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NASA NTRS1992

A conjugate gradients/trust regions algorithms for training multilayer perceptrons for nonlinear mapping

This paper addresses the issue of applying a globally convergent optimization algorithm to the training of multilayer perceptrons, a class of Artificial Neural Networks. The multilayer perceptrons are trained towards the solution of two highly nonlinear problems: (1) signal detection in a multi-user communication network, and (2) solving the inverse kinematics for a robotic manipulator. The research is motivated by the fact that a multilayer perceptron is theoretically capable of approximating any nonlinear function to within a specified accuracy. The algorithm that has been employed in this study combines the merits of two well known optimization algorithms, the Conjugate Gradients and the Trust Regions Algorithms. The performance is compared to a widely used algorithm, the Backpropagation Algorithm, that is basically a gradient-based algorithm, and hence, slow in converging. The performances of the two algorithms are compared with the convergence rate. Furthermore, in the case of the signal detection problem, performances are also benchmarked by the decision boundaries drawn as well as the probability of error obtained in either case.

Madyastha, Raghavendra K.↗

NASA NTRS1987

An algorithm for obtaining bang-bang control laws

A new computational method for solving control problems, when it is desired that the control action be bang-bang is presented. A gradient-based algorithm is developed where the switching times are updated to minimize the final state missed distance. The algorithm explains how a change in a switching time propagates through the other switching times and affects the final state. The algorithm is applicable to linear and nonlinear problems, including multiinput systems.

Wen, J.↗

NASA NTRS1985

A minimum time control algorithm for linear and nonlinear systems

The minimum time control problem with bounded control has long been of interest to control engineers. Much of the theoretical study of this problem has been limited to linear systems and the results are usually problem-specific. This paper presents a new computational method for solving the minimum-time control problem when the control action is assumed to be bang-bang. A gradient-based algorithm is developed where the switching times are updated to minimize the final state missed distance. The algorithm is applicable to linear and nonlinear problems, including multi-input systems.

Wen, J.↗

NASA NTRS1990

Multi-disciplinary optimization of aeroservoelastic systems

Efficient analytical and computational tools for simultaneous optimal design of the structural and control components of aeroservoelastic systems are presented. The optimization objective is to achieve aircraft performance requirements and sufficient flutter and control stability margins with a minimal weight penalty and without violating the design constraints. Analytical sensitivity derivatives facilitate an efficient optimization process which allows a relatively large number of design variables. Standard finite element and unsteady aerodynamic routines are used to construct a modal data base. Minimum State aerodynamic approximations and dynamic residualization methods are used to construct a high accuracy, low order aeroservoelastic model. Sensitivity derivatives of flutter dynamic pressure, control stability margins and control effectiveness with respect to structural and control design variables are presented. The performance requirements are utilized by equality constraints which affect the sensitivity derivatives. A gradient-based optimization algorithm is used to minimize an overall cost function. A realistic numerical example of a composite wing with four controls is used to demonstrate the modeling technique, the optimization process, and their accuracy and efficiency.

Karpel, Mordechay↗

NASA NTRS1989

Gradient methods for identification of distributed parameter systems

Parameter-dependence properties are developed in the context of a linear abstract Cauchy problem governed by a parameter-dependent operator. Of particular interest are problems in which the parameter induces an unbounded perturbation of the evolution operator. Conditions are stated under which the derivative of the state with respect to the parameter possesses certain smoothness properties. These properties lead to local convergence results for a gradient-based estimation algorithm based on quasi-linearization. Numerical results concerning a delay-differential equation indicate the effect of a forcing function on parameter sensitivity.

Brewer, Dennis W.↗

NASA NTRS1992

Multidisciplinary optimization of aeroservoelastic systems using reduced-size models

Karpel, Mordechay↗

NASA NTRS1991

The effect of model uncertainty on some optimal routing problems

The effect of model uncertainties on optimal routing in a system of parallel queues is examined. The uncertainty arises in modeling the service time distribution for the customers (jobs, packets) to be served. For a Poisson arrival process and Bernoulli routing, the optimal mean system delay generally depends on the variance of this distribution. However, as the input traffic load approaches the system capacity the optimal routing assignment and corresponding mean system delay are shown to converge to a variance-invariant point. The implications of these results are examined in the context of gradient-based routing algorithms. An example of a model-independent algorithm using online gradient estimation is also included.

Mohanty, Bibhu↗

NASA NTRS1995

Contribution to the optimal shape design of two-dimensional internal flows with embedded shocks

We explore the practicability of optimal shape design for flows modeled by the Euler equations. We define a functional whose minimum represents the optimality condition. The gradient of the functional with respect to the geometry is calculated with the Lagrange multipliers, which are determined by solving a co-state equation. The optimization problem is then examined by comparing the performance of several gradient-based optimization algorithms. In this formulation, the flow field can be computed to an arbitrary order of accuracy. Finally, some results for internal flows with embedded shocks are presented, including a case for which the solution to the inverse problem does not belong to the design space.

