Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Optimal control problem for the extended Fisher–Kolmogorov equation
Indian Academy of Sciences (India)
In this paper, the optimal control problem for the extended Fisher–Kolmogorov equation is studied. The optimal control under boundary condition is given, the existence of optimal solution to the equation is proved and the optimality system is established.
A hybrid iterative scheme for optimal control problems governed by ...
African Journals Online (AJOL)
MRT
KEY WORDS: Optimal control problem; Fredholm integral equation; ... control problems governed by Fredholm integral and integro-differential equations is given in (Brunner and Yan, ..... The exact optimal trajectory and control functions are. 2.
On a Highly Nonlinear Self-Obstacle Optimal Control Problem
Energy Technology Data Exchange (ETDEWEB)
Di Donato, Daniela, E-mail: daniela.didonato@unitn.it [University of Trento, Department of Mathematics (Italy); Mugnai, Dimitri, E-mail: dimitri.mugnai@unipg.it [Università di Perugia, Dipartimento di Matematica e Informatica (Italy)
2015-10-15
We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.
Optimal Control Problems for Nonlinear Variational Evolution Inequalities
Directory of Open Access Journals (Sweden)
Eun-Young Ju
2013-01-01
Full Text Available We deal with optimal control problems governed by semilinear parabolic type equations and in particular described by variational inequalities. We will also characterize the optimal controls by giving necessary conditions for optimality by proving the Gâteaux differentiability of solution mapping on control variables.
Applications of functional analysis to optimal control problems
International Nuclear Information System (INIS)
Mizukami, K.
1976-01-01
Some basic concepts in functional analysis, a general norm, the Hoelder inequality, functionals and the Hahn-Banach theorem are described; a mathematical formulation of two optimal control problems is introduced by the method of functional analysis. The problem of time-optimal control systems with both norm constraints on control inputs and on state variables at discrete intermediate times is formulated as an L-problem in the theory of moments. The simplex method is used for solving a non-linear minimizing problem inherent in the functional analysis solution to this problem. Numerical results are presented for a train operation. The second problem is that of optimal control of discrete linear systems with quadratic cost functionals. The problem is concerned with the case of unconstrained control and fixed endpoints. This problem is formulated in terms of norms of functionals on suitable Banach spaces. (author)
ON THE OPTIMAL CONTROL OF A PROBLEM OF ENVIRONMENTAL POLLUTION
Directory of Open Access Journals (Sweden)
José Dávalos Chuquipoma
2016-06-01
Full Text Available This article is studied the optimal control of distributed parameter systems applied to an environmental pollution problem. The model consists of a differential equation partial parabolic modeling of a pollutant transport in a fluid. The model is considered the speed with which the pollutant spreads in the environment and degradation that suffers the contaminant by the presence of a factor biological inhibitor, which breaks the contaminant at a rate that is not dependent on space and time. Using the method of Lagrange multipliers is possible to prove the existence solving the problem of control and obtaining optimality conditions for optimal control.
Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints
Kmet', Tibor; Kmet'ová, Mária
2009-09-01
A feed forward neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints. The paper extends adaptive critic neural network architecture proposed by [5] to the optimal control problems with control and state constraints. The optimal control problem is transcribed into a nonlinear programming problem which is implemented with adaptive critic neural network. The proposed simulation method is illustrated by the optimal control problem of nitrogen transformation cycle model. Results show that adaptive critic based systematic approach holds promise for obtaining the optimal control with control and state constraints.
Infinite-horizon optimal control problems in economics
Energy Technology Data Exchange (ETDEWEB)
Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V
2012-04-30
This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.
Infinite-horizon optimal control problems in economics
International Nuclear Information System (INIS)
Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V
2012-01-01
This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.
Galerkin approximations of nonlinear optimal control problems in Hilbert spaces
Directory of Open Access Journals (Sweden)
Mickael D. Chekroun
2017-07-01
Full Text Available Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on the identification of a set of natural assumptions that allows us to deal with a broad class of nonlinear evolution equations and cost functionals for which we derive convergence of the value functions associated with the optimal control problem of the Galerkin approximations. This convergence result holds for a broad class of nonlinear control strategies as well. In particular, we show that the framework applies to the optimal control of semilinear heat equations posed on a general compact manifold without boundary. The framework is then shown to apply to geoengineering and mitigation of greenhouse gas emissions formulated here in terms of optimal control of energy balance climate models posed on the sphere $\\mathbb{S}^2$.
An optimal control approach to manpower planning problem
Directory of Open Access Journals (Sweden)
H. W. J. Lee
2001-01-01
Full Text Available A manpower planning problem is studied in this paper. The model includes scheduling different types of workers over different tasks, employing and terminating different types of workers, and assigning different types of workers to various trainning programmes. The aim is to find an optimal way to do all these while keeping the time-varying demand for minimum number of workers working on each different tasks satisfied. The problem is posed as an optimal discrete-valued control problem in discrete time. A novel numerical scheme is proposed to solve the problem, and an illustrative example is provided.
Turnpike theory of continuous-time linear optimal control problems
Zaslavski, Alexander J
2015-01-01
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control, and in applied functional analysis. Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous nonconvex and nonsmooth integrands. Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integran...
Keulen, van T.A.C.; Gillot, J.; Jager, de A.G.; Steinbuch, M.
2014-01-01
This paper presents a numerical solution for scalar state constrained optimal control problems. The algorithm rewrites the constrained optimal control problem as a sequence of unconstrained optimal control problems which can be solved recursively as a two point boundary value problem. The solution
Optimal Control Problems for Partial Differential Equations on Reticulated Domains
Kogut, Peter I
2011-01-01
In the development of optimal control, the complexity of the systems to which it is applied has increased significantly, becoming an issue in scientific computing. In order to carry out model-reduction on these systems, the authors of this work have developed a method based on asymptotic analysis. Moving from abstract explanations to examples and applications with a focus on structural network problems, they aim at combining techniques of homogenization and approximation. Optimal Control Problems for Partial Differential Equations on Reticulated Domains is an excellent reference tool for gradu
Directory of Open Access Journals (Sweden)
Weifeng Wang
2014-01-01
Full Text Available We study an optimal control problem governed by a semilinear parabolic equation, whose control variable is contained only in the boundary condition. An existence theorem for the optimal control is obtained.
Integrals of Motion for Discrete-Time Optimal Control Problems
Torres, Delfim F. M.
2003-01-01
We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.
Multiresolution strategies for the numerical solution of optimal control problems
Jain, Sachin
There exist many numerical techniques for solving optimal control problems but less work has been done in the field of making these algorithms run faster and more robustly. The main motivation of this work is to solve optimal control problems accurately in a fast and efficient way. Optimal control problems are often characterized by discontinuities or switchings in the control variables. One way of accurately capturing the irregularities in the solution is to use a high resolution (dense) uniform grid. This requires a large amount of computational resources both in terms of CPU time and memory. Hence, in order to accurately capture any irregularities in the solution using a few computational resources, one can refine the mesh locally in the region close to an irregularity instead of refining the mesh uniformly over the whole domain. Therefore, a novel multiresolution scheme for data compression has been designed which is shown to outperform similar data compression schemes. Specifically, we have shown that the proposed approach results in fewer grid points in the grid compared to a common multiresolution data compression scheme. The validity of the proposed mesh refinement algorithm has been verified by solving several challenging initial-boundary value problems for evolution equations in 1D. The examples have demonstrated the stability and robustness of the proposed algorithm. The algorithm adapted dynamically to any existing or emerging irregularities in the solution by automatically allocating more grid points to the region where the solution exhibited sharp features and fewer points to the region where the solution was smooth. Thereby, the computational time and memory usage has been reduced significantly, while maintaining an accuracy equivalent to the one obtained using a fine uniform mesh. Next, a direct multiresolution-based approach for solving trajectory optimization problems is developed. The original optimal control problem is transcribed into a
A fractional optimal control problem for maximizing advertising efficiency
Igor Bykadorov; Andrea Ellero; Stefania Funari; Elena Moretti
2007-01-01
We propose an optimal control problem to model the dynamics of the communication activity of a firm with the aim of maximizing its efficiency. We assume that the advertising effort undertaken by the firm contributes to increase the firm's goodwill and that the goodwill affects the firm's sales. The aim is to find the advertising policies in order to maximize the firm's efficiency index which is computed as the ratio between "outputs" and "inputs" properly weighted; the outputs are represented...
PID controller tuning using metaheuristic optimization algorithms for benchmark problems
Gholap, Vishal; Naik Dessai, Chaitali; Bagyaveereswaran, V.
2017-11-01
This paper contributes to find the optimal PID controller parameters using particle swarm optimization (PSO), Genetic Algorithm (GA) and Simulated Annealing (SA) algorithm. The algorithms were developed through simulation of chemical process and electrical system and the PID controller is tuned. Here, two different fitness functions such as Integral Time Absolute Error and Time domain Specifications were chosen and applied on PSO, GA and SA while tuning the controller. The proposed Algorithms are implemented on two benchmark problems of coupled tank system and DC motor. Finally, comparative study has been done with different algorithms based on best cost, number of iterations and different objective functions. The closed loop process response for each set of tuned parameters is plotted for each system with each fitness function.
Optimal control problem for the extended Fisher–Kolmogorov equation
Indian Academy of Sciences (India)
by methods of optimal control, such as chemical engineering and vehicle ... ern optimal control theories and applied models are not only represented by .... Obviously, equation (2.5) is an ordinary differential equation and according to ODE.
Comments on `A discrete optimal control problem for descriptor systems'
DEFF Research Database (Denmark)
Ravn, Hans
1990-01-01
In the above-mentioned work (see ibid., vol.34, p.177-81 (1989)), necessary and sufficient optimality conditions are derived for a discrete-time optimal problem, as well as other specific cases of implicit and explicit dynamic systems. The commenter corrects a mistake and demonstrates that there ......In the above-mentioned work (see ibid., vol.34, p.177-81 (1989)), necessary and sufficient optimality conditions are derived for a discrete-time optimal problem, as well as other specific cases of implicit and explicit dynamic systems. The commenter corrects a mistake and demonstrates...
An inverse optimal control problem in the electrical discharge ...
Indian Academy of Sciences (India)
Marin Gostimirovic
2018-05-10
May 10, 2018 ... Keywords. EDM process; discharge energy; heat source parameters; inverse problem; optimization. 1. Introduction .... ation, thermal modeling of the EDM process would become ..... simulation of die-sinking EDM. CIRP Ann.
Optimal Control Approaches to the Aggregate Production Planning Problem
Directory of Open Access Journals (Sweden)
Yasser A. Davizón
2015-12-01
Full Text Available In the area of production planning and control, the aggregate production planning (APP problem represents a great challenge for decision makers in production-inventory systems. Tradeoff between inventory-capacity is known as the APP problem. To address it, static and dynamic models have been proposed, which in general have several shortcomings. It is the premise of this paper that the main drawback of these proposals is, that they do not take into account the dynamic nature of the APP. For this reason, we propose the use of an Optimal Control (OC formulation via the approach of energy-based and Hamiltonian-present value. The main contribution of this paper is the mathematical model which integrates a second order dynamical system coupled with a first order system, incorporating production rate, inventory level, and capacity as well with the associated cost by work force in the same formulation. Also, a novel result in relation with the Hamiltonian-present value in the OC formulation is that it reduces the inventory level compared with the pure energy based approach for APP. A set of simulations are provided which verifies the theoretical contribution of this work.
Directory of Open Access Journals (Sweden)
Rashad O. Mastaliev
2016-12-01
Full Text Available The optimal control problem of nonlinear stochastic systems which mathematical model is given by Ito stochastic differential equation with delay argument is considered. Assuming that the concerned region is open for the control by the first and the second variation (classical sense of the quality functional we obtain the necessary optimality condition of the first and the second order. In the particular case we receive the stochastic analog of the Legendre—Clebsch condition and some constructively verified conclusions from the second order necessary condition. We investigate the Legendre–Clebsch conditions for the degeneration case and obtain the necessary conditions of optimality for a special control, in the classical sense.
Directory of Open Access Journals (Sweden)
Sie Long Kek
2015-01-01
Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control
Energy Technology Data Exchange (ETDEWEB)
Gaitsgory, Vladimir, E-mail: vladimir.gaitsgory@mq.edu.au [Macquarie University, Department of Mathematics (Australia); Rossomakhine, Sergey, E-mail: serguei.rossomakhine@flinders.edu.au [Flinders University, Flinders Mathematical Sciences Laboratory, School of Computer Science, Engineering and Mathematics (Australia)
2015-04-15
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem of optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.
International Nuclear Information System (INIS)
Xunjing, L.
1981-12-01
The vector-valued measure defined by the well-posed linear boundary value problems is discussed. The maximum principle of the optimal control problem with non-convex constraint is proved by using the vector-valued measure. Especially, the necessary conditions of the optimal control of elliptic systems is derived without the convexity of the control domain and the cost function. (author)
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Pearson, John W.; Stoll, Martin; Wathen, Andrew J.
2012-01-01
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here
Debbarma, Sanjoy; Saikia, Lalit Chandra; Sinha, Nidul
2014-03-01
Present work focused on automatic generation control (AGC) of a three unequal area thermal systems considering reheat turbines and appropriate generation rate constraints (GRC). A fractional order (FO) controller named as I(λ)D(µ) controller based on crone approximation is proposed for the first time as an appropriate technique to solve the multi-area AGC problem in power systems. A recently developed metaheuristic algorithm known as firefly algorithm (FA) is used for the simultaneous optimization of the gains and other parameters such as order of integrator (λ) and differentiator (μ) of I(λ)D(µ) controller and governor speed regulation parameters (R). The dynamic responses corresponding to optimized I(λ)D(µ) controller gains, λ, μ, and R are compared with that of classical integer order (IO) controllers such as I, PI and PID controllers. Simulation results show that the proposed I(λ)D(µ) controller provides more improved dynamic responses and outperforms the IO based classical controllers. Further, sensitivity analysis confirms the robustness of the so optimized I(λ)D(µ) controller to wide changes in system loading conditions and size and position of SLP. Proposed controller is also found to have performed well as compared to IO based controllers when SLP takes place simultaneously in any two areas or all the areas. Robustness of the proposed I(λ)D(µ) controller is also tested against system parameter variations. © 2013 ISA. Published by Elsevier Ltd. All rights reserved.
A Simple Proof of the Theorem Concerning Optimality in a One-Dimensional Ergodic Control Problem
International Nuclear Information System (INIS)
Fujita, Y.
2000-01-01
We give a simple proof of the theorem concerning optimality in a one-dimensional ergodic control problem. We characterize the optimal control in the class of all Markov controls. Our proof is probabilistic and does not need to solve the corresponding Bellman equation. This simplifies the proof
Directory of Open Access Journals (Sweden)
Jingtao Shi
2013-01-01
Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2017-01-01
Roč. 310, January 2017 (2017), s. 5-18 ISSN 0377-0427 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : optimal control * time-harmonic Stokes problem * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www. science direct.com/ science /article/pii/S0377042716302631?via%3Dihub
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2017-01-01
Roč. 310, January 2017 (2017), s. 5-18 ISSN 0377-0427 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : optimal control * time-harmonic Stokes problem * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www.sciencedirect.com/science/article/pii/S0377042716302631?via%3Dihub
On the formulation and numerical simulation of distributed-order fractional optimal control problems
Zaky, M. A.; Machado, J. A. Tenreiro
2017-11-01
In a fractional optimal control problem, the integer order derivative is replaced by a fractional order derivative. The fractional derivative embeds implicitly the time delays in an optimal control process. The order of the fractional derivative can be distributed over the unit interval, to capture delays of distinct sources. The purpose of this paper is twofold. Firstly, we derive the generalized necessary conditions for optimal control problems with dynamics described by ordinary distributed-order fractional differential equations (DFDEs). Secondly, we propose an efficient numerical scheme for solving an unconstrained convex distributed optimal control problem governed by the DFDE. We convert the problem under consideration into an optimal control problem governed by a system of DFDEs, using the pseudo-spectral method and the Jacobi-Gauss-Lobatto (J-G-L) integration formula. Next, we present the numerical solutions for a class of optimal control problems of systems governed by DFDEs. The convergence of the proposed method is graphically analyzed showing that the proposed scheme is a good tool for the simulation of distributed control problems governed by DFDEs.
Control and System Theory, Optimization, Inverse and Ill-Posed Problems
1988-09-14
Justlfleatlen Distribut ion/ Availability Codes # AFOSR-87-0350 Avat’ and/or1987-1988 Dist Special *CONTROL AND SYSTEM THEORY , ~ * OPTIMIZATION, * INVERSE...considerable va- riety of research investigations within the grant areas (Control and system theory , Optimization, and Ill-posed problems]. The
An optimal control problem by controlling heat source of the surface of tissue
Dhar, 1Rikhiya; Dhar, Ranajit; Dhar, Piyanka
2013-01-01
A distributed optimal control problem for a system described by bio-heat equation for a homogeneous plane tissue is analytically investigated such that a desired temperature of the tissue at a particular point of location of tumour in hyperthermia can be attained at the end of a total time of operation of the process due to induced microwave on the surface of the tissue which is taken as control. Here the temperature of the tissue along the length of the tissue at different times of operation...
An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
Karlsson, Peer Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul
2015-01-01
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system
Optimal control problems with delay, the maximum principle and necessary conditions
Frankena, J.F.
1975-01-01
In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational
Free terminal time optimal control problem of an HIV model based on a conjugate gradient method.
Jang, Taesoo; Kwon, Hee-Dae; Lee, Jeehyun
2011-10-01
The minimum duration of treatment periods and the optimal multidrug therapy for human immunodeficiency virus (HIV) type 1 infection are considered. We formulate an optimal tracking problem, attempting to drive the states of the model to a "healthy" steady state in which the viral load is low and the immune response is strong. We study an optimal time frame as well as HIV therapeutic strategies by analyzing the free terminal time optimal tracking control problem. The minimum duration of treatment periods and the optimal multidrug therapy are found by solving the corresponding optimality systems with the additional transversality condition for the terminal time. We demonstrate by numerical simulations that the optimal dynamic multidrug therapy can lead to the long-term control of HIV by the strong immune response after discontinuation of therapy.
Aschepkov, Leonid T; Kim, Taekyun; Agarwal, Ravi P
2016-01-01
This book is based on lectures from a one-year course at the Far Eastern Federal University (Vladivostok, Russia) as well as on workshops on optimal control offered to students at various mathematical departments at the university level. The main themes of the theory of linear and nonlinear systems are considered, including the basic problem of establishing the necessary and sufficient conditions of optimal processes. In the first part of the course, the theory of linear control systems is constructed on the basis of the separation theorem and the concept of a reachability set. The authors prove the closure of a reachability set in the class of piecewise continuous controls, and the problems of controllability, observability, identification, performance and terminal control are also considered. The second part of the course is devoted to nonlinear control systems. Using the method of variations and the Lagrange multipliers rule of nonlinear problems, the authors prove the Pontryagin maximum principle for prob...
An optimal control problem for controlling the cell volume in dehydration and rehydration process
Energy Technology Data Exchange (ETDEWEB)
Chenghung Huang; Tetsung Chen [National Cheng Kung Univ., Dept. of Systems and Naval Mechatronic Engineering, Tainan (Taiwan)
2004-08-01
An optimal control algorithm utilizing the conjugate gradient method (CGM) of minimization is applied successfully in the present study in determining the optimal boundary control function for a diffusion-limited cell model based on the desired cell volume. The validity of the present optimal control analysis is examined by means of numerical experiments. Different desired cell volume for dehydration, rehydration and their combination are given in three test cases with different weighting coefficients and the corresponding optimal control functions are determined. The results show that the optimal boundary control functions can be obtained with an arbitrary initial guess within one second CPU time on a Pentium III-600 MHz PC. (Author)
Optimal control of LQG problem with an explicit trade-off between mean and variance
Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang
2011-12-01
For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.
On an Optimal -Control Problem in Coefficients for Linear Elliptic Variational Inequality
Directory of Open Access Journals (Sweden)
Olha P. Kupenko
2013-01-01
Full Text Available We consider optimal control problems for linear degenerate elliptic variational inequalities with homogeneous Dirichlet boundary conditions. We take the matrix-valued coefficients in the main part of the elliptic operator as controls in . Since the eigenvalues of such matrices may vanish and be unbounded in , it leads to the “noncoercivity trouble.” Using the concept of convergence in variable spaces and following the direct method in the calculus of variations, we establish the solvability of the optimal control problem in the class of the so-called -admissible solutions.
Solving quantum optimal control problems using Clebsch variables and Lin constraints
Delgado-Téllez, M.; Ibort, A.; Rodríguez de la Peña, T.
2018-01-01
Clebsch variables (and Lin constraints) are applied to the study of a class of optimal control problems for affine-controlled quantum systems. The optimal control problem will be modelled with controls defined on an auxiliary space where the dynamical group of the system acts freely. The reciprocity between both theories: the classical theory defined by the objective functional and the quantum system, is established by using a suitable version of Lagrange’s multipliers theorem and a geometrical interpretation of the constraints of the system as defining a subspace of horizontal curves in an associated bundle. It is shown how the solutions of the variational problem defined by the objective functional determine solutions of the quantum problem. Then a new way of obtaining explicit solutions for a family of optimal control problems for affine-controlled quantum systems (finite or infinite dimensional) is obtained. One of its main advantages, is the the use of Clebsch variables allows to compute such solutions from solutions of invariant problems that can often be computed explicitly. This procedure can be presented as an algorithm that can be applied to a large class of systems. Finally, some simple examples, spin control, a simple quantum Hamiltonian with an ‘Elroy beanie’ type classical model and a controlled one-dimensional quantum harmonic oscillator, illustrating the main features of the theory, will be discussed.
Directory of Open Access Journals (Sweden)
M. E. Haji Abadi
2013-09-01
Full Text Available In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is considered as a functional measure and the moment constraints are considered as the state equations. Therefore, the Pdf estimation problem can be reformulated as the optimal control problem. Finally, the proposed method is applied to estimate the Pdf of the hourly electricity prices of New England and Ontario electricity markets. Obtained results show the efficiency of the proposed method.
Directory of Open Access Journals (Sweden)
Qinghua Zeng
2015-07-01
Full Text Available This article proposes a linear matrix inequality–based robust controller design approach to implement the synchronous design of aircraft control discipline and other disciplines, in which the variation in design parameters is treated as equivalent perturbations. Considering the complicated mapping relationships between the coefficient arrays of aircraft motion model and the aircraft design parameters, the robust controller designed is directly based on the variation in these coefficient arrays so conservative that the multidisciplinary design optimization problem would be too difficult to solve, or even if there is a solution, the robustness of design result is generally poor. Therefore, this article derives the uncertainty model of disciplinary design parameters based on response surface approximation, converts the design problem of the robust controller into a problem of solving a standard linear matrix inequality, and theoretically gives a less conservative design method of the robust controller which is based on the variation in design parameters. Furthermore, the concurrent subspace approach is applied to the multidisciplinary system with this kind of robust controller in the design loop. A multidisciplinary design optimization of a tailless aircraft as example is shown that control discipline can be synchronous optimal design with other discipline, especially this method will greatly reduce the calculated amount of multidisciplinary design optimization and make multidisciplinary design optimization results more robustness of flight performance.
Solving Optimal Control Problem of Monodomain Model Using Hybrid Conjugate Gradient Methods
Directory of Open Access Journals (Sweden)
Kin Wei Ng
2012-01-01
Full Text Available We present the numerical solutions for the PDE-constrained optimization problem arising in cardiac electrophysiology, that is, the optimal control problem of monodomain model. The optimal control problem of monodomain model is a nonlinear optimization problem that is constrained by the monodomain model. The monodomain model consists of a parabolic partial differential equation coupled to a system of nonlinear ordinary differential equations, which has been widely used for simulating cardiac electrical activity. Our control objective is to dampen the excitation wavefront using optimal applied extracellular current. Two hybrid conjugate gradient methods are employed for computing the optimal applied extracellular current, namely, the Hestenes-Stiefel-Dai-Yuan (HS-DY method and the Liu-Storey-Conjugate-Descent (LS-CD method. Our experiment results show that the excitation wavefronts are successfully dampened out when these methods are used. Our experiment results also show that the hybrid conjugate gradient methods are superior to the classical conjugate gradient methods when Armijo line search is used.
International Nuclear Information System (INIS)
Casas, E.; Troeltzsch, F.
1999-01-01
In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal solutions of the problem
Directory of Open Access Journals (Sweden)
Wanfang Shen
2012-01-01
Full Text Available The mathematical formulation for a quadratic optimal control problem governed by a linear quasiparabolic integrodifferential equation is studied. The control constrains are given in an integral sense: Uad={u∈X;∫ΩUu⩾0, t∈[0,T]}. Then the a posteriori error estimates in L∞(0,T;H1(Ω-norm and L2(0,T;L2(Ω-norm for both the state and the control approximation are given.
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Pearson, John W.
2012-11-21
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach. © 2012 John Wiley & Sons, Ltd.
On two speed optimization problems for ships that sail in and out of emission control areas
DEFF Research Database (Denmark)
Fagerholt, Kjetil; Psaraftis, Harilaos N.
2015-01-01
This paper deals with two speed optimization problems for ships that sail in and out of Emission Control Areas (ECAs) with strict limits on sulfur emissions. For ships crossing in and out of ECAs, such as deep-sea vessels, one of the common options for complying with these limits is to burn heavy...... fuel oil (HFO) outside the ECA and switch to low-sulfur fuel such as marine gas oil (MGO) inside the ECA. As the prices of these two fuels are generally very different, so may be the speeds that the ship will sail at outside and inside the ECA. The first optimization problem examined by the paper...
A non-standard optimal control problem arising in an economics application
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Alan Zinober
2013-04-01
Full Text Available A recent optimal control problem in the area of economics has mathematical properties that do not fall into the standard optimal control problem formulation. In our problem the state value at the final time the state, y(T = z, is free and unknown, and additionally the Lagrangian integrand in the functional is a piecewise constant function of the unknown value y(T. This is not a standard optimal control problem and cannot be solved using Pontryagin's Minimum Principle with the standard boundary conditions at the final time. In the standard problem a free final state y(T yields a necessary boundary condition p(T = 0, where p(t is the costate. Because the integrand is a function of y(T, the new necessary condition is that y(T should be equal to a certain integral that is a continuous function of y(T. We introduce a continuous approximation of the piecewise constant integrand function by using a hyperbolic tangent approach and solve an example using a C++ shooting algorithm with Newton iteration for solving the Two Point Boundary Value Problem (TPBVP. The minimising free value y(T is calculated in an outer loop iteration using the Golden Section or Brent algorithm. Comparative nonlinear programming (NP discrete-time results are also presented.
Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience
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Yan Chen
2017-01-01
Full Text Available This paper considers a d-dimensional stochastic optimization problem in neuroscience. Suppose the arm’s movement trajectory is modeled by high-order linear stochastic differential dynamic system in d-dimensional space, the optimal trajectory, velocity, and variance are explicitly obtained by using stochastic control method, which allows us to analytically establish exact relationships between various quantities. Moreover, the optimal trajectory is almost a straight line for a reaching movement; the optimal velocity bell-shaped and the optimal variance are consistent with the experimental Fitts law; that is, the longer the time of a reaching movement, the higher the accuracy of arriving at the target position, and the results can be directly applied to designing a reaching movement performed by a robotic arm in a more general environment.
Weak Convergence and Fluid Limits in Optimal Time-to-Empty Queueing Control Problems
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Day, Martin V., E-mail: day@math.vt.edu [Virginia Tech, Department of Mathematics (United States)
2011-12-15
We consider a class of controlled queue length processes, in which the control allocates each server's effort among the several classes of customers requiring its service. Served customers are routed through the network according to (prescribed) routing probabilities. In the fluid rescaling, X{sup n}(t) = 1/nX(nt) , we consider the optimal control problem of minimizing the integral of an undiscounted positive running cost until the first time that X{sup n}=0. Our main result uses weak convergence ideas to show that the optimal value functions V{sup n} of the stochastic control problems for X{sup n}(t) converge (as n{yields}{infinity}) to the optimal value V of a control problem for the limiting fluid process. This requires certain equicontinuity and boundedness hypotheses on (V{sup n}). We observe that these are essentially the same hypotheses that would be needed for the Barles-Perthame approach in terms of semicontinuous viscosity solutions. Sufficient conditions for these equicontinuity and boundedness properties are briefly discussed.
Iterative solution to the optimal control of depletion problem in pressurized water reactors
International Nuclear Information System (INIS)
Colletti, J.P.
1981-01-01
A method is described for determining the optimal time and spatial dependence of control absorbers in the core of a pressurized water reactor over a single refueling cycle. The reactor is modeled in two dimensions with many regions using two-group diffusion theory. The problem is formulated as an optimal control problem with the cycle length fixed and the initial reactor state known. Constraints are placed on the regionwise normalized powers, control absorber concentrations, and the critical soluble boron concentration of the core. The cost functional contains two terms which may be used individually or together. One term maximizes the end-of-cycle (EOC) critical soluble boron concentration, and the other minimizes the norm of the distance between the actual and a target EOC burnup distribution. Results are given for several test problems which are based on a three-region model of the Three Mile Island Unit 1 reactor. The resulting optimal control strategies are bang-bang and lead to EOC states with the power peaking at its maximum and no control absorbers remaining in the core. Throughout the cycle the core soluble boron concentration is zero
Liu, Ping; Li, Guodong; Liu, Xinggao; Xiao, Long; Wang, Yalin; Yang, Chunhua; Gui, Weihua
2018-02-01
High quality control method is essential for the implementation of aircraft autopilot system. An optimal control problem model considering the safe aerodynamic envelop is therefore established to improve the control quality of aircraft flight level tracking. A novel non-uniform control vector parameterization (CVP) method with time grid refinement is then proposed for solving the optimal control problem. By introducing the Hilbert-Huang transform (HHT) analysis, an efficient time grid refinement approach is presented and an adaptive time grid is automatically obtained. With this refinement, the proposed method needs fewer optimization parameters to achieve better control quality when compared with uniform refinement CVP method, whereas the computational cost is lower. Two well-known flight level altitude tracking problems and one minimum time cost problem are tested as illustrations and the uniform refinement control vector parameterization method is adopted as the comparative base. Numerical results show that the proposed method achieves better performances in terms of optimization accuracy and computation cost; meanwhile, the control quality is efficiently improved. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
A problem of optimal control and observation for distributed homogeneous multi-agent system
Kruglikov, Sergey V.
2017-12-01
The paper considers the implementation of a algorithm for controlling a distributed complex of several mobile multi-robots. The concept of a unified information space of the controlling system is applied. The presented information and mathematical models of participants and obstacles, as real agents, and goals and scenarios, as virtual agents, create the base forming the algorithmic and software background for computer decision support system. The controlling scheme assumes the indirect management of the robotic team on the basis of optimal control and observation problem predicting intellectual behavior in a dynamic, hostile environment. A basic content problem is a compound cargo transportation by a group of participants in the case of a distributed control scheme in the terrain with multiple obstacles.
An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
Karlsson, Peer Jesper
2015-01-07
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations.
An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
Karlsson, Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul
2015-01-01
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading-order term consisting of an error density that is computable from symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading-error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations. The performance is illustrated by numerical tests.
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.
2018-03-14
UNIVERSITY OF TECHNOLOGY Final Report 03/14/2018 DISTRIBUTION A: Distribution approved for public release. AF Office Of Scientific Research (AFOSR...optimal control problems involving fractional-order differential equations Wang, Song Curtin University of Technology Kent Street, Bentley WA6102...Article history : Received 3 October 2016 Accepted 26 March 2017 Available online 29 April 2017 Keywords: Hamilton–Jacobi–Bellman equation Financial
Ito, Kazufumi; Teglas, Russell
1987-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
Ito, K.; Teglas, R.
1984-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
PROBLEM OF OPTIMAL CONTROL OF EPIDEMIC IN VIEW OF LATENT PERIOD
Directory of Open Access Journals (Sweden)
2017-01-01
Full Text Available The problem of optimal control of epidemic through vaccination and isolation, taking into account latent period is considered. The target function is minimized - functionality summarizing costs on epidemic prevention and treatment and also considering expenses on infected people left at the end of control T who may be a new source of epidemic. On the left endpoint of the integration segment initial data is given - quantity of infected and confirmed people at the moment t, the right endpoint is free. The dynamic constraints are written by way of a system of simple differential equations describing the speed of changes of number of subjected to infection and number of already infected. Besides the inhomogeneous communi- ty is considered, consisting of four age groups (babies, preschool children, school children and adults. The speed of vaccina- tion (number of vaccinated per a time unit and isolation speed are used as the control functions. There are some restrictions on control above and below. The latent period is described by the constant h and is part of the equation describing the con- tamination speed of people as a retarding in argument t, i.e. a person being in a latent period infects others not being aware of his disease. For problem solving Pontryagin maximum principle is used where it can be seen that the control is piecewise constant. The result of numerical implementation of discrete problem of optimal control is given. The conclusions are made that the latent period significantly influence the incidence rate and as consequence the costs on epidemic suppression. The programme based on the programming language Delphi gives an opportunity to estimate the scale of epidemic at different initial data and restrictions on control as well as to find an optimal control minimizing costs on epimedic suppression.
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Emran Tohidi
2013-01-01
Full Text Available The idea of approximation by monomials together with the collocation technique over a uniform mesh for solving state-space analysis and optimal control problems (OCPs has been proposed in this paper. After imposing the Pontryagins maximum principle to the main OCPs, the problems reduce to a linear or nonlinear boundary value problem. In the linear case we propose a monomial collocation matrix approach, while in the nonlinear case, the general collocation method has been applied. We also show the efficiency of the operational matrices of differentiation with respect to the operational matrices of integration in our numerical examples. These matrices of integration are related to the Bessel, Walsh, Triangular, Laguerre, and Hermite functions.
