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Results for “Stochastic optimization”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
NASA NTRS1978

Minimum energy control of a class of electrically driven vehicles

Theoretical and experimental results are obtained in the investigation of a minimum energy control problem associated with a class of electrically driven vehicles. Analytical results are obtained by making several justifiable approximations in the dynamical equations of the plant, the performance index of which is related to the minimization of system energy consumption for any required control action. The control problem of interest is simplified and solved by using Bellman's invariant imbedding technique. The optimality of the resulting control law is compared with those of the bang-bang control law, which is the exact solution for the case of speed-setting control action, and the classical control laws under identical conditions. A stochastic optimization problem is then formulated and solved by using Bellman's dynamic programming technique. The resulting control law is mechanized for a particular vehicle configuration which is simulated in the laboratory.

Sahinkaya, Y. E.↗
NASA NTRS1989

A variable-gain output feedback control design methodology

A digital control system design technique is developed in which the control system gain matrix varies with the plant operating point parameters. The design technique is obtained by formulating the problem as an optimal stochastic output feedback control law with variable gains. This approach provides a control theory framework within which the operating range of a control law can be significantly extended. Furthermore, the approach avoids the major shortcomings of the conventional gain-scheduling techniques. The optimal variable gain output feedback control problem is solved by embedding the Multi-Configuration Control (MCC) problem, previously solved at ICS. An algorithm to compute the optimal variable gain output feedback control gain matrices is developed. The algorithm is a modified version of the MCC algorithm improved so as to handle the large dimensionality which arises particularly in variable-gain control problems. The design methodology developed is applied to a reconfigurable aircraft control problem. A variable-gain output feedback control problem was formulated to design a flight control law for an AFTI F-16 aircraft which can automatically reconfigure its control strategy to accommodate failures in the horizontal tail control surface. Simulations of the closed-loop reconfigurable system show that the approach produces a control design which can accommodate such failures with relative ease. The technique can be applied to many other problems including sensor failure accommodation, mode switching control laws and super agility.

Halyo, Nesim↗
NASA NTRS2004

Application of Simulated Annealing and Related Algorithms to TWTA Design

Simulated Annealing (SA) is a stochastic optimization algorithm used to search for global minima in complex design surfaces where exhaustive searches are not computationally feasible. The algorithm is derived by simulating the annealing process, whereby a solid is heated to a liquid state and then cooled slowly to reach thermodynamic equilibrium at each temperature. The idea is that atoms in the solid continually bond and re-bond at various quantum energy levels, and with sufficient cooling time they will rearrange at the minimum energy state to form a perfect crystal. The distribution of energy levels is given by the Boltzmann distribution: as temperature drops, the probability of the presence of high-energy bonds decreases. In searching for an optimal design, local minima and discontinuities are often present in a design surface. SA presents a distinct advantage over other optimization algorithms in its ability to escape from these local minima. Just as high-energy atomic configurations are visited in the actual annealing process in order to eventually reach the minimum energy state, in SA highly non-optimal configurations are visited in order to find otherwise inaccessible global minima. The SA algorithm produces a Markov chain of points in the design space at each temperature, with a monotonically decreasing temperature. A random point is started upon, and the objective function is evaluated at that point. A stochastic perturbation is then made to the parameters of the point to arrive at a proposed new point in the design space, at which the objection function is evaluated as well. If the change in objective function values (Delta)E is negative, the proposed new point is accepted. If (Delta)E is positive, the proposed new point is accepted according to the Metropolis criterion: rho((Delta)f) = exp((-Delta)E/T), where T is the temperature for the current Markov chain. The process then repeats for the remainder of the Markov chain, after which the temperature is decremented and the process repeats. Eventually (and hopefully), a near-globally optimal solution is attained as T approaches zero. Several exciting variants of SA have recently emerged, including Discrete-State Simulated Annealing (DSSA) and Simulated Tempering (ST). The DSSA algorithm takes the thermodynamic analogy one step further by categorizing objective function evaluations into discrete states. In doing so, many of the case-specific problems associated with fine-tuning the SA algorithm can be avoided; for example, theoretical approximations for the initial and final temperature can be derived independently of the case. In this manner, DSSA provides a scheme that is more robust with respect to widely differing design surfaces. ST differs from SA in that the temperature T becomes an additional random variable in the optimization. The system is also kept in equilibrium as the temperature changes, as opposed to the system being driven out of equilibrium as temperature changes in SA. ST is designed to overcome obstacles in design surfaces where numerous local minima are separated by high barriers. These algorithms are incorporated into the optimal design of the traveling-wave tube amplifier (TWTA). The area under scrutiny is the collector, in which it would be ideal to use negative potential to decelerate the spent electron beam to zero kinetic energy just as it reaches the collector surface. In reality this is not plausible due to a number of physical limitations, including repulsion and differing levels of kinetic energy among individual electrons. Instead, the collector is designed with multiple stages depressed below ground potential. The design of this multiple-stage collector is the optimization problem of interest. One remaining problem in SA and DSSA is the difficulty in determining when equilibrium has been reached so that the current Markov chain can be terminated. It has been suggested in recent literature that simulating the thermodynamic properties opecific heat, entropy, and internal energy from the Boltzmann distribution can provide good indicators of having reached equilibrium at a certain temperature. These properties are tested for their efficacy and implemented in SA and DSSA code with respect to TWTA collector optimization.

