New second-order and first-order algorithms for determining optimal control - A differential dynamic programming approach
Differential dynamic programming to develop second order and first order approximation methods for determining optimal control
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Differential dynamic programming to develop second order and first order approximation methods for determining optimal control
In this work, we present a new family of zero-field Ising models over N binary variables/spins obtained by consecutive 'gluing' of planar and O(1)-sized components and subsets of at most three vertices into a tree. The polynomial time algorithm of the dynamic programming type for solving exact inference (computing partition function) and exact sampling (generating i.i.d. samples) consists of sequential application of an efficient (for planar) or brute-force (for O(1)-sized) inference and sampling to the components as a black box. To illustrate the utility of the new family of tractable graphical models, we first build a polynomial algorithm for inference and sampling of zero-field Ising models over K 33 -minor-free topologies and over K 5 -minor-free topologies—both of which are extensions of the planar zero-field Ising models—which are neither genus- nor treewidth-bounded. Second, we empirically demonstrate an improvement in the approximation quality of the NP-hard problem of inference over the square-grid Ising model in a node-dependent nonzero 'magnetic' field.
A key algorithmic element of a real-time trajectory optimization hardware/software implementation is presented, the search step solver. This is one piece of an algorithm whose overall goal is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter or the National Aerospace Plane. Many methods of nonlinear programming require the solution of a quadratic program (QP) at each iteration to determine the search step. In the trajectory optimization case, the QP has a special dynamic programming structure. The algorithm exploits this special structure with a divide- and conquer type of parallel implementation. The algorithm solves a (p.N)-stage problem on N processors in O(p + log2 N) operations. The algorithm yields a factor of 8 speed-up over the fastest known serial algorithm when solving a 1024-stage test problem on 32 processors.
A computer aiding concept for low-altitude helicopter flight has been developed and evaluated in a real-time piloted simulation. The concept included an optimal control trajectory-generation algorithm based upon dynamic programming, and a helmet-mounted display (HMD) presentation of a pathway-in-the-sky, a phantom aircraft, and flight-path vector/predictor guidance symbology. The pilot evaluation was conducted at the NASA-Ames Research Center moving base vertical motion simulator (VMS) by pilots representing NASA, the US Army, Air Force, and helicopter industry. The pilot manually tracked the trajectory generated by the algorithm utilizing the HMD symbology. The pilots were able to satisfactorily perform the tracking tasks while maintaining a high degree of awareness of the outside world.
The increasing scale and complexity of scientific applications are rapidly transforming the ecosystem of tools, methods, and workflows adopted by the high-performance computing (HPC) community. Big data analytics and deep learning are gaining traction as essential components in this ecosystem in a variety of scenarios, such as, steering of experimental instruments , acceleration of high-fidelity simulations through surrogate computations, and guided ensemble searches. In this context, the batch job model traditionally adopted by the supercomputing in-frastructures needs to be complemented with support to schedule opportunistic on-demand analytics jobs, leading to the problem of efficient preemption of batch jobs with minimum loss of progress. In this paper, we design and implement a simulator, CoSim, that enables on-the-fly analysis of the trade-offs arising between delaying the start of opportunistic on-demand jobs, which leads to longer analytics latency, and loss of progress due to preemption of batch jobs, which is necessary to make room for on-demand jobs. To this end, we propose an algorithm based on dynamic programming with predictable performance and scalability that enables supercomputing infrastructure schedulers to analyze the aforementioned trade-off and take decisions in near real-time. Compared with other state-of-art approaches using traces of the Theta pre-Exascale machine, our approach is capable of finding the optimal solution, while achieving high performance and scalability.
The Hybrid Hydraulic-Electric Architecture (HHEA) has, in recent years, been proposed as an energy efficient alternative to conventional load-sensing architectures in mobile machines such as excavators and wheel-loaders. HHEA leverages the advantages of hydraulic power and electric power to eliminate throttling valves while also improving the energy and control performance of the system. The architecture utilizes a set of common pressure rails to provide a majority of power and and a small electric motor driven pump to modulate this power to meet the exact demand. Previous work has developed a computationally efficient Lagrange Multiplier approach for determining the optimal pressure rail selections that minimizes the energy losses in the system. The static model used considers only the energy use for each pressure rail selection but not the losses associated with the valves during the transition. This paper presents an approach to include the switching losses in the model and in the optimization procedure. To capture the switching losses, switching events between different rails and at various input and output flow rates were simulated with consideration of valve spool dynamics. A parameterized model that summarizes the losses is then obtained, allowing switching losses to be added to the previous energy analysis. The performance of the switching loss model was compared with reference data obtained from a high-fidelity simulation model. To incorporate the switching losses into optimal control algorithm, an efficient dynamic programming approach that prevents frequent switching is adopted in place of the Lagrange multiplier approach. The overall effect of switching losses on the energy consumption and optimal control decisions is presented. In general, switching losses contribute to about 9–10% of input energy.