Parallel Optimization of Polynomials for Large-scale Problems in Stability and Control
Kamyar, Reza
In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a trade off between accuracy and complexity. In particular, we develop a sequence of tractable optimization problems --- in the form of Linear Programs (LPs) and/or Semi-Definite Programs (SDPs) --- whose solutions converge to the exact solution of the NP-hard problem. However, the computational and memory complexity of these LPs and SDPs grow exponentially with the progress of the sequence - meaning that improving the accuracy of the solutions requires solving SDPs with tens of thousands of decision variables and constraints. Setting up and solving such problems is a significant challenge. The existing optimization algorithms and software are only designed to use desktop computers or small cluster computers --- machines which do not have sufficient memory for solving such large SDPs. Moreover, the speed-up of these algorithms does not scale beyond dozens of processors. This in fact is the reason we seek parallel algorithms for setting-up and solving large SDPs on large cluster- and/or super-computers. We propose parallel algorithms for stability analysis of two classes of systems: 1) Linear systems with a large number of uncertain parameters; 2) Nonlinear systems defined by polynomial vector fields. First, we develop a distributed parallel algorithm which applies Polya's and/or Handelman's theorems to some variants of parameter-dependent Lyapunov inequalities with parameters defined over the standard simplex. The result is a sequence of SDPs which possess a block-diagonal structure. We then develop a parallel SDP solver which exploits this structure in order to map the computation, memory and communication to a distributed parallel environment. Numerical tests on a supercomputer demonstrate the ability of the algorithm to
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F. Ghomanjani
2016-10-01
Full Text Available In the present paper, we apply the Bezier curves method for solving fractional optimal control problems (OCPs and fractional Riccati differential equations. The main advantage of this method is that it can reduce the error of the approximate solutions. Hence, the solutions obtained using the Bezier curve method give good approximations. Some numerical examples are provided to confirm the accuracy of the proposed method. All of the numerical computations have been performed on a PC using several programs written in MAPLE 13.
Bartosz, Krzysztof; Denkowski, Zdzisław; Kalita, Piotr
In this paper the sensitivity of optimal solutions to control problems described by second order evolution subdifferential inclusions under perturbations of state relations and of cost functionals is investigated. First we establish a new existence result for a class of such inclusions. Then, based on the theory of sequential [Formula: see text]-convergence we recall the abstract scheme concerning convergence of minimal values and minimizers. The abstract scheme works provided we can establish two properties: the Kuratowski convergence of solution sets for the state relations and some complementary [Formula: see text]-convergence of the cost functionals. Then these two properties are implemented in the considered case.
The importance of functional form in optimal control solutions of problems in population dynamics
Runge, M.C.; Johnson, F.A.
2002-01-01
Optimal control theory is finding increased application in both theoretical and applied ecology, and it is a central element of adaptive resource management. One of the steps in an adaptive management process is to develop alternative models of system dynamics, models that are all reasonable in light of available data, but that differ substantially in their implications for optimal control of the resource. We explored how the form of the recruitment and survival functions in a general population model for ducks affected the patterns in the optimal harvest strategy, using a combination of analytical, numerical, and simulation techniques. We compared three relationships between recruitment and population density (linear, exponential, and hyperbolic) and three relationships between survival during the nonharvest season and population density (constant, logistic, and one related to the compensatory harvest mortality hypothesis). We found that the form of the component functions had a dramatic influence on the optimal harvest strategy and the ultimate equilibrium state of the system. For instance, while it is commonly assumed that a compensatory hypothesis leads to higher optimal harvest rates than an additive hypothesis, we found this to depend on the form of the recruitment function, in part because of differences in the optimal steady-state population density. This work has strong direct consequences for those developing alternative models to describe harvested systems, but it is relevant to a larger class of problems applying optimal control at the population level. Often, different functional forms will not be statistically distinguishable in the range of the data. Nevertheless, differences between the functions outside the range of the data can have an important impact on the optimal harvest strategy. Thus, development of alternative models by identifying a single functional form, then choosing different parameter combinations from extremes on the likelihood
Optimization and Optimal Control
Chinchuluun, Altannar; Enkhbat, Rentsen; Tseveendorj, Ider
2010-01-01
During the last four decades there has been a remarkable development in optimization and optimal control. Due to its wide variety of applications, many scientists and researchers have paid attention to fields of optimization and optimal control. A huge number of new theoretical, algorithmic, and computational results have been observed in the last few years. This book gives the latest advances, and due to the rapid development of these fields, there are no other recent publications on the same topics. Key features: Provides a collection of selected contributions giving a state-of-the-art accou
Homotopy Algorithm for Optimal Control Problems with a Second-order State Constraint
International Nuclear Information System (INIS)
Hermant, Audrey
2010-01-01
This paper deals with optimal control problems with a regular second-order state constraint and a scalar control, satisfying the strengthened Legendre-Clebsch condition. We study the stability of structure of stationary points. It is shown that under a uniform strict complementarity assumption, boundary arcs are stable under sufficiently smooth perturbations of the data. On the contrary, nonreducible touch points are not stable under perturbations. We show that under some reasonable conditions, either a boundary arc or a second touch point may appear. Those results allow us to design an homotopy algorithm which automatically detects the structure of the trajectory and initializes the shooting parameters associated with boundary arcs and touch points.
Directory of Open Access Journals (Sweden)
G. Kondrat'ev
1999-10-01
Full Text Available In this article some ideas of Hamilton mechanics and differential-algebraic Geometry are used to exact definition of the potential function (Bellman-Lyapunov function in the optimal stabilization problem of smooth finite-dimensional systems.
International Nuclear Information System (INIS)
Huang, C.-H.; Li, J.-X.
2006-01-01
A non-linear optimal control algorithm is examined in this study for the diffusion process of semiconductor materials. The purpose of this algorithm is to estimate an optimal control function such that the homogeneity of the concentration can be controlled during the diffusion process and the diffusion-induced stresses for the semiconductor materials can thus be reduced. The validation of this optimal control analysis utilizing the conjugate gradient method of minimization is analysed by using numerical experiments. Three different diffusion processing times are given and the corresponding optimal control functions are to be determined. Results show that the diffusion time can be shortened significantly by applying the optimal control function at the boundary and the homogeneity of the concentration is also guaranteed. This control function can be obtained within a very short CPU time on a Pentium III 600 MHz PC
A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design
Balakrishnan, A. V.
1988-01-01
The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.
Numerical research of the optimal control problem in the semi-Markov inventory model
Energy Technology Data Exchange (ETDEWEB)
Gorshenin, Andrey K. [Institute of Informatics Problems, Russian Academy of Sciences, Vavilova str., 44/2, Moscow, Russia MIREA, Faculty of Information Technology (Russian Federation); Belousov, Vasily V. [Institute of Informatics Problems, Russian Academy of Sciences, Vavilova str., 44/2, Moscow (Russian Federation); Shnourkoff, Peter V.; Ivanov, Alexey V. [National research university Higher school of economics, Moscow (Russian Federation)
2015-03-10
This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented.
Numerical research of the optimal control problem in the semi-Markov inventory model
International Nuclear Information System (INIS)
Gorshenin, Andrey K.; Belousov, Vasily V.; Shnourkoff, Peter V.; Ivanov, Alexey V.
2015-01-01
This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented
Menshikh, V.; Samorokovskiy, A.; Avsentev, O.
2018-03-01
The mathematical model of optimizing the allocation of resources to reduce the time for management decisions and algorithms to solve the general problem of resource allocation. The optimization problem of choice of resources in organizational systems in order to reduce the total execution time of a job is solved. This problem is a complex three-level combinatorial problem, for the solving of which it is necessary to implement the solution to several specific problems: to estimate the duration of performing each action, depending on the number of performers within the group that performs this action; to estimate the total execution time of all actions depending on the quantitative composition of groups of performers; to find such a distribution of the existing resource of performers in groups to minimize the total execution time of all actions. In addition, algorithms to solve the general problem of resource allocation are proposed.
Heinkenschloss, Matthias
2005-01-01
We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The diagonal blocks are invertible and are related to the original linear quadratic optimal control problem restricted to smaller time-subintervals. This motivates the application of block Gauss-Seidel (GS)-type methods for the solution of the block tridiagonal systems. Numerical experiments show that the spectral radii of the block GS iteration matrices are larger than one for typical applications, but that the eigenvalues of the iteration matrices decay to zero fast. Hence, while the GS method is not expected to convergence for typical applications, it can be effective as a preconditioner for Krylov-subspace methods. This is confirmed by our numerical tests.A byproduct of this research is the insight that certain instantaneous control techniques can be viewed as the application of one step of the forward block GS method applied to the DTOC optimality system.
Optimal control problem in correlation between smoking and epidemic of respiratory diseases
Aldila, D.; Apri, M.
2014-02-01
Smoking appears to be a risk factor that may increase the number of different pulmonary infections. This link is likely to be mediated by smoking adverse effects on the respiratory defenses. A mathematical model to describe correlation between the number of smokers and its effect on the number of infected people suffer from respiratory disease like influenza is constructed in this paper. Promotion of healthy life is accounted in the model as an optimal control problem to reduce the number of smokers. In this work, the transition rates from smokers to non-smokers and from non-smokers to smokers are regarded as the control variables. Assuming the control variables are constant, equilibrium points of the model can be obtained analytically. The basic reproductive ratio as the endemic threshold is taken from the spectral radius of the next-generation matrix. Using numerical simulation, we show that the healthy life promotion can reduce the number of infected person significantly by reducing the number of smokers. Furthermore, different initial conditions to show different situations in the field are also simulated. It is shown that a large effort to increase the transition rate from smokers to non-smokers and to reduce the transition from non-smokers to smokers should be applied in the endemic reduction scenario.
Directory of Open Access Journals (Sweden)
DAHIYA, P.
2015-05-01
Full Text Available This paper presents the application of hybrid opposition based disruption operator in gravitational search algorithm (DOGSA to solve automatic generation control (AGC problem of four area hydro-thermal-gas interconnected power system. The proposed DOGSA approach combines the advantages of opposition based learning which enhances the speed of convergence and disruption operator which has the ability to further explore and exploit the search space of standard gravitational search algorithm (GSA. The addition of these two concepts to GSA increases its flexibility for solving the complex optimization problems. This paper addresses the design and performance analysis of DOGSA based proportional integral derivative (PID and fractional order proportional integral derivative (FOPID controllers for automatic generation control problem. The proposed approaches are demonstrated by comparing the results with the standard GSA, opposition learning based GSA (OGSA and disruption based GSA (DGSA. The sensitivity analysis is also carried out to study the robustness of DOGSA tuned controllers in order to accommodate variations in operating load conditions, tie-line synchronizing coefficient, time constants of governor and turbine. Further, the approaches are extended to a more realistic power system model by considering the physical constraints such as thermal turbine generation rate constraint, speed governor dead band and time delay.
Free terminal time optimal control problem for the treatment of HIV infection
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Amine Hamdache
2016-01-01
to provide the explicit formulations of the optimal controls. The corresponding optimality system with the additional transversality condition for the terminal time is derived and solved numerically using an adapted iterative method with a Runge-Kutta fourth order scheme and a gradient method routine.
Optimal Control of Mechanical Systems
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Vadim Azhmyakov
2007-01-01
Full Text Available In the present work, we consider a class of nonlinear optimal control problems, which can be called “optimal control problems in mechanics.” We deal with control systems whose dynamics can be described by a system of Euler-Lagrange or Hamilton equations. Using the variational structure of the solution of the corresponding boundary-value problems, we reduce the initial optimal control problem to an auxiliary problem of multiobjective programming. This technique makes it possible to apply some consistent numerical approximations of a multiobjective optimization problem to the initial optimal control problem. For solving the auxiliary problem, we propose an implementable numerical algorithm.
Well-posed optimization problems
Dontchev, Asen L
1993-01-01
This book presents in a unified way the mathematical theory of well-posedness in optimization. The basic concepts of well-posedness and the links among them are studied, in particular Hadamard and Tykhonov well-posedness. Abstract optimization problems as well as applications to optimal control, calculus of variations and mathematical programming are considered. Both the pure and applied side of these topics are presented. The main subject is often introduced by heuristics, particular cases and examples. Complete proofs are provided. The expected knowledge of the reader does not extend beyond textbook (real and functional) analysis, some topology and differential equations and basic optimization. References are provided for more advanced topics. The book is addressed to mathematicians interested in optimization and related topics, and also to engineers, control theorists, economists and applied scientists who can find here a mathematical justification of practical procedures they encounter.
The Inverse Optimal Control Problem for a Three-Loop Missile Autopilot
Hwang, Donghyeok; Tahk, Min-Jea
2018-04-01
The performance characteristics of the autopilot must have a fast response to intercept a maneuvering target and reasonable robustness for system stability under the effect of un-modeled dynamics and noise. By the conventional approach, the three-loop autopilot design is handled by time constant, damping factor and open-loop crossover frequency to achieve the desired performance requirements. Note that the general optimal theory can be also used to obtain the same gain as obtained from the conventional approach. The key idea of using optimal control technique for feedback gain design revolves around appropriate selection and interpretation of the performance index for which the control is optimal. This paper derives an explicit expression, which relates the weight parameters appearing in the quadratic performance index to the design parameters such as open-loop crossover frequency, phase margin, damping factor, or time constant, etc. Since all set of selection of design parameters do not guarantee existence of optimal control law, explicit inequalities, which are named the optimality criteria for the three-loop autopilot (OC3L), are derived to find out all set of design parameters for which the control law is optimal. Finally, based on OC3L, an efficient gain selection procedure is developed, where time constant is set to design objective and open-loop crossover frequency and phase margin as design constraints. The effectiveness of the proposed technique is illustrated through numerical simulations.
Semi-definite relaxations for optimal control problems with oscillation and concentration effects
Czech Academy of Sciences Publication Activity Database
Claeys, M.; Henrion, D.; Kružík, Martin
2017-01-01
Roč. 23, č. 1 (2017), s. 95-117 ISSN 1292-8119 Institutional support: RVO:67985556 Keywords : optimal control * impulsive control * semidefinite programming Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.540, year: 2016 http://library.utia.cas.cz/separaty/2017/MTR/kruzik-0470207.pdf
About an Optimal Visiting Problem
Energy Technology Data Exchange (ETDEWEB)
Bagagiolo, Fabio, E-mail: bagagiol@science.unitn.it; Benetton, Michela [Unversita di Trento, Dipartimento di Matematica (Italy)
2012-02-15
In this paper we are concerned with the optimal control problem consisting in minimizing the time for reaching (visiting) a fixed number of target sets, in particular more than one target. Such a problem is of course reminiscent of the famous 'Traveling Salesman Problem' and brings all its computational difficulties. Our aim is to apply the dynamic programming technique in order to characterize the value function of the problem as the unique viscosity solution of a suitable Hamilton-Jacobi equation. We introduce some 'external' variables, one per target, which keep in memory whether the corresponding target is already visited or not, and we transform the visiting problem in a suitable Mayer problem. This fact allows us to overcome the lacking of the Dynamic Programming Principle for the originary problem. The external variables evolve with a hysteresis law and the Hamilton-Jacobi equation turns out to be discontinuous.
International Nuclear Information System (INIS)
Velichenko, V.V.
1994-01-01
The problem of catastrophe control is discussed. Catastrophe control aims to withdraw responsible engineering constructions out of the catastrophe. The mathematical framework of catastrophes control systems is constructed. It determines the principles of systems filling by the concrete physical contents and, simultaneously, permits to employ modern control methods for the synthesis of optimal withdrawal strategy for protected objects
Introduction to optimal control theory
International Nuclear Information System (INIS)
Agrachev, A.A.
2002-01-01
These are lecture notes of the introductory course in Optimal Control theory treated from the geometric point of view. Optimal Control Problem is reduced to the study of controls (and corresponding trajectories) leading to the boundary of attainable sets. We discuss Pontryagin Maximum Principle, basic existence results, and apply these tools to concrete simple optimal control problems. Special sections are devoted to the general theory of linear time-optimal problems and linear-quadratic problems. (author)
Shorikov, A. F.; Butsenko, E. V.
2017-10-01
This paper discusses the problem of multicriterial adaptive optimization the control of investment projects in the presence of several technologies. On the basis of network modeling proposed a new economic and mathematical model and a method for solving the problem of multicriterial adaptive optimization the control of investment projects in the presence of several technologies. Network economic and mathematical modeling allows you to determine the optimal time and calendar schedule for the implementation of the investment project and serves as an instrument to increase the economic potential and competitiveness of the enterprise. On a meaningful practical example, the processes of forming network models are shown, including the definition of the sequence of actions of a particular investment projecting process, the network-based work schedules are constructed. The calculation of the parameters of network models is carried out. Optimal (critical) paths have been formed and the optimal time for implementing the chosen technologies of the investment project has been calculated. It also shows the selection of the optimal technology from a set of possible technologies for project implementation, taking into account the time and cost of the work. The proposed model and method for solving the problem of managing investment projects can serve as a basis for the development, creation and application of appropriate computer information systems to support the adoption of managerial decisions by business people.
Martinon , Pierre; Gergaud , Joseph
2010-01-01
The SHOOT2.0 package implements an indirect shooting method for optimal control problems. It is specifically designed to handle control discontinuities, with an automatic switching detection that requires no assumptions concerning the number of switchings. Special care is also devoted to the computation of the Jacobian matrix of the shooting function, using the variational system instead of classical finite differences. The package also features an embedded continuation method and an automati...
Optimal Control Problem of Treatment for Obesity in a Closed Population
Directory of Open Access Journals (Sweden)
D. Aldila
2014-01-01
Full Text Available Variety of intervention programs for controlling the obesity epidemic has been done worldwide. However, it is still not yet available a scientific tool to measure the effectiveness of those programs. This is due to the difficulty in parameterizing the human interaction and transition process of obesity. A dynamical model for simulating the interaction between healthy people, overweight people, and obese people in a randomly mixed population is discussed in here. Two scenarios of intervention programs were implemented in the model, dietary program for overweight people with healthy life campaign and treatment program for obese people. Assuming all control rates are constant, disease free equilibrium point, endemic equilibrium point, and basic reproductive ratio (ℛ0 as the epidemic indicator were shown analytically. We find that the disease free equilibrium point is locally asymptotical stable if and only if ℛ0<1. From sensitivity analysis of ℛ0, we obtain that larger rate of dietary program and treatment program will reduce ℛ0 significantly. With control rates are continuous in time, an optimal control approach was applied into the model to find the best way to minimize the number of overweight and obese people. Some numerical analysis and simulations for optimal control of the intervention were shown to support the analytical results.
Hajipour, Mojtaba; Jajarmi, Amin
2018-02-01
Using the Pontryagin's maximum principle for a time-delayed optimal control problem results in a system of coupled two-point boundary-value problems (BVPs) involving both time-advance and time-delay arguments. The analytical solution of this advance-delay two-point BVP is extremely difficult, if not impossible. This paper provides a discrete general form of the numerical solution for the derived advance-delay system by applying a finite difference θ-method. This method is also implemented for the infinite-time horizon time-delayed optimal control problems by using a piecewise version of the θ-method. A matrix formulation and the error analysis of the suggested technique are provided. The new scheme is accurate, fast and very effective for the optimal control of linear and nonlinear time-delay systems. Various types of finite- and infinite-time horizon problems are included to demonstrate the accuracy, validity and applicability of the new technique.
Class and Home Problems: Optimization Problems
Anderson, Brian J.; Hissam, Robin S.; Shaeiwitz, Joseph A.; Turton, Richard
2011-01-01
Optimization problems suitable for all levels of chemical engineering students are available. These problems do not require advanced mathematical techniques, since they can be solved using typical software used by students and practitioners. The method used to solve these problems forces students to understand the trends for the different terms…
Box, Simon
2014-12-01
Optimal switching of traffic lights on a network of junctions is a computationally intractable problem. In this research, road traffic networks containing signallized junctions are simulated. A computer game interface is used to enable a human 'player' to control the traffic light settings on the junctions within the simulation. A supervised learning approach, based on simple neural network classifiers can be used to capture human player's strategies in the game and thus develop a human-trained machine control (HuTMaC) system that approaches human levels of performance. Experiments conducted within the simulation compare the performance of HuTMaC to two well-established traffic-responsive control systems that are widely deployed in the developed world and also to a temporal difference learning-based control method. In all experiments, HuTMaC outperforms the other control methods in terms of average delay and variance over delay. The conclusion is that these results add weight to the suggestion that HuTMaC may be a viable alternative, or supplemental method, to approximate optimization for some practical engineering control problems where the optimal strategy is computationally intractable.
Nonlinear optimal control theory
Berkovitz, Leonard David
2012-01-01
Nonlinear Optimal Control Theory presents a deep, wide-ranging introduction to the mathematical theory of the optimal control of processes governed by ordinary differential equations and certain types of differential equations with memory. Many examples illustrate the mathematical issues that need to be addressed when using optimal control techniques in diverse areas. Drawing on classroom-tested material from Purdue University and North Carolina State University, the book gives a unified account of bounded state problems governed by ordinary, integrodifferential, and delay systems. It also dis
International Nuclear Information System (INIS)
Isakova, L.Ya.; Rachkova, D.A.; Vtorova, O.Yu.; Matekin, M.P.; Sobol, I.M.
1992-01-01
The optimization problem of initial distribution of fuel composition and controlling of the reactor during the run is solved. The optimization problem is formulated as a multicriterial one with different types of constraints. The distinguished feature of the method proposed is the systematic scanning of multidimensional ares, where the trial points in the space of parameters are the points of uniformly distributed LP τ -sequences. The reactor computation is carried out by the four group diffusion method in two-dimensional cylindrical geometry. The burnup absorbers are taken into account as additional absorption cross-sections, represented by approximants. The tables of trials make possible the estimation of the values of global extrema. The coordinates of the points where the external values are attained can be estimated too
Favini, Angelo; Rocca, Elisabetta; Schimperna, Giulio; Sprekels, Jürgen
2017-01-01
This volume gathers contributions in the field of partial differential equations, with a focus on mathematical models in phase transitions, complex fluids and thermomechanics. These contributions are dedicated to Professor Gianni Gilardi on the occasion of his 70th birthday. It particularly develops the following thematic areas: nonlinear dynamic and stationary equations; well-posedness of initial and boundary value problems for systems of PDEs; regularity properties for the solutions; optimal control problems and optimality conditions; feedback stabilization and stability results. Most of the articles are presented in a self-contained manner, and describe new achievements and/or the state of the art in their line of research, providing interested readers with an overview of recent advances and future research directions in PDEs.
Oil Reservoir Production Optimization using Optimal Control
DEFF Research Database (Denmark)
Völcker, Carsten; Jørgensen, John Bagterp; Stenby, Erling Halfdan
2011-01-01
Practical oil reservoir management involves solution of large-scale constrained optimal control problems. In this paper we present a numerical method for solution of large-scale constrained optimal control problems. The method is a single-shooting method that computes the gradients using the adjo...... reservoir using water ooding and smart well technology. Compared to the uncontrolled case, the optimal operation increases the Net Present Value of the oil field by 10%.......Practical oil reservoir management involves solution of large-scale constrained optimal control problems. In this paper we present a numerical method for solution of large-scale constrained optimal control problems. The method is a single-shooting method that computes the gradients using...
A Problem on Optimal Transportation
Cechlarova, Katarina
2005-01-01
Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…
Optimal control for chemical engineers
Upreti, Simant Ranjan
2013-01-01
Optimal Control for Chemical Engineers gives a detailed treatment of optimal control theory that enables readers to formulate and solve optimal control problems. With a strong emphasis on problem solving, the book provides all the necessary mathematical analyses and derivations of important results, including multiplier theorems and Pontryagin's principle.The text begins by introducing various examples of optimal control, such as batch distillation and chemotherapy, and the basic concepts of optimal control, including functionals and differentials. It then analyzes the notion of optimality, de
Directory of Open Access Journals (Sweden)
Hamid Tikani
2016-11-01
Full Text Available In this paper, we study the problem of integrated capacitated hub location problem and seat inventory control considering concept and techniques of revenue management. We consider an airline company maximizes its revenue by utilizing the best network topology and providing proper booking limits for all itineraries and fare classes. The transportation system arises in the form of a star/star network and includes both hub-stop and non-stop flights. This problem is formulated as a two-stage stochastic integer program with mixed-integer recourse. We solve various instances carried out from the Turkish network data set. Due to the NP-hardness of the problem, we propose a hybrid optimization method, consisting of an evolutionary algorithm based on genetic algorithm and exact solution. The quality of the solutions found by the proposed meta-heuristic is compared with the original version of GA and the mathematical programming model. The results obtained by the proposed model imply that integrating hub location and seat inventory control problem would help to increase the total revenue of airline companies. Also, in the case of serving non-stop flights, the model can provide more profit by employing less number of hubs.
Directory of Open Access Journals (Sweden)
V. A. Baturin
2017-03-01
Full Text Available An optimal control problem for discrete systems is considered. A method of successive improvements along with its modernization based on the expansion of the main structures of the core algorithm about the parameter is suggested. The idea of the method is based on local approximation of attainability set, which is described by the zeros of the Bellman function in the special problem of optimal control. The essence of the problem is as follows: from the end point of the phase is required to find a path that minimizes functional deviations of the norm from the initial state. If the initial point belongs to the attainability set of the original controlled system, the value of the Bellman function equal to zero, otherwise the value of the Bellman function is greater than zero. For this special task Bellman equation is considered. The support approximation and Bellman equation are selected. The Bellman function is approximated by quadratic terms. Along the allowable trajectory, this approximation gives nothing, because Bellman function and its expansion coefficients are zero. We used a special trick: an additional variable is introduced, which characterizes the degree of deviation of the system from the initial state, thus it is obtained expanded original chain. For the new variable initial nonzero conditions is selected, thus obtained trajectory is lying outside attainability set and relevant Bellman function is greater than zero, which allows it to hold a non-trivial approximation. As a result of these procedures algorithms of successive improvements is designed. Conditions for relaxation algorithms and conditions for the necessary conditions of optimality are also obtained.
To the Problem of Energy Security and Energy Objects Control Optimization
International Nuclear Information System (INIS)
Gotsiridze, A.; Abzianidze, D.
2004-01-01
One of the method of studying energy security of energy objects is evaluation of character and range of main safety risk influence with the help of indicator analysis. In the work is also reviewed an example of applying modern management theory to the group of tasks, connected with the optimal management of energy objects, which is the basis of their secure functioning. (authors)
On sharp necessary optimality conditions in control of contact problems with strings
Czech Academy of Sciences Publication Activity Database
Jarušek, Jiří; Outrata, Jiří
2007-01-01
Roč. 64, č. 4 (2007), s. 1117-1128 ISSN 0362-546X R&D Projects: GA AV ČR IAA1075402 Institutional research plan: CEZ:AV0Z10190503; CEZ:AV0Z10750506 Keywords : equilibrium constraints * optimality conditions * Fréchet normals Subject RIV: BA - General Mathematics Impact factor: 1.097, year: 2007
Directory of Open Access Journals (Sweden)
Hadi Mokhtari
2015-11-01
Full Text Available In this paper, the flexible job shop scheduling problem with machine flexibility and controllable process times is studied. The main idea is that the processing times of operations may be controlled by consumptions of additional resources. The purpose of this paper to find the best trade-off between processing cost and delay cost in order to minimize the total costs. The proposed model, flexible job shop scheduling with controllable processing times (FJCPT, is formulated as an integer non-linear programming (INLP model and then it is converted into an integer linear programming (ILP model. Due to NP-hardness of FJCPT, conventional analytic optimization methods are not efficient. Hence, in order to solve the problem, a Scatter Search (SS, as an efficient metaheuristic method, is developed. To show the effectiveness of the proposed method, numerical experiments are conducted. The efficiency of the proposed algorithm is compared with that of a genetic algorithm (GA available in the literature for solving FJSP problem. The results showed that the proposed SS provide better solutions than the existing GA.
Topology Optimization for Convection Problems
DEFF Research Database (Denmark)
Alexandersen, Joe
2011-01-01
This report deals with the topology optimization of convection problems.That is, the aim of the project is to develop, implement and examine topology optimization of purely thermal and coupled thermomechanical problems,when the design-dependent eects of convection are taken into consideration.......This is done by the use of a self-programmed FORTRAN-code, which builds on an existing 2D-plane thermomechanical nite element code implementing during the course `41525 FEM-Heavy'. The topology optimizationfeatures have been implemented from scratch, and allows the program to optimize elastostatic mechanical...
Solution of Constrained Optimal Control Problems Using Multiple Shooting and ESDIRK Methods
DEFF Research Database (Denmark)
Capolei, Andrea; Jørgensen, John Bagterp
2012-01-01
of this paper is the use of ESDIRK integration methods for solution of the initial value problems and the corresponding sensitivity equations arising in the multiple shooting algorithm. Compared to BDF-methods, ESDIRK-methods are advantageous in multiple shooting algorithms in which restarts and frequent...... algorithm. As we consider stiff systems, implicit solvers with sensitivity computation capabilities for initial value problems must be used in the multiple shooting algorithm. Traditionally, multi-step methods based on the BDF algorithm have been used for such problems. The main novel contribution...... discontinuities on each shooting interval are present. The ESDIRK methods are implemented using an inexact Newton method that reuses the factorization of the iteration matrix for the integration as well as the sensitivity computation. Numerical experiments are provided to demonstrate the algorithm....
The optimal graph partitioning problem
DEFF Research Database (Denmark)
Sørensen, Michael Malmros; Holm, Søren
1993-01-01
. This problem can be formulated as a MILP, which turns out to be completely symmetrical with respect to the p classes, and the gap between the relaxed LP solution and the optimal solution is the largest one possible. These two properties make it very difficult to solve even smaller problems. In this paper...
International Nuclear Information System (INIS)
Garon, Ariane
2014-01-01
Since the foundations of quantum physics have been laid, our knowledge of it never ceased to grow and this field of science naturally split into diverse specialized branches. The first part of this thesis focuses on a problem which concerns all branches of quantum physics, which is the visualization of quantum systems. The non-intuitive aspect of quantum physics justifies a shared desire to visualize quantum systems. In the present work, we develop a method to visualize any operators in these systems, including in particular state operators (density matrices), Hamiltonians and propagators. The method, referred to as DROPS (Discrete Representation of spin OPeratorS), is based on a generalization of Wigner representations, presented in this document. The resulting visualization of an operator A is called its DROPS representation or visualization. We demonstrate its intuitive character by illustrating a series of concepts in nuclear magnetic resonance (NMR) spectroscopy for systems consisting of two spin-1/2 particles. The second part of this thesis is concerned with a problem of optimal control which finds applications in the fields of NMR spectroscopy, medical imagery and quantum computing, to cite a few. The problem of creating a propagator in the shortest amount of time is considered, and the results are extended to solve the closely related problem of creating rotations in the smallest amount of time. The approach used here differs from the previous results on the subject by solving the problem using the Pontryagin's maximum principle and by its detailed consideration of singular controls and trajectories.
A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics
International Nuclear Information System (INIS)
Brunovský, Pavol; Černý, Aleš; Winkler, Michael
2013-01-01
We consider the ordinary differential equation x 2 u'' = axu'+bu-c(u'-1) 2 , x ∈ (0,x 0 ), with a∈R, b∈R , c>0 and the singular initial condition u(0)=0, which in financial economics describes optimal disposal of an asset in a market with liquidity effects. It is shown in the paper that if a+b 0 then there are infinitely many continuous solutions with indistinguishable asymptotics near 0. Moreover, it is proved that in the latter case there is precisely one solution u corresponding to the choice x 0 =∞ which is such that 0≤u(x)≤x for all x>0, and that this solution is strictly increasing and concave
A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics
Energy Technology Data Exchange (ETDEWEB)
Brunovsky, Pavol, E-mail: brunovsky@fmph.uniba.sk [Comenius University Bratislava, Department of Applied Mathematics and Statistics (Slovakia); Cerny, Ales, E-mail: ales.cerny.1@city.ac.uk [City University London, Cass Business School (United Kingdom); Winkler, Michael, E-mail: michael.winkler@uni-due.de [Universitaet Paderborn, Institut fuer Mathematik (Germany)
2013-10-15
We consider the ordinary differential equation x{sup 2} u'' = axu'+bu-c(u'-1){sup 2}, x Element-Of (0,x{sub 0}), with a Element-Of R, b Element-Of R , c>0 and the singular initial condition u(0)=0, which in financial economics describes optimal disposal of an asset in a market with liquidity effects. It is shown in the paper that if a+b<0 then no continuous solutions exist, whereas if a+b>0 then there are infinitely many continuous solutions with indistinguishable asymptotics near 0. Moreover, it is proved that in the latter case there is precisely one solution u corresponding to the choice x{sub 0}={infinity} which is such that 0{<=}u(x){<=}x for all x>0, and that this solution is strictly increasing and concave.
International Nuclear Information System (INIS)
Dolatshahi-Zand, Ali; Khalili-Damghani, Kaveh
2015-01-01
SCADA is an essential system to control critical facilities in big cities. SCADA is utilized in several sectors such as water resource management, power plants, electricity distribution centers, traffic control centers, and gas deputy. The failure of SCADA results in crisis. Hence, the design of SCADA system in order to serve a high reliability considering limited budget and other constraints is essential. In this paper, a bi-objective redundancy allocation problem (RAP) is proposed to design Tehran's SCADA water resource management control center. Reliability maximization and cost minimization are concurrently considered. Since the proposed RAP is a non-linear multi-objective mathematical programming so the exact methods cannot efficiently handle it. A multi-objective particle swarm optimization (MOPSO) algorithm is designed to solve it. Several features such as dynamic parameter tuning, efficient constraint handling and Pareto gridding are inserted in proposed MOPSO. The results of proposed MOPSO are compared with an efficient ε-constraint method. Several non-dominated designs of SCADA system are generated using both methods. Comparison metrics based on accuracy and diversity of Pareto front are calculated for both methods. The proposed MOPSO algorithm reports better performance. Finally, in order to choose the practical design, the TOPSIS algorithm is used to prune the Pareto front. - Highlights: • Multi-objective redundancy allocation problem (MORAP) is proposed to design SCADA system. • Multi-objective particle swarm optimization (MOPSO) is proposed to solve MORAP. • Efficient epsilon-constraint method is adapted to solve MORAP. • Non-dominated solutions are generated on Pareto front of MORAP by both methods. • Several multi-objective metrics are calculated to compare the performance of methods
Topology optimization of flow problems
DEFF Research Database (Denmark)
Gersborg, Allan Roulund
2007-01-01
This thesis investigates how to apply topology optimization using the material distribution technique to steady-state viscous incompressible flow problems. The target design applications are fluid devices that are optimized with respect to minimizing the energy loss, characteristic properties...... transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the thesis gives a proof-of-concept for the application of the method within fluid dynamic problems and it remains of interest for the design of microfluidic devices. Furthermore, the thesis contributes...... at the Technical University of Denmark. Large topology optimization problems with 2D and 3D Stokes flow modeling are solved with direct and iterative strategies employing the parallelized Sun Performance Library and the OpenMP parallelization technique, respectively....