Radke, Eric M.↗
NASA NTRS2025

Robust Trajectory Optimization for NRHO Rendezvous Using SPICE Kernel Relative Motion

In this paper, robust optimization is performed on trajectory correction maneuvers during the lunar lander return phase of an Artemis mission, treating the trajectory from one hour after low lunar orbit departure to arrival in the vicinity of the lunar Gateway as a relative motion problem. To enable rapid stochastic optimization techniques requiring many candidate trajectories, SPICE kernel relative motion as implemented by the Quadratic Interpolated State Transition (QIST) system is used as the underlying dynamics propagation. The optimization is performed with a genetic optimizer using linear covariance (LinCov) software in a simplified operational context, taking into account the availability of navigation sensors with varying measurement models, ranges, and accuracies. No numerical integration is used, since the relative motion around Gateway is fully characterized with the a priori computation of the QIST coefficients. Maneuver placements are computed to optimize the minimum 3σ delta-v of the trajectory, the position dispersion at a target point, and a convex combination of these two metrics. An order of magnitude runtime improvement is provided over legacy methods with less than 10% error introduced. All QIST results are shown to be in-family with legacy methods. The tradespace for optimal delta-v design is found to range from 77.0 to 93.9 m/s, while the range of optimal dispersion is between 1.4 and 11.7 km.

Relative Motion↗
DOE OSTI2026

Quantum Stochastic Programming [SWR-26-040]

The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"

Maack, Jonathan [National Laboratory of the Rockie↗
NASA NTRS2002

The Aeronautical Data Link: Taxonomy, Architectural Analysis, and Optimization

The future Communication, Navigation, and Surveillance/Air Traffic Management (CNS/ATM) System will rely on global satellite navigation, and ground-based and satellite based communications via Multi-Protocol Networks (e.g. combined Aeronautical Telecommunications Network (ATN)/Internet Protocol (IP)) to bring about needed improvements in efficiency and safety of operations to meet increasing levels of air traffic. This paper will discuss the development of an approach that completely describes optimal data link architecture configuration and behavior to meet the multiple conflicting objectives of concurrent and different operations functions. The practical application of the approach enables the design and assessment of configurations relative to airspace operations phases. The approach includes a formal taxonomic classification, an architectural analysis methodology, and optimization techniques. The formal taxonomic classification provides a multidimensional correlation of data link performance with data link service, information protocol, spectrum, and technology mode; and to flight operations phase and environment. The architectural analysis methodology assesses the impact of a specific architecture configuration and behavior on the local ATM system performance. Deterministic and stochastic optimization techniques maximize architectural design effectiveness while addressing operational, technology, and policy constraints.