Algorithm based on dynamic programming developed for specific values of quantizer parameters
Algorithm based on dynamic programming developed for specific values of quantizer parameters
The 'trace' of a rectangular matrix is defined as the trace of a square matrix obtained by appending null rows (or columns) at the bottom (or right) end. The problem of maximizing the trace of a matrix, by permutations and mergers of rows and columns with constraints on the resulting size of the matrix, is of interest in comparison of maps and image-change detection. This correspondence presents an algorithm based on dynamic programming for efficient maximization of trace.
A helicopter Terrain-Following/Terrain-Avoidance (TF/TA) system was developed and evaluated using a real-time piloted simulation. The TF/TA system included a guidance algorithm based upon dynamic programming and a head-up display (HUD) concept which incorporates a pathway in the sky, a phantom aircraft, and flightpath vector/predictor symbology. The simulation was conducted at the NASA Ames Research Center Interchangeable Cab (ICAB) Laboratory using NASA test pilots. The pilots performed the TF/TA task by manually tracking the HUD symbology. The pilots were able to satisfactorily perform the TF/TA tasks with an acceptable level of pilot workload.
We investigate the problem of evaluating FORTRAN 90 style array expressions on massively parallel distributed-memory machines. On such machines, an elementwise operation can be performed in constant time for arrays whose corresponding elements are in the same processor. If the arrays are not aligned in this manner, the cost of aligning them is part of the cost of evaluating the expression. The choice of where to perform the operation then affects this cost. We present algorithms based on dynamic programming to solve this problem efficiently for a wide variety of interconnection schemes, including multidimensional grids and rings, hypercubes, and fat-trees. We also consider expressions containing operations that change the shape of the arrays, and show that our approach extends naturally to handle this case.
A nonlinear structural dynamics program with an element library that exploits parallel processing is described. The aim is to exploit scheduling-allocation so that parallel processing and vectorization can effectively be treated in a general purpose program with explicit time integration and different time steps in different parts of the mesh. The program uses an element group scheme, which, as a by-product, also provides an automatic scheme for assigning different time steps to different parts of the mesh. The program has been tested on the Alliant FX/8; it shows a fivefold improvement in speed over compiler optimization.
The emerging urban air mobility (UAM) sector in aerospace is driving development of unconventional multi-modal vehicle configurations and autonomous flight. The combination of multi-modal vehicle dynamics, complex environment, requirements to deal with flight contingencies in an efficient and safe manner, as well as necessity for precise trajectory following and performance, are the driving influence behind adaptive optimization for system performance. We are interested in trajectory optimization algorithm that would system parameter estimation and identifying the optimal switching time between modes of hybrid dynamical systems. This presentation discusses a parameterized optimal control trajectory optimization algorithm that is an extended and generalized version of Differential Dynamic Programming (DDP), titled Parameterized Differential Dynamic Programming (PDDP). DDP is an efficient trajectory optimization algorithm relying on second order approximations of a system’s dynamics and cost function and has recently been applied to optimize systems with time invariant parameters. Experiments are presented applying PDDP to solve model predictive control (MPC) and moving horizon estimation (MHE) tasks simultaneously. In particular, PDDP is used to determine the optimal transition point between flight regimes of a complex urban air mobility (UAM) class vehicle exhibiting multiple phases of flight and to identify and compensate for actuation faults.
An algorithm is introduced to generate the optimal schedule of observations for a multi-user, multi-tasking automatic robotic telescope. The schedule is optimal m that it will take the highest possible quality data, perform the largest number of tasks, and fairly serve multiple users in terms of data quality, allocated telescope time, and observation priorities. In addition, the algorithm addresses problems due to overloading and underloading the telescope. The algorithm, which employs dynamic-programming-based decision theory, is analytically proven to produce the optimal schedule using set theory. Simulations conducted using actual astronomical data are presented which show significant improvement over existing scheduling techniques. Once completed the new scheduling algorithm will be tested on the Tennessee State University/Harvard-Smithsonian Center for Astrophysics 32-inch automatic Photoelectric Telescope at Fairborn Observatory, Arizona.
