Gradient methods in control theory. Part 1 - Ordinary gradient method
Calculus of variations minimized under linearized differential constraint for hybrid gradient method
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Calculus of variations minimized under linearized differential constraint for hybrid gradient method
A computer code is presented for solving the equations of the Hartree-Fock-Bogoliubov (HFB) theory by the gradient method, motivated by the need for efficient and robust codes to calculate the configurations required by extensions of the HFB theory, such as the generator coordinate method. The code is organized with a separation between the parts that are specific to the details of the Hamiltonian and the parts that are generic to the gradient method. This permits total flexibility in choosing the symmetries to be imposed on the HFB solutions. The code solves for both even and odd particle-number ground states, with the choice determined by the input data stream. Application is made to the nuclei in the sd shell using the universal sd-shell interaction B (USDB) shell-model Hamiltonian.
Abstract not provided.
Gradient methods for optimization of dynamic system parameters by hybrid computation
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Preconditioned conjugate gradient methods for solving sparse symmetric and positive finite systems of linear equations are described. Necessary and sufficient conditions are given for when these preconditioners can be used and an analysis of their effectiveness is given. Efficient computer implementations of these methods are discussed and results on the CYBER 203 and the Finite Element Machine under construction at NASA Langley Research Center are included.
In this paper, we introduce implicit gradient methods as alternatives to conventional least-squares gradient methods for second- and third-order nodal-gradient cell-centered finite-volume discretizations, where solutions are stored at cells but gradients are stored at nodes. Because of the unique configuration of solutions and gradients, implicit gradient systems developed for the node-centered edge-based discretization method can be directly applied once the numerical solutions are interpolated from cells to nodes with sufficient accuracy. The resulting defect-correction solver can be loosely coupled with a flow-equation solver, and at convergence, solutions and gradients that satisfy the corresponding residual equations are obtained. Each iteration is relatively cheap compared with least-squares methods involving hundreds of neighbors. Numerical results are presented for accuracy verification studies and some simple but realistic flow problems.
A multigrid preconditioned conjugate gradient method (MGCG method), which uses the multigrid method as a preconditioner of the PCG method, is proposed. The multigrid method has inherent high parallelism and improves convergence of long wavelength components, which is important in iterative methods. By using this method as a preconditioner of the PCG method, an efficient method with high parallelism and fast convergence is obtained. First, it is considered a necessary condition of the multigrid preconditioner in order to satisfy requirements of a preconditioner of the PCG method. Next numerical experiments show a behavior of the MGCG method and that the MGCG method is superior to both the ICCG method and the multigrid method in point of fast convergence and high parallelism. This fast convergence is understood in terms of the eigenvalue analysis of the preconditioned matrix. From this observation of the multigrid preconditioner, it is realized that the MGCG method converges in very few iterations and the multigrid preconditioner is a desirable preconditioner of the conjugate gradient method.
Ensemble-based stochastic gradient methods, such as the ensemble optimization (EnOpt) method, the simplex gradient (SG) method, and the stochastic simplex approximate gradient (StoSAG) method, approximate the gradient of an objective function using an ensemble of perturbed control vectors. These methods are increasingly used in solving reservoir optimization problems because they are not only easy to parallelize and couple with any simulator but also computationally more efficient than the conventional finite-difference method for gradient calculations. In this work, we show that EnOpt may fail to achieve sufficient improvement of the objective function when the differences between the objective function values of perturbed control variables and their ensemble mean are large. On the basis of the comparison of EnOpt and SG, we propose a hybrid gradient of EnOpt and SG to save on the computational cost of SG. We also suggest practical ways to reduce the computational cost of EnOpt and StoSAG by approximating the objective function values of unperturbed control variables using the values of perturbed ones. We first demonstrate the performance of our improved ensemble schemes using a benchmark problem. Results show that the proposed gradients saved about 30–50% of the computational cost of the same optimization by using EnOpt, SG, and StoSAG. As a real application, we consider pressure management in carbon storage reservoirs, for which brine extraction wells need to be optimally placed to reduce reservoir pressure buildup while maximizing the net present value. Results show that our improved schemes reduce the computational cost significantly.
