Advances in Generalized Disjunctive and Mixed-Integer Nonlinear Programming Algorithms and Software for Superstructure Optimization.
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This paper presents a method for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman's Principle of optimality, the Gaussian closure and the Short-time Gaussian approximation. Examples include a system with a state-dependent diffusion term, a system in which the infinite hierarchy of moment equations cannot be analytically closed, and an impact system with a elastic boundary. The uncontrolled and controlled dynamics are studied by creating a Markov chain with a control dependent transition probability matrix via the Generalized Cell Mapping method. In this fashion, both the transient and stationary controlled responses are evaluated. The results show excellent control performances.
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.
We present a generalization of the variational principle that is compatible with any Hamiltonian eigenstate that can be specified uniquely by a list of properties. This variational principle appears to be compatible with a wide range of electronic structure methods, including mean field theory, density functional theory, multireference theory, and quantum Monte Carlo. Like the standard variational principle, this generalized variational principle amounts to the optimization of a nonlinear function that, in the limit of an arbitrarily flexible wave function, has the desired Hamiltonian eigenstate as its global minimum. Unlike the standard variational principle, it can target excited states and select individual states in cases of degeneracy or near-degeneracy. As an initial demonstration of how this approach can be useful in practice, we employ it to improve the optimization efficiency of excited state mean field theory by an order of magnitude. With this improved optimization, we are able to demonstrate that the accuracy of the corresponding second-order perturbation theory rivals that of singles-and-doubles equation-of-motion coupled cluster in a substantially broader set of molecules than could be explored by our previous optimization methodology.
A method is proposed for optimizing the fabrication process of unidirectional metal matrix composites. The temperature and pressure histories are optimized such that the residual microstresses of the composite at the end of the fabrication process are minimized and the material integrity throughout the process is ensured. The response of the composite during the fabrication is simulated based on a nonlinear micromechanics theory. The optimal fabrication problem is formulated and solved with nonlinear programming. Application cases regarding the optimization of the fabrication cool-down phases of unidirectional ultra-high modulus graphite/copper and silicon carbide/titanium composites are presented.
The research is classified in two categories: (1) the use of modern multivariable frequency domain methods for control of engine models in the neighborhood of a set-point, and (2) the use of nonlinear modelling and optimization techniques for control of engine models over a more extensive part of the flight envelope. Progress in the first category included the extension of CARDIAD (Complex Acceptability Region for Diagonal Dominance) methods developed with the help of the grant to the case of engine models with four inputs and four outputs. A suitable bounding procedure for the dominance function was determined. Progress in the second category had its principal focus on automatic nonlinear model generation. Simulations of models produced satisfactory results where compared with the NASA DYNGEN digital engine deck.
PyRAT was developed as a quantitative tool for robustly characterizing objects from radiographs to solve problems such as the hybrid nonlinear inverse problem. The optimization software library that was used is the nonsmooth optimization by MADS algorithm (NOMAD). Some of PyRAT's features are: (1) hybrid nonlinear inverse problem with calculated x-ray spectrum and detector response; (2) optimization based inversion approach with goal of identifying unknown object configurations - MVO problem; (3) using functionalities of Python libraries for radiographic image processing and analysis; (4) using the Tikhonov regularization method of linear inverse problem to recover partial information of object configurations; (5) using a priori knowledge of problem solutions to define feasible region and discrete neighbor for the MVO problem - initial data analysis + material library $\Rightarrow$ a priori knowledge; and (6) using the NOMAD (C++ version) software in the object.
A discrete complementary variational principle is developed and applied to linear and nonlinear discrete-time optimal control systems. Using the variational approach, a primal-dual relationship is established. This relationship provides a precise measure of system suboptimality independent of any a priori knowledge of the optimal solution.
Over the past decade, analog computing has the subject of substantial research interest providing a path toward improved computational efficiency in the post-Dennard era. Analog matrix vector multiplication (MVM) accelerators provide a popular approach given the ubiquity of MVM operations in numerous applications. However, historically analog computing systems can struggle with applications requiring high precision due to the inherent susceptibility of these systems to analog non-idealities. Therefore, prior work on analog systems has focused either on applications known to be tolerant of limited precision (e.g., neural network inference), or using expensive techniques to emulate high-precision using many analog MVM operations. In this work, we propose an alternative approach. Motivated by recent advances in inexact nonlinear solvers and optimizers, we explore the potential of co-designing optimization algorithms which can take full advantage of the fundamentally inexact analog MVM operations. To enable these co-designed algorithms we also develop a general mathematical theory of the precision and energy efficiency of analog operations, and a new system architecture for tightly-coupled analog and digital computation. Finally, we examine the applicability of analog computing to a wider class of symmetric positive definite systems and find potential in using analog operations as a sparse approximate inverse preconditioner. With these core innovations, this project provides a path toward effectively implementing optimization algorithms on power-constrained autonomous and semi-autonomous systems.