Euler's fluid equations: Optimal control vs optimization
International Nuclear Information System (INIS)
Holm, Darryl D.
2009-01-01
An optimization method used in image-processing (metamorphosis) is found to imply Euler's equations for incompressible flow of an inviscid fluid, without requiring that the Lagrangian particle labels exactly follow the flow lines of the Eulerian velocity vector field. Thus, an optimal control problem and an optimization problem for incompressible ideal fluid flow both yield the same Euler fluid equations, although their Lagrangian parcel dynamics are different. This is a result of the gauge freedom in the definition of the fluid pressure for an incompressible flow, in combination with the symmetry of fluid dynamics under relabeling of their Lagrangian coordinates. Similar ideas are also illustrated for SO(N) rigid body motion.
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui
1994-01-01
The paper studies the problem of determining the number and dimensions of sizes of apparel so as to maximize profits. It develops a simple one-variable bisection search algorithm that gives the optimal solution. An example is solved interactively using a Macintosh LC and Math CAD, a mathematical...
Problems of radiation protection optimization
International Nuclear Information System (INIS)
Morkunas, G.
2003-01-01
One of the basic principles - optimization of radiation protection - is rather well understood by everybody engaged in protection of humans from ionizing radiation. However, the practical application of this principle is very problematic. This fact can be explained by vagueness of concept of dose constraints, possible legal consequences of any decision based on this principle, traditions of prescriptive system of radiation protection requirements in some countries, insufficiency of qualified expertise. The examples of optimization problems are the different attention given to different kinds of practices, not optimized application of remedial measures, strict requirements for radioactive contamination of imported products, uncertainties in optimization in medical applications of ionizing radiation. Such tools as international co-operation including regional networks of information exchange, training of qualified experts, identification of measurable indicators used for judging about the level of optimization may be the helpful practical means in solving of these problems. It is evident that the principle of optimization can not be replaced by any other alternative despite its complexity. The means for its practical implementation shall be searched for. (author)
Optimization of accelerator control
International Nuclear Information System (INIS)
Vasiljev, N.D.; Mozin, I.V.; Shelekhov, V.A.; Efremov, D.V.
1992-01-01
Expensive exploitation of charged particle accelerators is inevitably concerned with requirements of effectively obtaining of the best characteristics of accelerated beams for physical experiments. One of these characteristics is intensity. Increase of intensity is hindered by a number of effects, concerned with the influence of the volume charge field on a particle motion dynamics in accelerator's chamber. However, ultimate intensity, determined by a volume charge, is almost not achieved for the most of the operating accelerators. This fact is caused by losses of particles during injection, at the initial stage of acceleration and during extraction. These losses are caused by deviations the optimal from real characteristics of the accelerating and magnetic system. This is due to a number of circumstances, including technological tolerances on structural elements of systems, influence of measuring and auxiliary equipment and beam consumers' installations, placed in the closed proximity to magnets, and instability in operation of technological systems of accelerator. Control task consists in compensation of deviations of characteristics of magnetic and electric fields by optimal selection of control actions. As for technical means, automatization of modern accelerators allows to solve optimal control problems in real time. Therefore, the report is devoted to optimal control methods and experimental results. (J.P.N.)
Topology optimization for transient heat transfer problems
DEFF Research Database (Denmark)
Zeidan, Said; Sigmund, Ole; Lazarov, Boyan Stefanov
The focus of this work is on passive control of transient heat transfer problems using the topology optimization (TopOpt) method [1]. The goal is to find distributions of a limited amount of phase change material (PCM), within a given design domain, which optimizes the heat energy storage [2]. Our......, TopOpt has later been extended to transient problems in mechanics and photonics (e.g. [5], [6] and [7]). In the presented approach, the optimization is gradient-based, where in each iteration the non-steady heat conduction equation is solved,using the finite element method and an appropriate time......-stepping scheme. A PCM can efficiently absorb heat while keeping its temperature nearly unchanged [8]. The use of PCM ine.g. electronics [9] and mechanics [10], yields improved performance and lower costs depending on a.o., the spatial distribution of PCM.The considered problem consists in optimizing...
Topology optimization for acoustic problems
DEFF Research Database (Denmark)
Dühring, Maria Bayard
2006-01-01
In this paper a method to control acoustic properties in a room with topology optimization is presented. It is shown how the squared sound pressure amplitude in a certain part of a room can be minimized by distribution of material in a design domain along the ceiling in 2D and 3D. Nice 0-1 designs...
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2016-01-01
Roč. 73, č. 3 (2016), s. 631-633 ISSN 1017-1398 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods Subject RIV: BA - General Mathematics Impact factor: 1.241, year: 2016 http://link.springer.com/article/10.1007%2Fs11075-016-0111-1
Energy Technology Data Exchange (ETDEWEB)
Addona, Davide, E-mail: d.addona@campus.unimib.it [Università degli Studi di Milano Bicocca, (MILANO BICOCCA) Dipartimento di Matematica (Italy)
2015-08-15
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.
Optimal management with hybrid dynamics : The shallow lake problem
Reddy, P.V.; Schumacher, Hans; Engwerda, Jacob; Camlibel, M.K.; Julius, A.A.; Pasumarthy, R.
2015-01-01
In this article we analyze an optimal management problem that arises in ecological economics using hybrid systems modeling. First, we introduce a discounted autonomous infinite horizon hybrid optimal control problem and develop few tools to analyze the necessary conditions for optimality. Next,
Symposium on Optimal Control Theory
1987-01-01
Control theory can be roughly classified as deterministic or stochastic. Each of these can further be subdivided into game theory and optimal control theory. The central problem of control theory is the so called constrained maximization (which- with slight modifications--is equivalent to minimization). One can then say, heuristically, that the major problem of control theory is to find the maximum of some performance criterion (or criteria), given a set of constraints. The starting point is, of course, a mathematical representation of the performance criterion (or criteria)- sometimes called the objective functional--along with the constraints. When the objective functional is single valued (Le. , when there is only one objective to be maximized), then one is dealing with optimal control theory. When more than one objective is involved, and the objectives are generally incompatible, then one is dealing with game theory. The first paper deals with stochastic optimal control, using the dynamic programming ...
DEFF Research Database (Denmark)
Ghoreishi, Newsha; Sørensen, Jan Corfixen; Jørgensen, Bo Nørregaard
2015-01-01
Non-trivial real world decision-making processes usually involve multiple parties having potentially conflicting interests over a set of issues. State-of-the-art multi-objective evolutionary algorithms (MOEA) are well known to solve this class of complex real-world problems. In this paper, we...... compare the performance of state-of-the-art multi-objective evolutionary algorithms to solve a non-linear multi-objective multi-issue optimisation problem found in Greenhouse climate control. The chosen algorithms in the study includes NSGAII, eNSGAII, eMOEA, PAES, PESAII and SPEAII. The performance...... of all aforementioned algorithms is assessed and compared using performance indicators to evaluate proximity, diversity and consistency. Our insights to this comparative study enhanced our understanding of MOEAs performance in order to solve a non-linear complex climate control problem. The empirical...
Hahn, Elizabeth A; Lachman, Margie E
2015-01-01
The present study examined the role of long-term working memory decline in the relationship between everyday experiences of memory problems and perceived control, and we also considered whether the use of accommodative strategies [selective optimization with compensation (SOC)] would be adaptive. The study included Boston-area participants (n = 103) from the Midlife in the United States study (MIDUS) who completed two working memory assessments over 10 years and weekly diaries following Time 2. In adjusted multi-level analyses, greater memory decline and lower general perceived control were associated with more everyday memory problems. Low perceived control reported in a weekly diary was associated with more everyday memory problems among those with greater memory decline and low SOC strategy use (Est. = -0.28, SE= 0.13, p = .036). These results suggest that the use of SOC strategies in the context of declining memory may help to buffer the negative effects of low perceived control on everyday memory.
Anita, Sebastian; Capasso, Vincenzo
2011-01-01
Combining control theory and modeling, this textbook introduces and builds on methods for simulating and tackling concrete problems in a variety of applied sciences. Emphasizing "learning by doing," the authors focus on examples and applications to real-world problems. An elementary presentation of advanced concepts, proofs to introduce new ideas, and carefully presented MATLAB(R) programs help foster an understanding of the basics, but also lead the way to new, independent research. With minimal prerequisites and exercises in each chapter, this work serves as an excellent textbook a
SOCIAL NETWORK OPTIMIZATION A NEW METHAHEURISTIC FOR GENERAL OPTIMIZATION PROBLEMS
Directory of Open Access Journals (Sweden)
Hassan Sherafat
2017-12-01
Full Text Available In the recent years metaheuristics were studied and developed as powerful technics for hard optimization problems. Some of well-known technics in this field are: Genetic Algorithms, Tabu Search, Simulated Annealing, Ant Colony Optimization, and Swarm Intelligence, which are applied successfully to many complex optimization problems. In this paper, we introduce a new metaheuristic for solving such problems based on social networks concept, named as Social Network Optimization – SNO. We show that a wide range of np-hard optimization problems may be solved by SNO.
Optimal control in thermal engineering
Badescu, Viorel
2017-01-01
This book is the first major work covering applications in thermal engineering and offering a comprehensive introduction to optimal control theory, which has applications in mechanical engineering, particularly aircraft and missile trajectory optimization. The book is organized in three parts: The first part includes a brief presentation of function optimization and variational calculus, while the second part presents a summary of the optimal control theory. Lastly, the third part describes several applications of optimal control theory in solving various thermal engineering problems. These applications are grouped in four sections: heat transfer and thermal energy storage, solar thermal engineering, heat engines and lubrication.Clearly presented and easy-to-use, it is a valuable resource for thermal engineers and thermal-system designers as well as postgraduate students.
Optimal decoupling controllers revisited
Czech Academy of Sciences Publication Activity Database
Kučera, Vladimír
2013-01-01
Roč. 42, č. 1 (2013), s. 1-16 ISSN 0324-8569 R&D Projects: GA TA ČR(CZ) TE01020197 Institutional support: RVO:67985556 Keywords : linear systems * fractional representations * decoupling control lers * stabilizing control lers * optimal control lers Subject RIV: BC - Control Systems Theory
Near optimal decentralized H_inf control
DEFF Research Database (Denmark)
Stoustrup, J.; Niemann, Hans Henrik
It is shown that foir a class of decentralized control problems there does not exist a sequence of controllers of bounded order which obtains near optimal control. Neither does there exist an infinity dimentional optimal controller. Using the insight of the line of proof of these results, a heuri......It is shown that foir a class of decentralized control problems there does not exist a sequence of controllers of bounded order which obtains near optimal control. Neither does there exist an infinity dimentional optimal controller. Using the insight of the line of proof of these results...
Optimization problem in quantum cryptography
International Nuclear Information System (INIS)
Brandt, Howard E
2003-01-01
A complete optimization was recently performed, yielding the maximum information gain by a general unitary entangling probe in the four-state protocol of quantum cryptography. A larger set of optimum probe parameters was found than was known previously from an incomplete optimization. In the present work, a detailed comparison is made between the complete and incomplete optimizations. Also, a new set of optimum probe parameters is identified for the four-state protocol
Bashiri, Mahdi; Farshbaf-Geranmayeh, Amir; Mogouie, Hamed
2013-11-01
In this paper, a new method is proposed to optimize a multi-response optimization problem based on the Taguchi method for the processes where controllable factors are the smaller-the-better (STB)-type variables and the analyzer desires to find an optimal solution with smaller amount of controllable factors. In such processes, the overall output quality of the product should be maximized while the usage of the process inputs, the controllable factors, should be minimized. Since all possible combinations of factors' levels, are not considered in the Taguchi method, the response values of the possible unpracticed treatments are estimated using the artificial neural network (ANN). The neural network is tuned by the central composite design (CCD) and the genetic algorithm (GA). Then data envelopment analysis (DEA) is applied for determining the efficiency of each treatment. Although the important issue for implementation of DEA is its philosophy, which is maximization of outputs versus minimization of inputs, this important issue has been neglected in previous similar studies in multi-response problems. Finally, the most efficient treatment is determined using the maximin weight model approach. The performance of the proposed method is verified in a plastic molding process. Moreover a sensitivity analysis has been done by an efficiency estimator neural network. The results show efficiency of the proposed approach.
Toward solving the sign problem with path optimization method
Mori, Yuto; Kashiwa, Kouji; Ohnishi, Akira
2017-12-01
We propose a new approach to circumvent the sign problem in which the integration path is optimized to control the sign problem. We give a trial function specifying the integration path in the complex plane and tune it to optimize the cost function which represents the seriousness of the sign problem. We call it the path optimization method. In this method, we do not need to solve the gradient flow required in the Lefschetz-thimble method and then the construction of the integration-path contour arrives at the optimization problem where several efficient methods can be applied. In a simple model with a serious sign problem, the path optimization method is demonstrated to work well; the residual sign problem is resolved and precise results can be obtained even in the region where the global sign problem is serious.
Topology optimization of wave-propagation problems
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard; Sigmund, Ole
2006-01-01
Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures.......Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures....
A Mathematical Optimization Problem in Bioinformatics
Heyer, Laurie J.
2008-01-01
This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…
Generalized Benders’ Decomposition for topology optimization problems
DEFF Research Database (Denmark)
Munoz Queupumil, Eduardo Javier; Stolpe, Mathias
2011-01-01
) problems with discrete design variables to global optimality. We present the theoretical aspects of the method, including a proof of finite convergence and conditions for obtaining global optimal solutions. The method is also linked to, and compared with, an Outer-Approximation approach and a mixed 0......–1 semi definite programming formulation of the considered problem. Several ways to accelerate the method are suggested and an implementation is described. Finally, a set of truss topology optimization problems are numerically solved to global optimality.......This article considers the non-linear mixed 0–1 optimization problems that appear in topology optimization of load carrying structures. The main objective is to present a Generalized Benders’ Decomposition (GBD) method for solving single and multiple load minimum compliance (maximum stiffness...
Optimal control linear quadratic methods
Anderson, Brian D O
2007-01-01
This augmented edition of a respected text teaches the reader how to use linear quadratic Gaussian methods effectively for the design of control systems. It explores linear optimal control theory from an engineering viewpoint, with step-by-step explanations that show clearly how to make practical use of the material.The three-part treatment begins with the basic theory of the linear regulator/tracker for time-invariant and time-varying systems. The Hamilton-Jacobi equation is introduced using the Principle of Optimality, and the infinite-time problem is considered. The second part outlines the
Optimal magnetic attitude control
DEFF Research Database (Denmark)
Wisniewski, Rafal; Markley, F.L.
1999-01-01
because control torques can only be generated perpendicular to the local geomagnetic field vector. This has been a serious obstacle for using magnetorquer based control for three-axis stabilization of a low earth orbit satellite. The problem of controlling the spacecraft attitude using only magnetic...
Binary Cockroach Swarm Optimization for Combinatorial Optimization Problem
Directory of Open Access Journals (Sweden)
Ibidun Christiana Obagbuwa
2016-09-01
Full Text Available The Cockroach Swarm Optimization (CSO algorithm is inspired by cockroach social behavior. It is a simple and efficient meta-heuristic algorithm and has been applied to solve global optimization problems successfully. The original CSO algorithm and its variants operate mainly in continuous search space and cannot solve binary-coded optimization problems directly. Many optimization problems have their decision variables in binary. Binary Cockroach Swarm Optimization (BCSO is proposed in this paper to tackle such problems and was evaluated on the popular Traveling Salesman Problem (TSP, which is considered to be an NP-hard Combinatorial Optimization Problem (COP. A transfer function was employed to map a continuous search space CSO to binary search space. The performance of the proposed algorithm was tested firstly on benchmark functions through simulation studies and compared with the performance of existing binary particle swarm optimization and continuous space versions of CSO. The proposed BCSO was adapted to TSP and applied to a set of benchmark instances of symmetric TSP from the TSP library. The results of the proposed Binary Cockroach Swarm Optimization (BCSO algorithm on TSP were compared to other meta-heuristic algorithms.
Multiobjective suspension control problem
Jager, de A.G.
1995-01-01
The paper describes a (controller) design problem in the field of suspension systems for transport vehicles. A ten degrees-of-freedom model for a tractor-semitrailer vehicle is presented, using parameters derived from a real vehicle, which should be used for design and verification purposes. Road
Optimization and inverse problems in electromagnetism
Wiak, Sławomir
2003-01-01
From 12 to 14 September 2002, the Academy of Humanities and Economics (AHE) hosted the workshop "Optimization and Inverse Problems in Electromagnetism". After this bi-annual event, a large number of papers were assembled and combined in this book. During the workshop recent developments and applications in optimization and inverse methodologies for electromagnetic fields were discussed. The contributions selected for the present volume cover a wide spectrum of inverse and optimal electromagnetic methodologies, ranging from theoretical to practical applications. A number of new optimal and inverse methodologies were proposed. There are contributions related to dedicated software. Optimization and Inverse Problems in Electromagnetism consists of three thematic chapters, covering: -General papers (survey of specific aspects of optimization and inverse problems in electromagnetism), -Methodologies, -Industrial Applications. The book can be useful to students of electrical and electronics engineering, computer sci...
Optimality conditions for the numerical solution of optimization problems with PDE constraints :
Energy Technology Data Exchange (ETDEWEB)
Aguilo Valentin, Miguel Alejandro; Ridzal, Denis
2014-03-01
A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.
Constrained Optimization and Optimal Control for Partial Differential Equations
Leugering, Günter; Griewank, Andreas
2012-01-01
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont
Optimal Control of Evolution Mixed Variational Inclusions
Energy Technology Data Exchange (ETDEWEB)
Alduncin, Gonzalo, E-mail: alduncin@geofisica.unam.mx [Universidad Nacional Autónoma de México, Departamento de Recursos Naturales, Instituto de Geofísica (Mexico)
2013-12-15
Optimal control problems of primal and dual evolution mixed variational inclusions, in reflexive Banach spaces, are studied. The solvability analysis of the mixed state systems is established via duality principles. The optimality analysis is performed in terms of perturbation conjugate duality methods, and proximation penalty-duality algorithms to mixed optimality conditions are further presented. Applications to nonlinear diffusion constrained problems as well as quasistatic elastoviscoplastic bilateral contact problems exemplify the theory.
Optimal Control of Evolution Mixed Variational Inclusions
International Nuclear Information System (INIS)
Alduncin, Gonzalo
2013-01-01
Optimal control problems of primal and dual evolution mixed variational inclusions, in reflexive Banach spaces, are studied. The solvability analysis of the mixed state systems is established via duality principles. The optimality analysis is performed in terms of perturbation conjugate duality methods, and proximation penalty-duality algorithms to mixed optimality conditions are further presented. Applications to nonlinear diffusion constrained problems as well as quasistatic elastoviscoplastic bilateral contact problems exemplify the theory
Hybrid intelligent optimization methods for engineering problems
Pehlivanoglu, Yasin Volkan
quantification studies, we improved new mutation strategies and operators to provide beneficial diversity within the population. We called this new approach as multi-frequency vibrational GA or PSO. They were applied to different aeronautical engineering problems in order to study the efficiency of these new approaches. These implementations were: applications to selected benchmark test functions, inverse design of two-dimensional (2D) airfoil in subsonic flow, optimization of 2D airfoil in transonic flow, path planning problems of autonomous unmanned aerial vehicle (UAV) over a 3D terrain environment, 3D radar cross section minimization problem for a 3D air vehicle, and active flow control over a 2D airfoil. As demonstrated by these test cases, we observed that new algorithms outperform the current popular algorithms. The principal role of this multi-frequency approach was to determine which individuals or particles should be mutated, when they should be mutated, and which ones should be merged into the population. The new mutation operators, when combined with a mutation strategy and an artificial intelligent method, such as, neural networks or fuzzy logic process, they provided local and global diversities during the reproduction phases of the generations. Additionally, the new approach also introduced random and controlled diversity. Due to still being population-based techniques, these methods were as robust as the plain GA or PSO algorithms. Based on the results obtained, it was concluded that the variants of the present multi-frequency vibrational GA and PSO were efficient algorithms, since they successfully avoided all local optima within relatively short optimization cycles.
Control and optimal control theories with applications
Burghes, D N
2004-01-01
This sound introduction to classical and modern control theory concentrates on fundamental concepts. Employing the minimum of mathematical elaboration, it investigates the many applications of control theory to varied and important present-day problems, e.g. economic growth, resource depletion, disease epidemics, exploited population, and rocket trajectories. An original feature is the amount of space devoted to the important and fascinating subject of optimal control. The work is divided into two parts. Part one deals with the control of linear time-continuous systems, using both transfer fun
Optimal control with aerospace applications
Longuski, James M; Prussing, John E
2014-01-01
Want to know not just what makes rockets go up but how to do it optimally? Optimal control theory has become such an important field in aerospace engineering that no graduate student or practicing engineer can afford to be without a working knowledge of it. This is the first book that begins from scratch to teach the reader the basic principles of the calculus of variations, develop the necessary conditions step-by-step, and introduce the elementary computational techniques of optimal control. This book, with problems and an online solution manual, provides the graduate-level reader with enough introductory knowledge so that he or she can not only read the literature and study the next level textbook but can also apply the theory to find optimal solutions in practice. No more is needed than the usual background of an undergraduate engineering, science, or mathematics program: namely calculus, differential equations, and numerical integration. Although finding optimal solutions for these problems is a...
Relaxations to Sparse Optimization Problems and Applications
Skau, Erik West
Parsimony is a fundamental property that is applied to many characteristics in a variety of fields. Of particular interest are optimization problems that apply rank, dimensionality, or support in a parsimonious manner. In this thesis we study some optimization problems and their relaxations, and focus on properties and qualities of the solutions of these problems. The Gramian tensor decomposition problem attempts to decompose a symmetric tensor as a sum of rank one tensors.We approach the Gramian tensor decomposition problem with a relaxation to a semidefinite program. We study conditions which ensure that the solution of the relaxed semidefinite problem gives the minimal Gramian rank decomposition. Sparse representations with learned dictionaries are one of the leading image modeling techniques for image restoration. When learning these dictionaries from a set of training images, the sparsity parameter of the dictionary learning algorithm strongly influences the content of the dictionary atoms.We describe geometrically the content of trained dictionaries and how it changes with the sparsity parameter.We use statistical analysis to characterize how the different content is used in sparse representations. Finally, a method to control the structure of the dictionaries is demonstrated, allowing us to learn a dictionary which can later be tailored for specific applications. Variations of dictionary learning can be broadly applied to a variety of applications.We explore a pansharpening problem with a triple factorization variant of coupled dictionary learning. Another application of dictionary learning is computer vision. Computer vision relies heavily on object detection, which we explore with a hierarchical convolutional dictionary learning model. Data fusion of disparate modalities is a growing topic of interest.We do a case study to demonstrate the benefit of using social media data with satellite imagery to estimate hazard extents. In this case study analysis we
FIREWORKS ALGORITHM FOR UNCONSTRAINED FUNCTION OPTIMIZATION PROBLEMS
Directory of Open Access Journals (Sweden)
Evans BAIDOO
2017-03-01
Full Text Available Modern real world science and engineering problems can be classified as multi-objective optimisation problems which demand for expedient and efficient stochastic algorithms to respond to the optimization needs. This paper presents an object-oriented software application that implements a firework optimization algorithm for function optimization problems. The algorithm, a kind of parallel diffuse optimization algorithm is based on the explosive phenomenon of fireworks. The algorithm presented promising results when compared to other population or iterative based meta-heuristic algorithm after it was experimented on five standard benchmark problems. The software application was implemented in Java with interactive interface which allow for easy modification and extended experimentation. Additionally, this paper validates the effect of runtime on the algorithm performance.
Approximative solutions of stochastic optimization problem
Czech Academy of Sciences Publication Activity Database
Lachout, Petr
2010-01-01
Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf
Problem of detecting inclusions by topological optimization
Directory of Open Access Journals (Sweden)
I. Faye
2014-01-01
Full Text Available In this paper we propose a new method to detect inclusions. The proposed method is based on shape and topological optimization tools. In fact after presenting the problem, we use topologication optimization tools to detect inclusions in the domain. Numerical results are presented.
Optimal control of hybrid vehicles
Jager, Bram; Kessels, John
2013-01-01
Optimal Control of Hybrid Vehicles provides a description of power train control for hybrid vehicles. The background, environmental motivation and control challenges associated with hybrid vehicles are introduced. The text includes mathematical models for all relevant components in the hybrid power train. The power split problem in hybrid power trains is formally described and several numerical solutions detailed, including dynamic programming and a novel solution for state-constrained optimal control problems based on Pontryagin’s maximum principle. Real-time-implementable strategies that can approximate the optimal solution closely are dealt with in depth. Several approaches are discussed and compared, including a state-of-the-art strategy which is adaptive for vehicle conditions like velocity and mass. Two case studies are included in the book: · a control strategy for a micro-hybrid power train; and · experimental results obtained with a real-time strategy implemented in...
Finite Volumes Discretization of Topology Optimization Problems
DEFF Research Database (Denmark)
Evgrafov, Anton; Gregersen, Misha Marie; Sørensen, Mads Peter
, FVMs represent a standard method of discretization within engineering communities dealing with computational uid dy- namics, transport, and convection-reaction problems. Among various avours of FVMs, cell based approaches, where all variables are associated only with cell centers, are particularly...... computations is done using nite element methods (FEMs). Despite some limited recent eorts [1, 2], we have only started to develop our understanding of the interplay between the control in the coecients and FVMs. Recent advances in discrete functional analysis allow us to analyze convergence of FVM...... of the induced parametrization of the design space that allows optimization algorithms to eciently explore it, and the ease of integration with existing computational codes in a variety of application areas, the simplicity and eciency of sensitivity analyses|all stemming from the use of the same grid throughout...
Stochastic global optimization as a filtering problem
International Nuclear Information System (INIS)
Stinis, Panos
2012-01-01
We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access to noisy measurements of the functions or statistical estimates provided through Monte Carlo sampling. This makes iterative optimization algorithms behave like stochastic maps. Naive global optimization amounts to evolving a collection of realizations of this stochastic map and picking the realization with the best properties. This motivates the use of filtering techniques to allow focusing on realizations that are more promising than others. In particular, we present a filtering reformulation of global optimization in terms of a special case of sequential importance sampling methods called particle filters. The increasing popularity of particle filters is based on the simplicity of their implementation and their flexibility. We utilize the flexibility of particle filters to construct a stochastic global optimization algorithm which can converge to the optimal solution appreciably faster than naive global optimization. Several examples of parametric exponential density estimation are provided to demonstrate the efficiency of the approach.
Optimal Wentzell Boundary Control of Parabolic Equations
International Nuclear Information System (INIS)
Luo, Yousong
2017-01-01
This paper deals with a class of optimal control problems governed by an initial-boundary value problem of a parabolic equation. The case of semi-linear boundary control is studied where the control is applied to the system via the Wentzell boundary condition. The differentiability of the state variable with respect to the control is established and hence a necessary condition is derived for the optimal solution in the case of both unconstrained and constrained problems. The condition is also sufficient for the unconstrained convex problems. A second order condition is also derived.
Optimal Wentzell Boundary Control of Parabolic Equations
Energy Technology Data Exchange (ETDEWEB)
Luo, Yousong, E-mail: yousong.luo@rmit.edu.au [RMIT University, School of Mathematical and Geospatial Sciences (Australia)
2017-04-15
This paper deals with a class of optimal control problems governed by an initial-boundary value problem of a parabolic equation. The case of semi-linear boundary control is studied where the control is applied to the system via the Wentzell boundary condition. The differentiability of the state variable with respect to the control is established and hence a necessary condition is derived for the optimal solution in the case of both unconstrained and constrained problems. The condition is also sufficient for the unconstrained convex problems. A second order condition is also derived.
Optimization of boundary controls of string vibrations
Energy Technology Data Exchange (ETDEWEB)
Il' in, V A; Moiseev, E I [Department of Computing Mathematics and Cybernetics, M.V. Lomonosov Moscow State University, Moscow (Russian Federation)
2005-12-31
For a large time interval T boundary controls of string vibrations are optimized in the following seven boundary-control problems: displacement control at one end (with the other end fixed or free); displacement control at both ends; elastic force control at one end (with the other end fixed or free); elastic force control at both ends; combined control (displacement control at one end and elastic force control at the other). Optimal boundary controls in each of these seven problems are sought as functions minimizing the corresponding boundary-energy integral under the constraints following from the initial and terminal conditions for the string at t=0 and t=T, respectively. For all seven problems, the optimal boundary controls are written out in closed analytic form.
Belief Propagation Algorithm for Portfolio Optimization Problems.
Shinzato, Takashi; Yasuda, Muneki
2015-01-01
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.
Belief Propagation Algorithm for Portfolio Optimization Problems.
Directory of Open Access Journals (Sweden)
Takashi Shinzato
Full Text Available The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.
Sensitivity analysis in optimization and reliability problems
International Nuclear Information System (INIS)
Castillo, Enrique; Minguez, Roberto; Castillo, Carmen
2008-01-01
The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods
Sensitivity analysis in optimization and reliability problems
Energy Technology Data Exchange (ETDEWEB)
Castillo, Enrique [Department of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. Castros s/n., 39005 Santander (Spain)], E-mail: castie@unican.es; Minguez, Roberto [Department of Applied Mathematics, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: roberto.minguez@uclm.es; Castillo, Carmen [Department of Civil Engineering, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: mariacarmen.castillo@uclm.es
2008-12-15
The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods.
New Exact Penalty Functions for Nonlinear Constrained Optimization Problems
Directory of Open Access Journals (Sweden)
Bingzhuang Liu
2014-01-01
Full Text Available For two kinds of nonlinear constrained optimization problems, we propose two simple penalty functions, respectively, by augmenting the dimension of the primal problem with a variable that controls the weight of the penalty terms. Both of the penalty functions enjoy improved smoothness. Under mild conditions, it can be proved that our penalty functions are both exact in the sense that local minimizers of the associated penalty problem are precisely the local minimizers of the original constrained problem.
Topology optimization of Channel flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Sigmund, Ole; Haber, R. B.
2005-01-01
function which measures either some local aspect of the velocity field or a global quantity, such as the rate of energy dissipation. We use the finite element method to model the flow, and we solve the optimization problem with a gradient-based math-programming algorithm that is driven by analytical......This paper describes a topology design method for simple two-dimensional flow problems. We consider steady, incompressible laminar viscous flows at low to moderate Reynolds numbers. This makes the flow problem non-linear and hence a non-trivial extension of the work of [Borrvall&Petersson 2002......]. Further, the inclusion of inertia effects significantly alters the physics, enabling solutions of new classes of optimization problems, such as velocity--driven switches, that are not addressed by the earlier method. Specifically, we determine optimal layouts of channel flows that extremize a cost...
Solving Multiobjective Optimization Problems Using Artificial Bee Colony Algorithm
Directory of Open Access Journals (Sweden)
Wenping Zou
2011-01-01
Full Text Available Multiobjective optimization has been a difficult problem and focus for research in fields of science and engineering. This paper presents a novel algorithm based on artificial bee colony (ABC to deal with multi-objective optimization problems. ABC is one of the most recently introduced algorithms based on the intelligent foraging behavior of a honey bee swarm. It uses less control parameters, and it can be efficiently used for solving multimodal and multidimensional optimization problems. Our algorithm uses the concept of Pareto dominance to determine the flight direction of a bee, and it maintains nondominated solution vectors which have been found in an external archive. The proposed algorithm is validated using the standard test problems, and simulation results show that the proposed approach is highly competitive and can be considered a viable alternative to solve multi-objective optimization problems.
Optimization and optimal control in automotive systems
Kolmanovsky, Ilya; Steinbuch, Maarten; Re, Luigi
2014-01-01
This book demonstrates the use of the optimization techniques that are becoming essential to meet the increasing stringency and variety of requirements for automotive systems. It shows the reader how to move away from earlier approaches, based on some degree of heuristics, to the use of more and more common systematic methods. Even systematic methods can be developed and applied in a large number of forms so the text collects contributions from across the theory, methods and real-world automotive applications of optimization. Greater fuel economy, significant reductions in permissible emissions, new drivability requirements and the generally increasing complexity of automotive systems are among the criteria that the contributing authors set themselves to meet. In many cases multiple and often conflicting requirements give rise to multi-objective constrained optimization problems which are also considered. Some of these problems fall into the domain of the traditional multi-disciplinary optimization applie...
Optimization-Based Approaches to Control of Probabilistic Boolean Networks
Directory of Open Access Journals (Sweden)
Koichi Kobayashi
2017-02-01
Full Text Available Control of gene regulatory networks is one of the fundamental topics in systems biology. In the last decade, control theory of Boolean networks (BNs, which is well known as a model of gene regulatory networks, has been widely studied. In this review paper, our previously proposed methods on optimal control of probabilistic Boolean networks (PBNs are introduced. First, the outline of PBNs is explained. Next, an optimal control method using polynomial optimization is explained. The finite-time optimal control problem is reduced to a polynomial optimization problem. Furthermore, another finite-time optimal control problem, which can be reduced to an integer programming problem, is also explained.