Morris, A. Terry↗
NASA NTRS2003

The Aeronautical Data Link: Decision Framework for Architecture Analysis

A decision analytic approach that develops optimal data link architecture configuration and behavior to meet multiple conflicting objectives of concurrent and different airspace operations functions has previously been developed. The approach, premised on a formal taxonomic classification that correlates data link performance with operations requirements, information requirements, and implementing technologies, provides a coherent methodology for data link architectural analysis from top-down and bottom-up perspectives. This paper follows the previous research by providing more specific approaches for mapping and transitioning between the lower levels of the decision framework. The goal of the architectural analysis methodology is to assess the impact of specific architecture configurations and behaviors on the efficiency, capacity, and safety of operations. This necessarily involves understanding the various capabilities, system level performance issues and performance and interface concepts related to the conceptual purpose of the architecture and to the underlying data link technologies. Efficient and goal-directed data link architectural network configuration is conditioned on quantifying the risks and uncertainties associated with complex structural interface decisions. Deterministic and stochastic optimal design approaches will be discussed that maximize the effectiveness of architectural designs.

Morris, A. Terry↗
NASA NTRS2003

Flight Test of an Intelligent Flight-Control System

The F-15 Advanced Controls Technology for Integrated Vehicles (ACTIVE) airplane (see figure) was the test bed for a flight test of an intelligent flight control system (IFCS). This IFCS utilizes a neural network to determine critical stability and control derivatives for a control law, the real-time gains of which are computed by an algorithm that solves the Riccati equation. These derivatives are also used to identify the parameters of a dynamic model of the airplane. The model is used in a model-following portion of the control law, in order to provide specific vehicle handling characteristics. The flight test of the IFCS marks the initiation of the Intelligent Flight Control System Advanced Concept Program (IFCS ACP), which is a collaboration between NASA and Boeing Phantom Works. The goals of the IFCS ACP are to (1) develop the concept of a flight-control system that uses neural-network technology to identify aircraft characteristics to provide optimal aircraft performance, (2) develop a self-training neural network to update estimates of aircraft properties in flight, and (3) demonstrate the aforementioned concepts on the F-15 ACTIVE airplane in flight. The activities of the initial IFCS ACP were divided into three Phases, each devoted to the attainment of a different objective. The objective of Phase I was to develop a pre-trained neural network to store and recall the wind-tunnel-based stability and control derivatives of the vehicle. The objective of Phase II was to develop a neural network that can learn how to adjust the stability and control derivatives to account for failures or modeling deficiencies. The objective of Phase III was to develop a flight control system that uses the neural network outputs as a basis for controlling the aircraft. The flight test of the IFCS was performed in stages. In the first stage, the Phase I version of the pre-trained neural network was flown in a passive mode. The neural network software was running using flight data inputs with the outputs provided to instrumentation only. The IFCS was not used to control the airplane. In another stage of the flight test, the Phase I pre-trained neural network was integrated into a Phase III version of the flight control system. The Phase I pretrained neural network provided realtime stability and control derivatives to a Phase III controller that was based on a stochastic optimal feedforward and feedback technique (SOFFT). This combined Phase I/III system was operated together with the research flight-control system (RFCS) of the F-15 ACTIVE during the flight test. The RFCS enables the pilot to switch quickly from the experimental- research flight mode back to the safe conventional mode. These initial IFCS ACP flight tests were completed in April 1999. The Phase I/III flight test milestone was to demonstrate, across a range of subsonic and supersonic flight conditions, that the pre-trained neural network could be used to supply real-time aerodynamic stability and control derivatives to the closed-loop optimal SOFFT flight controller. Additional objectives attained in the flight test included (1) flight qualification of a neural-network-based control system; (2) the use of a combined neural-network/closed-loop optimal flight-control system to obtain level-one handling qualities; and (3) demonstration, through variation of control gains, that different handling qualities can be achieved by setting new target parameters. In addition, data for the Phase-II (on-line-learning) neural network were collected, during the use of stacked-frequency- sweep excitation, for post-flight analysis. Initial analysis of these data showed the potential for future flight tests that will incorporate the real-time identification and on-line learning aspects of the IFCS.

