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Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads

In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.

HUB LOADS↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

Robustness, generality and efficiency of optimization algorithms in practical applications

The theoretical foundations of two approaches, sequential quadratic programming (SQP) and optimality criteria (OC), are analyzed and compared, with emphasis on the critical importance of parameters such as accuracy, generality, robustness, efficiency, and ease of use in large scale structural optimization. A simplified fighter wing and active control of space structures are considered with other example problems. When applied to general system identification problems, the OC methods are shown to lose simplicity and demonstrate lack of generality, accuracy and robustness. It is concluded that the SQP method with a potential constraint strategy is a better choice as compared to the currently prevalent mathematical programming and OC approaches.

Thanedar, P. B.↗

CometBoards Users Manual Release 1.0

Several nonlinear mathematical programming algorithms for structural design applications are available at present. These include the sequence of unconstrained minimizations technique, the method of feasible directions, and the sequential quadratic programming technique. The optimality criteria technique and the fully utilized design concept are two other structural design methods. A project was undertaken to bring all these design methods under a common computer environment so that a designer can select any one of these tools that may be suitable for his/her application. To facilitate selection of a design algorithm, to validate and check out the computer code, and to ascertain the relative merits of the design tools, modest finite element structural analysis programs based on the concept of stiffness and integrated force methods have been coupled to each design method. The code that contains both these design and analysis tools, by reading input information from analysis and design data files, can cast the design of a structure as a minimum-weight optimization problem. The code can then solve it with a user-specified optimization technique and a user-specified analysis method. This design code is called CometBoards, which is an acronym for Comparative Evaluation Test Bed of Optimization and Analysis Routines for the Design of Structures. This manual describes for the user a step-by-step procedure for setting up the input data files and executing CometBoards to solve a structural design problem. The manual includes the organization of CometBoards; instructions for preparing input data files; the procedure for submitting a problem; illustrative examples; and several demonstration problems. A set of 29 structural design problems have been solved by using all the optimization methods available in CometBoards. A summary of the optimum results obtained for these problems is appended to this users manual. CometBoards, at present, is available for Posix-based Cray and Convex computers, Iris and Sun workstations, and the VM/CMS system.

Guptill, James D.↗

Use of the NLP10x10 Sequential Quadratic Programming Algorithm To Solve Rotorcraft Hub Loads Minimisation Problems

Previous research and experimentation on the use of a non-linear programming constrained optimisation technique to define an optimal control vector for rotorcraft applications indicated that use of this methodology was feasible and desirable in many cases. In particular, use of non-linear programming methods that solve a sequence of related quadratic-programming sub-problems were used successfully to solve these problems. Accordingly, a licence for one of the latest versions of Professor Klaus Schittkowskis very successful Sequential Quadratic Programming NLPQLP software was obtained and used to experiment with and analyse typical optimisation problems of the type encountered in various rotorcraft wind tunnel and flight tests. This research resulted in the development of the general NLPQLP Computation System that could be used to solve problems of the type encountered in various rotorcraft applications where there is a linear dependence of the measurement vector on the control vector, and where equality andor inequality constraints might be imposed. This development was accomplished on a mainframe computer not part of actual wind tunnel andor flight-test experiment, but in a format which was transferable to wind tunnel lap-top computers. Emphasis was directed toward obtaining efficiency, robustness and speed in computation.The System was developed in support of the five-bladed SMART Rotor Active Flap Rotor Hub Loads analytical minimisation research. The design and development of the Computation System was tailored to address the particular requirements of the problem to minimise a performance metric function of measured hub load harmonic angular couple components by optimising the control vector harmonic flap angular couple components subject to constraints on the amplitudes of these control vector harmonic flap angular couple components. In addition, to facilitate real time wind tunnel experimentation, the ability to rapidly selectchange the particular hub load harmonic angular couple components andor the particular control vector harmonic angular couple components to be considered in the optimisation procedure was provided in the System. This capability allows the singling out of particular hub load frequencies andor particular flap angle frequencies to be analysed during testing operations. The System was used very successfully for the SMART Active Flap Rotor Hub minimisation problems considered in the study, the results of which were presented at the American Helicopter Society Fifth Decennial Aeromechanics Specialist Conference in January 2014. Excellent agreement between cases initiated with best guess starting estimates for the control vector elements and cases initiated with zero control vector starting element estimates resulted, indicating the robustness of the NLP10x10 algorithm.