Iollo, Angelo↗

NASA NTRS1993

A homotopy algorithm for digital optimal projection control GASD-HADOC

The linear-quadratic-gaussian (LQG) compensator was developed to facilitate the design of control laws for multi-input, multi-output (MIMO) systems. The compensator is computed by solving two algebraic equations for which standard closed-loop solutions exist. Unfortunately, the minimal dimension of an LQG compensator is almost always equal to the dimension of the plant and can thus often violate practical implementation constraints on controller order. This deficiency is especially highlighted when considering control-design for high-order systems such as flexible space structures. This deficiency motivated the development of techniques that enable the design of optimal controllers whose dimension is less than that of the design plant. A homotopy approach based on the optimal projection equations that characterize the necessary conditions for optimal reduced-order control. Homotopy algorithms have global convergence properties and hence do not require that the initializing reduced-order controller be close to the optimal reduced-order controller to guarantee convergence. However, the homotopy algorithm previously developed for solving the optimal projection equations has sublinear convergence properties and the convergence slows at higher authority levels and may fail. A new homotopy algorithm for synthesizing optimal reduced-order controllers for discrete-time systems is described. Unlike the previous homotopy approach, the new algorithm is a gradient-based, parameter optimization formulation and was implemented in MATLAB. The results reported may offer the foundation for a reliable approach to optimal, reduced-order controller design.

Collins, Emmanuel G., Jr.↗

NASA NTRS1997

Three-Dimensional Viscous Alternating Direction Implicit Algorithm and Strategies for Shape Optimization

A gradient-based shape optimization based on quasi-analytical sensitivities has been extended for practical three-dimensional aerodynamic applications. The flow analysis has been rendered by a fully implicit, finite-volume formulation of the Euler and Thin-Layer Navier-Stokes (TLNS) equations. Initially, the viscous laminar flow analysis for a wing has been compared with an independent computational fluid dynamics (CFD) code which has been extensively validated. The new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4 with coarse- and fine-grid based computations performed with Euler and TLNS equations. The influence of the initial constraints on the geometry and aerodynamics of the optimized shape has been explored. Various final shapes generated for an identical initial problem formulation but with different optimization path options (coarse or fine grid, Euler or TLNS), have been aerodynamically evaluated via a common fine-grid TLNS-based analysis. The initial constraint conditions show significant bearing on the optimization results. Also, the results demonstrate that to produce an aerodynamically efficient design, it is imperative to include the viscous physics in the optimization procedure with the proper resolution. Based upon the present results, to better utilize the scarce computational resources, it is recommended that, a number of viscous coarse grid cases using either a preconditioned bi-conjugate gradient (PbCG) or an alternating-direction-implicit (ADI) method, should initially be employed to improve the optimization problem definition, the design space and initial shape. Optimized shapes should subsequently be analyzed using a high fidelity (viscous with fine-grid resolution) flow analysis to evaluate their true performance potential. Finally, a viscous fine-grid-based shape optimization should be conducted, using an ADI method, to accurately obtain the final optimized shape.

Pandya, Mohagna J.↗

NASA NTRS1997

Aerodynamic Shape Sensitivity Analysis and Design Optimization of Complex Configurations Using Unstructured Grids

A three-dimensional unstructured grid approach to aerodynamic shape sensitivity analysis and design optimization has been developed and is extended to model geometrically complex configurations. The advantage of unstructured grids (when compared with a structured-grid approach) is their inherent ability to discretize irregularly shaped domains with greater efficiency and less effort. Hence, this approach is ideally suited for geometrically complex configurations of practical interest. In this work the nonlinear Euler equations are solved using an upwind, cell-centered, finite-volume scheme. The discrete, linearized systems which result from this scheme are solved iteratively by a preconditioned conjugate-gradient-like algorithm known as GMRES for the two-dimensional geometry and a Gauss-Seidel algorithm for the three-dimensional; similar procedures are used to solve the accompanying linear aerodynamic sensitivity equations in incremental iterative form. As shown, this particular form of the sensitivity equation makes large-scale gradient-based aerodynamic optimization possible by taking advantage of memory efficient methods to construct exact Jacobian matrix-vector products. Simple parameterization techniques are utilized for demonstrative purposes. Once the surface has been deformed, the unstructured grid is adapted by considering the mesh as a system of interconnected springs. Grid sensitivities are obtained by differentiating the surface parameterization and the grid adaptation algorithms with ADIFOR (which is an advanced automatic-differentiation software tool). To demonstrate the ability of this procedure to analyze and design complex configurations of practical interest, the sensitivity analysis and shape optimization has been performed for a two-dimensional high-lift multielement airfoil and for a three-dimensional Boeing 747-200 aircraft.

