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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.
With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.
A recently developed method for solving optimal trajectory problems uses a piecewise-polynomial representation of the state and control variables, enforces the equations of motion via a collocation procedure, and thus approximates the original calculus-of-variations problem with a nonlinear-programming problem, which is solved numerically. This paper identifies this method as a direct transcription method and proceeds to investigate the relationship between the original optimal-control problem and the nonlinear-programming problem. The discretized adjoint equation of the collocation method is found to have deficient accuracy, and an alternate scheme which discretizes the equations of motion using an explicit Runge-Kutta parallel-shooting approach is developed. Both methods are applied to finite-thrust spacecraft trajectory problems, including a low-thrust escape spiral, a three-burn rendezvous, and a low-thrust transfer to the moon.
The performance of digital real-time simulations is considered. A figure of merit is derived that quantifies a simulation's fidelity in terms of the time-domain discrepancy between its output and that of the plant it simulates, assuming that the plant is linearizable and asymptotically stable. This performance index is then used in deriving an easily automated procedure for calculating optimal values for free parameters in plant discretizations based on a generalized form of open linear multistep integration formulas. The theory is demonstrated in simulating the rigid-body dynamics of a fully articulated helicopter rotor blade system.
Nonlinear discrete time sampled systems optimal control by dynamic programming, with application to stochastic systems
Suboptimal control of discrete input system with bounded state and control variables, developing algorithm for on-line computation
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
A general first-order dynamic representation for discrete systems with several independent variables is proposed, based on the Dieudonne-Rashevsky form for partial differential equations. This representation does not restrict consideration to causal systems. A minimum principle for such systems is proved, thus extending results known for discrete-time systems to the case of several independent variables. The proof requires only the classical implicit function theorem.
Research on optimization-based design is discussed. Illustrative examples are given for cases involving continuous optimization with discrete variables and optimization with tolerances. Approximation of computationally expensive and noisy functions, electromechanical actuator/control system design using decomposition and application of knowledge-based systems and optimization for the design of a valve anti-cavitation device are among the topics covered.
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Deadbeat control theory gives a feedback solution to the time optimal control of discrete time systems. Experience has shown the results to be impractical because they ignore bounds on the actuator strength. This paper develops two algorithms for generating time optimal control in feedback form for discrete systems with bounded controls. The results are also applicable for generating recovery regions and the set of reachable states. For multiple control problems a method of generating sublayers is developed which decreases off-line and on-line computational effort. Two algorithms are presented with somewhat different computational and storage requirements. The algorithms are practical within certain dimension constraints, and are natural for implementation with parallel processing.
Discrete time differential dynamic programming algorithm with application to optimal orbit transfer
Maximum principle in optimization of discrete time systems described by difference equations
The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.
The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.
A smooth local correlation-based transition model is fully coupled to a RANS-based Newton-Krylov flow solver and discrete-adjoint gradient-based optimization algorithm. The free-transition optimization framework is evaluated using lift-constrained drag minimizations of airfoils at design conditions ranging from light to single-aisle aircraft and an infinite swept wing at design conditions representative of a transonic strut-braced wing aircraft. The impact of the streamwise grid resolution on the ability of the optimization algorithm to delay boundary-layer transition is investigated, with the results demonstrating that streamwise grid resolution requirements increase as the transition length decreases with increasing Reynolds number. The optimization problem at the light aircraft design conditions is demonstrated to be multi-modal, with the optimization algorithm producing two distinct designs: one with a thin, reflexed trailing edge and steep pressure recovery regions, the other with increased aft loading, with the latter design outperforming the former. A drag minimization of an airfoil at transonic design conditions demonstrates that the optimization algorithm successfully trades a decrease in viscous drag by delaying boundary-layer transition with an increase in wave drag, while the drag minimization of an infinite swept wing demonstrates the capability of the optimizational gorithm to delay both Tollmien-Schlichting and stationary crossflow instabilities.
A discrete steepest ascent method which allows controls which are not piecewise constant (for example, it allows all continuous piecewise linear controls) was derived for the solution of optimal programming problems. This method is based on the continuous steepest ascent method of Bryson and Denham and new concepts introduced by Kelley and Denham in their development of compatible adjoints for taking into account the effects of numerical integration. The method is a generalization of the algorithm suggested by Canon, Cullum, and Polak with the details of the gradient computation given. The discrete method was compared with the continuous method for an aerodynamics problem for which an analytic solution is given by Pontryagin's maximum principle, and numerical results are presented. The discrete method converges more rapidly than the continuous method at first, but then for some undetermined reason, loses its exponential convergence rate. A comparsion was also made for the algorithm of Canon, Cullum, and Polak using piecewise constant controls. This algorithm is very competitive with the continuous algorithm.