Theory of optimum discrete time systems.
Maximum principle in optimization of discrete time systems described by difference equations
VECTOR CONTROL↗
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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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Global optimal consensus for discrete-time multi-agent systems with bounded controls
In this paper, we consider the global optimal consensus problem for discrete-time multi-agent systems with bounded control protocols over xed undirected communication networks. Each agent is described by a discrete-time single integrator and endowed with a quadratic objective function which is private to itself. For each agent, we develop two bounded distributed protocols: bounded proportional-integral (PI) protocol and bounded integral (I) protocol, based on information receiving from its neighboring agents through the communication network and the gradient of its own objective function. We show that the proposed bounded distributed protocols with properly chosen parameters solve the global optimal consensus problem if the communication network is connected, i.e., the multi-agent system achieves consensus at a state that minimizes the sum of the objective functions of all agents. The theoretical results are illustrated by numerical simulations.
Consensus, multi-agent system, optimal control↗
Computational optimal transport for molecular spectra: The semi-discrete case
Comparing a discrete molecular spectrum to a continuous molecular spectrum in a quantitative manner is a challenging problem, for example, when attempting to fit a theoretical stick spectrum to a continuous spectrum. In this paper, the use of computational optimal transport is investigated for such a problem. In the optimal transport literature, the comparison of a discrete and a continuous spectrum is referred to as semi-discrete optimal transport and is a situation where a metric such as least-squares may be difficult to define except under special conditions. The merits of an optimal transport approach for this problem are investigated using the transport distance defined for the semi-discrete case. A tutorial on semi-discrete optimal transport for molecular spectra is included in this paper, and several well-chosen synthetic spectra are investigated to demonstrate the utility of computational optimal transport for the semi-discrete case. Among several types of investigations, we include calculations showing how the frequency resolution of the continuous spectrum affects the transport distance between a discrete and a continuous spectrum. We also use the transport distance to measure the distance between a continuous experimental electronic absorption spectrum of SO 2 and a theoretical stick spectrum for the same system. The comparison of the theoretical and experimental SO 2 spectra also allows us to suggest a theoretical value for the band origin that is closer to the observed band origin than previous theoretical values.
74 ATOMIC AND MOLECULAR PHYSICS↗
Optimization of Operations Resources via Discrete Event Simulation Modeling
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.
Joshi, B.↗
Discrete-time entropy formulation of optimal and adaptive control problems
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.
Tsai, Yweting A.↗
Investigation of a Smooth Local Correlation-based Transition Model in a Discrete-Adjoint Aerodynamic Shape Optimization Algorithm
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.
AATT↗
Comparison of a discrete steepest ascent method with the continuous steepest ascent method for optimal programing
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.
Childs, A. G.↗
Genetic-evolution-based optimization methods for engineering design
This paper presents the applicability of a biological model, based on genetic evolution, for engineering design optimization. Algorithms embodying the ideas of reproduction, crossover, and mutation are developed and applied to solve different types of structural optimization problems. Both continuous and discrete variable optimization problems are solved. A two-bay truss for maximum fundamental frequency is considered to demonstrate the continuous variable case. The selection of locations of actuators in an actively controlled structure, for minimum energy dissipation, is considered to illustrate the discrete variable case.
Rao, S. S.↗
Error Estimates for the Optimal Control of a Parabolic Fractional PDE
In this work, we consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates for the optimal variables. To discretize the state equation we propose a fully discrete scheme that relies on an implicit finite difference discretization in time combined with a piecewise linear finite element discretization in space. We derive stability results and a novel $L^2(0,T;L^2(\Omega))$ a priori error estimate. On the basis of the aforementioned solution technique, we propose a fully discrete scheme for our optimal control problem that discretizes the control variable with piecewise constant functions, and we derive a priori error estimates for it. We illustrate the theory with one- and two-dimensional numerical experiments.
97 MATHEMATICS AND COMPUTING↗
Discrete versus continuous: Enhancing battery optimization in capacity expansion models
This study compares two battery modeling approaches for capacity expansion models: discrete-duration and continuous-duration formulations. In the discrete approach, battery duration is fixed, and power capacity is optimized. In the continuous approach, both power and energy capacities are decision variables, allowing storage duration to be optimized endogenously. Although both discrete-duration and continuous-duration battery formulations are used in long-term power system planning models, the literature has provided limited direct, systematic comparisons of their implications within a common modeling framework. To address this gap, this study implements both approaches in the Regional Energy Deployment System (ReEDS TM ) capacity expansion model using two resource adequacy methods, across a range of future system conditions, and with varying battery cost projections. Results show continuous-duration and high-resolution discrete approaches produce similar capacity expansion outcomes. The continuous formulation achieves faster runtimes compared to discrete-duration runs with many discrete-duration options. However, the discrete-duration approach allows users to choose to have limited fidelity for storage duration options, which in some cases can outperform the continuous formulation. The continuous formulation has the lowest overall system costs, indicating its ability to fine-tune storage duration to better meet specific system needs. This study's findings provide a side-by-side evaluation of discrete and continuous battery modeling approaches and offer guidance for improving the representation of real-world systems, flexibility, and computational efficiency for representing energy storage in long-term power system planning models.