Path optimization method for the sign problem
Directory of Open Access Journals (Sweden)
Ohnishi Akira
2018-01-01
Full Text Available We propose a path optimization method (POM to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method are promising and extensively discussed. In these methods, real field variables are complexified and the integration manifold is determined by the flow equations or stochastically sampled. When we have singular points of the action or multiple critical points near the original integral surface, however, we have a risk to encounter the residual and global sign problems or the singular drift term problem. One of the ways to avoid the singular points is to optimize the integration path which is designed not to hit the singular points of the Boltzmann weight. By specifying the one-dimensional integration-path as z = t +if(t(f ϵ R and by optimizing f(t to enhance the average phase factor, we demonstrate that we can avoid the sign problem in a one-variable toy model for which the complex Langevin method is found to fail. In this proceedings, we propose POM and discuss how we can avoid the sign problem in a toy model. We also discuss the possibility to utilize the neural network to optimize the path.
Optimal control of hydroelectric facilities
Zhao, Guangzhi
challenging problem of optimizing a sequence of two hydro dams sharing the same river system. The complexity of this problem is magnified and we just scratch its surface here. The thesis concludes with suggestions for future work in this fertile area. Keywords: dynamic programming, hydroelectric facility, optimization, optimal control, switching cost, turbine efficiency.
Topology optimization of fluid mechanics problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan
While topology optimization for solid continuum structures have been studied for about 20 years and for the special case of trusses for many more years, topology optimization of fluid mechanics problems is more recent. Borrvall and Petersson [1] is the seminal reference for topology optimization......D Navier-Stokes equation as well as an example with convection dominated transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the present work gives a proof-of-concept for the application of the method within fluid mechanics problems and it remains...... processing tool. Prior to design manufacturing this allows the engineer to quantify the performance of the computed topology design using standard, credible analysis tools with a body-fitted mesh. [1] Borrvall and Petersson (2003) "Topology optimization of fluids in Stokes flow", Int. J. Num. Meth. Fluids...
Topology Optimization for Transient Wave Propagation Problems
DEFF Research Database (Denmark)
Matzen, René
The study of elastic and optical waves together with intensive material research has revolutionized everyday as well as cutting edge technology in very tangible ways within the last century. Therefore it is important to continue the investigative work towards improving existing as well as innovate...... new technology, by designing new materials and their layout. The thesis presents a general framework for applying topology optimization in the design of material layouts for transient wave propagation problems. In contrast to the high level of modeling in the frequency domain, time domain topology...... optimization is still in its infancy. A generic optimization problem is formulated with an objective function that can be field, velocity, and acceleration dependent, as well as it can accommodate the dependency of filtered signals essential in signal shape optimization [P3]. The analytical design gradients...
A joint routing and speed optimization problem
Fukasawa, Ricardo; He, Qie; Santos, Fernando; Song, Yongjia
2016-01-01
Fuel cost contributes to a significant portion of operating cost in cargo transportation. Though classic routing models usually treat fuel cost as input data, fuel consumption heavily depends on the travel speed, which has led to the study of optimizing speeds over a given fixed route. In this paper, we propose a joint routing and speed optimization problem to minimize the total cost, which includes the fuel consumption cost. The only assumption made on the dependence between the fuel cost an...
Optimal consumption problem in the Vasicek model
Directory of Open Access Journals (Sweden)
Jakub Trybuła
2015-01-01
Full Text Available We consider the problem of an optimal consumption strategy on the infinite time horizon based on the hyperbolic absolute risk aversion utility when the interest rate is an Ornstein-Uhlenbeck process. Using the method of subsolution and supersolution we obtain the existence of solutions of the dynamic programming equation. We illustrate the paper with a numerical example of the optimal consumption strategy and the value function.
Bulgakov, V. K.; Strigunov, V. V.
2009-05-01
The Pontryagin maximum principle is used to prove a theorem concerning optimal control in regional macroeconomics. A boundary value problem for optimal trajectories of the state and adjoint variables is formulated, and optimal curves are analyzed. An algorithm is proposed for solving the boundary value problem of optimal control. The performance of the algorithm is demonstrated by computing an optimal control and the corresponding optimal trajectories.
Multiparameter Optimization for Electromagnetic Inversion Problem
Directory of Open Access Journals (Sweden)
M. Elkattan
2017-10-01
Full Text Available Electromagnetic (EM methods have been extensively used in geophysical investigations such as mineral and hydrocarbon exploration as well as in geological mapping and structural studies. In this paper, we developed an inversion methodology for Electromagnetic data to determine physical parameters of a set of horizontal layers. We conducted Forward model using transmission line method. In the inversion part, we solved multi parameter optimization problem where, the parameters are conductivity, dielectric constant, and permeability of each layer. The optimization problem was solved by simulated annealing approach. The inversion methodology was tested using a set of models representing common geological formations.
Power, control and optimization
Vasant, Pandian; Barsoum, Nader
2013-01-01
The book consists of chapters based on selected papers of international conference „Power, Control and Optimization 2012”, held in Las Vegas, USA. Readers can find interesting chapters discussing various topics from the field of power control, its distribution and related fields. Book discusses topics like energy consumption impacted by climate, mathematical modeling of the influence of thermal power plant on the aquatic environment, investigation of cost reduction in residential electricity bill using electric vehicle at peak times or allocation and size evaluation of distributed generation using ANN model and others. Chapter authors are to the best of our knowledge the originators or closely related to the originators of presented ideas and its applications. Hence, this book certainly is one of the few books discussing the benefit from intersection of those modern and fruitful scientific fields of research with very tight and deep impact on real life and industry. This book is devoted to the studies o...
Solving global optimization problems on GPU cluster
Energy Technology Data Exchange (ETDEWEB)
Barkalov, Konstantin; Gergel, Victor; Lebedev, Ilya [Lobachevsky State University of Nizhni Novgorod, Gagarin Avenue 23, 603950 Nizhni Novgorod (Russian Federation)
2016-06-08
The paper contains the results of investigation of a parallel global optimization algorithm combined with a dimension reduction scheme. This allows solving multidimensional problems by means of reducing to data-independent subproblems with smaller dimension solved in parallel. The new element implemented in the research consists in using several graphic accelerators at different computing nodes. The paper also includes results of solving problems of well-known multiextremal test class GKLS on Lobachevsky supercomputer using tens of thousands of GPU cores.
Problems of the power plant shield optimization
International Nuclear Information System (INIS)
Abagyan, A.A.; Dubinin, A.A.; Zhuravlev, V.I.; Kurachenko, Yu.A.; Petrov, Eh.E.
1981-01-01
General approaches to the solution of problems on the nuclear power plant radiation shield optimization are considered. The requirements to the shield parameters are formulated in a form of restrictions on a number of functionals, determined by the solution of γ quantum and neutron transport equations or dimensional and weight characteristics of shield components. Functional determined by weight-dimensional parameters (shield cost, mass and thickness) and functionals, determined by radiation fields (equivalent dose rate, produced by neutrons and γ quanta, activation functional, radiation functional, heat flux, integral heat flux in a particular part of the shield volume, total energy flux through a particular shield surface are considered. The following methods of numerical solution of simplified optimization problems are discussed: semiempirical methods using radiation transport physical leaks, numerical solution of approximate transport equations, numerical solution of transport equations for the simplest configurations making possible to decrease essentially a number of variables in the problem. The conclusion is drawn that the attained level of investigations on the problem of nuclear power plant shield optimization gives the possibility to pass on at present to the solution of problems with a more detailed account of the real shield operating conditions (shield temperature field account, its strength and other characteristics) [ru
Statistical physics of hard optimization problems
International Nuclear Information System (INIS)
Zdeborova, L.
2009-01-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial (NP)-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this article is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfy ability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named ”locked” constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfy ability.
Statistical physics of hard optimization problems
International Nuclear Information System (INIS)
Zdeborova, L.
2009-01-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an non-deterministic polynomial-complete problem the practically arising instances might, in fact, be easy to solve. The principal the question we address in the article is: How to recognize if an non-deterministic polynomial-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named 'locked' constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability (Authors)
Statistical physics of hard optimization problems
Zdeborová, Lenka
2009-06-01
Optimization is fundamental in many areas of science, from computer science and information theory to engineering and statistical physics, as well as to biology or social sciences. It typically involves a large number of variables and a cost function depending on these variables. Optimization problems in the non-deterministic polynomial (NP)-complete class are particularly difficult, it is believed that the number of operations required to minimize the cost function is in the most difficult cases exponential in the system size. However, even in an NP-complete problem the practically arising instances might, in fact, be easy to solve. The principal question we address in this article is: How to recognize if an NP-complete constraint satisfaction problem is typically hard and what are the main reasons for this? We adopt approaches from the statistical physics of disordered systems, in particular the cavity method developed originally to describe glassy systems. We describe new properties of the space of solutions in two of the most studied constraint satisfaction problems - random satisfiability and random graph coloring. We suggest a relation between the existence of the so-called frozen variables and the algorithmic hardness of a problem. Based on these insights, we introduce a new class of problems which we named "locked" constraint satisfaction, where the statistical description is easily solvable, but from the algorithmic point of view they are even more challenging than the canonical satisfiability.
Automated beam steering using optimal control
Energy Technology Data Exchange (ETDEWEB)
Allen, C. K. (Christopher K.)
2004-01-01
We present a steering algorithm which, with the aid of a model, allows the user to specify beam behavior throughout a beamline, rather than just at specified beam position monitor (BPM) locations. The model is used primarily to compute the values of the beam phase vectors from BPM measurements, and to define cost functions that describe the steering objectives. The steering problem is formulated as constrained optimization problem; however, by applying optimal control theory we can reduce it to an unconstrained optimization whose dimension is the number of control signals.
Ahmet Demir; Utku Kose
2016-01-01
ABSTRACT In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Sc...
Ahmet Demir; Utku kose
2017-01-01
In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an...
Minimal Time Problem with Impulsive Controls
Energy Technology Data Exchange (ETDEWEB)
Kunisch, Karl, E-mail: karl.kunisch@uni-graz.at [University of Graz, Institute for Mathematics and Scientific Computing (Austria); Rao, Zhiping, E-mail: zhiping.rao@ricam.oeaw.ac.at [Austrian Academy of Sciences, Radon Institute of Computational and Applied Mathematics (Austria)
2017-02-15
Time optimal control problems for systems with impulsive controls are investigated. Sufficient conditions for the existence of time optimal controls are given. A dynamical programming principle is derived and Lipschitz continuity of an appropriately defined value functional is established. The value functional satisfies a Hamilton–Jacobi–Bellman equation in the viscosity sense. A numerical example for a rider-swing system is presented and it is shown that the reachable set is enlargered by allowing for impulsive controls, when compared to nonimpulsive controls.
Finite Optimal Stopping Problems: The Seller's Perspective
Hemmati, Mehdi; Smith, J. Cole
2011-01-01
We consider a version of an optimal stopping problem, in which a customer is presented with a finite set of items, one by one. The customer is aware of the number of items in the finite set and the minimum and maximum possible value of each item, and must purchase exactly one item. When an item is presented to the customer, she or he observes its…
Augmented Lagrangian Method For Discretized Optimal Control ...
African Journals Online (AJOL)
In this paper, we are concerned with one-dimensional time invariant optimal control problem, whose objective function is quadratic and the dynamical system is a differential equation with initial condition .Since most real life problems are nonlinear and their analytical solutions are not readily available, we resolve to ...
Remarks on Risk-Sensitive Control Problems
International Nuclear Information System (INIS)
Menaldi, Jose-Luis; Robin, Maurice
2005-01-01
The main purpose of this paper is to investigate the asymptotic behavior of the discounted risk-sensitive control problem for periodic diffusion processes when the discount factor α goes to zero. If u α (θ,x) denotes the optimal cost function, θ being the risk factor, then it is shown that lim { α to 0}α u α (θ,x)=ξ(θ) where ξ(θ) is the average on ]0,θ[ of the optimal cost of the (usual) infinite horizon risk-sensitive control problem
Optimal control for Malaria disease through vaccination
Munzir, Said; Nasir, Muhammad; Ramli, Marwan
2018-01-01
Malaria is a disease caused by an amoeba (single-celled animal) type of plasmodium where anopheles mosquito serves as the carrier. This study examines the optimal control problem of malaria disease spread based on Aron and May (1982) SIR type models and seeks the optimal solution by minimizing the prevention of the spreading of malaria by vaccine. The aim is to investigate optimal control strategies on preventing the spread of malaria by vaccination. The problem in this research is solved using analytical approach. The analytical method uses the Pontryagin Minimum Principle with the symbolic help of MATLAB software to obtain optimal control result and to analyse the spread of malaria with vaccination control.
Turnpike phenomenon and infinite horizon optimal control
Zaslavski, Alexander J
2014-01-01
This book is devoted to the study of the turnpike phenomenon and describes the existence of solutions for a large variety of infinite horizon optimal control classes of problems. Chapter 1 provides introductory material on turnpike properties. Chapter 2 studies the turnpike phenomenon for discrete-time optimal control problems. The turnpike properties of autonomous problems with extended-value intergrands are studied in Chapter 3. Chapter 4 focuses on large classes of infinite horizon optimal control problems without convexity (concavity) assumptions. In Chapter 5, the turnpike results for a class of dynamic discrete-time two-player zero-sum game are proven. This thorough exposition will be very useful for mathematicians working in the fields of optimal control, the calculus of variations, applied functional analysis, and infinite horizon optimization. It may also be used as a primary text in a graduate course in optimal control or as supplementary text for a variety of courses in other disciplines. Resea...
Directory of Open Access Journals (Sweden)
Ahmet Demir
2017-01-01
Full Text Available In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an important role on providing software related techniques to improve the associated literature. Today, intelligent optimization techniques based on Artificial Intelligence are widely used for optimization problems. The objective of this paper is to provide a comparative study on the employment of classical optimization solutions and Artificial Intelligence solutions for enabling readers to have idea about the potential of intelligent optimization techniques. At this point, two recently developed intelligent optimization algorithms, Vortex Optimization Algorithm (VOA and Cognitive Development Optimization Algorithm (CoDOA, have been used to solve some multidisciplinary optimization problems provided in the source book Thomas' Calculus 11th Edition and the obtained results have compared with classical optimization solutions.
Optimal Control Inventory Stochastic With Production Deteriorating
Affandi, Pardi
2018-01-01
In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.
Optimal Control for Stochastic Delay Evolution Equations
Energy Technology Data Exchange (ETDEWEB)
Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)
2016-08-15
In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.
An example in linear quadratic optimal control
Weiss, George; Zwart, Heiko J.
1998-01-01
We construct a simple example of a quadratic optimal control problem for an infinite-dimensional linear system based on a shift semigroup. This system has an unbounded control operator. The cost is quadratic in the input and the state, and the weighting operators are bounded. Despite its extreme
Selecting Optimal Subset of Security Controls
Yevseyeva, I.; Basto-Fernandes, V.; Michael, Emmerich, T. M.; Moorsel, van, A.
2015-01-01
Open Access journal Choosing an optimal investment in information security is an issue most companies face these days. Which security controls to buy to protect the IT system of a company in the best way? Selecting a subset of security controls among many available ones can be seen as a resource allocation problem that should take into account conflicting objectives and constraints of the problem. In particular, the security of the system should be improved without hindering productivity, ...
Linux software for large topology optimization problems
DEFF Research Database (Denmark)
evolving product, which allows a parallel solution of the PDE, it lacks the important feature that the matrix-generation part of the computations is localized to each processor. This is well-known to be critical for obtaining a useful speedup on a Linux cluster and it motivates the search for a COMSOL......-like package for large topology optimization problems. One candidate for such software is developed for Linux by Sandia Nat’l Lab in the USA being the Sundance system. Sundance also uses a symbolic representation of the PDE and a scalable numerical solution is achieved by employing the underlying Trilinos...
Defending against the Advanced Persistent Threat: An Optimal Control Approach
Directory of Open Access Journals (Sweden)
Pengdeng Li
2018-01-01
Full Text Available The new cyberattack pattern of advanced persistent threat (APT has posed a serious threat to modern society. This paper addresses the APT defense problem, that is, the problem of how to effectively defend against an APT campaign. Based on a novel APT attack-defense model, the effectiveness of an APT defense strategy is quantified. Thereby, the APT defense problem is modeled as an optimal control problem, in which an optimal control stands for a most effective APT defense strategy. The existence of an optimal control is proved, and an optimality system is derived. Consequently, an optimal control can be figured out by solving the optimality system. Some examples of the optimal control are given. Finally, the influence of some factors on the effectiveness of an optimal control is examined through computer experiments. These findings help organizations to work out policies of defending against APTs.
Hybrid Predictive Control for Dynamic Transport Problems
Núñez, Alfredo A; Cortés, Cristián E
2013-01-01
Hybrid Predictive Control for Dynamic Transport Problems develops methods for the design of predictive control strategies for nonlinear-dynamic hybrid discrete-/continuous-variable systems. The methodology is designed for real-time applications, particularly the study of dynamic transport systems. Operational and service policies are considered, as well as cost reduction. The control structure is based on a sound definition of the key variables and their evolution. A flexible objective function able to capture the predictive behaviour of the system variables is described. Coupled with efficient algorithms, mainly drawn from the area of computational intelligence, this is shown to optimize performance indices for real-time applications. The framework of the proposed predictive control methodology is generic and, being able to solve nonlinear mixed-integer optimization problems dynamically, is readily extendable to other industrial processes. The main topics of this book are: ●hybrid predictive control (HPC) ...
Euler's fluid equations: Optimal control vs optimization
Energy Technology Data Exchange (ETDEWEB)
Holm, Darryl D., E-mail: d.holm@ic.ac.u [Department of Mathematics, Imperial College London, SW7 2AZ (United Kingdom)
2009-11-23
An optimization method used in image-processing (metamorphosis) is found to imply Euler's equations for incompressible flow of an inviscid fluid, without requiring that the Lagrangian particle labels exactly follow the flow lines of the Eulerian velocity vector field. Thus, an optimal control problem and an optimization problem for incompressible ideal fluid flow both yield the same Euler fluid equations, although their Lagrangian parcel dynamics are different. This is a result of the gauge freedom in the definition of the fluid pressure for an incompressible flow, in combination with the symmetry of fluid dynamics under relabeling of their Lagrangian coordinates. Similar ideas are also illustrated for SO(N) rigid body motion.
Particle Swarm Optimization for Structural Design Problems
Directory of Open Access Journals (Sweden)
Hamit SARUHAN
2010-02-01
Full Text Available The aim of this paper is to employ the Particle Swarm Optimization (PSO technique to a mechanical engineering design problem which is minimizing the volume of a cantilevered beam subject to bending strength constraints. Mechanical engineering design problems are complex activities which are computing capability are more and more required. The most of these problems are solved by conventional mathematical programming techniques that require gradient information. These techniques have several drawbacks from which the main one is becoming trapped in local optima. As an alternative to gradient-based techniques, the PSO does not require the evaluation of gradients of the objective function. The PSO algorithm employs the generation of guided random positions when they search for the global optimum point. The PSO which is a nature inspired heuristics search technique imitates the social behavior of bird flocking. The results obtained by the PSO are compared with Mathematical Programming (MP. It is demonstrated that the PSO performed and obtained better convergence reliability on the global optimum point than the MP. Using the MP, the volume of 2961000 mm3 was obtained while the beam volume of 2945345 mm3 was obtained by the PSO.
System and economic optimization problems of NPPs and its ideology
International Nuclear Information System (INIS)
Klimenko, A.V.; Mironovich, V.L.
2016-01-01
The iterative circuit design of optimization of system of links of nuclear fuel and energy complex (NFEC) is presented in the paper. Problems of system optimization of links NFEC as functional of NPP optimization are indicated and investigated [ru
Alirezaei, M.; Kanarachos, S.A.; Scheepers, B.T.M.; Maurice, J.P.
2013-01-01
The Integrated Vehicle Safety Department of TNO (Dutch Organization for Applied Scientific Research) investigates the application of modern control methods in the Integrated Vehicle Dynamics Control (IVDC) field, as a strategic research topic of the Beyond Safe framework. The aim of IVDC is to
Chemical optimization algorithm for fuzzy controller design
Astudillo, Leslie; Castillo, Oscar
2014-01-01
In this book, a novel optimization method inspired by a paradigm from nature is introduced. The chemical reactions are used as a paradigm to propose an optimization method that simulates these natural processes. The proposed algorithm is described in detail and then a set of typical complex benchmark functions is used to evaluate the performance of the algorithm. Simulation results show that the proposed optimization algorithm can outperform other methods in a set of benchmark functions. This chemical reaction optimization paradigm is also applied to solve the tracking problem for the dynamic model of a unicycle mobile robot by integrating a kinematic and a torque controller based on fuzzy logic theory. Computer simulations are presented confirming that this optimization paradigm is able to outperform other optimization techniques applied to this particular robot application
A Feedback Optimal Control Algorithm with Optimal Measurement Time Points
Directory of Open Access Journals (Sweden)
Felix Jost
2017-02-01
Full Text Available Nonlinear model predictive control has been established as a powerful methodology to provide feedback for dynamic processes over the last decades. In practice it is usually combined with parameter and state estimation techniques, which allows to cope with uncertainty on many levels. To reduce the uncertainty it has also been suggested to include optimal experimental design into the sequential process of estimation and control calculation. Most of the focus so far was on dual control approaches, i.e., on using the controls to simultaneously excite the system dynamics (learning as well as minimizing a given objective (performing. We propose a new algorithm, which sequentially solves robust optimal control, optimal experimental design, state and parameter estimation problems. Thus, we decouple the control and the experimental design problems. This has the advantages that we can analyze the impact of measurement timing (sampling independently, and is practically relevant for applications with either an ethical limitation on system excitation (e.g., chemotherapy treatment or the need for fast feedback. The algorithm shows promising results with a 36% reduction of parameter uncertainties for the Lotka-Volterra fishing benchmark example.
Optimization methods for activities selection problems
Mahad, Nor Faradilah; Alias, Suriana; Yaakop, Siti Zulaika; Arshad, Norul Amanina Mohd; Mazni, Elis Sofia
2017-08-01
Co-curriculum activities must be joined by every student in Malaysia and these activities bring a lot of benefits to the students. By joining these activities, the students can learn about the time management and they can developing many useful skills. This project focuses on the selection of co-curriculum activities in secondary school using the optimization methods which are the Analytic Hierarchy Process (AHP) and Zero-One Goal Programming (ZOGP). A secondary school in Negeri Sembilan, Malaysia was chosen as a case study. A set of questionnaires were distributed randomly to calculate the weighted for each activity based on the 3 chosen criteria which are soft skills, interesting activities and performances. The weighted was calculated by using AHP and the results showed that the most important criteria is soft skills. Then, the ZOGP model will be analyzed by using LINGO Software version 15.0. There are two priorities to be considered. The first priority which is to minimize the budget for the activities is achieved since the total budget can be reduced by RM233.00. Therefore, the total budget to implement the selected activities is RM11,195.00. The second priority which is to select the co-curriculum activities is also achieved. The results showed that 9 out of 15 activities were selected. Thus, it can concluded that AHP and ZOGP approach can be used as the optimization methods for activities selection problem.
Bowel Control Problems (Fecal Incontinence)
... Causes Diagnosis Treatment Eating, Diet, & Nutrition Clinical Trials Hemorrhoids Definition & Facts Symptoms & Causes Diagnosis Treatment Eating, Diet, & ... Control Problems in Women (Urinary Incontinence) Constipation Diarrhea Hemorrhoids Related Diagnostic Tests Colonoscopy Flexible Sigmoidoscopy Lower GI ...
Control Problems of Hydrodynamic Type
National Research Council Canada - National Science Library
Krishnaprasad, P. S; Manikonda, Vikram
1998-01-01
It has been known for some time that the classical work of Kirchhoff, Love, and Birkhoff on rigid bodies in incompressible, irrotational flows provides effective models for treating control problems...
Centralized Stochastic Optimal Control of Complex Systems
Energy Technology Data Exchange (ETDEWEB)
Malikopoulos, Andreas [ORNL
2015-01-01
In this paper we address the problem of online optimization of the supervisory power management control in parallel hybrid electric vehicles (HEVs). We model HEV operation as a controlled Markov chain using the long-run expected average cost per unit time criterion, and we show that the control policy yielding the Pareto optimal solution minimizes the average cost criterion online. The effectiveness of the proposed solution is validated through simulation and compared to the solution derived with dynamic programming using the average cost criterion.
Hybrid vehicle energy management: singular optimal control
Delprat, S.; Hofman, T.; Paganelli, S.
2017-01-01
Hybrid vehicle energymanagement is often studied in simulation as an optimal control problem. Under strict convexity assumptions, a solution can be developed using Pontryagin’s minimum principle. In practice, however, many engineers do not formally check these assumptions resulting in the possible
Efficient evolutionary algorithms for optimal control
López Cruz, I.L.
2002-01-01
If optimal control problems are solved by means of gradient based local search methods, convergence to local solutions is likely. Recently, there has been an increasing interest in the use
Optimal control theory an introduction
Kirk, Donald E
2004-01-01
Optimal control theory is the science of maximizing the returns from and minimizing the costs of the operation of physical, social, and economic processes. Geared toward upper-level undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization.Chapters 1 and 2 focus on describing systems and evaluating their performances. Chapter 3 deals with dynamic programming. The calculus of variations and Pontryagin's minimum principle are the subjects of chapters 4 and 5, and chapter
Directory of Open Access Journals (Sweden)
Vivek Patel
2012-08-01
Full Text Available Nature inspired population based algorithms is a research field which simulates different natural phenomena to solve a wide range of problems. Researchers have proposed several algorithms considering different natural phenomena. Teaching-Learning-based optimization (TLBO is one of the recently proposed population based algorithm which simulates the teaching-learning process of the class room. This algorithm does not require any algorithm-specific control parameters. In this paper, elitism concept is introduced in the TLBO algorithm and its effect on the performance of the algorithm is investigated. The effects of common controlling parameters such as the population size and the number of generations on the performance of the algorithm are also investigated. The proposed algorithm is tested on 35 constrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. The proposed algorithm can be applied to various optimization problems of the industrial environment.
A General Theory of Markovian Time Inconsistent Stochastic Control Problems
DEFF Research Database (Denmark)
Björk, Tomas; Murgochi, Agatha
We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points...... examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem...
Topology optimization of coated structures and material interface problems
DEFF Research Database (Denmark)
Clausen, Anders; Aage, Niels; Sigmund, Ole
2015-01-01
This paper presents a novel method for including coated structures and prescribed material interface properties into the minimum compliance topology optimization problem. Several elements of the method are applicable to a broader range of interface problems. The approach extends the standard SIMP......-step filtering/projection approach. The modeled coating thickness is derived analytically, and the coating is shown to be accurately controlled and applied in a highly uniform manner over the structure. An alternative interpretation of the model is to perform single-material design for additive manufacturing...
Optimal control of a harmonic oscillator: Economic interpretations
Janová, Jitka; Hampel, David
2013-10-01
Optimal control is a popular technique for modelling and solving the dynamic decision problems in economics. A standard interpretation of the criteria function and Lagrange multipliers in the profit maximization problem is well known. On a particular example, we aim to a deeper understanding of the possible economic interpretations of further mathematical and solution features of the optimal control problem: we focus on the solution of the optimal control problem for harmonic oscillator serving as a model for Phillips business cycle. We discuss the economic interpretations of arising mathematical objects with respect to well known reasoning for these in other problems.
Optimal Sliding Mode Controllers for Attitude Stabilization of Flexible Spacecraft
Directory of Open Access Journals (Sweden)
Chutiphon Pukdeboon
2011-01-01
Full Text Available The robust optimal attitude control problem for a flexible spacecraft is considered. Two optimal sliding mode control laws that ensure the exponential convergence of the attitude control system are developed. Integral sliding mode control (ISMC is applied to combine the first-order sliding mode with optimal control and is used to control quaternion-based spacecraft attitude manoeuvres with external disturbances and an uncertainty inertia matrix. For the optimal control part the state-dependent Riccati equation (SDRE and optimal Lyapunov techniques are employed to solve the infinite-time nonlinear optimal control problem. The second method of Lyapunov is used to guarantee the stability of the attitude control system under the action of the proposed control laws. An example of multiaxial attitude manoeuvres is presented and simulation results are included to verify the usefulness of the developed controllers.
Iterative solution to the optimal poison management problem in pressurized water reactors
International Nuclear Information System (INIS)
Colletti, J.P.; Levine, S.H.; Lewis, J.B.
1983-01-01
A new method for solving the optimal poison management problem for a multiregion pressurized water reactor has been developed. The optimization objective is to maximize the end-of-cycle core excess reactivity for any given beginning-of-cycle fuel loading. The problem is treated as an optimal control problem with the region burnup and control absorber concentrations acting as the state and control variables, respectively. Constraints are placed on the power peaking, soluble boron concentration, and control absorber concentrations. The solution method consists of successive relinearizations of the system equations resulting in a sequence of nonlinear programming problems whose solutions converge to the desired optimal control solution. Application of the method to several test problems based on a simplified three-region reactor suggests a bang-bang optimal control strategy with the peak power location switching between the inner and outer regions of the core and the critical soluble boron concentration as low as possible throughout the cycle
Optimal Control of Wind Power Generation
Directory of Open Access Journals (Sweden)
Pawel Pijarski
2018-03-01
Full Text Available Power system control is a complex task, which is strongly related to the number and kind of generating units as well as to the applied technologies, such as conventional coal fired power plants or wind and photovoltaic farms. Fast development of wind generation that is considered as unstable generation sets new strong requirements concerning remote control and data hubs cooperating with SCADA systems. Considering specific nature of the wind power generation, the authors analyze the problem of optimal control for wind power generation in farms located over a selected remote-controlled part of the Operator grid under advantageous wind conditions. This article presents an original stepwise method for tracing power flows that makes possible to eliminate current (power overloading of power grid branches. Its core idea is to consider the discussed problem as an optimization task.
Optimal control of quantum measurement
Energy Technology Data Exchange (ETDEWEB)
Egger, Daniel; Wilhelm, Frank [Theoretical Physics, Saarland University, 66123 Saarbruecken (Germany)
2015-07-01
Pulses to steer the time evolution of quantum systems can be designed with optimal control theory. In most cases it is the coherent processes that can be controlled and one optimizes the time evolution towards a target unitary process, sometimes also in the presence of non-controllable incoherent processes. Here we show how to extend the GRAPE algorithm in the case where the incoherent processes are controllable and the target time evolution is a non-unitary quantum channel. We perform a gradient search on a fidelity measure based on Choi matrices. We illustrate our algorithm by optimizing a measurement pulse for superconducting phase qubits. We show how this technique can lead to large measurement contrast close to 99%. We also show, within the validity of our model, that this algorithm can produce short 1.4 ns pulses with 98.2% contrast.
On the application of Discrete Time Optimal Control Concepts to ...
African Journals Online (AJOL)
On the application of Discrete Time Optimal Control Concepts to Economic Problems. ... Journal of the Nigerian Association of Mathematical Physics ... Abstract. An extension of the use of the maximum principle to solve Discrete-time Optimal Control Problems (DTOCP), in which the state equations are in the form of general ...
Heuristic versus statistical physics approach to optimization problems
International Nuclear Information System (INIS)
Jedrzejek, C.; Cieplinski, L.
1995-01-01
Optimization is a crucial ingredient of many calculation schemes in science and engineering. In this paper we assess several classes of methods: heuristic algorithms, methods directly relying on statistical physics such as the mean-field method and simulated annealing; and Hopfield-type neural networks and genetic algorithms partly related to statistical physics. We perform the analysis for three types of problems: (1) the Travelling Salesman Problem, (2) vector quantization, and (3) traffic control problem in multistage interconnection network. In general, heuristic algorithms perform better (except for genetic algorithms) and much faster but have to be specific for every problem. The key to improving the performance could be to include heuristic features into general purpose statistical physics methods. (author)
Optimal control of a CSTR process
Directory of Open Access Journals (Sweden)
A. Soukkou
2008-12-01
Full Text Available Designing an effective criterion and learning algorithm for find the best structure is a major problem in the control design process. In this paper, the fuzzy optimal control methodology is applied to the design of the feedback loops of an Exothermic Continuous Stirred Tank Reactor system. The objective of design process is to find an optimal structure/gains of the Robust and Optimal Takagi Sugeno Fuzzy Controller (ROFLC. The control signal thus obtained will minimize a performance index, which is a function of the tracking/regulating errors, the quantity of the energy of the control signal applied to the system, and the number of fuzzy rules. The genetic learning is proposed for constructing the ROFLC. The chromosome genes are arranged into two parts, the binary-coded part contains the control genes and the real-coded part contains the genes parameters representing the fuzzy knowledge base. The effectiveness of this chromosome formulation enables the fuzzy sets and rules to be optimally reduced. The performances of the ROFLC are compared to these found by the traditional PD controller with Genetic Optimization (PD_GO. Simulations demonstrate that the proposed ROFLC and PD_GO has successfully met the design specifications.
Firefly Mating Algorithm for Continuous Optimization Problems
Directory of Open Access Journals (Sweden)
Amarita Ritthipakdee
2017-01-01
Full Text Available This paper proposes a swarm intelligence algorithm, called firefly mating algorithm (FMA, for solving continuous optimization problems. FMA uses genetic algorithm as the core of the algorithm. The main feature of the algorithm is a novel mating pair selection method which is inspired by the following 2 mating behaviors of fireflies in nature: (i the mutual attraction between males and females causes them to mate and (ii fireflies of both sexes are of the multiple-mating type, mating with multiple opposite sex partners. A female continues mating until her spermatheca becomes full, and, in the same vein, a male can provide sperms for several females until his sperm reservoir is depleted. This new feature enhances the global convergence capability of the algorithm. The performance of FMA was tested with 20 benchmark functions (sixteen 30-dimensional functions and four 2-dimensional ones against FA, ALC-PSO, COA, MCPSO, LWGSODE, MPSODDS, DFOA, SHPSOS, LSA, MPDPGA, DE, and GABC algorithms. The experimental results showed that the success rates of our proposed algorithm with these functions were higher than those of other algorithms and the proposed algorithm also required fewer numbers of iterations to reach the global optima.
Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution
Energy Technology Data Exchange (ETDEWEB)
Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhao, Changhong [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zamzam, Admed S. [University of Minnesota; Sidiropoulos, Nicholas D. [University of Minnesota; Taylor, Josh A. [University of Toronto
2018-01-12
This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successive convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.
A note on the depth function of combinatorial optimization problems
Woeginger, G.J.
2001-01-01
In a recent paper [Discrete Appl. Math. 43 (1993) 115–129], Kern formulates two conjectures on the relationship between the computational complexity of computing the depth function of a discrete optimization problem and the computational complexity of solving this optimization problem to optimality.
Optimal control theory applied to fusion plasma thermal stabilization
International Nuclear Information System (INIS)
Sager, G.; Miley, G.; Maya, I.
1985-01-01
Many authors have investigated stability characteristics and performance of various burn control schemes. The work presented here represents the first application of optimal control theory to the problem of fusion plasma thermal stabilization. The objectives of this initial investigation were to develop analysis methods, demonstrate tractability, and present some preliminary results of optimal control theory in burn control research
One Critical Case in Singularly Perturbed Control Problems
Sobolev, Vladimir
2017-02-01
The aim of the paper is to describe the special critical case in the theory of singularly perturbed optimal control problems. We reduce the original singularly perturbed problem to a regularized one such that the existence of slow integral manifolds can be established by means of the standard theory. We illustrate our approach by an example of control problem.
Optimal Control for the Degenerate Elliptic Logistic Equation
International Nuclear Information System (INIS)
Delgado, M.; Montero, J.A.; Suarez, A.
2002-01-01
We consider the optimal control of harvesting the diffusive degenerate elliptic logistic equation. Under certain assumptions, we prove the existence and uniqueness of an optimal control. Moreover, the optimality system and a characterization of the optimal control are also derived. The sub-supersolution method, the singular eigenvalue problem and differentiability with respect to the positive cone are the techniques used to obtain our results
Optimal control applications in electric power systems
Christensen, G S; Soliman, S A
1987-01-01
Significant advances in the field of optimal control have been made over the past few decades. These advances have been well documented in numerous fine publications, and have motivated a number of innovations in electric power system engineering, but they have not yet been collected in book form. Our purpose in writing this book is to provide a description of some of the applications of optimal control techniques to practical power system problems. The book is designed for advanced undergraduate courses in electric power systems, as well as graduate courses in electrical engineering, applied mathematics, and industrial engineering. It is also intended as a self-study aid for practicing personnel involved in the planning and operation of electric power systems for utilities, manufacturers, and consulting and government regulatory agencies. The book consists of seven chapters. It begins with an introductory chapter that briefly reviews the history of optimal control and its power system applications and also p...
Optimal control of motorsport differentials
Tremlett, A. J.; Massaro, M.; Purdy, D. J.; Velenis, E.; Assadian, F.; Moore, A. P.; Halley, M.
2015-12-01
Modern motorsport limited slip differentials (LSD) have evolved to become highly adjustable, allowing the torque bias that they generate to be tuned in the corner entry, apex and corner exit phases of typical on-track manoeuvres. The task of finding the optimal torque bias profile under such varied vehicle conditions is complex. This paper presents a nonlinear optimal control method which is used to find the minimum time optimal torque bias profile through a lane change manoeuvre. The results are compared to traditional open and fully locked differential strategies, in addition to considering related vehicle stability and agility metrics. An investigation into how the optimal torque bias profile changes with reduced track-tyre friction is also included in the analysis. The optimal LSD profile was shown to give a performance gain over its locked differential counterpart in key areas of the manoeuvre where a quick direction change is required. The methodology proposed can be used to find both optimal passive LSD characteristics and as the basis of a semi-active LSD control algorithm.
Optimal control of native predators
Martin, Julien; O'Connell, Allan F.; Kendall, William L.; Runge, Michael C.; Simons, Theodore R.; Waldstein, Arielle H.; Schulte, Shiloh A.; Converse, Sarah J.; Smith, Graham W.; Pinion, Timothy; Rikard, Michael; Zipkin, Elise F.
2010-01-01
We apply decision theory in a structured decision-making framework to evaluate how control of raccoons (Procyon lotor), a native predator, can promote the conservation of a declining population of American Oystercatchers (Haematopus palliatus) on the Outer Banks of North Carolina. Our management objective was to maintain Oystercatcher productivity above a level deemed necessary for population recovery while minimizing raccoon removal. We evaluated several scenarios including no raccoon removal, and applied an adaptive optimization algorithm to account for parameter uncertainty. We show how adaptive optimization can be used to account for uncertainties about how raccoon control may affect Oystercatcher productivity. Adaptive management can reduce this type of uncertainty and is particularly well suited for addressing controversial management issues such as native predator control. The case study also offers several insights that may be relevant to the optimal control of other native predators. First, we found that stage-specific removal policies (e.g., yearling versus adult raccoon removals) were most efficient if the reproductive values among stage classes were very different. Second, we found that the optimal control of raccoons would result in higher Oystercatcher productivity than the minimum levels recommended for this species. Third, we found that removing more raccoons initially minimized the total number of removals necessary to meet long term management objectives. Finally, if for logistical reasons managers cannot sustain a removal program by removing a minimum number of raccoons annually, managers may run the risk of creating an ecological trap for Oystercatchers.
Existence theory in optimal control
International Nuclear Information System (INIS)
Olech, C.
1976-01-01
This paper treats the existence problem in two main cases. One case is that of linear systems when existence is based on closedness or compactness of the reachable set and the other, non-linear case refers to a situation where for the existence of optimal solutions closedness of the set of admissible solutions is needed. Some results from convex analysis are included in the paper. (author)
Hybrid vehicle optimal control : Linear interpolation and singular control
Delprat, S.; Hofman, T.
2015-01-01
Hybrid vehicle energy management can be formulated as an optimal control problem. Considering that the fuel consumption is often computed using linear interpolation over lookup table data, a rigorous analysis of the necessary conditions provided by the Pontryagin Minimum Principle is conducted. For
Engineering applications of discrete-time optimal control
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui; Ravn, Hans V.
1990-01-01
Many problems of design and operation of engineering systems can be formulated as optimal control problems where time has been discretisized. This is also true even if 'time' is not involved in the formulation of the problem, but rather another one-dimensional parameter. This paper gives a review...... of some well-known and new results in discrete time optimal control methods applicable to practical problem solving within engineering. Emphasis is placed on dynamic programming, the classical maximum principle and generalized versions of the maximum principle for optimal control of discrete time systems...
Replica analysis for the duality of the portfolio optimization problem.
Shinzato, Takashi
2016-11-01
In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.
Replica analysis for the duality of the portfolio optimization problem
Shinzato, Takashi
2016-11-01
In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.
An optimal design problem in wave propagation
DEFF Research Database (Denmark)
Bellido, J.C.; Donoso, Alberto
2007-01-01
of finding the best distributions of the two initial materials in a rod in order to minimize the vibration energy in the structure under periodic loading of driving frequency Omega. We comment on relaxation and optimality conditions, and perform numerical simulations of the optimal configurations. We prove...... also the existence of classical solutions in certain cases....
Identification and optimization problems in plasma physics
International Nuclear Information System (INIS)
Gilbert, J.C.
1986-06-01
Parameter identification of the current in a tokamak plasma is studied. Plasma equilibrium in a vacuum container with a diaphragm is analyzed. A variable metric method with reduced optimization with nonlinear equality constraints; and a quasi-Newton reduced optimization method with constraints giving priority to restoration are presented [fr
Particle swarm optimization - Genetic algorithm (PSOGA) on linear transportation problem
Rahmalia, Dinita
2017-08-01
Linear Transportation Problem (LTP) is the case of constrained optimization where we want to minimize cost subject to the balance of the number of supply and the number of demand. The exact method such as northwest corner, vogel, russel, minimal cost have been applied at approaching optimal solution. In this paper, we use heurisitic like Particle Swarm Optimization (PSO) for solving linear transportation problem at any size of decision variable. In addition, we combine mutation operator of Genetic Algorithm (GA) at PSO to improve optimal solution. This method is called Particle Swarm Optimization - Genetic Algorithm (PSOGA). The simulations show that PSOGA can improve optimal solution resulted by PSO.
Optimal solutions for routing problems with profits
Archetti, C.; Bianchessi, N.; Speranza, M. G.
2013-01-01
In this paper, we present a branch-and-price algorithm to solve two well-known vehicle routing problems with profits, the Capacitated Team Orienteering Problem and the Capacitated Profitable Tour Problem. A restricted master heuristic is applied at each node of the branch-and-bound tree in order to
ISOGEOMETRIC SHAPE OPTIMIZATION FOR ELECTROMAGNETIC SCATTERING PROBLEMS
DEFF Research Database (Denmark)
Nguyen, D. M.; Evgrafov, Anton; Gravesen, Jens
2012-01-01
We consider the benchmark problem of magnetic energy density enhancement in a small spatial region by varying the shape of two symmetric conducting scatterers. We view this problem as a prototype for a wide variety of geometric design problems in electromagnetic applications. Our approach...
Discrete-time optimal control and games on large intervals
Zaslavski, Alexander J
2017-01-01
Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals. Results concerning the so-called turnpike property of optimal control problems and zero-sum games in the regions close to the endpoints of the time intervals are the main focus of this book. The description of the structure of approximate solutions on sufficiently large intervals and its stability will interest graduate students and mathematicians in optimal control and game theory, engineering, and economics. This book begins with a brief overview and moves on to analyze the structure of approximate solutions of autonomous nonconcave discrete-time optimal control Lagrange problems.Next the structures of approximate solutions of autonomous discrete-time optimal control problems that are discret...
Advances in bio-inspired computing for combinatorial optimization problems
Pintea, Camelia-Mihaela
2013-01-01
Advances in Bio-inspired Combinatorial Optimization Problems' illustrates several recent bio-inspired efficient algorithms for solving NP-hard problems.Theoretical bio-inspired concepts and models, in particular for agents, ants and virtual robots are described. Large-scale optimization problems, for example: the Generalized Traveling Salesman Problem and the Railway Traveling Salesman Problem, are solved and their results are discussed.Some of the main concepts and models described in this book are: inner rule to guide ant search - a recent model in ant optimization, heterogeneous sensitive a
A Linearized Relaxing Algorithm for the Specific Nonlinear Optimization Problem
Directory of Open Access Journals (Sweden)
Mio Horai
2016-01-01
Full Text Available We propose a new method for the specific nonlinear and nonconvex global optimization problem by using a linear relaxation technique. To simplify the specific nonlinear and nonconvex optimization problem, we transform the problem to the lower linear relaxation form, and we solve the linear relaxation optimization problem by the Branch and Bound Algorithm. Under some reasonable assumptions, the global convergence of the algorithm is certified for the problem. Numerical results show that this method is more efficient than the previous methods.
Time Optimal Control Laws for Bilinear Systems
Directory of Open Access Journals (Sweden)
Salim Bichiou
2018-01-01
Full Text Available The aim of this paper is to determine the feedforward and state feedback suboptimal time control for a subset of bilinear systems, namely, the control sequence and reaching time. This paper proposes a method that uses Block pulse functions as an orthogonal base. The bilinear system is projected along that base. The mathematical integration is transformed into a product of matrices. An algebraic system of equations is obtained. This system together with specified constraints is treated as an optimization problem. The parameters to determine are the final time, the control sequence, and the states trajectories. The obtained results via the newly proposed method are compared to known analytical solutions.
A Linear Programming Reformulation of the Standard Quadratic Optimization Problem
de Klerk, E.; Pasechnik, D.V.
2005-01-01
The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO).It is NPhard, and contains the maximum stable set problem in graphs as a special case.In this note we show that the SQO problem may be reformulated as an (exponentially
Evolutionary Computing for Intelligent Power System Optimization and Control
DEFF Research Database (Denmark)
This new book focuses on how evolutionary computing techniques benefit engineering research and development tasks by converting practical problems of growing complexities into simple formulations, thus largely reducing development efforts. This book begins with an overview of the optimization the...... theory and modern evolutionary computing techniques, and goes on to cover specific applications of evolutionary computing to power system optimization and control problems....
Near Optimal Decentralized H-infinity Control: Bounded vs. Unbounded Controller Order
DEFF Research Database (Denmark)
Stoustrup, Jakob; Niemann, H.H.
1997-01-01
It is shown that for a class of decentralized control problems there does not exist a sequence of controllers of bounded order which obtains near optimal control. Neither does there exist an infinite dimensional optimal controller. Using the insight of the line of proof of these results, a heuris......It is shown that for a class of decentralized control problems there does not exist a sequence of controllers of bounded order which obtains near optimal control. Neither does there exist an infinite dimensional optimal controller. Using the insight of the line of proof of these results...
Optimization of travel salesman problem using the ant colony system and Greedy search
International Nuclear Information System (INIS)
Esquivel E, J.; Ordonez A, A.; Ortiz S, J. J.
2008-01-01
In this paper we present some results obtained during the development of optimization systems that can be used to design refueling and patterns of control rods in a BWR. These systems use ant colonies and Greedy search. The first phase of this project is to be familiar with these optimization techniques applied to the problem of travel salesman problem (TSP). The utility of TSP study is that, like the refueling design and pattern design of control rods are problems of combinative optimization. Even, the similarity with the problem of the refueling design is remarkable. It is presented some results for the TSP with the 32 state capitals of Mexico country. (Author)
Optimal control of stochastic difference Volterra equations an introduction
Shaikhet, Leonid
2015-01-01
This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools. The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations. Optimal Control of Stochastic Difference Volterra Equation...
5th International Conference on Optimization and Control with Applications
Teo, Kok; Zhang, Yi
2014-01-01
This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field are collated here in two parts, dealing first with optimization and control theory and then with techniques and applications. Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependent inclusion and linear programming complexity theory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems and look at multi-objective semi-infinite optimization problems, and production planning problems. In the second part, the authors address techniques and applications of optimization and control in a variety of disciplines, such as chaos synchronization, facial expression recognition and dynamic input-output economic models. Other applications considered here include image retr...
Frequency response as a surrogate eigenvalue problem in topology optimization
DEFF Research Database (Denmark)
Andreassen, Erik; Ferrari, Federico; Sigmund, Ole
2018-01-01
This article discusses the use of frequency response surrogates for eigenvalue optimization problems in topology optimization that may be used to avoid solving the eigenvalue problem. The motivation is to avoid complications that arise from multiple eigenvalues and the computational complexity as...
Ant Colony Optimization and the Minimum Cut Problem
DEFF Research Database (Denmark)
Kötzing, Timo; Lehre, Per Kristian; Neumann, Frank
2010-01-01
Ant Colony Optimization (ACO) is a powerful metaheuristic for solving combinatorial optimization problems. With this paper we contribute to the theoretical understanding of this kind of algorithm by investigating the classical minimum cut problem. An ACO algorithm similar to the one that was prov...
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
Chen, Wei
2015-07-01
In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.
Sufficient conditions for Lagrange, Mayer, and Bolza optimization problems
Directory of Open Access Journals (Sweden)
Boltyanski V.
2001-01-01
Full Text Available The Maximum Principle [2,13] is a well known necessary condition for optimality. This condition, generally, is not sufficient. In [3], the author proved that if there exists regular synthesis of trajectories, the Maximum Principle also is a sufficient condition for time-optimality. In this article, we generalize this result for Lagrange, Mayer, and Bolza optimization problems.
Mathematical programming methods for large-scale topology optimization problems
DEFF Research Database (Denmark)
Rojas Labanda, Susana
for mechanical problems, but has rapidly extended to many other disciplines, such as fluid dynamics and biomechanical problems. However, the novelty and improvements of optimization methods has been very limited. It is, indeed, necessary to develop of new optimization methods to improve the final designs......, and at the same time, reduce the number of function evaluations. Nonlinear optimization methods, such as sequential quadratic programming and interior point solvers, have almost not been embraced by the topology optimization community. Thus, this work is focused on the introduction of this kind of second...... for the classical minimum compliance problem. Two of the state-of-the-art optimization algorithms are investigated and implemented for this structural topology optimization problem. A Sequential Quadratic Programming (TopSQP) and an interior point method (TopIP) are developed exploiting the specific mathematical...
Optimization and Optimal Control in Automotive Systems
Waschl, H.; Kolmanovsky, I.V.; Steinbuch, M.; Re, del L.
2014-01-01
This book demonstrates the use of the optimization techniques that are becoming essential to meet the increasing stringency and variety of requirements for automotive systems. It shows the reader how to move away from earlier approaches, based on some degree of heuristics, to the use of more and
Directory of Open Access Journals (Sweden)
R. Venkata Rao
2013-01-01
Full Text Available Teaching-Learning-based optimization (TLBO is a recently proposed population based algorithm, which simulates the teaching-learning process of the class room. This algorithm requires only the common control parameters and does not require any algorithm-specific control parameters. In this paper, the effect of elitism on the performance of the TLBO algorithm is investigated while solving unconstrained benchmark problems. The effects of common control parameters such as the population size and the number of generations on the performance of the algorithm are also investigated. The proposed algorithm is tested on 76 unconstrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. A statistical test is also performed to investigate the results obtained using different algorithms. The results have proved the effectiveness of the proposed elitist TLBO algorithm.
Presentation of Malaria Epidemics Using Multiple Optimal Controls
Directory of Open Access Journals (Sweden)
Abid Ali Lashari
2012-01-01
Full Text Available An existing model is extended to assess the impact of some antimalaria control measures, by re-formulating the model as an optimal control problem. This paper investigates the fundamental role of three type of controls, personal protection, treatment, and mosquito reduction strategies in controlling the malaria. We work in the nonlinear optimal control framework. The existence and the uniqueness results of the solution are discussed. A characterization of the optimal control via adjoint variables is established. The optimality system is solved numerically by a competitive Gauss-Seidel-like implicit difference method. Finally, numerical simulations of the optimal control problem, using a set of reasonable parameter values, are carried out to investigate the effectiveness of the proposed control measures.
Optimization and control methods in industrial engineering and construction
Wang, Xiangyu
2014-01-01
This book presents recent advances in optimization and control methods with applications to industrial engineering and construction management. It consists of 15 chapters authored by recognized experts in a variety of fields including control and operation research, industrial engineering, and project management. Topics include numerical methods in unconstrained optimization, robust optimal control problems, set splitting problems, optimum confidence interval analysis, a monitoring networks optimization survey, distributed fault detection, nonferrous industrial optimization approaches, neural networks in traffic flows, economic scheduling of CCHP systems, a project scheduling optimization survey, lean and agile construction project management, practical construction projects in Hong Kong, dynamic project management, production control in PC4P, and target contracts optimization. The book offers a valuable reference work for scientists, engineers, researchers and practitioners in industrial engineering and c...
Time dependent optimal switching controls in online selling models
Energy Technology Data Exchange (ETDEWEB)
Bradonjic, Milan [Los Alamos National Laboratory; Cohen, Albert [MICHIGAN STATE UNIV
2010-01-01
We present a method to incorporate dishonesty in online selling via a stochastic optimal control problem. In our framework, the seller wishes to maximize her average wealth level W at a fixed time T of her choosing. The corresponding Hamilton-Jacobi-Bellmann (HJB) equation is analyzed for a basic case. For more general models, the admissible control set is restricted to a jump process that switches between extreme values. We propose a new approach, where the optimal control problem is reduced to a multivariable optimization problem.
3D Topology optimization of Stokes flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Dammann, Bernd
of energy efficient devices for 2D Stokes flow. Creeping flow problems are described by the Stokes equations which model very viscous fluids at macro scales or ordinary fluids at very small scales. The latter gives the motivation for topology optimization problems based on the Stokes equations being a model......The present talk is concerned with the application of topology optimization to creeping flow problems in 3D. This research is driven by the fact that topology optimization has proven very successful as a tool in academic and industrial design problems. Success stories are reported from such diverse...
Optimization Problems in Supply Chain Management
D. Romero Morales (Dolores)
2000-01-01
textabstractMaria Dolores Romero Morales was born on Augustus 5th, 1971, in Sevilla (Spain). She studied Mathematics at University of Sevilla from 1989 to 1994 and specialized in Statistics and Operations Research. She wrote her Master's thesis on Global Optimization in Location Theory under the
Optimization method for an evolutional type inverse heat conduction problem
International Nuclear Information System (INIS)
Deng Zuicha; Yu Jianning; Yang Liu
2008-01-01
This paper deals with the determination of a pair (q, u) in the heat conduction equation u t -u xx +q(x,t)u=0, with initial and boundary conditions u(x,0)=u 0 (x), u x vertical bar x=0 =u x vertical bar x=1 =0, from the overspecified data u(x, t) = g(x, t). By the time semi-discrete scheme, the problem is transformed into a sequence of inverse problems in which the unknown coefficients are purely space dependent. Based on the optimal control framework, the existence, uniqueness and stability of the solution (q, u) are proved. A necessary condition which is a couple system of a parabolic equation and parabolic variational inequality is deduced
Optimization method for an evolutional type inverse heat conduction problem
Deng, Zui-Cha; Yu, Jian-Ning; Yang, Liu
2008-01-01
This paper deals with the determination of a pair (q, u) in the heat conduction equation u_t-u_{xx}+q(x,t)u=0, with initial and boundary conditions u(x,0)=u_0(x),\\qquad u_x|_{x=0}=u_x|_{x=1}=0, from the overspecified data u(x, t) = g(x, t). By the time semi-discrete scheme, the problem is transformed into a sequence of inverse problems in which the unknown coefficients are purely space dependent. Based on the optimal control framework, the existence, uniqueness and stability of the solution (q, u) are proved. A necessary condition which is a couple system of a parabolic equation and parabolic variational inequality is deduced.
Improved Ant Colony Optimization for Seafood Product Delivery Routing Problem
Directory of Open Access Journals (Sweden)
Baozhen Yao
2014-02-01
Full Text Available This paper deals with a real-life vehicle delivery routing problem, which is a seafood product delivery routing problem. Considering the features of the seafood product delivery routing problem, this paper formulated this problem as a multi-depot open vehicle routing problem. Since the multi-depot open vehicle routing problem is a very complex problem, a method is used to reduce the complexity of the problem by changing the multi-depot open vehicle routing problem into an open vehicle routing problem with a dummy central depot in this paper. Then, ant colony optimization is used to solve the problem. To improve the performance of the algorithm, crossover operation and some adaptive strategies are used. Finally, the computational results for the benchmark problems of the multi-depot vehicle routing problem indicate that the proposed ant colony optimization is an effective method to solve the multi-depot vehicle routing problem. Furthermore, the computation results of the seafood product delivery problem from Dalian, China also suggest that the proposed ant colony optimization is feasible to solve the seafood product delivery routing problem.
Topology optimization of fluid-structure-interaction problems in poroelasticity
DEFF Research Database (Denmark)
Andreasen, Casper Schousboe; Sigmund, Ole
2013-01-01
This paper presents a method for applying topology optimization to fluid-structure interaction problems in saturated poroelastic media. The method relies on a multiple-scale method applied to periodic media. The resulting model couples the Stokes flow in the pores of the structure with the deform...... by topology optimization in order to optimize the performance of a shock absorber and test the pressure loading capabilities and optimization of an internally pressurized lid. © 2013 Published by Elsevier B.V....
Some Optimization Problems for p-Laplacian Type Equations
International Nuclear Information System (INIS)
Del Pezzo, L. M.; Fernandez Bonder, J.
2009-01-01
In this paper we study some optimization problems for nonlinear elastic membranes. More precisely, we consider the problem of optimizing the cost functional over some admissible class of loads f where u is the (unique) solution to the problem -Δ p u+ vertical bar u vertical bar p-2 u=0 in Ω with vertical bar ∇u vertical bar p-2 u ν =f on ∂Ω
Automatic Synthesis of Robust and Optimal Controllers
DEFF Research Database (Denmark)
Cassez, Franck; Jessen, Jan Jacob; Larsen, Kim Guldstrand
2009-01-01
In this paper, we show how to apply recent tools for the automatic synthesis of robust and near-optimal controllers for a real industrial case study. We show how to use three different classes of models and their supporting existing tools, Uppaal-TiGA for synthesis, phaver for verification......, and Simulink for simulation, in a complementary way. We believe that this case study shows that our tools have reached a level of maturity that allows us to tackle interesting and relevant industrial control problems....
A Global Optimization Algorithm for Sum of Linear Ratios Problem
Yuelin Gao; Siqiao Jin
2013-01-01
We equivalently transform the sum of linear ratios programming problem into bilinear programming problem, then by using the linear characteristics of convex envelope and concave envelope of double variables product function, linear relaxation programming of the bilinear programming problem is given, which can determine the lower bound of the optimal value of original problem. Therefore, a branch and bound algorithm for solving sum of linear ratios programming problem is put forward, and the c...
Constraint interface preconditioning for topology optimization problems
Czech Academy of Sciences Publication Activity Database
Kočvara, Michal; Loghin, D.; Turner, J.
2016-01-01
Roč. 38, č. 1 (2016), A128-A145 ISSN 1064-8275 R&D Projects: GA AV ČR IAA100750802 Grant - others:European Commission - EC(XE) 313781 Institutional support: RVO:67985556 Keywords : topology optimization * domain decomposition * Newton-Krylov Subject RIV: BA - General Mathematics Impact factor: 2.195, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/kocvara-0460325.pdf
Portfolio optimization and the random magnet problem
Rosenow, B.; Plerou, V.; Gopikrishnan, P.; Stanley, H. E.
2002-08-01
Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movements of assets are mutually correlated and therefore knowledge of cross-correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an investment in stocks which exposes invested funds to a minimum level of risk is analogous to the problem of finding the magnetization of a random magnet. The interactions for this "random magnet problem" are given by the cross-correlation matrix C of stock returns. We find that random matrix theory allows us to make an estimate for C which outperforms the standard estimate in terms of constructing an investment which carries a minimum level of risk.
Optimal dynamic control of resources in a distributed system
Shin, Kang G.; Krishna, C. M.; Lee, Yann-Hang
1989-01-01
The authors quantitatively formulate the problem of controlling resources in a distributed system so as to optimize a reward function and derive optimal control strategies using Markov decision theory. The control variables treated are quite general; they could be control decisions related to system configuration, repair, diagnostics, files, or data. Two algorithms for resource control in distributed systems are derived for time-invariant and periodic environments, respectively. A detailed example to demonstrate the power and usefulness of the approach is provided.
Topology optimization problems with design-dependent sets of constraints
DEFF Research Database (Denmark)
Schou, Marie-Louise Højlund
Topology optimization is a design tool which is used in numerous fields. It can be used whenever the design is driven by weight and strength considerations. The basic concept of topology optimization is the interpretation of partial differential equation coefficients as effective material...... properties and designing through changing these coefficients. For example, consider a continuous structure. Then the basic concept is to represent this structure by small pieces of material that are coinciding with the elements of a finite element model of the structure. This thesis treats stress constrained...... structural topology optimization problems. For such problems a stress constraint for an element should only be present in the optimization problem when the structural design variable corresponding to this element has a value greater than zero. We model the stress constrained topology optimization problem...
Optimal control theory applications to management science and economics
Sethi, Suresh P
2006-01-01
Optimal control methods are used to determine the best ways to control a dynamic system. This book applies theoretical work to business management problems developed from the authors' research and classroom instruction. The thoroughly revised new edition has been refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book in
Optimal Wafer Cutting in Shuttle Layout Problems
DEFF Research Database (Denmark)
Nisted, Lasse; Pisinger, David; Altman, Avri
2011-01-01
. The shuttle layout problem is frequently solved in two phases: first, a floorplan of the shuttle is generated. Then, a cutting plan is found which minimizes the overall number of wafers needed to satisfy the demand of each die type. Since some die types require special production technologies, only compatible...
Constraint Optimization for Highly Constrained Logistic Problems
DEFF Research Database (Denmark)
Mochnacs, Maria Kinga; Tanaka, Meang Akira; Nyborg, Anders
This report investigates whether propagators combined with branch and bound algorithm are suitable for solving the storage area stowage problem within reasonable time. The approach has not been attempted before and experiments show that the implementation was not capable of solving the storage ar...
Optimization of lift gas allocation in a gas lifted oil field as non-linear optimization problem
Directory of Open Access Journals (Sweden)
Roshan Sharma
2012-01-01
Full Text Available Proper allocation and distribution of lift gas is necessary for maximizing total oil production from a field with gas lifted oil wells. When the supply of the lift gas is limited, the total available gas should be optimally distributed among the oil wells of the field such that the total production of oil from the field is maximized. This paper describes a non-linear optimization problem with constraints associated with the optimal distribution of the lift gas. A non-linear objective function is developed using a simple dynamic model of the oil field where the decision variables represent the lift gas flow rate set points of each oil well of the field. The lift gas optimization problem is solved using the emph'fmincon' solver found in MATLAB. As an alternative and for verification, hill climbing method is utilized for solving the optimization problem. Using both of these methods, it has been shown that after optimization, the total oil production is increased by about 4. For multiple oil wells sharing lift gas from a common source, a cascade control strategy along with a nonlinear steady state optimizer behaves as a self-optimizing control structure when the total supply of lift gas is assumed to be the only input disturbance present in the process. Simulation results show that repeated optimization performed after the first time optimization under the presence of the input disturbance has no effect in the total oil production.
Present-day Problems and Methods of Optimization in Mechatronics
Directory of Open Access Journals (Sweden)
Tarnowski Wojciech
2017-06-01
Full Text Available It is justified that design is an inverse problem, and the optimization is a paradigm. Classes of design problems are proposed and typical obstacles are recognized. Peculiarities of the mechatronic designing are specified as a proof of a particle importance of optimization in the mechatronic design. Two main obstacles of optimization are discussed: a complexity of mathematical models and an uncertainty of the value system, in concrete case. Then a set of non-standard approaches and methods are presented and discussed, illustrated by examples: a fuzzy description, a constraint-based iterative optimization, AHP ranking method and a few MADM functions in Matlab.
Scalable algorithms for optimal control of stochastic PDEs
Ghattas, Omar
2016-01-07
We present methods for the optimal control of systems governed by partial differential equations with infinite-dimensional uncertain parameters. We consider an objective function that involves the mean and variance of the control objective, leading to a risk-averse optimal control formulation. To make the optimal control problem computationally tractable, we employ a local quadratic approximation of the objective with respect to the uncertain parameter. This enables computation of the mean and variance of the control objective analytically. The resulting risk-averse optimization problem is formulated as a PDE-constrained optimization problem with constraints given by the forward and adjoint PDEs for the first and second-order derivatives of the quantity of interest with respect to the uncertain parameter, and with an objective that involves the trace of a covariance-preconditioned Hessian (of the objective with respect to the uncertain parameters) operator. A randomized trace estimator is used to make tractable the trace computation. Adjoint-based techniques are used to derive an expression for the infinite-dimensional gradient of the risk-averse objective function via the Lagrangian, leading to a quasi-Newton method for solution of the optimal control problem. A specific problem of optimal control of a linear elliptic PDE that describes flow of a fluid in a porous medium with uncertain permeability field is considered. We present numerical results to study the consequences of the local quadratic approximation and the efficiency of the method.
Scalable algorithms for optimal control of stochastic PDEs
Ghattas, Omar; Alexanderian, Alen; Petra, Noemi; Stadler, Georg
2016-01-01
We present methods for the optimal control of systems governed by partial differential equations with infinite-dimensional uncertain parameters. We consider an objective function that involves the mean and variance of the control objective, leading to a risk-averse optimal control formulation. To make the optimal control problem computationally tractable, we employ a local quadratic approximation of the objective with respect to the uncertain parameter. This enables computation of the mean and variance of the control objective analytically. The resulting risk-averse optimization problem is formulated as a PDE-constrained optimization problem with constraints given by the forward and adjoint PDEs for the first and second-order derivatives of the quantity of interest with respect to the uncertain parameter, and with an objective that involves the trace of a covariance-preconditioned Hessian (of the objective with respect to the uncertain parameters) operator. A randomized trace estimator is used to make tractable the trace computation. Adjoint-based techniques are used to derive an expression for the infinite-dimensional gradient of the risk-averse objective function via the Lagrangian, leading to a quasi-Newton method for solution of the optimal control problem. A specific problem of optimal control of a linear elliptic PDE that describes flow of a fluid in a porous medium with uncertain permeability field is considered. We present numerical results to study the consequences of the local quadratic approximation and the efficiency of the method.
Optimal Control and Forecasting of Complex Dynamical Systems
Grigorenko, Ilya
2006-01-01
This important book reviews applications of optimization and optimal control theory to modern problems in physics, nano-science and finance. The theory presented here can be efficiently applied to various problems, such as the determination of the optimal shape of a laser pulse to induce certain excitations in quantum systems, the optimal design of nanostructured materials and devices, or the control of chaotic systems and minimization of the forecast error for a given forecasting model (for example, artificial neural networks). Starting from a brief review of the history of variational calcul
Topology optimization for acoustic-structure interaction problems
DEFF Research Database (Denmark)
Yoon, Gil Ho; Jensen, Jakob Søndergaard; Sigmund, Ole
2006-01-01
We propose a gradient based topology optimization algorithm for acoustic-structure (vibro-acoustic) interaction problems without an explicit interfacing boundary representation. In acoustic-structure interaction problems, the pressure field and the displacement field are governed by the Helmholtz...... to subdomain interfaces evolving during the optimization process. In this paper, we propose to use a mixed finite element formulation with displacements and pressure as primary variables (u/p formulation) which eliminates the need for explicit boundary representation. In order to describe the Helmholtz......-dimensional acoustic-structure interaction problems are optimized to show the validity of the proposed method....