Davidson, Ron↗
DOE OSTI2026

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗
DOE OSTI2025

Exact block encoding of imaginary time evolution with universal quantum neural networks

We develop a constructive approach to generate quantum neural networks capable of representing the exact thermal states of all many-body qubit Hamiltonians. The Trotter expansion of the imaginary time propagator is implemented through an exact block encoding by means of a unitary, restricted Boltzmann machine architecture. Marginalization over the hidden-layer neurons (auxiliary qubits) creates the nonunitary action on the visible layer. Then, we introduce a unitary deep Boltzmann machine architecture in which the hidden-layer qubits are allowed to couple laterally to other hidden qubits. We prove that this wave-function is closed under the action of the imaginary time propagator and, more generally, can represent the action of a universal set of quantum gate operations. We provide analytic expressions for the coefficients for both architectures, thus enabling exact network representations of thermal states without stochastic optimization of the network parameters. In the limit of large imaginary time, the yields the ground state of the system. The number of qubits grows linearly with the number of interactions and total imaginary time for a fixed interaction order. Both networks can be readily implemented on quantum hardware via midcircuit measurements of auxiliary qubits. If only one auxiliary qubit is measured and reset, the circuit depth scales linearly with imaginary time and number of interactions, while the width is constant. Alternatively, one can employ a number of auxiliary qubits linearly proportional to the number of interactions, and circuit depth grows linearly with imaginary time only. Every midcircuit measurement has a postselection success probability, and the overall success probability is equal to the product of the probabilities of the midcircuit measurements.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

An Introduction to the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS)

Deployment and capability of distributed energy resources (DER) in power systems is growing rapidly. These resources present an opportunity for low-cost provision of energy and grid services. The Federal Energy Regulatory Commission recently provided rulings to enable market participation of these distribution-connected resources, but the prevailing strategies for their management may not scale well to meet future needs. This paper introduces the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS) which was designed to address this need. In it we describe the architectural features of the approach, and a reference controls implementation employing a hierarchical coordination that includes stochastic optimization, model predictive control, and a simple real-time management scheme. Sample results from simulation show firm transmission-level service provision measured at the distribution substation.

grid architecture↗
DOE OSTI2024

MDLoader: A Hybrid Model-Driven Data Loader for Distributed Graph Neural Network Training

Scalable data management is essential for processing large scientific dataset on HPC platforms for distributed deep learning. In-memory distributed storage is preferred for its speed, enabling rapid, random, and frequent data access required by stochastic optimizers. Processes use one-sided or collective communication to fetch remote data, with optimal performance depending on (i) dataset characteristics, (ii) training scale, and (iii) interconnection network. Empirical analysis shows collective communication excels with larger mini-batch sizes and/or fewer processes, whereas one-sided communication outperforms at larger scales. We propose MDLoader, a hybrid in-memory data loader for distributed graph neural network training. MDLoader features a model-driven performance estimator that dynamically selects between one-sided and collective communication at the beginning of training using Tree of Parzen Estimators (TPE). Evaluations on NERSC Perlmutter and OLCF Summit show MDLoader outperforms single-backend loaders by up to 2.83 × and predicts the suitable communication method with 96.3% (Perlmutter) and 94.3% (Summit) success rate.

Bae, Jonghyun↗
DOE OSTI2025

Flexible Resource Scheduler for FAST-DERMS (FRS-FASTDERMS) v0.9

The Flexible Resource Scheduler is a hierarchical controller that manages the distributed energy resources in a distribution substation or distribution feeder to provide a firm commitment of power flow at the substation or feeder head to be scheduled in transmission-level markets as an aggregated demand resource. It is the reference controller for the FAST-DERMS Architecture, developed in tandem with the architecture under the DOE FAST-DERMS project. It is comprised of a day-ahead stochastic optimization, which schedules substation power flow and reserves, a intra-hour MPC, which generates dispatch base points for DER, and a real-time PID controller maintaining that dispatches DER to maintain the substation power around the base points. The repository also includes a representative aggregator controller, and all of the necessary components to run a simulation using PNNL's GridAPPS-D software with the controller.

MacDonald, Jason [Lawrence Berkeley National Labor↗
DOE OSTI2025

Hybrid Energy Resources Bidding Model (HERB) v1.0

The HERB Model provides a stochastic optimization framework for hybrid power plants (Storage plus Renewables) participating in day-ahead electricity markets. It considers uncertainty in market prices and renewable energy generation and generated risk-constrained price-quantity bid curves with limited, non-decreasing price steps.

Heleno, Miguel [Lawrence Berkeley National Laborat↗