the trajectory that minimizes the distance to the target if no solution to the target exists. This approach poses the problem as two Second-Order Cone Programs, which can be solved to global optimality with deterministic bounds on the number of iterations required.

Blackmore, Lars↗

A Convex Optimization Approach to Improving Suboptimal Hyperparameters of Sliced Normal Distributions

Sliced Normal (SN) distributions are a generalization of Gaussian distributions where the quadratic argument of the exponential is replaced with a sum of squares polynomial. SNs may be used to represent the distribution of a diverse set of random variables including multi-modal, non-symmetric, and skewed distributions. Unfortunately, the likelihood function of a SN includes a normalization constant and the inclusion of this normalization constant makes the likelihood a non-convex function of the hyperparameters which define the SN. In previous work, suboptimal fitting of the hyperparameters was performed by transforming the given data into a higher dimensional monomial basis and selecting the optimal hyperparameters of a Gaussian fit in this space. However, this approach did not account for the effect of lifting on the normalization constant. Indeed, it was observed that as the number of monomials is increased the likelihood of the Sliced Normal can decrease. In this paper, we increase the likelihood of Sliced Normals found using the previous method by developing a convex formulation which scales the covariance matrix of the Gaussian fit such that the likelihood of the Sliced Normal is maximized. The result is significant improvements of the log likelihood of fitted SN distributions, including a significant increase, especially for problems with 500+ monomials.

Convex optimization approach to improving suboptim↗

Coronagraph Design Optimization for Segmented Aperture Telescopes

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.

Redding, Dave↗

Interval Predictor Models for Robust System Identification

This paper proposes a framework for the identification and uncertainty quantification of plant models according to multivariable data. The only restriction imposed upon such models is for their outputs to depend continuously on their parameters. An Interval Predictor Model (IPM) prescribes the parameters of a computational model as a path-connected set thereby making each predicted output an interval-valued function of its inputs. The formulation proposed seeks the parameter set for which the predicted outputs tightly enclose the data. This set, which is modeled as a semi-algebraic set of low-degree polynomials, enables the characterization of possibly strong parameter dependencies commonly found in practice. This uncertainty characterization makes the resulting plant model amenable to robust control approaches using polynomial optimization. Furthermore, we use non-convex scenario theory to assess the reliability of the resulting IPM. This assessment yields a distribution-free upper bound on the probability that future data will fall outside the predicted intervals.

interval↗

Quantifying Burned Area of Wildfires in the Western United States From Polar-Orbiting and Geostationary Satellite Active-Fire Detections

Background : Accurately estimating burned area from satellites is key to improving biomass burning emission models, studying fire evolution and assessing environmental impact. Previous studies have found that current methods for estimating burned area of fires from satellite active-fire data do not always provide an accurate estimate. Aims and Methods : In this work, we develop a novel algorithm to estimate hourly accumulated burned area based on the area from boundaries of non-convex polygons containing the accumulated Visible Infrared Imaging Radiometer Suite (VIIRS)active-fire detections. Hourly time series are created by combining VIIRS estimates with fire radiative power (FRP) estimates from GOES-17 data. Conclusions, Key Results and Implication : We evaluate the performance of the algorithm for both accumulated and change in burned area between airborne observations, and specifically examine sensitivity to the choice of the parameter controlling how much the boundary can shrink towards the interior of the area polygon. Results of the hourly accumulation of burned area for multiple fires from 2019 and 2020 generally correlate strongly with airborne infrared (IR) observations collected by the United States Forest Service National Infrared Operations (NIROPS), exhibiting correlation coefficient values usually greater than 0.95 and errors <20%.

burned area↗