Iterative solution of nonlinear optimal control problems.
Mathematical programming methods for solving nonlinear state-constrained discrete optimal control problems
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Mathematical programming methods for solving nonlinear state-constrained discrete optimal control problems
System of computer programs for testing iterative methods for solving nonlinear systems of equations
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An optimal control solution process was developed for a general class of nonlinear dynamical systems. The method combines control theory, perturbation methods, and Van Loan's recent matrix exponential results. A variety of applications support the practical utility of this method. Nonlinear rigid body optimal maneuvers are routinely solved. Flexible body dynamical systems of an order greater than 40 were solved. The method fails occasionally due to poor convergence of the perturbation expansion or numerical difficulties associated with computing the matrix exponential. The method is attractive because it appears to be a good candidate for semi-automation; no initial guess is required, and it usually converges at 2nd or 3rd order in minutes of machine time.
Classical iterative methods in nonlinear regression are reviewed and improved upon. This is accomplished by discussion of the geometrical and theoretical motivation for introducing modifications using generalized matrix inversion. Examples having inherent pitfalls are presented and compared in terms of results obtained using classical and modified techniques. The modification is shown to be useful alone or in conjunction with other modifications appearing in the literature.
Classical iterative methods in nonlinear regression are reviewed and improved upon. This is accomplished by discussion of the geometrical and theoretical motivation for introducing modifications using generalized matrix inversion. Examples having inherent pitfalls are presented and compared in terms of results obtained using classical and modified techniques. The modification is shown to be useful alone or in conjunction with other modifications appearing in the literature.
An iterative algorithm suitable for the solution of a system of nonlinear hyperbolic partial differentiation equations in multiple dimensions is discussed. Current numerical methods for systems of nonlinear PDEs have limited parallelism due to strong coupling between the equations. This method decouples the PDEs by linearizing the convention coefficient for a space-time domain. This provides large grain parallelism. The linearization also allows the treatment of some terms in the equations as source terms, providing more freedom to choose from a wider variety of numerical methods. Smaller grain parallelism may be exploited within the solves for each equation. Thus, the method has potential for parallelism at several levels.
Asymptotic rate of convergence of Gauss-Seidel type iterative processes for nonlinear difference equations
Nonlinear different equations, Gauss-Seidel or relaxation processes as methods for approximating solutions of nonlinear systems of equations
A new approach for evolving two-dimensional nonlinear acoustic systems with flow to a steady state is presented. The approach is a two-step iterative method which is tested on a benchmark acoustic problem for which an exact analytical solution is available. Results are also calculated for a nonlinear acoustic problem for which an exact analytical solution is not known. Results indicate that the two-step method represents a powerful, efficient, and stable method for evolving two-dimensional acoustic systems to a steady state, and that the method is applicable to any number of spatial dimensions and to other hyperbolic systems. It is noted that for the benchmark problem only a single iteration on the method is required when the transient and steady-state field are of the same order of magnitude; however, four iterations are required when the steady-state field is several orders of magnitude smaller than the transient field. This method requires six iterations before achieving a steady state for the nonlinear test problem.
Numerical solution of nonlinear stiff initial value problems by a perturbed functional iterative scheme is discussed. The algorithm does not fully linearize the system and requires only the diagonal terms of the Jacobian. Some examples related to chemical kinetics are presented.
An investigation is conducted of the behavior of a vector recurrence relation under very weak assumptions. The obtained results are used in an analysis of the iterations for nonlinear equations and a study concerning the composition of such iterations. The results can be employed in studies of one-point iterations involving the use of memory elements. Iterations for solving nonlinear equations on parallel computers can be investigated.
Class on nonlinear functions and convergence of Gauss-Seidel and Newton-Gauss-Seidel iterations
The features of the limb inversion problem that differentiate it from the nadir problem are described; the most important of these are the sharply peaked weighting functions and the nonlinear kernel that arises because the atmosphere is required to be in hydrostatic balance. The problem may be split into two parts: given the pressure at one level and the measured radiances, can the temperatures be retrieved? And how can the pressure be obtained at one level? The second problem is shown to depend on the first, which is solved iteratively. The convergence properties and final accuracies are presented. Inversion to obtain trace constituents is briefly discussed.
In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.
Atmospheric data assimilation is the name scientists give to the techniques of blending atmospheric observations with atmospheric model results to obtain an accurate idea of what the atmosphere looks like at any given time. Because two pieces of information are used, observations and model results, the outcomes of data assimilation procedure should be better than what one would get by using one of these two pieces of information alone. There is a number of different mathematical techniques that fall under the data assimilation jargon. In theory most these techniques accomplish about the same thing. In practice, however, slight differences in the approaches amount to faster algorithms in some cases, more economical algorithms in other cases, and even give better overall results in yet some other cases because of practical uncertainties not accounted for by theory. Therefore, the key is to find the most adequate data assimilation procedure for the problem in hand. In our Data Assimilation group we have been doing extensive research to try and find just such data assimilation procedure. One promising possibility is what we call retrospective iterated analysis (RIA) scheme. This procedure has recently been implemented and studied in the context of a very large data assimilation system built to help predict and study weather and climate. Although the results from that study suggest that the RIA scheme produces quite reasonable results, a complete evaluation of the scheme is very difficult due to the complexity of that problem. The present work steps back a little bit and studies the behavior of the RIA scheme in the context of a small problem. The problem is small enough to allow full assessment of the quality of the RIA scheme, but it still has some of the complexity found in nature, namely, its chaotic-type behavior. We find that the RIA performs very well for this small but still complex problem which is a result that seconds the results of our early studies.
The particular problems investigated in the present study arise from nonlinear transient heat conduction. One of two types of nonlinearities considered is related to a material temperature dependence which is frequently needed to accurately model behavior over the range of temperature of engineering interest. The second nonlinearity is introduced by radiation boundary conditions. The finite element equations arising from the solution of nonlinear transient heat conduction problems are formulated. The finite element matrix equations are temporally discretized, and a nonlinear iterative solution algorithm is proposed. Algorithms for solving the linear problem are discussed, taking into account the form of the matrix equations, Gaussian elimination, cost, and iterative techniques. Attention is also given to approximate factorization, implementational aspects, and numerical results.
As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.