25 ENERGY STORAGE↗
Juqbox.jl
The Juqbox.jl package implements functionality for solving the quantum optimal control problem for realizing logical gates in closed quantum systems. The dynamics of the quantum system is modeled by Schroedinger's equation, which takes to form of a linear system of ordinary differential equations (ODE). Juqbox.jl solves this ODE by numerical time stepping and applies a gradient-based optimization technique to determine control pulses for driving an initial state to a final state, according to the desired logical gate transformation. To evaluate the gradient, Juqbox.jl applies the ``first discretize, then optimize'' approach based on a discrete adjoint time stepping technique. The actual optimization is performed by the open source Ipopt libaray. Juqbox.jl is written in the Julia programming language which, among many other features, provides a convenient interface to the Ipopt library.
PETERSSON, NILSA.↗
Discrete-time Markovian-jump linear quadratic optimal control
This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite-state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost.
Chizeck, H. J.↗
Mission logic development and trajectory prediction, determination and optimization Final report
Midcourse guidance analysis and optimization with discrete measurements for mission logic development
MISSION PLANNING↗
Convergence of sum-up rounding schemes for cloaking problems governed by the Helmholtz equation
In this work, we consider the problem of designing a cloak for waves described by the Helmholtz equation from an integer programming point of view. The problem can be modeled as a PDE-constrained optimization problem with integer-valued control inputs that are distributed in the computational domain. A first-discretize-then-optimize approach results in a large-scale mixed-integer nonlinear program that is in general intractable because of the large number of integer variables that arise from the discretization of the domain. Instead, we propose an efficient algorithm that is able to approximate the local infima of the underlying nonconvex infinite-dimensional problem arbitrarily close without the need to solve the discretized finite-dimensional integer programs to optimality. We optimize only the continuous relaxations of the approximations for local minima and then apply the sum-up rounding methodology to obtain integer-valued controls. If the solutions of the discretized continuous relaxations converge to a local minimizer of the continuous relaxation, then the resulting discrete-valued control sequence converges weakly \(^*\) in \(L^\infty\) to the same local minimizer. These approximation properties follow under suitable refinements of the involved discretization grids. Our results use familiar concepts arising from the analytical properties of the underlying PDE and complement previous results, derived from a topology optimization point of view.
97 MATHEMATICS AND COMPUTING↗
Approximation of discrete-time LQG compensators for distributed systems with boundary input and unbounded measurement
The approximation of optimal discrete-time linear quadratic Gaussian (LQG) compensators for distributed parameter control systems with boundary input and unbounded measurement is considered. The approach applies to a wide range of problems that can be formulated in a state space on which both the discrete-time input and output operators are continuous. Approximating compensators are obtained via application of the LQG theory and associated approximation results for infinite dimensional discrete-time control systems with bounded input and output. Numerical results for spline and modal based approximation schemes used to compute optimal compensators for a one dimensional heat equation with either Neumann or Dirichlet boundary control and pointwise measurement of temperature are presented and discussed.
Gibson, J. S.↗
Approximation of discrete-time LQG compensators for distributed systems with boundary input and unbounded measurement
The approximation of optimal discrete-time linear quadratic Gaussian (LQG) compensators for distributed parameter control systems with boundary input and unbounded measurement is considered. The approach applies to a wide range of problems that can be formulated in a state space on which both the discrete-time input and output operators are continuous. Approximating compensators are obtained via application of the LQG theory and associated approximation results for infinite dimensional discrete-time control systems with bounded input and output. Numerical results for spline and modal based approximation schemes used to compute optimal compensators for a one-dimensional heat equation with either Neumann or Dirichlet boundary control and pointwise measurement of temperature are presented and discussed.
Gibson, J. S.↗
The discrete minimum principle with application to the linear regulator problem
Discrete minimum principle to derive feedback control law for linear discrete-time systems
OPTIMIZATION↗
Computational issues in optimal tuning and placement of passive dampers
The effectiveness of viscous elements in introducing damping in a structure is a function of several variables including their number, their location in the structure, and their physical properties. In this paper, the optimal damper placement and tuning problem is posed to optimize these variables. Both discrete and continuous optimization problems are formulated and solved corresponding, respectively, to the problems of placement of passive elements and to the tuning of their parameters. The paper particularly emphasizes the critical computational issues resulting from the optimization formulations. Numerical results involving a lightly damped testbed structure are presented.
Chu, C. C.↗