Rotorcraft Hub Loads↗

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints

Here we present a new algorithm for infinite-dimensional optimization with general constraints, called ALESQP. In short, ALESQP is an augmented Lagrangian method that penalizes inequality constraints and solves equality-constrained nonlinear optimization subproblems at every iteration. The subproblems are solved using a matrix-free trust-region sequential quadratic programming (SQP) method that takes advantage of iterative, i.e., inexact linear solvers, and is suitable for large-scale applications. A key feature of ALESQP is a constraint decomposition strategy that allows it to exploit problem-specific variable scalings and inner products. We analyze convergence of ALESQP under different assumptions. We show that strong accumulation points are stationary. Consequently, in finite dimensions ALESQP converges to a stationary point. In infinite dimensions we establish that weak accumulation points are feasible in many practical situations. Under additional assumptions we show that weak accumulation points are stationary. We present several infinite-dimensional examples where ALESQP shows remarkable discretization-independent performance in all of its iterative components, requiring a modest number of iterations to meet constraint tolerances at the level of machine precision. Also, we demonstrate a fully matrix-free solution of an infinite-dimensional problem with nonlinear inequality constraints.

97 MATHEMATICS AND COMPUTING↗

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗

Domain-decomposition nonlinear manifold reduced order model

This software combines nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD) techniques. NM-ROMs, which utilize a shallow, sparse autoencoder trained with full order model (FOM) snapshot data, approximate the FOM state on a nonlinear manifold. These models offer advantages over linear-subspace ROMs (LS-ROMs) particularly in scenarios with slowly decaying Kolmogorov n-width. However, the training of NM-ROMs involves a number of parameters that scale with the size of the FOM, and storing high-dimensional FOM snapshots can significantly increase the cost of ROM training for extreme-scale problems. To mitigate these costs, the software employs DD to partition the FOM into smaller subdomains, computes NM-ROMs for each, and then integrates these to form a global NM-ROM. This strategy offers multiple benefits: it enables parallel training of subdomain NM-ROMs, reduces the number of parameters needed, decreases the dimensional requirements of subdomain FOM training data, and allows for customization to the unique characteristics of each FOM subdomain. The use of a shallow, sparse autoencoder architecture in each subdomain NM-ROM facilitates the application of hyper-reduction (HR), simplifying the nonlinear complexities and enhancing computational speed. This software marks the inaugural application of NM-ROM combined with HR to a DD problem. It features an algebraic DD reformulation of the FOM, training of NM-ROMs with HR for each subdomain, and employs a sequential quadratic programming (SQP) solver for the evaluation of the coupled global NMROM. The effectiveness of the DD NM-ROM with HR is numerically demonstrated on the 2D steady-state Burgers' equation, showing an order of magnitude improvement in accuracy over the DD LS-ROM with HR.

Diaz, AlejandroN↗

A fast and accurate domain decomposition nonlinear manifold reduced order model

Here, this paper integrates nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD). NM ROMs approximate the full order model (FOM) state in a nonlinear-manifold by training a shallow, sparse autoencoder using FOM snapshot data. These NM-ROMs can be advantageous over linear-subspace ROMs (LS-ROMs) for problems with slowly decaying Kolmogorov n-width. However, the number of NM-ROM parameters that need to be trained scales with the size of the FOM. Moreover, for “extreme-scale” problems, the storage of high-dimensional FOM snapshots alone can make ROM training expensive. To alleviate the training cost, this paper applies DD to the FOM, computes NM-ROMs on each subdomain, and couples them to obtain a global NM-ROM. This approach has several advantages: Subdomain NM-ROMs can be trained in parallel, involve fewer parameters to be trained than global NM-ROMs, require smaller subdomain FOM dimensional training data, and can be tailored to subdomain specific features of the FOM. The shallow, sparse architecture of the autoencoder used in each subdomain NM-ROM allows application of hyper-reduction (HR), reducing the complexity caused by nonlinearity and yielding computational speedup of the NM-ROM. This paper provides the first application of NM-ROM (with HR) to a DD problem. In particular, this paper details an algebraic DD reformulation of the FOM, training a NM-ROM with HR for each sub domain, and a sequential quadratic programming (SQP) solver to evaluate the coupled global NM-ROM. Theoretical convergence results for the SQP method and a priori and a posteriori error estimates for the DD NM-ROM with HR are provided. The proposed DD NM-ROM with HR approach is numerically compared to a DD LS-ROM with HR on the 2D steady-state Burgers’ equation, showing an order of magnitude improvement in accuracy of the proposed DD NM-ROM over the DD LS-ROM.