In this research, we are concerned with the solution on vector computers of linear systems of equations, Ax = b, where A is a larger, sparse symmetric positive definite matrix. We solve the system using an iterative method, the incomplete Cholesky conjugate gradient method (ICCG). We apply a multi-color strategy to obtain p-color matrices for which a block-oriented ICCG method is implemented on the CYBER 205. (A p-colored matrix is a matrix which can be partitioned into a pXp block matrix where the diagonal blocks are diagonal matrices). This algorithm, which is based on a no-fill strategy, achieves O(N/p) length vector operations in both the decomposition of A and in the forward and back solves necessary at each iteration of the method. We discuss the natural ordering of the unknowns as an ordering that minimizes the number of diagonals in the matrix and define multi-color orderings in terms of disjoint sets of the unknowns. We give necessary and sufficient conditions to determine which multi-color orderings of the unknowns correpond to p-color matrices. A performance model is given which is used both to predict execution time for ICCG methods and also to compare an ICCG method to conjugate gradient without preconditioning or another ICCG method. Results are given from runs on the CYBER 205 at NASA's Langley Research Center for four model problems.
Genetic algorithms for mathematical function optimization are modeled on search strategies employed in natural adaptation. Comparisons of genetic algorithms with conjugate gradient methods, which were made on an IBM 1800 digital computer, show that genetic algorithms display superior performance over gradient methods for functions which are poorly behaved mathematically, for multimodal functions, and for functions obscured by additive random noise. Genetic methods offer performance comparable to gradient methods for many of the standard functions.
In this paper, a projection gradient method is presented for computing ground state of spin-2 Bose–Einstein condensates (BEC). We first propose the general projection gradient method for solving energy functional minimization problem under multiple constraints, in which the energy functional takes real functions as independent variables. We next extend the method to solve a similar problem, where the energy functional now takes complex functions as independent variables. We finally employ the method into finding the ground state of spin-2 BEC. The key of our method is: by constructing continuous gradient flows (CGFs), the ground state of spin-2 BEC can be computed as the steady state solution of such CGFs. We discretized the CGFs by a conservative finite difference method along with a proper way to deal with the nonlinear terms. We show that the numerical discretization is normalization and magnetization conservative and energy diminishing. Numerical results of the ground state and their energy of spin-2 BEC are reported to demonstrate the effectiveness of the numerical method.
Accelerated gradient method for numerical solution of parameter optimization with nonlinear constraints
This paper focuses on a time-varying constrained nonconvex optimization problem, and considers the synthesis and analysis of online regularized primal-dual gradient methods to track a Karush-Kuhn-Tucker (KKT) trajectory. The proposed regularized primal-dual gradient method is implemented in a running fashion, in the sense that the underlying optimization problem changes during the execution of the algorithms. In order to study its performance, we first derive its continuous-time limit as a system of differential inclusions. We then study sufficient conditions for tracking a KKT trajectory, and also derive asymptotic bounds for the tracking error (as a function of the time-variability of a KKT trajectory). Further, we provide a set of sufficient conditions for the KKT trajectories not to bifurcate or merge, and also investigate the optimal choice of the parameters of the algorithm. Illustrative numerical results for a time-varying nonconvex problem are provided.
Impulsive orbit transfer optimization using accelerated gradient method
We describe the application of a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov) to the co-optimization of navigation system requirement generation and robust trajectory design. SGM is a method for computing the gradient of trajectory analyses defined by performance indices over initial value problems with events with respect to static parameters. LinCov is an analytic technique for predicting stochastic behavior of dynamical systems. By combining SGM and LinCov, it is possible use efficient, off-the-shelf, gradient-based optimizers to solve a combined robust optimal trajectory and navigation system design problem. In this paper, we formulate the required models to apply the combined SGM and LinCov techniques to a Near-Rectilinear Halo Orbit rendezvous approach scenario and show results for several intermediate problems.
Analytical approach to gradient method within framework of Bolza problem of variational calculus, using linearized differential and isoperimetric constraints
We present robust trajectory optimization techniques using a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov). SGM is a method for computing the gradient of trajectory analyses defined by performance indices over initial value problems with events with respect to static parameters. LinCov is an analytic technique for predicting stochastic behavior of dynamical systems. By combining SGM and LinCov, it is possible use efficient, off-the-shelf, gradient-based optimizers to solve robust optimal trajectory design problems. We describe the individual methods and some details on how they can be combined. Then we apply the combined techniques to a variety of orbital trajectory design problems to demonstrate its use, including minimum fuel transfer and mid-course correction burn scheduling.