Applied optimal control theory of distributed systems
Lurie, K A
1993-01-01
This book represents an extended and substantially revised version of my earlierbook, Optimal Control in Problems ofMathematical Physics,originally published in Russian in 1975. About 60% of the text has been completely revised and major additions have been included which have produced a practically new text. My aim was to modernize the presentation but also to preserve the original results, some of which are little known to a Western reader. The idea of composites, which is the core of the modern theory of optimization, was initiated in the early seventies. The reader will find here its implementation in the problem of optimal conductivity distribution in an MHD-generatorchannel flow.Sincethen it has emergedinto an extensive theory which is undergoing a continuous development. The book does not pretend to be a textbook, neither does it offer a systematic presentation of the theory. Rather, it reflects a concept which I consider as fundamental in the modern approach to optimization of dis tributed systems. ...
Asymptotic Method of Solution for a Problem of Construction of Optimal Gas-Lift Process Modes
Directory of Open Access Journals (Sweden)
Fikrat A. Aliev
2010-01-01
Full Text Available Mathematical model in oil extraction by gas-lift method for the case when the reciprocal value of well's depth represents a small parameter is considered. Problem of optimal mode construction (i.e., construction of optimal program trajectories and controls is reduced to the linear-quadratic optimal control problem with a small parameter. Analytic formulae for determining the solutions at the first-order approximation with respect to the small parameter are obtained. Comparison of the obtained results with known ones on a specific example is provided, which makes it, in particular, possible to use obtained results in realizations of oil extraction problems by gas-lift method.
Higher-order techniques for some problems of nonlinear control
Directory of Open Access Journals (Sweden)
Sarychev Andrey V.
2002-01-01
Full Text Available A natural first step when dealing with a nonlinear problem is an application of some version of linearization principle. This includes the well known linearization principles for controllability, observability and stability and also first-order optimality conditions such as Lagrange multipliers rule or Pontryagin's maximum principle. In many interesting and important problems of nonlinear control the linearization principle fails to provide a solution. In the present paper we provide some examples of how higher-order methods of differential geometric control theory can be used for the study nonlinear control systems in such cases. The presentation includes: nonlinear systems with impulsive and distribution-like inputs; second-order optimality conditions for bang–bang extremals of optimal control problems; methods of high-order averaging for studying stability and stabilization of time-variant control systems.
Delayed Stochastic Linear-Quadratic Control Problem and Related Applications
Directory of Open Access Journals (Sweden)
Li Chen
2012-01-01
stochastic differential equations (FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.
Comparison of optimal design methods in inverse problems
International Nuclear Information System (INIS)
Banks, H T; Holm, K; Kappel, F
2011-01-01
Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst–Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667–77; De Gaetano A and Arino O 2000 J. Math. Biol. 40 136–68; Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979–90)
Comparison of optimal design methods in inverse problems
Banks, H. T.; Holm, K.; Kappel, F.
2011-07-01
Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).
HCCI Engine Optimization and Control
Energy Technology Data Exchange (ETDEWEB)
Rolf D. Reitz
2005-09-30
The goal of this project was to develop methods to optimize and control Homogeneous-Charge Compression Ignition (HCCI) engines, with emphasis on diesel-fueled engines. HCCI offers the potential of nearly eliminating IC engine NOx and particulate emissions at reduced cost over Compression Ignition Direct Injection engines (CIDI) by controlling pollutant emissions in-cylinder. The project was initiated in January, 2002, and the present report is the final report for work conducted on the project through December 31, 2004. Periodic progress has also been reported at bi-annual working group meetings held at USCAR, Detroit, MI, and at the Sandia National Laboratories. Copies of these presentation materials are available on CD-ROM, as distributed by the Sandia National Labs. In addition, progress has been documented in DOE Advanced Combustion Engine R&D Annual Progress Reports for FY 2002, 2003 and 2004. These reports are included as the Appendices in this Final report.
Topology Optimization of Large Scale Stokes Flow Problems
DEFF Research Database (Denmark)
Aage, Niels; Poulsen, Thomas Harpsøe; Gersborg-Hansen, Allan
2008-01-01
This note considers topology optimization of large scale 2D and 3D Stokes flow problems using parallel computations. We solve problems with up to 1.125.000 elements in 2D and 128.000 elements in 3D on a shared memory computer consisting of Sun UltraSparc IV CPUs.......This note considers topology optimization of large scale 2D and 3D Stokes flow problems using parallel computations. We solve problems with up to 1.125.000 elements in 2D and 128.000 elements in 3D on a shared memory computer consisting of Sun UltraSparc IV CPUs....
Optimal stability polynomials for numerical integration of initial value problems
Ketcheson, David I.; Ahmadia, Aron
2013-01-01
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest stable step
An Optimal Linear Coding for Index Coding Problem
Pezeshkpour, Pouya
2015-01-01
An optimal linear coding solution for index coding problem is established. Instead of network coding approach by focus on graph theoric and algebraic methods a linear coding program for solving both unicast and groupcast index coding problem is presented. The coding is proved to be the optimal solution from the linear perspective and can be easily utilize for any number of messages. The importance of this work is lying mostly on the usage of the presented coding in the groupcast index coding ...
Complicated problem solution techniques in optimal parameter searching
International Nuclear Information System (INIS)
Gergel', V.P.; Grishagin, V.A.; Rogatneva, E.A.; Strongin, R.G.; Vysotskaya, I.N.; Kukhtin, V.V.
1992-01-01
An algorithm is presented of a global search for numerical solution of multidimentional multiextremal multicriteria optimization problems with complicated constraints. A boundedness of object characteristic changes is assumed at restricted changes of its parameters (Lipschitz condition). The algorithm was realized as a computer code. The algorithm was realized as a computer code. The programme was used to solve in practice the different applied optimization problems. 10 refs.; 3 figs
Nonlinear Multidimensional Assignment Problems Efficient Conic Optimization Methods and Applications
2015-06-24
WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Arizona State University School of Mathematical & Statistical Sciences 901 S...SUPPLEMENTARY NOTES 14. ABSTRACT The major goals of this project were completed: the exact solution of previously unsolved challenging combinatorial optimization... combinatorial optimization problem, the Directional Sensor Problem, was solved in two ways. First, heuristically in an engineering fashion and second, exactly
Topology optimization of vibration and wave propagation problems
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard
2007-01-01
The method of topology optimization is a versatile method to determine optimal material layouts in mechanical structures. The method relies on, in principle, unlimited design freedom that can be used to design materials, structures and devices with significantly improved performance and sometimes...... novel functionality. This paper addresses basic issues in simulation and topology design of vibration and wave propagation problems. Steady-state and transient wave propagation problems are addressed and application examples for both cases are presented....
Optimal and Autonomous Control Using Reinforcement Learning: A Survey.
Kiumarsi, Bahare; Vamvoudakis, Kyriakos G; Modares, Hamidreza; Lewis, Frank L
2018-06-01
This paper reviews the current state of the art on reinforcement learning (RL)-based feedback control solutions to optimal regulation and tracking of single and multiagent systems. Existing RL solutions to both optimal and control problems, as well as graphical games, will be reviewed. RL methods learn the solution to optimal control and game problems online and using measured data along the system trajectories. We discuss Q-learning and the integral RL algorithm as core algorithms for discrete-time (DT) and continuous-time (CT) systems, respectively. Moreover, we discuss a new direction of off-policy RL for both CT and DT systems. Finally, we review several applications.
On some fundamental properties of structural topology optimization problems
DEFF Research Database (Denmark)
Stolpe, Mathias
2010-01-01
We study some fundamental mathematical properties of discretized structural topology optimization problems. Either compliance is minimized with an upper bound on the volume of the structure, or volume is minimized with an upper bound on the compliance. The design variables are either continuous o....... The presented examples can be used as teaching material in graduate and undergraduate courses on structural topology optimization....
STATEMENT OF THE OPTIMIZATION PROBLEM OF CARBON PRODUCTS PRODUCTION
Directory of Open Access Journals (Sweden)
O. A. Zhuchenko
2016-08-01
Full Text Available The paper formulated optimization problem formulation production of carbon products. The analysis of technical and economic parameters that can be used to optimize the production of carbonaceous products had been done by the author. To evaluate the efficiency of the energy-intensive production uses several technical and economic indicators. In particular, the specific cost, productivity, income and profitability of production. Based on a detailed analysis had been formulated optimality criterion that takes into account the technological components of profitability. The components in detail the criteria and the proposed method of calculating non-trivial, one of them - the production cost of each product. When solving the optimization problem of technological modes of production into account constraints on the variables are optimized. Thus, restrictions may be expressed on the number of each product produced. Have been formulated the method of calculating the cost per unit of product. Attention is paid to the quality indices of finished products as an additional constraint in the optimization problem. As a result have been formulated the general problem of optimizing the production of carbon products, which includes the optimality criterion and restrictions.
SolveDB: Integrating Optimization Problem Solvers Into SQL Databases
DEFF Research Database (Denmark)
Siksnys, Laurynas; Pedersen, Torben Bach
2016-01-01
for optimization problems, (2) an extensible infrastructure for integrating different solvers, and (3) query optimization techniques to achieve the best execution performance and/or result quality. Extensive experiments with the PostgreSQL-based implementation show that SolveDB is a versatile tool offering much...
Effective Teaching of Economics: A Constrained Optimization Problem?
Hultberg, Patrik T.; Calonge, David Santandreu
2017-01-01
One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…
Infinite Horizon Discrete Time Control Problems for Bounded Processes
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available We establish Pontryagin Maximum Principles in the strong form for infinite horizon optimal control problems for bounded processes, for systems governed by difference equations. Results due to Ioffe and Tihomirov are among the tools used to prove our theorems. We write necessary conditions with weakened hypotheses of concavity and without invertibility, and we provide new results on the adjoint variable. We show links between bounded problems and nonbounded ones. We also give sufficient conditions of optimality.
Climate Intervention as an Optimization Problem
Caldeira, Ken; Ban-Weiss, George A.
2010-05-01
Typically, climate models simulations of intentional intervention in the climate system have taken the approach of imposing a change (eg, in solar flux, aerosol concentrations, aerosol emissions) and then predicting how that imposed change might affect Earth's climate or chemistry. Computations proceed from cause to effect. However, humans often proceed from "What do I want?" to "How do I get it?" One approach to thinking about intentional intervention in the climate system ("geoengineering") is to ask "What kind of climate do we want?" and then ask "What pattern of radiative forcing would come closest to achieving that desired climate state?" This involves defining climate goals and a cost function that measures how closely those goals are attained. (An important next step is to ask "How would we go about producing these desired patterns of radiative forcing?" However, this question is beyond the scope of our present study.) We performed a variety of climate simulations in NCAR's CAM3.1 atmospheric general circulation model with a slab ocean model and thermodynamic sea ice model. We then evaluated, for a specific set of climate forcing basis functions (ie, aerosol concentration distributions), the extent to which the climate response to a linear combination of those basis functions was similar to a linear combination of the climate response to each basis function taken individually. We then developed several cost functions (eg, relative to the 1xCO2 climate, minimize rms difference in zonal and annual mean land temperature, minimize rms difference in zonal and annual mean runoff, minimize rms difference in a combination of these temperature and runoff indices) and then predicted optimal combinations of our basis functions that would minimize these cost functions. Lastly, we produced forward simulations of the predicted optimal radiative forcing patterns and compared these with our expected results. Obviously, our climate model is much simpler than reality and
Optimal consumption—portfolio problem with CVaR constraints
International Nuclear Information System (INIS)
Zhang, Qingye; Gao, Yan
2016-01-01
The optimal portfolio selection is a fundamental issue in finance, and its two most important ingredients are risk and return. Merton's pioneering work in dynamic portfolio selection emphasized only the expected utility of the consumption and the terminal wealth. To make the optimal portfolio strategy be achievable, risk control over bankruptcy during the investment horizon is an indispensable ingredient. So, in this paper, we consider the consumption-portfolio problem coupled with a dynamic risk control. More specifically, different from the existing literature, we impose a dynamic relative CVaR constraint on it. By the stochastic dynamic programming techniques, we derive the corresponding Hamilton–Jacobi–Bellman (HJB) equation. Moreover, by the Lagrange multiplier method, the closed form solution is provided when the utility function is a logarithmic one. At last, an illustrative empirical study is given. The results show the distinct difference of the portfolio strategies with and without the CVaR constraints: the proportion invested in the risky assets is reduced over time with CVaR constraint instead of being constant without CVaR constraints. This can provide a good decision-making reference for the investors.
Problems in determining the optimal use of road safety measures
DEFF Research Database (Denmark)
Elvik, Rune
2014-01-01
for intervention that ensures maximum safety benefits. The third problem is how to develop policy options to minimise the risk of indivisibilities and irreversible choices. The fourth problem is how to account for interaction effects between road safety measures when determining their optimal use. The fifth......This paper discusses some problems in determining the optimal use of road safety measures. The first of these problems is how best to define the baseline option, i.e. what will happen if no new safety measures are introduced. The second problem concerns choice of a method for selection of targets...... problem is how to obtain the best mix of short-term and long-term measures in a safety programme. The sixth problem is how fixed parameters for analysis, including the monetary valuation of road safety, influence the results of analyses. It is concluded that it is at present not possible to determine...
Random Matrix Approach for Primal-Dual Portfolio Optimization Problems
Tada, Daichi; Yamamoto, Hisashi; Shinzato, Takashi
2017-12-01
In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained in previous work. Moreover, we use numerical experiments to validate the results obtained from the replica approach and the random matrix approach as methods for analyzing both the primal and dual portfolio optimization problems.
Huang, Hui; Ning, Jixian
2017-01-01
Prederivatives play an important role in the research of set optimization problems. First, we establish several existence theorems of prederivatives for γ -paraconvex set-valued mappings in Banach spaces with [Formula: see text]. Then, in terms of prederivatives, we establish both necessary and sufficient conditions for the existence of Pareto minimal solution of set optimization problems.
Analysis of convergence for control problems governed by evolution ...
African Journals Online (AJOL)
The convergence of a scheme to minimize a class of a system of continuous optimal control problems characterized by a system of evolution equations and a system of linear inequality and equality constraints with multiplier imbedding is considered. The result is applied to some problems and the scheme is found to exhibit ...
Optimal Control for a Class of Chaotic Systems
Directory of Open Access Journals (Sweden)
Jianxiong Zhang
2012-01-01
Full Text Available This paper proposes the optimal control methods for a class of chaotic systems via state feedback. By converting the chaotic systems to the form of uncertain piecewise linear systems, we can obtain the optimal controller minimizing the upper bound on cost function by virtue of the robust optimal control method of piecewise linear systems, which is cast as an optimization problem under constraints of bilinear matrix inequalities (BMIs. In addition, the lower bound on cost function can be achieved by solving a semidefinite programming (SDP. Finally, numerical examples are given to illustrate the results.
PID control for chaotic synchronization using particle swarm optimization
Energy Technology Data Exchange (ETDEWEB)
Chang, W.-D. [Department of Computer and Communication, Shu-Te University, Kaohsiung 824, Taiwan (China)], E-mail: wdchang@mail.stu.edu.tw
2009-01-30
In this paper, we attempt to use the proportional-integral-derivative (PID) controller to achieve the chaos synchronization for delayed discrete chaotic systems. Three PID control gains can be optimally determined by means of using a novel optimization algorithm, called the particle swarm optimization (PSO). The algorithm is motivated from the organism behavior of fish schooling and bird flocking, and involves the social psychology principles in socio-cognition human agents and evolutionary computations. It has a good numerical convergence for solving optimization problem. To show the validity of the PSO-based PID control for chaos synchronization, several cases with different initial populations are considered and some simulation results are shown.
PID control for chaotic synchronization using particle swarm optimization
International Nuclear Information System (INIS)
Chang, W.-D.
2009-01-01
In this paper, we attempt to use the proportional-integral-derivative (PID) controller to achieve the chaos synchronization for delayed discrete chaotic systems. Three PID control gains can be optimally determined by means of using a novel optimization algorithm, called the particle swarm optimization (PSO). The algorithm is motivated from the organism behavior of fish schooling and bird flocking, and involves the social psychology principles in socio-cognition human agents and evolutionary computations. It has a good numerical convergence for solving optimization problem. To show the validity of the PSO-based PID control for chaos synchronization, several cases with different initial populations are considered and some simulation results are shown.
An introduction to optimal control of FBSDE with incomplete information
Wang, Guangchen; Xiong, Jie
2018-01-01
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.
SIAM symposium on control problems in industry
Energy Technology Data Exchange (ETDEWEB)
NONE
1994-12-31
This symposium focused on industrial control applications that have benefited from recent mathematical and technological developments. The themes featured included: applications of control techniques in aerospace industry, automotive industry, environmental sciences, manufacturing processes, and petroleum industry; optimal shape design in aerospace applications; optimal design of micro-optics; robust control and H-infinity methods.
Directory of Open Access Journals (Sweden)
Henryk Josiński
2014-01-01
Full Text Available This paper introduces an expanded version of the Invasive Weed Optimization algorithm (exIWO distinguished by the hybrid strategy of the search space exploration proposed by the authors. The algorithm is evaluated by solving three well-known optimization problems: minimization of numerical functions, feature selection, and the Mona Lisa TSP Challenge as one of the instances of the traveling salesman problem. The achieved results are compared with analogous outcomes produced by other optimization methods reported in the literature.
Strong Duality and Optimality Conditions for Generalized Equilibrium Problems
Directory of Open Access Journals (Sweden)
D. H. Fang
2013-01-01
Full Text Available We consider a generalized equilibrium problem involving DC functions. By using the properties of the epigraph of the conjugate functions, some sufficient and/or necessary conditions for the weak and strong duality results and optimality conditions for generalized equilibrium problems are provided.
Optimization of the solution of the problem of scheduling theory ...
African Journals Online (AJOL)
This article describes the genetic algorithm used to solve the problem related to the scheduling theory. A large number of different methods is described in the scientific literature. The main issue that faced the problem in question is that it is necessary to search the optimal solution in a large search space for the set of ...
Optimal control of switched systems arising in fermentation processes
Liu, Chongyang
2014-01-01
The book presents, in a systematic manner, the optimal controls under different mathematical models in fermentation processes. Variant mathematical models – i.e., those for multistage systems; switched autonomous systems; time-dependent and state-dependent switched systems; multistage time-delay systems and switched time-delay systems – for fed-batch fermentation processes are proposed and the theories and algorithms of their optimal control problems are studied and discussed. By putting forward novel methods and innovative tools, the book provides a state-of-the-art and comprehensive systematic treatment of optimal control problems arising in fermentation processes. It not only develops nonlinear dynamical system, optimal control theory and optimization algorithms, but can also help to increase productivity and provide valuable reference material on commercial fermentation processes.
Global Optimization for Bus Line Timetable Setting Problem
Directory of Open Access Journals (Sweden)
Qun Chen
2014-01-01
Full Text Available This paper defines bus timetables setting problem during each time period divided in terms of passenger flow intensity; it is supposed that passengers evenly arrive and bus runs are set evenly; the problem is to determine bus runs assignment in each time period to minimize the total waiting time of passengers on platforms if the number of the total runs is known. For such a multistage decision problem, this paper designed a dynamic programming algorithm to solve it. Global optimization procedures using dynamic programming are developed. A numerical example about bus runs assignment optimization of a single line is given to demonstrate the efficiency of the proposed methodology, showing that optimizing buses’ departure time using dynamic programming can save computational time and find the global optimal solution.
An intutionistic fuzzy optimization approach to vendor selection problem
Directory of Open Access Journals (Sweden)
Prabjot Kaur
2016-09-01
Full Text Available Selecting the right vendor is an important business decision made by any organization. The decision involves multiple criteria and if the objectives vary in preference and scope, then nature of decision becomes multiobjective. In this paper, a vendor selection problem has been formulated as an intutionistic fuzzy multiobjective optimization where appropriate number of vendors is to be selected and order allocated to them. The multiobjective problem includes three objectives: minimizing the net price, maximizing the quality, and maximizing the on time deliveries subject to supplier's constraints. The objection function and the demand are treated as intutionistic fuzzy sets. An intutionistic fuzzy set has its ability to handle uncertainty with additional degrees of freedom. The Intutionistic fuzzy optimization (IFO problem is converted into a crisp linear form and solved using optimization software Tora. The advantage of IFO is that they give better results than fuzzy/crisp optimization. The proposed approach is explained by a numerical example.
A Global Optimization Algorithm for Sum of Linear Ratios Problem
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Yuelin Gao
2013-01-01
Full Text Available We equivalently transform the sum of linear ratios programming problem into bilinear programming problem, then by using the linear characteristics of convex envelope and concave envelope of double variables product function, linear relaxation programming of the bilinear programming problem is given, which can determine the lower bound of the optimal value of original problem. Therefore, a branch and bound algorithm for solving sum of linear ratios programming problem is put forward, and the convergence of the algorithm is proved. Numerical experiments are reported to show the effectiveness of the proposed algorithm.
ON PROBLEM OF REGIONAL WAREHOUSE AND TRANSPORT INFRASTRUCTURE OPTIMIZATION
Directory of Open Access Journals (Sweden)
I. Yu. Miretskiy
2017-01-01
Full Text Available The article suggests an approach of solving the problem of warehouse and transport infrastructure optimization in a region. The task is to determine the optimal capacity and location of the support network of warehouses in the region, as well as power, composition and location of motor fleets. Optimization is carried out using mathematical models of a regional warehouse network and a network of motor fleets. These models are presented as mathematical programming problems with separable functions. The process of finding the optimal solution of problems is complicated due to high dimensionality, non-linearity of functions, and the fact that a part of variables are constrained to integer, and some variables can take values only from a discrete set. Given the mentioned above complications search for an exact solution was rejected. The article suggests an approximate approach to solving problems. This approach employs effective computational schemes for solving multidimensional optimization problems. We use the continuous relaxation of the original problem to obtain its approximate solution. An approximately optimal solution of continuous relaxation is taken as an approximate solution of the original problem. The suggested solution method implies linearization of the obtained continuous relaxation and use of the separable programming scheme and the scheme of branches and bounds. We describe the use of the simplex method for solving the linearized continuous relaxation of the original problem and the specific moments of the branches and bounds method implementation. The paper shows the finiteness of the algorithm and recommends how to accelerate process of finding a solution.
Fuzzy logic control and optimization system
Lou, Xinsheng [West Hartford, CT
2012-04-17
A control system (300) for optimizing a power plant includes a chemical loop having an input for receiving an input signal (369) and an output for outputting an output signal (367), and a hierarchical fuzzy control system (400) operably connected to the chemical loop. The hierarchical fuzzy control system (400) includes a plurality of fuzzy controllers (330). The hierarchical fuzzy control system (400) receives the output signal (367), optimizes the input signal (369) based on the received output signal (367), and outputs an optimized input signal (369) to the input of the chemical loop to control a process of the chemical loop in an optimized manner.
Frankowska, Hélène; Hoehener, Daniel
2017-06-01
This paper is devoted to pointwise second-order necessary optimality conditions for the Mayer problem arising in optimal control theory. We first show that with every optimal trajectory it is possible to associate a solution p (ṡ) of the adjoint system (as in the Pontryagin maximum principle) and a matrix solution W (ṡ) of an adjoint matrix differential equation that satisfy a second-order transversality condition and a second-order maximality condition. These conditions seem to be a natural second-order extension of the maximum principle. We then prove a Jacobson like necessary optimality condition for general control systems and measurable optimal controls that may be only ;partially singular; and may take values on the boundary of control constraints. Finally we investigate the second-order sensitivity relations along optimal trajectories involving both p (ṡ) and W (ṡ).
Terminal Control Area Aircraft Scheduling and Trajectory Optimization Approaches
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Samà Marcella
2017-01-01
Full Text Available Aviation authorities are seeking optimization methods to better use the available infrastructure and better manage aircraft movements. This paper deals with the realtime scheduling of take-off and landing aircraft at a busy terminal control area and with the optimization of aircraft trajectories during the landing procedures. The first problem aims to reduce the propagation of delays, while the second problem aims to either minimize the travel time or reduce the fuel consumption. Both problems are particularly complex, since the first one is NP-hard while the second one is nonlinear and a combined solution needs to be computed in a short-time during operations. This paper proposes a framework for the lexicographic optimization of the two problems. Computational experiments are performed for the Milano Malpensa airport and show the existing gaps between the performance indicators of the two problems when different lexicographic optimization approaches are considered.
Robust output LQ optimal control via integral sliding modes
Fridman, Leonid; Bejarano, Francisco Javier
2014-01-01
Featuring original research from well-known experts in the field of sliding mode control, this monograph presents new design schemes for implementing LQ control solutions in situations where the output system is the only information provided about the state of the plant. This new design works under the restrictions of matched disturbances without losing its desirable features. On the cutting-edge of optimal control research, Robust Output LQ Optimal Control via Integral Sliding Modes is an excellent resource for both graduate students and professionals involved in linear systems, optimal control, observation of systems with unknown inputs, and automatization. In the theory of optimal control, the linear quadratic (LQ) optimal problem plays an important role due to its physical meaning, and its solution is easily given by an algebraic Riccati equation. This solution turns out to be restrictive, however, because of two assumptions: the system must be free from disturbances and the entire state vector must be kn...
Integrating packing and distribution problems and optimization through mathematical programming
Directory of Open Access Journals (Sweden)
Fabio Miguel
2016-06-01
Full Text Available This paper analyzes the integration of two combinatorial problems that frequently arise in production and distribution systems. One is the Bin Packing Problem (BPP problem, which involves finding an ordering of some objects of different volumes to be packed into the minimal number of containers of the same or different size. An optimal solution to this NP-Hard problem can be approximated by means of meta-heuristic methods. On the other hand, we consider the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW, which is a variant of the Travelling Salesman Problem (again a NP-Hard problem with extra constraints. Here we model those two problems in a single framework and use an evolutionary meta-heuristics to solve them jointly. Furthermore, we use data from a real world company as a test-bed for the method introduced here.
Ghosh, D.; Sierksma, G.
2000-01-01
Sensitivity analysis of e-optimal solutions is the problem of calculating the range within which a problem parameter may lie so that the given solution re-mains e-optimal. In this paper we study the sensitivity analysis problem for e-optimal solutions tocombinatorial optimization problems with
Finding Multiple Optimal Solutions to Optimal Load Distribution Problem in Hydropower Plant
Directory of Open Access Journals (Sweden)
Xinhao Jiang
2012-05-01
Full Text Available Optimal load distribution (OLD among generator units of a hydropower plant is a vital task for hydropower generation scheduling and management. Traditional optimization methods for solving this problem focus on finding a single optimal solution. However, many practical constraints on hydropower plant operation are very difficult, if not impossible, to be modeled, and the optimal solution found by those models might be of limited practical uses. This motivates us to find multiple optimal solutions to the OLD problem, which can provide more flexible choices for decision-making. Based on a special dynamic programming model, we use a modified shortest path algorithm to produce multiple solutions to the problem. It is shown that multiple optimal solutions exist for the case study of China’s Geheyan hydropower plant, and they are valuable for assessing the stability of generator units, showing the potential of reducing occurrence times of units across vibration areas.
SOLVING ENGINEERING OPTIMIZATION PROBLEMS WITH THE SWARM INTELLIGENCE METHODS
Directory of Open Access Journals (Sweden)
V. Panteleev Andrei
2017-01-01
Full Text Available An important stage in problem solving process for aerospace and aerostructures designing is calculating their main charac- teristics optimization. The results of the four constrained optimization problems related to the design of various technical systems: such as determining the best parameters of welded beams, pressure vessel, gear, spring are presented. The purpose of each task is to minimize the cost and weight of the construction. The object functions in optimization practical problem are nonlinear functions with a lot of variables and a complex layer surface indentations. That is why using classical approach for extremum seeking is not efficient. Here comes the necessity of using such methods of optimization that allow to find a near optimal solution in acceptable amount of time with the minimum waste of computer power. Such methods include the methods of Swarm Intelligence: spiral dy- namics algorithm, stochastic diffusion search, hybrid seeker optimization algorithm. The Swarm Intelligence methods are designed in such a way that a swarm consisting of agents carries out the search for extremum. In search for the point of extremum, the parti- cles exchange information and consider their experience as well as the experience of population leader and the neighbors in some area. To solve the listed problems there has been designed a program complex, which efficiency is illustrated by the solutions of four applied problems. Each of the considered applied optimization problems is solved with all the three chosen methods. The ob- tained numerical results can be compared with the ones found in a swarm with a particle method. The author gives recommenda- tions on how to choose methods parameters and penalty function value, which consider inequality constraints.
Optimal control of a qubit in an optical cavity
International Nuclear Information System (INIS)
Deffner, Sebastian
2014-01-01
We study quantum information processing by means of optimal control theory. To this end, we analyze the damped Jaynes–Cummings model, and derive optimal control protocols that minimize the heating or energy dispersion rates, and controls that drive the system at the quantum speed limit. Special emphasis is put on analyzing the subtleties of optimal control theory for our system. In particular, it is shown how two fundamentally different approaches to the quantum speed limit can be reconciled by carefully formulating the problem. (paper)
A coherent Ising machine for 2000-node optimization problems
Inagaki, Takahiro; Haribara, Yoshitaka; Igarashi, Koji; Sonobe, Tomohiro; Tamate, Shuhei; Honjo, Toshimori; Marandi, Alireza; McMahon, Peter L.; Umeki, Takeshi; Enbutsu, Koji; Tadanaga, Osamu; Takenouchi, Hirokazu; Aihara, Kazuyuki; Kawarabayashi, Ken-ichi; Inoue, Kyo; Utsunomiya, Shoko; Takesue, Hiroki
2016-11-01
The analysis and optimization of complex systems can be reduced to mathematical problems collectively known as combinatorial optimization. Many such problems can be mapped onto ground-state search problems of the Ising model, and various artificial spin systems are now emerging as promising approaches. However, physical Ising machines have suffered from limited numbers of spin-spin couplings because of implementations based on localized spins, resulting in severe scalability problems. We report a 2000-spin network with all-to-all spin-spin couplings. Using a measurement and feedback scheme, we coupled time-multiplexed degenerate optical parametric oscillators to implement maximum cut problems on arbitrary graph topologies with up to 2000 nodes. Our coherent Ising machine outperformed simulated annealing in terms of accuracy and computation time for a 2000-node complete graph.
Optimal stability polynomials for numerical integration of initial value problems
Ketcheson, David I.
2013-01-08
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest stable step size and corresponding method for a given problem when the spectrum of the initial value problem is known. The problem is expressed in terms of a general least deviation feasibility problem. Its solution is obtained by a new fast, accurate, and robust algorithm based on convex optimization techniques. Global convergence of the algorithm is proven in the case that the order of approximation is one and in the case that the spectrum encloses a starlike region. Examples demonstrate the effectiveness of the proposed algorithm even when these conditions are not satisfied.
Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, S.; Portilla-Figueras, J. A.
2014-01-01
This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860
Directory of Open Access Journals (Sweden)
Ruisheng Sun
2016-01-01
Full Text Available This paper presents a new parametric optimization approach based on a modified particle swarm optimization (PSO to design a class of impulsive-correction projectiles with discrete, flexible-time interval, and finite-energy control. In terms of optimal control theory, the task is described as the formulation of minimum working number of impulses and minimum control error, which involves reference model linearization, boundary conditions, and discontinuous objective function. These result in difficulties in finding the global optimum solution by directly utilizing any other optimization approaches, for example, Hp-adaptive pseudospectral method. Consequently, PSO mechanism is employed for optimal setting of impulsive control by considering the time intervals between two neighboring lateral impulses as design variables, which makes the briefness of the optimization process. A modification on basic PSO algorithm is developed to improve the convergence speed of this optimization through linearly decreasing the inertial weight. In addition, a suboptimal control and guidance law based on PSO technique are put forward for the real-time consideration of the online design in practice. Finally, a simulation case coupled with a nonlinear flight dynamic model is applied to validate the modified PSO control algorithm. The results of comparative study illustrate that the proposed optimal control algorithm has a good performance in obtaining the optimal control efficiently and accurately and provides a reference approach to handling such impulsive-correction problem.
Deterministic methods for multi-control fuel loading optimization
Rahman, Fariz B. Abdul
We have developed a multi-control fuel loading optimization code for pressurized water reactors based on deterministic methods. The objective is to flatten the fuel burnup profile, which maximizes overall energy production. The optimal control problem is formulated using the method of Lagrange multipliers and the direct adjoining approach for treatment of the inequality power peaking constraint. The optimality conditions are derived for a multi-dimensional multi-group optimal control problem via calculus of variations. Due to the Hamiltonian having a linear control, our optimal control problem is solved using the gradient method to minimize the Hamiltonian and a Newton step formulation to obtain the optimal control. We are able to satisfy the power peaking constraint during depletion with the control at beginning of cycle (BOC) by building the proper burnup path forward in time and utilizing the adjoint burnup to propagate the information back to the BOC. Our test results show that we are able to achieve our objective and satisfy the power peaking constraint during depletion using either the fissile enrichment or burnable poison as the control. Our fuel loading designs show an increase of 7.8 equivalent full power days (EFPDs) in cycle length compared with 517.4 EFPDs for the AP600 first cycle.
Efficient Approximation of Optimal Control for Markov Games
DEFF Research Database (Denmark)
Fearnley, John; Rabe, Markus; Schewe, Sven
2011-01-01
We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal control is approximated for each interval separately...
A Connection between Singular Stochastic Control and Optimal Stopping
International Nuclear Information System (INIS)
Espen Benth, Fred; Reikvam, Kristin
2003-01-01
We show that the value function of a singular stochastic control problem is equal to the integral of the value function of an associated optimal stopping problem. The connection is proved for a general class of diffusions using the method of viscosity solutions
Optimal recombination in genetic algorithms for combinatorial optimization problems: Part I
Directory of Open Access Journals (Sweden)
Eremeev Anton V.