Bioinformatic workflows frequently make use of automated genome assembly and protein clustering tools. At the core of most of these tools, a significant portion of execution time is spent in determining optimal local alignment between two sequences. This task is performed with the Smith-Waterman algorithm, which is a dynamic programming based method. With the advent of modern sequencing technologies and increasing size of both genome and protein databases, a need for faster Smith-Waterman implementations has emerged. Multiple SIMD strategies for the Smith-Waterman algorithm are available for CPUs. However, with the move of HPC facilities towards accelerator based architectures, a need for an efficient GPU accelerated strategy has emerged. Existing GPU based strategies have either been optimized for a specific type of characters (Nucleotides or Amino Acids) or for only a handful of application use-cases. In this paper, we present ADEPT, a new sequence alignment strategy for GPU architectures that is domain independent, supporting alignment of sequences from both genomes and proteins. Our proposed strategy uses GPU specific optimizations that do not rely on the nature of sequence. We demonstrate the feasibility of this strategy by implementing the Smith-Waterman algorithm and comparing it to similar CPU strategies as well as the fastest known GPU methods for each domain. ADEPT’s driver enables it to scale across multiple GPUs and allows easy integration into software pipelines which utilize large scale computational systems. We have shown that the ADEPT based Smith-Waterman algorithm demonstrates a peak performance of 360 GCUPS and 497 GCUPs for protein based and DNA based datasets respectively on a single GPU node (8 GPUs) of the Cori Supercomputer. Overall ADEPT shows 10x faster performance in a node-to-node comparison against a corresponding SIMD CPU implementation. ADEPT demonstrates a performance that is either comparable or better than existing GPU strategies. We demonstrated the efficacy of ADEPT in supporting existing bionformatics software pipelines by integrating ADEPT in MetaHipMer a high-performance denovo metagenome assembler and PASTIS a high-performance protein similarity graph construction pipeline. Our results show 10% and 30% boost of performance in MetaHipMer and PASTIS respectively.
This paper presents a receding horizon model predictive control variation of the combined Bernstein polynomial optimal reciprocal collision avoidance (ORCA) differential dynamic programming (COBRA-DDP) algorithm for AAM vehicles. Collision avoidance in combination with effective trajectory replanning are expected to be core components of AAM vehicles operating within a crowded airspace. This environment necessitates the use of real-time trajectory planning algorithms that are capable of planning around large amounts of stationary and moving obstacles. Previous work on COBRA-DDP demonstrated the capability of the algorithm to produce dynamically feasible trajectories for AAM vehicles and general collision avoidance. This paper improves upon the previous work by increasing the number of stationary and moving obstacles, implementing a variation of COBRA-DDP that lends itself to real-time application. These advancements are demonstrated on a vertical takeoff and landing (VTOL) vehicle simulation with highly nonlinear vehicle dynamics.
This paper presents a receding horizon model predictive control variation of the combined Bernstein polynomial optimal reciprocal collision avoidance (ORCA) differential dynamic programming (COBRA-DDP) algorithm for AAM vehicles. Collision avoidance in combination with effective trajectory replanning are expected to be core components of AAM vehicles operating within a crowded airspace. This environment necessitates the use of real-time trajectory planning algorithms that are capable of planning around large amounts of stationary and moving obstacles. Previous work on COBRA-DDP demonstrated the capability of the algorithm to produce dynamically feasible trajectories for AAM vehicles and general collision avoidance. This paper improves upon the previous work by increasing the number of stationary and moving obstacles, implementing a variation of COBRA-DDP that lends itself to real-time application. These advancements are demonstrated on a vertical takeoff and landing (VTOL) vehicle simulation with highly nonlinear vehicle dynamics.
In this paper, a self-learning Rule Base for command following in dynamical systems is presented. The learning is accomplished though reinforcement learning using an associative memory called SAM. The main advantage of SAM is that it is a function approximator with explicit storage of training samples. A learning algorithm patterned after the dynamic programming is proposed. Two artificially created, unstable dynamical systems are used for testing, and the Rule Base was used to generate a feedback control to improve the command following ability of the otherwise uncontrolled systems. The numerical results are very encouraging. The controlled systems exhibit a more stable behavior and a better capability to follow reference commands. The rules resulting from the reinforcement learning are explicitly stored and they can be modified or augmented by human experts. Due to overlapping storage scheme of SAM, the stored rules are similar to fuzzy rules.