We study a time-parallel approach to solving quadratic optimization problems with linear time-dependent partial differential equation (PDE) constraints. These problems arise in formulations of optimal control, optimal design and inverse problems that are governed by parabolic PDE models. They may also arise as subproblems in algorithms for the solution of optimization problems with nonlinear time-dependent PDE constraints, e.g., in sequential quadratic programming methods. We apply a piecewise linear finite element discretization in space to the PDE constraint, followed by the Crank-Nicolson discretization in time. The objective function is discretized using finite elements in space and the trapezoidal rule in time. At this point in the discretization, auxiliary state variables are introduced at each discrete time interval, with the goal to enable: (i) a decoupling in time; and (ii) a fixed-point iteration to recover the solution of the discrete optimality system. The fixed-point iterative schemes can be used either as preconditioners for Krylov subspace methods or as smoothers for multigrid (in time) schemes. We present promising numerical results for both use cases.
Shared autonomous vehicles (SAVs) bring competition to traditional transit services but redesigning multimodal transit network can utilize SAVs as feeders to enhance service efficiency and coverage. This paper presents an optimization framework for the joint multimodal transit frequency and SAV fleet size problem, a variant of the transit network frequency setting problem. The objective is to maximize total transit ridership (including SAV-fed trips and subtracting boarding rejections) across multiple time periods under budget constraints, considering endogenous mode choice (transit, point-to-point SAVs, driving) and route selection, while allowing for strategic route removal by setting frequencies to zero. Due to the problem’s non-linear, non-convex nature and the computational challenges of large-scale networks, we develop a hybrid solution approach that combines a metaheuristic approach (particle swarm optimization) with nonlinear programming for local solution refinement. To ensure computational tractability, the framework integrates analytical approximation models for SAV waiting times based on fleet utilization, multimodal network assignment for route choice, and multinomial logit mode choice behavior, bypassing the need for computationally intensive simulations within the main optimization loop. Applied to the Chicago metropolitan area’s multimodal network, our method illustrates a 33.3% increase in transit ridership through optimized transit route frequencies and SAV integration, particularly enhancing off-peak service accessibility and strategically reallocating resources.
Nonlinear programming algorithms play an important role in structural design optimization. Several such algorithms have been implemented in OpenMDAO framework developed at NASA Glenn Research Center (GRC). OpenMDAO is an open source engineering analysis framework, written in Python, for analyzing and solving Multi-Disciplinary Analysis and Optimization (MDAO) problems. It provides a number of solvers and optimizers, referred to as components and drivers, which users can leverage to build new tools and processes quickly and efficiently. Users may download, use, modify, and distribute the OpenMDAO software at no cost. This paper summarizes the process involved in analyzing and optimizing structural components by utilizing the framework s structural solvers and several gradient based optimizers along with a multi-objective genetic algorithm. For comparison purposes, the same structural components were analyzed and optimized using CometBoards, a NASA GRC developed code. The reliability and efficiency of the OpenMDAO framework was compared and reported in this report.
Nonlinear programming algorithms play an important role in structural design optimization. Several such algorithms have been implemented in OpenMDAO framework developed at NASA Glenn Research Center (GRC). OpenMDAO is an open source engineering analysis framework, written in Python, for analyzing and solving Multi-Disciplinary Analysis and Optimization (MDAO) problems. It provides a number of solvers and optimizers, referred to as components and drivers, which users can leverage to build new tools and processes quickly and efficiently. Users may download, use, modify, and distribute the OpenMDAO software at no cost. This paper summarizes the process involved in analyzing and optimizing structural components by utilizing the framework s structural solvers and several gradient based optimizers along with a multi-objective genetic algorithm. For comparison purposes, the same structural components were analyzed and optimized using CometBoards, a NASA GRC developed code. The reliability and efficiency of the OpenMDAO framework was compared and reported in this report.
A sline-based approximation scheme is discussed for optimal control problems governed by nonlinear nonautonomous delay differential equations. The approximating framework reduces the original control problem to a sequence of optimization problems governed by ordinary differential equations. Convergence proofs, which appeal directly to dissipative-type estimates for the underlying nonlinear operator, are given and numerical findings are summarized.