2014-01-01
Full Text Available This paper surveys results on complexity of the optimal recombination problem (ORP, which consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. We consider efficient reductions of the ORPs, allowing to establish polynomial solvability or NP-hardness of the ORPs, as well as direct proofs of hardness results. Part I presents the basic principles of optimal recombination with a survey of results on Boolean Linear Programming Problems. Part II (to appear in a subsequent issue is devoted to the ORPs for problems which are naturally formulated in terms of search for an optimal permutation.
Stochastic optimal control of single neuron spike trains
DEFF Research Database (Denmark)
Iolov, Alexandre; Ditlevsen, Susanne; Longtin, Andrë
2014-01-01
stimulation of a neuron to achieve a target spike train under the physiological constraint to not damage tissue. Approach. We pose a stochastic optimal control problem to precisely specify the spike times in a leaky integrate-and-fire (LIF) model of a neuron with noise assumed to be of intrinsic or synaptic...... origin. In particular, we allow for the noise to be of arbitrary intensity. The optimal control problem is solved using dynamic programming when the controller has access to the voltage (closed-loop control), and using a maximum principle for the transition density when the controller only has access...... to the spike times (open-loop control). Main results. We have developed a stochastic optimal control algorithm to obtain precise spike times. It is applicable in both the supra-threshold and sub-threshold regimes, under open-loop and closed-loop conditions and with an arbitrary noise intensity; the accuracy...
Optimal control for parabolic-hyperbolic system with time delay
International Nuclear Information System (INIS)
Kowalewski, A.
1985-07-01
In this paper we consider an optimal control problem for a system described by a linear partial differential equation of the parabolic-hyperbolic type with time delay in the state. The right-hand side of this equation and the initial conditions are not continuous functions usually, but they are measurable functions belonging to L 2 or Lsup(infinity) spaces. Therefore, the solution of this equation is given by a certain Sobolev space. The time delay in the state is constant, but it can be also a function of time. The control time T is fixed in our problem. Making use of the Milutin-Dubovicki theorem, necessary and sufficient conditions of optimality with the quadratic performance functional and constrained control are derived for the Dirichlet problem. The flow chart of the algorithm which can be used in the numerical solving of certain optimization problems for distributed systems is also presented. (author)
Particle swarm as optimization tool in complex nuclear engineering problems
International Nuclear Information System (INIS)
Medeiros, Jose Antonio Carlos Canedo
2005-06-01
Due to its low computational cost, gradient-based search techniques associated to linear programming techniques are being used as optimization tools. These techniques, however, when applied to multimodal search spaces, can lead to local optima. When finding solutions for complex multimodal domains, random search techniques are being used with great efficacy. In this work we exploit the swarm optimization algorithm search power capacity as an optimization tool for the solution of complex high dimension and multimodal search spaces of nuclear problems. Due to its easy and natural representation of high dimension domains, the particle swarm optimization was applied with success for the solution of complex nuclear problems showing its efficacy in the search of solutions in high dimension and complex multimodal spaces. In one of these applications it enabled a natural and trivial solution in a way not obtained with other methods confirming the validity of its application. (author)
Sampled-data and discrete-time H2 optimal control
Trentelman, Harry L.; Stoorvogel, Anton A.
1993-01-01
This paper deals with the sampled-data H2 optimal control problem. Given a linear time-invariant continuous-time system, the problem of minimizing the H2 performance over all sampled-data controllers with a fixed sampling period can be reduced to a pure discrete-time H2 optimal control problem. This
Kinematically Optimal Robust Control of Redundant Manipulators
Galicki, M.
2017-12-01
This work deals with the problem of the robust optimal task space trajectory tracking subject to finite-time convergence. Kinematic and dynamic equations of a redundant manipulator are assumed to be uncertain. Moreover, globally unbounded disturbances are allowed to act on the manipulator when tracking the trajectory by the endeffector. Furthermore, the movement is to be accomplished in such a way as to minimize both the manipulator torques and their oscillations thus eliminating the potential robot vibrations. Based on suitably defined task space non-singular terminal sliding vector variable and the Lyapunov stability theory, we derive a class of chattering-free robust kinematically optimal controllers, based on the estimation of transpose Jacobian, which seem to be effective in counteracting both uncertain kinematics and dynamics, unbounded disturbances and (possible) kinematic and/or algorithmic singularities met on the robot trajectory. The numerical simulations carried out for a redundant manipulator of a SCARA type consisting of the three revolute kinematic pairs and operating in a two-dimensional task space, illustrate performance of the proposed controllers as well as comparisons with other well known control schemes.
Zhang, Huaguang; Feng, Tao; Yang, Guang-Hong; Liang, Hongjing
2015-07-01
In this paper, the inverse optimal approach is employed to design distributed consensus protocols that guarantee consensus and global optimality with respect to some quadratic performance indexes for identical linear systems on a directed graph. The inverse optimal theory is developed by introducing the notion of partial stability. As a result, the necessary and sufficient conditions for inverse optimality are proposed. By means of the developed inverse optimal theory, the necessary and sufficient conditions are established for globally optimal cooperative control problems on directed graphs. Basic optimal cooperative design procedures are given based on asymptotic properties of the resulting optimal distributed consensus protocols, and the multiagent systems can reach desired consensus performance (convergence rate and damping rate) asymptotically. Finally, two examples are given to illustrate the effectiveness of the proposed methods.
Parallel and Cooperative Particle Swarm Optimizer for Multimodal Problems
Directory of Open Access Journals (Sweden)
Geng Zhang
2015-01-01
Full Text Available Although the original particle swarm optimizer (PSO method and its related variant methods show some effectiveness for solving optimization problems, it may easily get trapped into local optimum especially when solving complex multimodal problems. Aiming to solve this issue, this paper puts forward a novel method called parallel and cooperative particle swarm optimizer (PCPSO. In case that the interacting of the elements in D-dimensional function vector X=[x1,x2,…,xd,…,xD] is independent, cooperative particle swarm optimizer (CPSO is used. Based on this, the PCPSO is presented to solve real problems. Since the dimension cannot be split into several lower dimensional search spaces in real problems because of the interacting of the elements, PCPSO exploits the cooperation of two parallel CPSO algorithms by orthogonal experimental design (OED learning. Firstly, the CPSO algorithm is used to generate two locally optimal vectors separately; then the OED is used to learn the merits of these two vectors and creates a better combination of them to generate further search. Experimental studies on a set of test functions show that PCPSO exhibits better robustness and converges much closer to the global optimum than several other peer algorithms.
Directory of Open Access Journals (Sweden)
Hailong Wang
2018-01-01
Full Text Available The backtracking search optimization algorithm (BSA is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed.
Intelligent discrete particle swarm optimization for multiprocessor task scheduling problem
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S Sarathambekai
2017-03-01
Full Text Available Discrete particle swarm optimization is one of the most recently developed population-based meta-heuristic optimization algorithm in swarm intelligence that can be used in any discrete optimization problems. This article presents a discrete particle swarm optimization algorithm to efficiently schedule the tasks in the heterogeneous multiprocessor systems. All the optimization algorithms share a common algorithmic step, namely population initialization. It plays a significant role because it can affect the convergence speed and also the quality of the final solution. The random initialization is the most commonly used method in majority of the evolutionary algorithms to generate solutions in the initial population. The initial good quality solutions can facilitate the algorithm to locate the optimal solution or else it may prevent the algorithm from finding the optimal solution. Intelligence should be incorporated to generate the initial population in order to avoid the premature convergence. This article presents a discrete particle swarm optimization algorithm, which incorporates opposition-based technique to generate initial population and greedy algorithm to balance the load of the processors. Make span, flow time, and reliability cost are three different measures used to evaluate the efficiency of the proposed discrete particle swarm optimization algorithm for scheduling independent tasks in distributed systems. Computational simulations are done based on a set of benchmark instances to assess the performance of the proposed algorithm.
Solving Unconstrained Global Optimization Problems via Hybrid Swarm Intelligence Approaches
Directory of Open Access Journals (Sweden)
Jui-Yu Wu
2013-01-01
Full Text Available Stochastic global optimization (SGO algorithms such as the particle swarm optimization (PSO approach have become popular for solving unconstrained global optimization (UGO problems. The PSO approach, which belongs to the swarm intelligence domain, does not require gradient information, enabling it to overcome this limitation of traditional nonlinear programming methods. Unfortunately, PSO algorithm implementation and performance depend on several parameters, such as cognitive parameter, social parameter, and constriction coefficient. These parameters are tuned by using trial and error. To reduce the parametrization of a PSO method, this work presents two efficient hybrid SGO approaches, namely, a real-coded genetic algorithm-based PSO (RGA-PSO method and an artificial immune algorithm-based PSO (AIA-PSO method. The specific parameters of the internal PSO algorithm are optimized using the external RGA and AIA approaches, and then the internal PSO algorithm is applied to solve UGO problems. The performances of the proposed RGA-PSO and AIA-PSO algorithms are then evaluated using a set of benchmark UGO problems. Numerical results indicate that, besides their ability to converge to a global minimum for each test UGO problem, the proposed RGA-PSO and AIA-PSO algorithms outperform many hybrid SGO algorithms. Thus, the RGA-PSO and AIA-PSO approaches can be considered alternative SGO approaches for solving standard-dimensional UGO problems.
Krohling, Renato A; Coelho, Leandro dos Santos
2006-12-01
In this correspondence, an approach based on coevolutionary particle swarm optimization to solve constrained optimization problems formulated as min-max problems is presented. In standard or canonical particle swarm optimization (PSO), a uniform probability distribution is used to generate random numbers for the accelerating coefficients of the local and global terms. We propose a Gaussian probability distribution to generate the accelerating coefficients of PSO. Two populations of PSO using Gaussian distribution are used on the optimization algorithm that is tested on a suite of well-known benchmark constrained optimization problems. Results have been compared with the canonical PSO (constriction factor) and with a coevolutionary genetic algorithm. Simulation results show the suitability of the proposed algorithm in terms of effectiveness and robustness.
Heuristic Optimization for the Discrete Virtual Power Plant Dispatch Problem
DEFF Research Database (Denmark)
Petersen, Mette Kirschmeyer; Hansen, Lars Henrik; Bendtsen, Jan Dimon
2014-01-01
We consider a Virtual Power Plant, which is given the task of dispatching a fluctuating power supply to a portfolio of flexible consumers. The flexible consumers are modeled as discrete batch processes, and the associated optimization problem is denoted the Discrete Virtual Power Plant Dispatch...... Problem. First NP-completeness of the Discrete Virtual Power Plant Dispatch Problem is proved formally. We then proceed to develop tailored versions of the meta-heuristic algorithms Hill Climber and Greedy Randomized Adaptive Search Procedure (GRASP). The algorithms are tuned and tested on portfolios...... of varying sizes. We find that all the tailored algorithms perform satisfactorily in the sense that they are able to find sub-optimal, but usable, solutions to very large problems (on the order of 10 5 units) at computation times on the scale of just 10 seconds, which is far beyond the capabilities...
Solving optimization problems by the public goods game
Javarone, Marco Alberto
2017-09-01
We introduce a method based on the Public Goods Game for solving optimization tasks. In particular, we focus on the Traveling Salesman Problem, i.e. a NP-hard problem whose search space exponentially grows increasing the number of cities. The proposed method considers a population whose agents are provided with a random solution to the given problem. In doing so, agents interact by playing the Public Goods Game using the fitness of their solution as currency of the game. Notably, agents with better solutions provide higher contributions, while those with lower ones tend to imitate the solution of richer agents for increasing their fitness. Numerical simulations show that the proposed method allows to compute exact solutions, and suboptimal ones, in the considered search spaces. As result, beyond to propose a new heuristic for combinatorial optimization problems, our work aims to highlight the potentiality of evolutionary game theory beyond its current horizons.
Newton-type methods for optimization and variational problems
Izmailov, Alexey F
2014-01-01
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will b...
Global Sufficient Optimality Conditions for a Special Cubic Minimization Problem
Directory of Open Access Journals (Sweden)
Xiaomei Zhang
2012-01-01
Full Text Available We present some sufficient global optimality conditions for a special cubic minimization problem with box constraints or binary constraints by extending the global subdifferential approach proposed by V. Jeyakumar et al. (2006. The present conditions generalize the results developed in the work of V. Jeyakumar et al. where a quadratic minimization problem with box constraints or binary constraints was considered. In addition, a special diagonal matrix is constructed, which is used to provide a convenient method for justifying the proposed sufficient conditions. Then, the reformulation of the sufficient conditions follows. It is worth noting that this reformulation is also applicable to the quadratic minimization problem with box or binary constraints considered in the works of V. Jeyakumar et al. (2006 and Y. Wang et al. (2010. Finally some examples demonstrate that our optimality conditions can effectively be used for identifying global minimizers of the certain nonconvex cubic minimization problem.
Optimal management strategies in variable environments: Stochastic optimal control methods
Williams, B.K.
1985-01-01
Dynamic optimization was used to investigate the optimal defoliation of salt desert shrubs in north-western Utah. Management was formulated in the context of optimal stochastic control theory, with objective functions composed of discounted or time-averaged biomass yields. Climatic variability and community patterns of salt desert shrublands make the application of stochastic optimal control both feasible and necessary. A primary production model was used to simulate shrub responses and harvest yields under a variety of climatic regimes and defoliation patterns. The simulation results then were used in an optimization model to determine optimal defoliation strategies. The latter model encodes an algorithm for finite state, finite action, infinite discrete time horizon Markov decision processes. Three questions were addressed: (i) What effect do changes in weather patterns have on optimal management strategies? (ii) What effect does the discounting of future returns have? (iii) How do the optimal strategies perform relative to certain fixed defoliation strategies? An analysis was performed for the three shrub species, winterfat (Ceratoides lanata), shadscale (Atriplex confertifolia) and big sagebrush (Artemisia tridentata). In general, the results indicate substantial differences among species in optimal control strategies, which are associated with differences in physiological and morphological characteristics. Optimal policies for big sagebrush varied less with variation in climate, reserve levels and discount rates than did either shadscale or winterfat. This was attributed primarily to the overwintering of photosynthetically active tissue and to metabolic activity early in the growing season. Optimal defoliation of shadscale and winterfat generally was more responsive to differences in plant vigor and climate, reflecting the sensitivity of these species to utilization and replenishment of carbohydrate reserves. Similarities could be seen in the influence of both
Optimal boundary control and boundary stabilization of hyperbolic systems
Gugat, Martin
2015-01-01
This brief considers recent results on optimal control and stabilization of systems governed by hyperbolic partial differential equations, specifically those in which the control action takes place at the boundary. The wave equation is used as a typical example of a linear system, through which the author explores initial boundary value problems, concepts of exact controllability, optimal exact control, and boundary stabilization. Nonlinear systems are also covered, with the Korteweg-de Vries and Burgers Equations serving as standard examples. To keep the presentation as accessible as possible, the author uses the case of a system with a state that is defined on a finite space interval, so that there are only two boundary points where the system can be controlled. Graduate and post-graduate students as well as researchers in the field will find this to be an accessible introduction to problems of optimal control and stabilization.
Compiling Planning into Quantum Optimization Problems: A Comparative Study
2015-06-07
to SAT, and then reduces higher order terms to quadratic terms through a series of gadgets . Our mappings allow both positive and negative preconditions...to its being specific to this type of problem) and likely benefits from an homogeneous parameter setting (Venturelli et al. 2014), as it generates a...Guzik, A. 2013. Resource efficient gadgets for compiling adiabatic quan- tum optimization problems. Annalen der Physik 525(10- 11):877–888. Blum, A
Optimal Results and Numerical Simulations for Flow Shop Scheduling Problems
Directory of Open Access Journals (Sweden)
Tao Ren
2012-01-01
Full Text Available This paper considers the m-machine flow shop problem with two objectives: makespan with release dates and total quadratic completion time, respectively. For Fm|rj|Cmax, we prove the asymptotic optimality for any dense scheduling when the problem scale is large enough. For Fm‖ΣCj2, improvement strategy with local search is presented to promote the performance of the classical SPT heuristic. At the end of the paper, simulations show the effectiveness of the improvement strategy.
Ojalehto, Vesa; Podkopaev, Dmitry; Miettinen, Kaisa
2015-01-01
We generalize the applicability of interactive methods for solving computationally demanding, that is, time-consuming, multiobjective optimization problems. For this purpose we propose a new agent assisted interactive algorithm. It employs a computationally inexpensive surrogate problem and four different agents that intelligently update the surrogate based on the preferences specified by a decision maker. In this way, we decrease the waiting times imposed on the decision maker du...
New numerical methods for open-loop and feedback solutions to dynamic optimization problems
Ghosh, Pradipto
The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development
Optimal control of raw timber production processes
Ivan Kolenka
1978-01-01
This paper demonstrates the possibility of optimal planning and control of timber harvesting activ-ities with mathematical optimization models. The separate phases of timber harvesting are represented by coordinated models which can be used to select the optimal decision for the execution of any given phase. The models form a system whose components are connected and...
Adaptive optimization and control using neural networks
Energy Technology Data Exchange (ETDEWEB)
Mead, W.C.; Brown, S.K.; Jones, R.D.; Bowling, P.S.; Barnes, C.W.
1993-10-22
Recent work has demonstrated the ability of neural-network-based controllers to optimize and control machines with complex, non-linear, relatively unknown control spaces. We present a brief overview of neural networks via a taxonomy illustrating some capabilities of different kinds of neural networks. We present some successful control examples, particularly the optimization and control of a small-angle negative ion source.
Dynamic Vehicle Routing Problems with Enhanced Ant Colony Optimization
Directory of Open Access Journals (Sweden)
Haitao Xu
2018-01-01
Full Text Available As we all know, there are a great number of optimization problems in the world. One of the relatively complicated and high-level problems is the vehicle routing problem (VRP. Dynamic vehicle routing problem (DVRP is a major variant of VRP, and it is closer to real logistic scene. In DVRP, the customers’ demands appear with time, and the unserved customers’ points must be updated and rearranged while carrying out the programming paths. Owing to the complexity and significance of the problem, DVRP applications have grabbed the attention of researchers in the past two decades. In this paper, we have two main contributions to solving DVRP. Firstly, DVRP is solved with enhanced Ant Colony Optimization (E-ACO, which is the traditional Ant Colony Optimization (ACO fusing improved K-means and crossover operation. K-means can divide the region with the most reasonable distance, while ACO using crossover is applied to extend search space and avoid falling into local optimum prematurely. Secondly, several new evaluation benchmarks are proposed, which can objectively and comprehensively estimate the proposed method. In the experiment, the results for different scale problems are compared to those of previously published papers. Experimental results show that the algorithm is feasible and efficient.
Groenwold, A.A.; Etman, L.F.P.
2008-01-01
We study the classical topology optimization problem, in which minimum compliance is sought, subject to linear constraints. Using a dual statement, we propose two separable and strictly convex subproblems for use in sequential approximate optimization (SAO) algorithms.Respectively, the subproblems
Optimal recombination in genetic algorithms for combinatorial optimization problems: Part II
Directory of Open Access Journals (Sweden)
Eremeev Anton V.
2014-01-01
Full Text Available This paper surveys results on complexity of the optimal recombination problem (ORP, which consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. In Part II, we consider the computational complexity of ORPs arising in genetic algorithms for problems on permutations: the Travelling Salesman Problem, the Shortest Hamilton Path Problem and the Makespan Minimization on Single Machine and some other related problems. The analysis indicates that the corresponding ORPs are NP-hard, but solvable by faster algorithms, compared to the problems they are derived from.
Quadratic third-order tensor optimization problem with quadratic constraints
Directory of Open Access Journals (Sweden)
Lixing Yang
2014-05-01
Full Text Available Quadratically constrained quadratic programs (QQPs problems play an important modeling role for many diverse problems. These problems are in general NP hard and numerically intractable. Semidenite programming (SDP relaxations often provide good approximate solutions to these hard problems. For several special cases of QQP, e.g., convex programs and trust region subproblems, SDP relaxation provides the exact optimal value, i.e., there is a zero duality gap. However, this is not true for the general QQP, or even the QQP with two convex constraints, but a nonconvex objective.In this paper, we consider a certain QQP where the variable is neither vector nor matrix but a third-order tensor. This problem can be viewed as a generalization of the ordinary QQP with vector or matrix as it's variant. Under some mild conditions, we rst show that SDP relaxation provides exact optimal solutions for the original problem. Then we focus on two classes of homogeneous quadratic tensor programming problems which have no requirements on the constraints number. For one, we provide an easily implemental polynomial time algorithm to approximately solve the problem and discuss the approximation ratio. For the other, we show there is no gap between the SDP relaxation and itself.
Optimal Control and Optimization of Stochastic Supply Chain Systems
Song, Dong-Ping
2013-01-01
Optimal Control and Optimization of Stochastic Supply Chain Systems examines its subject in the context of the presence of a variety of uncertainties. Numerous examples with intuitive illustrations and tables are provided, to demonstrate the structural characteristics of the optimal control policies in various stochastic supply chains and to show how to make use of these characteristics to construct easy-to-operate sub-optimal policies. In Part I, a general introduction to stochastic supply chain systems is provided. Analytical models for various stochastic supply chain systems are formulated and analysed in Part II. In Part III the structural knowledge of the optimal control policies obtained in Part II is utilized to construct easy-to-operate sub-optimal control policies for various stochastic supply chain systems accordingly. Finally, Part IV discusses the optimisation of threshold-type control policies and their robustness. A key feature of the book is its tying together of ...
Optimization problems with equilibrium constraints and their numerical solution
Czech Academy of Sciences Publication Activity Database
Kočvara, Michal; Outrata, Jiří
Roč. 101 , č. 1 (2004), s. 119-149 ISSN 0025-5610 R&D Projects: GA AV ČR IAA1075005 Grant - others:BMBF(DE) 03ZOM3ER Institutional research plan: CEZ:AV0Z1075907 Keywords : optimization problems * MPEC * MPCC Subject RIV: BA - General Mathematics Impact factor: 1.016, year: 2004
Scenario tree generation and multi-asset financial optimization problems
DEFF Research Database (Denmark)
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex
2013-01-01
We compare two popular scenario tree generation methods in the context of financial optimization: moment matching and scenario reduction. Using a simple problem with a known analytic solution, moment matching-when ensuring absence of arbitrage-replicates this solution precisely. On the other hand...
Optimal portfolio selection for general provisioning and terminal wealth problems
van Weert, K.; Dhaene, J.; Goovaerts, M.
2010-01-01
In Dhaene et al. (2005), multiperiod portfolio selection problems are discussed, using an analytical approach to find optimal constant mix investment strategies in a provisioning or a savings context. In this paper we extend some of these results, investigating some specific, real-life situations.
Optimal portfolio selection for general provisioning and terminal wealth problems
van Weert, K.; Dhaene, J.; Goovaerts, M.
2009-01-01
In Dhaene et al. (2005), multiperiod portfolio selection problems are discussed, using an analytical approach to find optimal constant mix investment strategies in a provisioning or savings context. In this paper we extend some of these results, investigating some specific, real-life situations. The
New preconditioned conjugate gradient algorithms for nonlinear unconstrained optimization problems
International Nuclear Information System (INIS)
Al-Bayati, A.; Al-Asadi, N.
1997-01-01
This paper presents two new predilection conjugate gradient algorithms for nonlinear unconstrained optimization problems and examines their computational performance. Computational experience shows that the new proposed algorithms generally imp lone the efficiency of Nazareth's [13] preconditioned conjugate gradient algorithm. (authors). 16 refs., 1 tab
Optimal traffic control in highway transportation networks using linear programming
Li, Yanning; Canepa, Edward S.; Claudel, Christian G.
2014-01-01
of the Hamilton-Jacobi PDE, the problem of controlling the state of the system on a network link in a finite horizon can be posed as a Linear Program. Assuming all intersections in the network are controllable, we show that the optimization approach can
Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control
International Nuclear Information System (INIS)
Masiero, Federica
2005-01-01
Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations
Proposal of Evolutionary Simplex Method for Global Optimization Problem
Shimizu, Yoshiaki
To make an agile decision in a rational manner, role of optimization engineering has been notified increasingly under diversified customer demand. With this point of view, in this paper, we have proposed a new evolutionary method serving as an optimization technique in the paradigm of optimization engineering. The developed method has prospects to solve globally various complicated problem appearing in real world applications. It is evolved from the conventional method known as Nelder and Mead’s Simplex method by virtue of idea borrowed from recent meta-heuristic method such as PSO. Mentioning an algorithm to handle linear inequality constraints effectively, we have validated effectiveness of the proposed method through comparison with other methods using several benchmark problems.
Redundant interferometric calibration as a complex optimization problem
Grobler, T. L.; Bernardi, G.; Kenyon, J. S.; Parsons, A. R.; Smirnov, O. M.
2018-05-01
Observations of the redshifted 21 cm line from the epoch of reionization have recently motivated the construction of low-frequency radio arrays with highly redundant configurations. These configurations provide an alternative calibration strategy - `redundant calibration' - and boost sensitivity on specific spatial scales. In this paper, we formulate calibration of redundant interferometric arrays as a complex optimization problem. We solve this optimization problem via the Levenberg-Marquardt algorithm. This calibration approach is more robust to initial conditions than current algorithms and, by leveraging an approximate matrix inversion, allows for further optimization and an efficient implementation (`redundant STEFCAL'). We also investigated using the preconditioned conjugate gradient method as an alternative to the approximate matrix inverse, but found that its computational performance is not competitive with respect to `redundant STEFCAL'. The efficient implementation of this new algorithm is made publicly available.
Utilizing Problem Structure in Optimization of Radiation Therapy
International Nuclear Information System (INIS)
Carlsson, Fredrik
2008-04-01
In this thesis, optimization approaches for intensity-modulated radiation therapy are developed and evaluated with focus on numerical efficiency and treatment delivery aspects. The first two papers deal with strategies for solving fluence map optimization problems efficiently while avoiding solutions with jagged fluence profiles. The last two papers concern optimization of step-and-shoot parameters with emphasis on generating treatment plans that can be delivered efficiently and accurately. In the first paper, the problem dimension of a fluence map optimization problem is reduced through a spectral decomposition of the Hessian of the objective function. The weights of the eigenvectors corresponding to the p largest eigenvalues are introduced as optimization variables, and the impact on the solution of varying p is studied. Including only a few eigenvector weights results in faster initial decrease of the objective value, but with an inferior solution, compared to optimization of the bixel weights. An approach combining eigenvector weights and bixel weights produces improved solutions, but at the expense of the pre-computational time for the spectral decomposition. So-called iterative regularization is performed on fluence map optimization problems in the second paper. The idea is to find regular solutions by utilizing an optimization method that is able to find near-optimal solutions with non-jagged fluence profiles in few iterations. The suitability of a quasi-Newton sequential quadratic programming method is demonstrated by comparing the treatment quality of deliverable step-and-shoot plans, generated through leaf sequencing with a fixed number of segments, for different number of bixel-weight iterations. A conclusion is that over-optimization of the fluence map optimization problem prior to leaf sequencing should be avoided. An approach for dynamically generating multileaf collimator segments using a column generation approach combined with optimization of
Optimization analysis of propulsion motor control efficiency
Directory of Open Access Journals (Sweden)
CAI Qingnan
2017-12-01
Full Text Available [Objectives] This paper aims to strengthen the control effect of propulsion motors and decrease the energy used during actual control procedures.[Methods] Based on the traditional propulsion motor equivalence circuit, we increase the iron loss current component, introduce the definition of power matching ratio, calculate the highest efficiency of a motor at a given speed and discuss the flux corresponding to the power matching ratio with the highest efficiency. In the original motor vector efficiency optimization control module, an efficiency optimization control module is added so as to achieve motor efficiency optimization and energy conservation.[Results] MATLAB/Simulink simulation data shows that the efficiency optimization control method is suitable for most conditions. The operation efficiency of the improved motor model is significantly higher than that of the original motor model, and its dynamic performance is good.[Conclusions] Our motor efficiency optimization control method can be applied in engineering to achieve energy conservation.
Problem statement for optimal design of steel structures
Directory of Open Access Journals (Sweden)
Ginzburg Aleksandr Vital'evich
2014-07-01
Full Text Available The presented article considers the following complex of tasks. The main stages of the life cycle of a building construction with the indication of process entrance and process exit are described. Requirements imposed on steel constructions are considered. The optimum range of application for steel designs is specified, as well as merits and demerits of a design material. The nomenclature of metal designs is listed - the block diagram is constructed. Possible optimality criteria of steel designs, offered by various authors for various types of constructions are considered. It is established that most often the criterion of a minimum of design mass is accepted as criterion of optimality; more rarely - a minimum of the given expenses, a minimum of a design cost in business. In the present article special attention is paid to a type of objective function of optimization problem. It is also established that depending on the accepted optimality criterion, the use of different types of functions is possible. This complexity of objective function depends on completeness of optimality criterion application. In the work the authors consider the following objective functions: the mass of the main element of a design; objective function by criterion of factory cost; objective function by criterion of cost in business. According to these examples it can be seen that objective functions by the criteria of labor expenses for production of designs are generally non-linear, which complicates solving the optimization problem. Another important factor influencing the problem of optimal design solution for steel designs, which is analyzed, is account for operating restrictions. In the article 8 groups of restrictions are analyzed. Attempts to completely account for the parameters of objective function optimized by particular optimality criteria, taking into account all the operating restrictions, considerably complicates the problem of designing. For solving this
Optimizing investment fund allocation using vehicle routing problem framework
Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah Rozita
2014-07-01
The objective of investment is to maximize total returns or minimize total risks. To determine the optimum order of investment, vehicle routing problem method is used. The method which is widely used in the field of resource distribution shares almost similar characteristics with the problem of investment fund allocation. In this paper we describe and elucidate the concept of using vehicle routing problem framework in optimizing the allocation of investment fund. To better illustrate these similarities, sectorial data from FTSE Bursa Malaysia is used. Results show that different values of utility for risk-averse investors generate the same investment routes.
Essays on variational approximation techniques for stochastic optimization problems
Deride Silva, Julio A.
This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence
Bladder Control Problems in Women
... the parts of the brain that control thought, memory, and language injury multiple sclerosis—a disease that ... into the urine. Patches on the dipstick change color when blood or protein is present in urine. ...
Inverse and Control Problems in Electromagnetics
1994-10-14
subject of multicriteria optimization has been most thoroughly developed in the literature of mathematical economics and is most often associated there...8217, Lecture Notes in Economics and Marhemcrical Systems. Vol. 152. Springer. Berlin. 1978. 6. Kirsch. A. and Wilde. P., "Tie optimization of directivity and...indentation D, The geometry of the problem is shown in Fig. 1. The domain the upper half wace , and a such that (E. H) and (E’, HI) of interest is that
Ordinal optimization and its application to complex deterministic problems
Yang, Mike Shang-Yu
1998-10-01
We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.
Optimal Bilinear Control of Gross--Pitaevskii Equations
Hintermü ller, Michael; Marahrens, Daniel; Markowich, Peter A.; Sparber, Christof
2013-01-01
A mathematical framework for optimal bilinear control of nonlinear Schrödinger equations of Gross--Pitaevskii type arising in the description of Bose--Einstein condensates is presented. The obtained results generalize earlier efforts found in the literature in several aspects. In particular, the cost induced by the physical workload over the control process is taken into account rather than the often used L^2- or H^1-norms for the cost of the control action. Well-posedness of the problem and existence of an optimal control are proved. In addition, the first order optimality system is rigorously derived. Also a numerical solution method is proposed, which is based on a Newton-type iteration, and used to solve several coherent quantum control problems.
Time-optimal control with finite bandwidth
Hirose, M.; Cappellaro, P.
2018-04-01
Time-optimal control theory provides recipes to achieve quantum operations with high fidelity and speed, as required in quantum technologies such as quantum sensing and computation. While technical advances have achieved the ultrastrong driving regime in many physical systems, these capabilities have yet to be fully exploited for the precise control of quantum systems, as other limitations, such as the generation of higher harmonics or the finite response time of the control apparatus, prevent the implementation of theoretical time-optimal control. Here we present a method to achieve time-optimal control of qubit systems that can take advantage of fast driving beyond the rotating wave approximation. We exploit results from time-optimal control theory to design driving protocols that can be implemented with realistic, finite-bandwidth control fields, and we find a relationship between bandwidth limitations and achievable control fidelity.
Developments in model-based optimization and control distributed control and industrial applications
Grancharova, Alexandra; Pereira, Fernando
2015-01-01
This book deals with optimization methods as tools for decision making and control in the presence of model uncertainty. It is oriented to the use of these tools in engineering, specifically in automatic control design with all its components: analysis of dynamical systems, identification problems, and feedback control design. Developments in Model-Based Optimization and Control takes advantage of optimization-based formulations for such classical feedback design objectives as stability, performance and feasibility, afforded by the established body of results and methodologies constituting optimal control theory. It makes particular use of the popular formulation known as predictive control or receding-horizon optimization. The individual contributions in this volume are wide-ranging in subject matter but coordinated within a five-part structure covering material on: · complexity and structure in model predictive control (MPC); · collaborative MPC; · distributed MPC; · optimization-based analysis and desi...
Coupled Low-thrust Trajectory and System Optimization via Multi-Objective Hybrid Optimal Control
Vavrina, Matthew A.; Englander, Jacob Aldo; Ghosh, Alexander R.
2015-01-01
The optimization of low-thrust trajectories is tightly coupled with the spacecraft hardware. Trading trajectory characteristics with system parameters ton identify viable solutions and determine mission sensitivities across discrete hardware configurations is labor intensive. Local independent optimization runs can sample the design space, but a global exploration that resolves the relationships between the system variables across multiple objectives enables a full mapping of the optimal solution space. A multi-objective, hybrid optimal control algorithm is formulated using a multi-objective genetic algorithm as an outer loop systems optimizer around a global trajectory optimizer. The coupled problem is solved simultaneously to generate Pareto-optimal solutions in a single execution. The automated approach is demonstrated on two boulder return missions.
Saberi, A.; Sannuti, P.; Stoorvogel, A.A.