Taylor, Arthur C., III↗

NASA NTRS1994

Multidisciplinary design optimization using genetic algorithms

Multidisciplinary design optimization (MDO) is an important step in the conceptual design and evaluation of launch vehicles since it can have a significant impact on performance and life cycle cost. The objective is to search the system design space to determine values of design variables that optimize the performance characteristic subject to system constraints. Gradient-based optimization routines have been used extensively for aerospace design optimization. However, one limitation of gradient based optimizers is their need for gradient information. Therefore, design problems which include discrete variables can not be studied. Such problems are common in launch vehicle design. For example, the number of engines and material choices must be integer values or assume only a few discrete values. In this study, genetic algorithms are investigated as an approach to MDO problems involving discrete variables and discontinuous domains. Optimization by genetic algorithms (GA) uses a search procedure which is fundamentally different from those gradient based methods. Genetic algorithms seek to find good solutions in an efficient and timely manner rather than finding the best solution. GA are designed to mimic evolutionary selection. A population of candidate designs is evaluated at each iteration, and each individual's probability of reproduction (existence in the next generation) depends on its fitness value (related to the value of the objective function). Progress toward the optimum is achieved by the crossover and mutation operations. GA is attractive since it uses only objective function values in the search process, so gradient calculations are avoided. Hence, GA are able to deal with discrete variables. Studies report success in the use of GA for aircraft design optimization studies, trajectory analysis, space structure design and control systems design. In these studies reliable convergence was achieved, but the number of function evaluations was large compared with efficient gradient methods. Applicaiton of GA is underway for a cost optimization study for a launch-vehicle fuel-tank and structural design of a wing. The strengths and limitations of GA for launch vehicle design optimization is studied.

Unal, Resit↗

NASA NTRS1997

Methods for Sensitivity Analysis in Gradient-Based Shape Optimization: A Review

CFD is now being widely used in the design of mechanical and aerospace systems and their components. Improving the accuracy and efficiency of this process can reduce its cost and increase its effectiveness. Other motivating factors that push and pull CFD into design optimization are; (1) the need for design methodologies (single- and multi-disciplinary) to reduce cost and time in developing new fluid and aero systems for fast response to market changes; (2) new design requirements outside existing database; (3) new CFD algorithms and growth in computing power; (4) need for increased product quality and reliability; (5) lack of test facilities; (6) limitations and cost of testing techniques; (7) limitations of existing design practices; and (8) prohibitive cost of and conflicting designs derived from isolated component analyses and design, which are repetitive in nature and omit mutual interference.

Baysal, Oktay↗

NASA NTRS1993

Formulation for Simultaneous Aerodynamic Analysis and Design Optimization

An efficient approach for simultaneous aerodynamic analysis and design optimization is presented. This approach does not require the performance of many flow analyses at each design optimization step, which can be an expensive procedure. Thus, this approach brings us one step closer to meeting the challenge of incorporating computational fluid dynamic codes into gradient-based optimization techniques for aerodynamic design. An adjoint-variable method is introduced to nullify the effect of the increased number of design variables in the problem formulation. The method has been successfully tested on one-dimensional nozzle flow problems, including a sample problem with a normal shock. Implementations of the above algorithm are also presented that incorporate Newton iterations to secure a high-quality flow solution at the end of the design process. Implementations with iterative flow solvers are possible and will be required for large, multidimensional flow problems.

Hou, G. W.↗

NASA NTRS1993

A new approach to mixed H2/H infinity controller synthesis using gradient-based parameter optimization methods

In the past few years, the mixed H(sub 2)/H-infinity control problem has been the object of much research interest since it allows the incorporation of robust stability into the LQG framework. The general mixed H(sub 2)/H-infinity design problem has yet to be solved analytically. Numerous schemes have considered upper bounds for the H(sub 2)-performance criterion and/or imposed restrictive constraints on the class of systems under investigation. Furthermore, many modern control applications rely on dynamic models obtained from finite-element analysis and thus involve high-order plant models. Hence the capability to design low-order (fixed-order) controllers is of great importance. In this research a new design method was developed that optimizes the exact H(sub 2)-norm of a certain subsystem subject to robust stability in terms of H-infinity constraints and a minimal number of system assumptions. The derived algorithm is based on a differentiable scalar time-domain penalty function to represent the H-infinity constraints in the overall optimization. The scheme is capable of handling multiple plant conditions and hence multiple performance criteria and H-infinity constraints and incorporates additional constraints such as fixed-order and/or fixed structure controllers. The defined penalty function is applicable to any constraint that is expressible in form of a real symmetric matrix-inequity.