97 MATHEMATICS AND COMPUTING↗

Multiplexed Predictive Control of a Large Commercial Turbofan Engine

Model predictive control is a strategy well-suited to handle the highly complex, nonlinear, uncertain, and constrained dynamics involved in aircraft engine control problems. However, it has thus far been infeasible to implement model predictive control in engine control applications, because of the combination of model complexity and the time allotted for the control update calculation. In this paper, a multiplexed implementation is proposed that dramatically reduces the computational burden of the quadratic programming optimization that must be solved online as part of the model-predictive-control algorithm. Actuator updates are calculated sequentially and cyclically in a multiplexed implementation, as opposed to the simultaneous optimization taking place in conventional model predictive control. Theoretical aspects are discussed based on a nominal model, and actual computational savings are demonstrated using a realistic commercial engine model.

Richter, hanz↗

Comparative Evaluation of Different Optimization Algorithms for Structural Design Applications

Non-linear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Centre, a project was initiated to assess the performance of eight different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using the eight different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems, however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with Sequential Unconstrained Minimizations Technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.

Patnaik, Surya N.↗

A Tchebycheff-based multi-objective combined with a PSO–SQP dynamic real-time optimization framework for cycling energy systems

The aim in this work is to develop an optimization framework to address cycling of baseload energy systems due to the penetration of renewables into the grid. The developed strategy corresponds to a multi-objective and dynamic real-time optimization (MOO-DRTO) framework applied to a postcombustion MEA-based CO 2 capture process from a baseload coal-fired power plant under cycling conditions. A Tchebycheff-based method is used for the multi-objective optimization (MOO) component. Also, a hybrid approach consisting of Particle Swarm Optimization (PSO) and Sequential Quadratic Programming (SQP) is implemented for the first time in process systems engineering to solve the dynamic real-time optimization (DRTO) component. The objectives considered in the MOO-DRTO framework are economic and environmental. The proposed MOO-DRTO strategy is successfully implemented and 24-h optimal output trajectories for the carbon capture system under cycling are generated. Also, the optimal compromise is chosen from the Pareto front according to a set of selected weights for the objectives with minimal interaction between the framework and decision maker. The results indicated that the developed framework has potential to be extended to plant-wide optimization applications under cycling.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Discrete-time pilot model

Pilot behavior is considered as a discrete-time process where the decision making has a sequential nature. This model differs from both the quasilinear model which follows from classical control theory and from the optimal control model which considers the human operator as a Kalman estimator-predictor. An additional factor considered is that the pilot's objective may not be adequately formulated as a quadratic cost functional to be minimized, but rather as a more fuzzy measure of the closeness with which the aircraft follows a reference trajectory. All model parameters, in the digital program simulating the pilot's behavior, were successfully compared in terms of standard-deviation and performance with those of professional pilots in IFR configuration. The first practical application of the model was in the study of its performance degradation when the aircraft model static margin decreases.

Cavalli, D.↗

On optimizing the sensor spacing for pressure measurements on wind turbine airfoils

This research article presents a robust approach to optimizing the layout of pressure sensors around an airfoil. A genetic algorithm and a sequential quadratic programming algorithm are employed to derive a sensor layout best suited to represent the expected pressure distribution and, thus, the lift force. The fact that both optimization routines converge to almost identical sensor layouts suggests that an optimum exists and is reached. By comparing against a cosine-spaced sensor layout, it is demonstrated that the underlying pressure distribution can be captured more accurately with the presented layout optimization approach. Conversely, a 39 %–55 % reduction in the number of sensors compared to cosine spacing is achievable without loss in lift prediction accuracy. Given these benefits, an optimized sensor layout improves the data quality, reduces unnecessary equipment and saves cost in experimental setups. While the optimization routine is demonstrated based on the generic example of the IEA 15 MW reference wind turbine, it is suitable for a wide range of applications requiring pressure measurements around airfoils.

17 WIND ENERGY↗