Ly, Uy-Loi↗

NASA NTRS1997

Efficient Gradient-Based Shape Optimization Methodology Using Inviscid/Viscous CFD

The formerly developed preconditioned-biconjugate-gradient (PBCG) solvers for the analysis and the sensitivity equations had resulted in very large error reductions per iteration; quadratic convergence was achieved whenever the solution entered the domain of attraction to the root. Its memory requirement was also lower as compared to a direct inversion solver. However, this memory requirement was high enough to preclude the realistic, high grid-density design of a practical 3D geometry. This limitation served as the impetus to the first-year activity (March 9, 1995 to March 8, 1996). Therefore, the major activity for this period was the development of the low-memory methodology for the discrete-sensitivity-based shape optimization. This was accomplished by solving all the resulting sets of equations using an alternating-direction-implicit (ADI) approach. The results indicated that shape optimization problems which required large numbers of grid points could be resolved with a gradient-based approach. Therefore, to better utilize the computational resources, it was recommended that a number of coarse grid cases, using the PBCG method, should initially be conducted to better define the optimization problem and the design space, and obtain an improved initial shape. Subsequently, a fine grid shape optimization, which necessitates using the ADI method, should be conducted to accurately obtain the final optimized shape. The other activity during this period was the interaction with the members of the Aerodynamic and Aeroacoustic Methods Branch of Langley Research Center during one stage of their investigation to develop an adjoint-variable sensitivity method using the viscous flow equations. This method had algorithmic similarities to the variational sensitivity methods and the control-theory approach. However, unlike the prior studies, it was considered for the three-dimensional, viscous flow equations. The major accomplishment in the second period of this project (March 9, 1996 to March 8, 1997) was the extension of the shape optimization methodology for the Thin-Layer Navier-Stokes equations. Both the Euler-based and the TLNS-based analyses compared with the analyses obtained using the CFL3D code. The sensitivities, again from both levels of the flow equations, also compared very well with the finite-differenced sensitivities. A fairly large set of shape optimization cases were conducted to study a number of issues previously not well understood. The testbed for these cases was the shaping of an arrow wing in Mach 2.4 flow. All the final shapes, obtained either from a coarse-grid-based or a fine-grid-based optimization, using either a Euler-based or a TLNS-based analysis, were all re-analyzed using a fine-grid, TLNS solution for their function evaluations. This allowed for a more fair comparison of their relative merits. From the aerodynamic performance standpoint, the fine-grid TLNS-based optimization produced the best shape, and the fine-grid Euler-based optimization produced the lowest cruise efficiency.

Baysal, Oktay↗

NASA NTRS1997

Gradient-Based Aerodynamic Shape Optimization Using ADI Method for Large-Scale Problems

A gradient-based shape optimization methodology, that is intended for practical three-dimensional aerodynamic applications, has been developed. It is based on the quasi-analytical sensitivities. The flow analysis is rendered by a fully implicit, finite volume formulation of the Euler equations.The aerodynamic sensitivity equation is solved using the alternating-direction-implicit (ADI) algorithm for memory efficiency. A flexible wing geometry model, that is based on surface parameterization and platform schedules, is utilized. The present methodology and its components have been tested via several comparisons. Initially, the flow analysis for for a wing is compared with those obtained using an unfactored, preconditioned conjugate gradient approach (PCG), and an extensively validated CFD code. Then, the sensitivities computed with the present method have been compared with those obtained using the finite-difference and the PCG approaches. Effects of grid refinement and convergence tolerance on the analysis and shape optimization have been explored. Finally the new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4. Despite the expected increase in the computational time, the results indicate that shape optimization, which require large numbers of grid points can be resolved with a gradient-based approach.

Pandya, Mohagna J.↗

NASA NTRS1992

Observations on computational methodologies for use in large-scale, gradient-based, multidisciplinary design incorporating advanced CFD codes

How a combination of various computational methodologies could reduce the enormous computational costs envisioned in using advanced CFD codes in gradient based optimized multidisciplinary design (MdD) procedures is briefly outlined. Implications of these MdD requirements upon advanced CFD codes are somewhat different than those imposed by a single discipline design. A means for satisfying these MdD requirements for gradient information is presented which appear to permit: (1) some leeway in the CFD solution algorithms which can be used; (2) an extension to 3-D problems; and (3) straightforward use of other computational methodologies. Many of these observations have previously been discussed as possibilities for doing parts of the problem more efficiently; the contribution here is observing how they fit together in a mutually beneficial way.

Newman, P. A.↗