1994-01-01
For a general H2 optimal control problem, at first all Hz optimal measurement feedback controllers are characterized and parameterized, and then attention is focused on controllers with observer based architecture. Both full order as well as reduced order observer based H2 optimal controllers are
Statistical physics of hard combinatorial optimization: Vertex cover problem
Zhao, Jin-Hua; Zhou, Hai-Jun
2014-07-01
Typical-case computation complexity is a research topic at the boundary of computer science, applied mathematics, and statistical physics. In the last twenty years, the replica-symmetry-breaking mean field theory of spin glasses and the associated message-passing algorithms have greatly deepened our understanding of typical-case computation complexity. In this paper, we use the vertex cover problem, a basic nondeterministic-polynomial (NP)-complete combinatorial optimization problem of wide application, as an example to introduce the statistical physical methods and algorithms. We do not go into the technical details but emphasize mainly the intuitive physical meanings of the message-passing equations. A nonfamiliar reader shall be able to understand to a large extent the physics behind the mean field approaches and to adjust the mean field methods in solving other optimization problems.
Optimal control of a wave energy converter
Hendrikx, R.W.M.; Leth, J.; Andersen, P; Heemels, W.P.M.H.
2017-01-01
The optimal control strategy for a wave energy converter (WEC) with constraints on the control torque is investigated. The goal is to optimize the total energy delivered to the electricity grid. Using Pontryagin's maximum principle, the solution is found to be singular-bang. Using higher order
An historical survey of computational methods in optimal control.
Polak, E.
1973-01-01
Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.
Using Chemicals to Optimize Conformance Control in Fractured Reservoirs; TOPICAL
International Nuclear Information System (INIS)
Seright, Randall S.; Liang, Jenn-Tai; Schrader, Richard; Hagstrom II, John; Wang, Ying; Kumar, Ananad; Wavrik, Kathryn
2001-01-01
This report describes work performed during the third and final year of the project, Using Chemicals to Optimize Conformance Control in Fractured Reservoirs. This research project had three objectives. The first objective was to develop a capability to predict and optimize the ability of gels to reduce permeability to water more than that to oil or gas. The second objective was to develop procedures for optimizing blocking agent placement in wells where hydraulic fractures cause channeling problems. The third objective was to develop procedures to optimize blocking agent placement in naturally fractured reservoirs
Discrete Control Processes, Dynamic Games and Multicriterion Control Problems
Directory of Open Access Journals (Sweden)
Dumitru Lozovanu
2002-07-01
Full Text Available The discrete control processes with state evaluation in time of dynamical system is considered. A general model of control problems with integral-time cost criterion by a trajectory is studied and a general scheme for solving such classes of problems is proposed. In addition the game-theoretical and multicriterion models for control problems are formulated and studied.
Parameter Optimization of MIMO Fuzzy Optimal Model Predictive Control By APSO
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Adel Taieb
2017-01-01
Full Text Available This paper introduces a new development for designing a Multi-Input Multi-Output (MIMO Fuzzy Optimal Model Predictive Control (FOMPC using the Adaptive Particle Swarm Optimization (APSO algorithm. The aim of this proposed control, called FOMPC-APSO, is to develop an efficient algorithm that is able to have good performance by guaranteeing a minimal control. This is done by determining the optimal weights of the objective function. Our method is considered an optimization problem based on the APSO algorithm. The MIMO system to be controlled is modeled by a Takagi-Sugeno (TS fuzzy system whose parameters are identified using weighted recursive least squares method. The utility of the proposed controller is demonstrated by applying it to two nonlinear processes, Continuous Stirred Tank Reactor (CSTR and Tank system, where the proposed approach provides better performances compared with other methods.
Time-optimal feedback control for linear systems
International Nuclear Information System (INIS)
Mirica, S.
1976-01-01
The paper deals with the results of qualitative investigations of the time-optimal feedback control for linear systems with constant coefficients. In the first section, after some definitions and notations, two examples are given and it is shown that even the time-optimal control problem for linear systems with constant coefficients which looked like ''completely solved'' requires a further qualitative investigation of the stability to ''permanent perturbations'' of optimal feedback control. In the second section some basic results of the linear time-optimal control problem are reviewed. The third section deals with the definition of Boltyanskii's ''regular synthesis'' and its connection to Filippov's theory of right-hand side discontinuous differential equations. In the fourth section a theorem is proved concerning the stability to perturbations of time-optimal feedback control for linear systems with scalar control. In the last two sections it is proved that, if the matrix which defines the system has only real eigenvalues or is three-dimensional, the time-optimal feedback control defines a regular synthesis and therefore is stable to perturbations. (author)
Perturbation analysis of linear control problems
International Nuclear Information System (INIS)
Petkov, Petko; Konstantinov, Mihail
2017-01-01
The paper presents a brief overview of the technique of splitting operators, proposed by the authors and intended for perturbation analysis of control problems involving unitary and orthogonal matrices. Combined with the technique of Lyapunov majorants and the implementation of the Banach and Schauder fixed point principles, it allows to obtain rigorous non-local perturbation bounds for a set of sensitivity analysis problems. Among them are the reduction of linear systems into orthogonal canonical forms, the feedback synthesis problem and pole assignment problem in particular, as well as other important problems in control theory and linear algebra. Key words: perturbation analysis, canonical forms, feedback synthesis
Neural Networks for Optimal Control
DEFF Research Database (Denmark)
Sørensen, O.
1995-01-01
Two neural networks are trained to act as an observer and a controller, respectively, to control a non-linear, multi-variable process.......Two neural networks are trained to act as an observer and a controller, respectively, to control a non-linear, multi-variable process....
Optimal switching using coherent control
DEFF Research Database (Denmark)
Kristensen, Philip Trøst; Heuck, Mikkel; Mørk, Jesper
2013-01-01
that the switching time, in general, is not limited by the cavity lifetime. Therefore, the total energy required for switching is a more relevant figure of merit than the switching speed, and for a particular two-pulse switching scheme we use calculus of variations to optimize the switching in terms of input energy....
Improved Sensitivity Relations in State Constrained Optimal Control
International Nuclear Information System (INIS)
Bettiol, Piernicola; Frankowska, Hélène; Vinter, Richard B.
2015-01-01
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjoint state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because
Particle Swarm Optimization and Uncertainty Assessment in Inverse Problems
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José L. G. Pallero
2018-01-01
Full Text Available Most inverse problems in the industry (and particularly in geophysical exploration are highly underdetermined because the number of model parameters too high to achieve accurate data predictions and because the sampling of the data space is scarce and incomplete; it is always affected by different kinds of noise. Additionally, the physics of the forward problem is a simplification of the reality. All these facts result in that the inverse problem solution is not unique; that is, there are different inverse solutions (called equivalent, compatible with the prior information that fits the observed data within similar error bounds. In the case of nonlinear inverse problems, these equivalent models are located in disconnected flat curvilinear valleys of the cost-function topography. The uncertainty analysis consists of obtaining a representation of this complex topography via different sampling methodologies. In this paper, we focus on the use of a particle swarm optimization (PSO algorithm to sample the region of equivalence in nonlinear inverse problems. Although this methodology has a general purpose, we show its application for the uncertainty assessment of the solution of a geophysical problem concerning gravity inversion in sedimentary basins, showing that it is possible to efficiently perform this task in a sampling-while-optimizing mode. Particularly, we explain how to use and analyze the geophysical models sampled by exploratory PSO family members to infer different descriptors of nonlinear uncertainty.
Reynoso Meza, Gilberto; Sanchis Saez, Javier; Herrero Durá, Juan Manuel
2017-01-01
This book is devoted to Multiobjective Optimization Design (MOOD) procedures for controller tuning applications, by means of Evolutionary Multiobjective Optimization (EMO). It presents developments in tools, procedures and guidelines to facilitate this process, covering the three fundamental steps in the procedure: problem definition, optimization and decision-making. The book is divided into four parts. The first part, Fundamentals, focuses on the necessary theoretical background and provides specific tools for practitioners. The second part, Basics, examines a range of basic examples regarding the MOOD procedure for controller tuning, while the third part, Benchmarking, demonstrates how the MOOD procedure can be employed in several control engineering problems. The fourth part, Applications, is dedicated to implementing the MOOD procedure for controller tuning in real processes.
Optimal control of a waste water cleaning plant
Directory of Open Access Journals (Sweden)
Ellina V. Grigorieva
2010-09-01
Full Text Available In this work, a model of a waste water treatment plant is investigated. The model is described by a nonlinear system of two differential equations with one bounded control. An optimal control problem of minimizing concentration of the polluted water at the terminal time T is stated and solved analytically with the use of the Pontryagin Maximum Principle. Dependence of the optimal solution on the initial conditions is established. Computer simulations of a model of an industrial waste water treatment plant show the advantage of using our optimal strategy. Possible applications are discussed.
Global Optimization of Nonlinear Blend-Scheduling Problems
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Pedro A. Castillo Castillo
2017-04-01
Full Text Available The scheduling of gasoline-blending operations is an important problem in the oil refining industry. This problem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but also non-convex nonlinear behavior, due to the blending of various materials with different quality properties. In this work, a global optimization algorithm is proposed to solve a previously published continuous-time mixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimization, the distribution problem, and several important operational features and constraints. The algorithm employs piecewise McCormick relaxation (PMCR and normalized multiparametric disaggregation technique (NMDT to compute estimates of the global optimum. These techniques partition the domain of one of the variables in a bilinear term and generate convex relaxations for each partition. By increasing the number of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates of the global solution. The algorithm is compared to two commercial global solvers and two heuristic methods by solving four examples from the literature. Results show that the proposed global optimization algorithm performs on par with commercial solvers but is not as fast as heuristic approaches.
Stability, Optimality and Manipulation in Matching Problems with Weighted Preferences
Directory of Open Access Journals (Sweden)
Maria Silvia Pini
2013-11-01
Full Text Available The stable matching problem (also known as the stable marriage problem is a well-known problem of matching men to women, so that no man and woman, who are not married to each other, both prefer each other. Such a problem has a wide variety of practical applications, ranging from matching resident doctors to hospitals, to matching students to schools or, more generally, to any two-sided market. In the classical stable marriage problem, both men and women express a strict preference order over the members of the other sex, in a qualitative way. Here, we consider stable marriage problems with weighted preferences: each man (resp., woman provides a score for each woman (resp., man. Such problems are more expressive than the classical stable marriage problems. Moreover, in some real-life situations, it is more natural to express scores (to model, for example, profits or costs rather than a qualitative preference ordering. In this context, we define new notions of stability and optimality, and we provide algorithms to find marriages that are stable and/or optimal according to these notions. While expressivity greatly increases by adopting weighted preferences, we show that, in most cases, the desired solutions can be found by adapting existing algorithms for the classical stable marriage problem. We also consider the manipulability properties of the procedures that return such stable marriages. While we know that all procedures are manipulable by modifying the preference lists or by truncating them, here, we consider if manipulation can occur also by just modifying the weights while preserving the ordering and avoiding truncation. It turns out that, by adding weights, in some cases, we may increase the possibility of manipulating, and this cannot be avoided by any reasonable restriction on the weights.
A roadmap for optimal control: the right way to commute.
Ross, I Michael
2005-12-01
Optimal control theory is the foundation for many problems in astrodynamics. Typical examples are trajectory design and optimization, relative motion control of distributed space systems and attitude steering. Many such problems in astrodynamics are solved by an alternative route of mathematical analysis and deep physical insight, in part because of the perception that an optimal control framework generates hard problems. Although this is indeed true of the Bellman and Pontryagin frameworks, the covector mapping principle provides a neoclassical approach that renders hard problems easy. That is, although the origins of this philosophy can be traced back to Bernoulli and Euler, it is essentially modern as a result of the strong linkage between approximation theory, set-valued analysis and computing technology. Motivated by the broad success of this approach, mission planners are now conceiving and demanding higher performance from space systems. This has resulted in new set of theoretical and computational problems. Recently, under the leadership of NASA-GRC, several workshops were held to address some of these problems. This paper outlines the theoretical issues stemming from practical problems in astrodynamics. Emphasis is placed on how it pertains to advanced mission design problems.
Hybrid Quantum-Classical Approach to Quantum Optimal Control.
Li, Jun; Yang, Xiaodong; Peng, Xinhua; Sun, Chang-Pu
2017-04-14
A central challenge in quantum computing is to identify more computational problems for which utilization of quantum resources can offer significant speedup. Here, we propose a hybrid quantum-classical scheme to tackle the quantum optimal control problem. We show that the most computationally demanding part of gradient-based algorithms, namely, computing the fitness function and its gradient for a control input, can be accomplished by the process of evolution and measurement on a quantum simulator. By posing queries to and receiving answers from the quantum simulator, classical computing devices update the control parameters until an optimal control solution is found. To demonstrate the quantum-classical scheme in experiment, we use a seven-qubit nuclear magnetic resonance system, on which we have succeeded in optimizing state preparation without involving classical computation of the large Hilbert space evolution.
Control and Optimization Methods for Electric Smart Grids
Ilić, Marija
2012-01-01
Control and Optimization Methods for Electric Smart Grids brings together leading experts in power, control and communication systems,and consolidates some of the most promising recent research in smart grid modeling,control and optimization in hopes of laying the foundation for future advances in this critical field of study. The contents comprise eighteen essays addressing wide varieties of control-theoretic problems for tomorrow’s power grid. Topics covered include: Control architectures for power system networks with large-scale penetration of renewable energy and plug-in vehicles Optimal demand response New modeling methods for electricity markets Control strategies for data centers Cyber-security Wide-area monitoring and control using synchronized phasor measurements. The authors present theoretical results supported by illustrative examples and practical case studies, making the material comprehensible to a wide audience. The results reflect the exponential transformation that today’s grid is going...
Optimizing Human Diet Problem Based on Price and Taste Using
Directory of Open Access Journals (Sweden)
Hossein EGHBALI
2012-07-01
Full Text Available Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Due to price fluctuations and taste diversity, these two factors cannot be certainly and determinately evaluated. This problem must be viewed from another perspective because of the uncertainty about the amount of nutrients per unit of foods and also diversity of people’s daily needs to receive them.This paper discusses human diet problem in fuzzy environment. The approach deals with multi-objective fuzzy linear programming problem using a fuzzy programming technique for its solution. By prescribing a diet merely based on crisp data, some ofthe realities are neglected. For the same reason, we dealt with human diet problem through fuzzy approach. Results indicated uncertainty about factors of nutrition diet -including taste and price, amount of nutrients and their intake- would affect diet quality, making the proposed diet more realistic.
Optimal Power Flow Control by Rotary Power Flow Controller
Directory of Open Access Journals (Sweden)
KAZEMI, A.
2011-05-01
Full Text Available This paper presents a new power flow model for rotary power flow controller (RPFC. RPFC injects a series voltage into the transmission line and provides series compensation and phase shifting simultaneously. Therefore, it is able to control the transmission line impedance and the active power flow through it. An RPFC is composed mainly of two rotary phase shifting transformers (RPST and two conventional (series and shunt transformers. Structurally, an RPST consists of two windings (stator and rotor windings. The rotor windings of the two RPSTs are connected in parallel and their stator windings are in series. The injected voltage is proportional to the vector sum of the stator voltages and so its amplitude and angle are affected by the rotor position of the two RPSTs. This paper, describes the steady state operation and single-phase equivalent circuit of the RPFC. Also in this paper, a new power flow model, based on power injection model of flexible ac transmission system (FACTS controllers, suitable for the power flow analysis is introduced. Proposed model is used to solve optimal power flow (OPF problem in IEEE standard test systems incorporating RPFC and the optimal settings and location of the RPFC is determined.
Directory of Open Access Journals (Sweden)
Weixing Su
2017-03-01
Full Text Available There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell’s pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.
Su, Weixing; Chen, Hanning; Liu, Fang; Lin, Na; Jing, Shikai; Liang, Xiaodan; Liu, Wei
2017-03-01
There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC) for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell's pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.
Optimal Control Development System for Electrical Drives
Directory of Open Access Journals (Sweden)
Marian GAICEANU
2008-08-01
Full Text Available In this paper the optimal electrical drive development system is presented. It consists of both electrical drive types: DC and AC. In order to implement the optimal control for AC drive system an Altivar 71 inverter, a Frato magnetic particle brake (as load, three-phase induction machine, and dSpace 1104 controller have been used. The on-line solution of the matrix Riccati differential equation (MRDE is computed by dSpace 1104 controller, based on the corresponding feedback signals, generating the optimal speed reference for the AC drive system. The optimal speed reference is tracked by Altivar 71 inverter, conducting to energy reduction in AC drive. The classical control (consisting of rotor field oriented control with PI controllers and the optimal one have been implemented by designing an adequate ControlDesk interface. The three-phase induction machine (IM is controlled at constant flux. Therefore, the linear dynamic mathematical model of the IM has been obtained. The optimal control law provides transient regimes with minimal energy consumption. The obtained solution by integration of the MRDE is orientated towards the numerical implementation-by using a zero order hold. The development system is very useful for researchers, doctoral students or experts training in electrical drive. The experimental results are shown.
RECIPES FOR BUILDING THE DUAL OF CONIC OPTIMIZATION PROBLEM
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Diah Chaerani
2010-08-01
Full Text Available Building the dual of the primal problem of Conic Optimization (CO isa very important step to make the ¯nding optimal solution. In many cases a givenproblem does not have the simple structure of CO problem (i.e., minimizing a linearfunction over an intersection between a±ne space and convex cones but there areseveral conic constraints and sometimes also equality constraints. In this paper wedeal with the question how to form the dual problem in such cases. We discuss theanswer by considering several conic constraints with or without equality constraints.The recipes for building the dual of such cases is formed in standard matrix forms,such that it can be used easily on the numerical experiment. Special attention isgiven to dual development of special classes of CO problems, i.e., conic quadraticand semide¯nite problems. In this paper, we also brie°y present some preliminariestheory on CO as an introduction to the main topic
On the MSE Performance and Optimization of Regularized Problems
Alrashdi, Ayed
2016-11-01
The amount of data that has been measured, transmitted/received, and stored in the recent years has dramatically increased. So, today, we are in the world of big data. Fortunately, in many applications, we can take advantages of possible structures and patterns in the data to overcome the curse of dimensionality. The most well known structures include sparsity, low-rankness, block sparsity. This includes a wide range of applications such as machine learning, medical imaging, signal processing, social networks and computer vision. This also led to a specific interest in recovering signals from noisy compressed measurements (Compressed Sensing (CS) problem). Such problems are generally ill-posed unless the signal is structured. The structure can be captured by a regularizer function. This gives rise to a potential interest in regularized inverse problems, where the process of reconstructing the structured signal can be modeled as a regularized problem. This thesis particularly focuses on finding the optimal regularization parameter for such problems, such as ridge regression, LASSO, square-root LASSO and low-rank Generalized LASSO. Our goal is to optimally tune the regularizer to minimize the mean-squared error (MSE) of the solution when the noise variance or structure parameters are unknown. The analysis is based on the framework of the Convex Gaussian Min-max Theorem (CGMT) that has been used recently to precisely predict performance errors.
The Propulsive-Only Flight Control Problem
Blezad, Daniel J.
1996-01-01
Attitude control of aircraft using only the throttles is investigated. The long time constants of both the engines and of the aircraft dynamics, together with the coupling between longitudinal and lateral aircraft modes make piloted flight with failed control surfaces hazardous, especially when attempting to land. This research documents the results of in-flight operation using simulated failed flight controls and ground simulations of piloted propulsive-only control to touchdown. Augmentation control laws to assist the pilot are described using both optimal control and classical feedback methods. Piloted simulation using augmentation shows that simple and effective augmented control can be achieved in a wide variety of failed configurations.
A concept for global optimization of topology design problems
DEFF Research Database (Denmark)
Stolpe, Mathias; Achtziger, Wolfgang; Kawamoto, Atsushi
2006-01-01
We present a concept for solving topology design problems to proven global optimality. We propose that the problems are modeled using the approach of simultaneous analysis and design with discrete design variables and solved with convergent branch and bound type methods. This concept is illustrated...... on two applications. The first application is the design of stiff truss structures where the bar areas are chosen from a finite set of available areas. The second considered application is simultaneous topology and geometry design of planar articulated mechanisms. For each application we outline...
Analytic semigroups and optimal regularity in parabolic problems
Lunardi, Alessandra
2012-01-01
The book shows how the abstract methods of analytic semigroups and evolution equations in Banach spaces can be fruitfully applied to the study of parabolic problems. Particular attention is paid to optimal regularity results in linear equations. Furthermore, these results are used to study several other problems, especially fully nonlinear ones. Owing to the new unified approach chosen, known theorems are presented from a novel perspective and new results are derived. The book is self-contained. It is addressed to PhD students and researchers interested in abstract evolution equations and in p
Dynamic optimization and adaptive controller design
Inamdar, S. R.
2010-10-01
In this work I present a new type of controller which is an adaptive tracking controller which employs dynamic optimization for optimizing current value of controller action for the temperature control of nonisothermal continuously stirred tank reactor (CSTR). We begin with a two-state model of nonisothermal CSTR which are mass and heat balance equations and then add cooling system dynamics to eliminate input multiplicity. The initial design value is obtained using local stability of steady states where approach temperature for cooling action is specified as a steady state and a design specification. Later we make a correction in the dynamics where material balance is manipulated to use feed concentration as a system parameter as an adaptive control measure in order to avoid actuator saturation for the main control loop. The analysis leading to design of dynamic optimization based parameter adaptive controller is presented. The important component of this mathematical framework is reference trajectory generation to form an adaptive control measure.
An Elite Decision Making Harmony Search Algorithm for Optimization Problem
Directory of Open Access Journals (Sweden)
Lipu Zhang
2012-01-01
Full Text Available This paper describes a new variant of harmony search algorithm which is inspired by a well-known item “elite decision making.” In the new algorithm, the good information captured in the current global best and the second best solutions can be well utilized to generate new solutions, following some probability rule. The generated new solution vector replaces the worst solution in the solution set, only if its fitness is better than that of the worst solution. The generating and updating steps and repeated until the near-optimal solution vector is obtained. Extensive computational comparisons are carried out by employing various standard benchmark optimization problems, including continuous design variables and integer variables minimization problems from the literature. The computational results show that the proposed new algorithm is competitive in finding solutions with the state-of-the-art harmony search variants.
Yu, Xue; Chen, Wei-Neng; Gu, Tianlong; Zhang, Huaxiang; Yuan, Huaqiang; Kwong, Sam; Zhang, Jun
2017-08-07
This paper studies a specific class of multiobjective combinatorial optimization problems (MOCOPs), namely the permutation-based MOCOPs. Many commonly seen MOCOPs, e.g., multiobjective traveling salesman problem (MOTSP), multiobjective project scheduling problem (MOPSP), belong to this problem class and they can be very different. However, as the permutation-based MOCOPs share the inherent similarity that the structure of their search space is usually in the shape of a permutation tree, this paper proposes a generic multiobjective set-based particle swarm optimization methodology based on decomposition, termed MS-PSO/D. In order to coordinate with the property of permutation-based MOCOPs, MS-PSO/D utilizes an element-based representation and a constructive approach. Through this, feasible solutions under constraints can be generated step by step following the permutation-tree-shaped structure. And problem-related heuristic information is introduced in the constructive approach for efficiency. In order to address the multiobjective optimization issues, the decomposition strategy is employed, in which the problem is converted into multiple single-objective subproblems according to a set of weight vectors. Besides, a flexible mechanism for diversity control is provided in MS-PSO/D. Extensive experiments have been conducted to study MS-PSO/D on two permutation-based MOCOPs, namely the MOTSP and the MOPSP. Experimental results validate that the proposed methodology is promising.
Shape optimization for Stokes problem with threshold slip
Czech Academy of Sciences Publication Activity Database
Haslinger, J.; Stebel, Jan; Taoufik, S.
2014-01-01
Roč. 59, č. 6 (2014), s. 631-652 ISSN 0862-7940 R&D Projects: GA ČR GA201/09/0917; GA ČR(CZ) GAP201/12/0671 Institutional support: RVO:67985840 Keywords : Stokes problem * friction boundary condition * shape optimization Subject RIV: BA - General Mathematics Impact factor: 0.400, year: 2014 http://link.springer.com/article/10.1007%2Fs10492-014-0077-z
Optimizing Distribution Problems using WinQSB Software
Directory of Open Access Journals (Sweden)
Daniel Mihai Amariei
2015-07-01
Full Text Available In the present paper we are presenting a problem of distribution using the Network Modeling Module of the WinQSB software, were we have 5 athletes which we must assign the optimal sample, function of the obtained time, so as to obtain the maximum output of the athletes. Also we analyzed the case of an accident of 2 athletes, the coupling of 3 athletes with 5 various athletic events causing the maximum coupling, done using the Hungarian algorithm.
Tokenplan: A Planner for Both Satisfaction and Optimization Problem
Meiller, Yannick; Fabiani, Patrick
2001-01-01
Tokenplan is a planner based on the use of Petri nets. Its main feature is the flexibility it offers in the way it builds the planning graph. The Fifth International Conference on Artificial Intelligence Planning and Scheduling planning competition validated its behavior with a graphplan-like behavior. The next step is to demonstrate the benefits we expect from our planner in planning problems involving optimization and uncertainty handling.
Heuristics for NP-hard optimization problems - simpler is better!?
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Žerovnik Janez
2015-11-01
Full Text Available We provide several examples showing that local search, the most basic metaheuristics, may be a very competitive choice for solving computationally hard optimization problems. In addition, generation of starting solutions by greedy heuristics should be at least considered as one of very natural possibilities. In this critical survey, selected examples discussed include the traveling salesman, the resource-constrained project scheduling, the channel assignment, and computation of bounds for the Shannon capacity.
Role of controllability in optimizing quantum dynamics
International Nuclear Information System (INIS)
Wu Rebing; Hsieh, Michael A.; Rabitz, Herschel
2011-01-01
This paper reveals an important role that controllability plays in the complexity of optimizing quantum control dynamics. We show that the loss of controllability generally leads to multiple locally suboptimal controls when gate fidelity in a quantum control system is maximized, which does not happen if the system is controllable. Such local suboptimal controls may attract an optimization algorithm into a local trap when a global optimal solution is sought, even if the target gate can be perfectly realized. This conclusion results from an analysis of the critical topology of the corresponding quantum control landscape, which refers to the gate fidelity objective as a functional of the control fields. For uncontrollable systems, due to SU(2) and SU(3) dynamical symmetries, the control landscape corresponding to an implementable target gate is proven to possess multiple locally optimal critical points, and its ruggedness can be further increased if the target gate is not realizable. These results imply that the optimization of quantum dynamics can be seriously impeded when operating with local search algorithms under these conditions, and thus full controllability is demanded.
Ananiev, Sergey
2006-01-01
The paper demonstrates the equivalence between the optimality criteria (OC) method, initially proposed by Bendsoe & Kikuchi for topology optimization problem, and the projected gradient method. The equivalence is shown using Hestenes definition of Lagrange multipliers. Based on this development, an alternative formulation of the Karush-Kuhn-Tucker (KKT) condition is suggested. Such reformulation has some advantages, which will be also discussed in the paper. For verification purposes the modi...
Optimal control of LQR for discrete time-varying systems with input delays
Yin, Yue-Zhu; Yang, Zhong-Lian; Yin, Zhi-Xiang; Xu, Feng
2018-04-01
In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.
Guaranteed Discrete Energy Optimization on Large Protein Design Problems.
Simoncini, David; Allouche, David; de Givry, Simon; Delmas, Céline; Barbe, Sophie; Schiex, Thomas
2015-12-08
In Computational Protein Design (CPD), assuming a rigid backbone and amino-acid rotamer library, the problem of finding a sequence with an optimal conformation is NP-hard. In this paper, using Dunbrack's rotamer library and Talaris2014 decomposable energy function, we use an exact deterministic method combining branch and bound, arc consistency, and tree-decomposition to provenly identify the global minimum energy sequence-conformation on full-redesign problems, defining search spaces of size up to 10(234). This is achieved on a single core of a standard computing server, requiring a maximum of 66GB RAM. A variant of the algorithm is able to exhaustively enumerate all sequence-conformations within an energy threshold of the optimum. These proven optimal solutions are then used to evaluate the frequencies and amplitudes, in energy and sequence, at which an existing CPD-dedicated simulated annealing implementation may miss the optimum on these full redesign problems. The probability of finding an optimum drops close to 0 very quickly. In the worst case, despite 1,000 repeats, the annealing algorithm remained more than 1 Rosetta unit away from the optimum, leading to design sequences that could differ from the optimal sequence by more than 30% of their amino acids.
Parallel particle swarm optimization algorithm in nuclear problems
International Nuclear Information System (INIS)
Waintraub, Marcel; Pereira, Claudio M.N.A.; Schirru, Roberto
2009-01-01
Particle Swarm Optimization (PSO) is a population-based metaheuristic (PBM), in which solution candidates evolve through simulation of a simplified social adaptation model. Putting together robustness, efficiency and simplicity, PSO has gained great popularity. Many successful applications of PSO are reported, in which PSO demonstrated to have advantages over other well-established PBM. However, computational costs are still a great constraint for PSO, as well as for all other PBMs, especially in optimization problems with time consuming objective functions. To overcome such difficulty, parallel computation has been used. The default advantage of parallel PSO (PPSO) is the reduction of computational time. Master-slave approaches, exploring this characteristic are the most investigated. However, much more should be expected. It is known that PSO may be improved by more elaborated neighborhood topologies. Hence, in this work, we develop several different PPSO algorithms exploring the advantages of enhanced neighborhood topologies implemented by communication strategies in multiprocessor architectures. The proposed PPSOs have been applied to two complex and time consuming nuclear engineering problems: reactor core design and fuel reload optimization. After exhaustive experiments, it has been concluded that: PPSO still improves solutions after many thousands of iterations, making prohibitive the efficient use of serial (non-parallel) PSO in such kind of realworld problems; and PPSO with more elaborated communication strategies demonstrated to be more efficient and robust than the master-slave model. Advantages and peculiarities of each model are carefully discussed in this work. (author)
Robust Optimization Model for Production Planning Problem under Uncertainty
Directory of Open Access Journals (Sweden)
Pembe GÜÇLÜ
2017-01-01
Full Text Available Conditions of businesses change very quickly. To take into account the uncertainty engendered by changes has become almost a rule while planning. Robust optimization techniques that are methods of handling uncertainty ensure to produce less sensitive results to changing conditions. Production planning, is to decide from which product, when and how much will be produced, with a most basic definition. Modeling and solution of the Production planning problems changes depending on structure of the production processes, parameters and variables. In this paper, it is aimed to generate and apply scenario based robust optimization model for capacitated two-stage multi-product production planning problem under parameter and demand uncertainty. With this purpose, production planning problem of a textile company that operate in İzmir has been modeled and solved, then deterministic scenarios’ and robust method’s results have been compared. Robust method has provided a production plan that has higher cost but, will result close to feasible and optimal for most of the different scenarios in the future.
Robust Optimal Adaptive Trajectory Tracking Control of Quadrotor Helicopter
Directory of Open Access Journals (Sweden)
M. Navabi
Full Text Available Abstract This paper focuses on robust optimal adaptive control strategy to deal with tracking problem of a quadrotor unmanned aerial vehicle (UAV in presence of parametric uncertainties, actuator amplitude constraints, and unknown time-varying external disturbances. First, Lyapunov-based indirect adaptive controller optimized by particle swarm optimization (PSO is developed for multi-input multi-output (MIMO nonlinear quadrotor to prevent input constraints violation, and then disturbance observer-based control (DOBC technique is aggregated with the control system to attenuate the effects of disturbance generated by an exogenous system. The performance of synthesis control method is evaluated by a new performance index function in time-domain, and the stability analysis is carried out using Lyapunov theory. Finally, illustrative numerical simulations are conducted to demonstrate the effectiveness of the presented approach in altitude and attitude tracking under several conditions, including large time-varying uncertainty, exogenous disturbance, and control input constraints.
Optimal Speed Control for Cruising
DEFF Research Database (Denmark)
Blanke, M.
1994-01-01
With small profit margins in merchant shipping and more than eighty percent of sailing time being cross ocean voyages, speed control is crucial for vessel profitability......With small profit margins in merchant shipping and more than eighty percent of sailing time being cross ocean voyages, speed control is crucial for vessel profitability...
Directory of Open Access Journals (Sweden)
Yan Sun
2015-09-01
Full Text Available Purpose: The purpose of study is to solve the multi-modal transportation routing planning problem that aims to select an optimal route to move a consignment of goods from its origin to its destination through the multi-modal transportation network. And the optimization is from two viewpoints including cost and time. Design/methodology/approach: In this study, a bi-objective mixed integer linear programming model is proposed to optimize the multi-modal transportation routing planning problem. Minimizing the total transportation cost and the total transportation time are set as the optimization objectives of the model. In order to balance the benefit between the two objectives, Pareto optimality is utilized to solve the model by gaining its Pareto frontier. The Pareto frontier of the model can provide the multi-modal transportation operator (MTO and customers with better decision support and it is gained by the normalized normal constraint method. Then, an experimental case study is designed to verify the feasibility of the model and Pareto optimality by using the mathematical programming software Lingo. Finally, the sensitivity analysis of the demand and supply in the multi-modal transportation organization is performed based on the designed case. Findings: The calculation results indicate that the proposed model and Pareto optimality have good performance in dealing with the bi-objective optimization. The sensitivity analysis also shows the influence of the variation of the demand and supply on the multi-modal transportation organization clearly. Therefore, this method can be further promoted to the practice. Originality/value: A bi-objective mixed integer linear programming model is proposed to optimize the multi-modal transportation routing planning problem. The Pareto frontier based sensitivity analysis of the demand and supply in the multi-modal transportation organization is performed based on the designed case.
Directory of Open Access Journals (Sweden)
Guo-Qiang Zeng
2014-01-01
Full Text Available As a novel evolutionary optimization method, extremal optimization (EO has been successfully applied to a variety of combinatorial optimization problems. However, the applications of EO in continuous optimization problems are relatively rare. This paper proposes an improved real-coded population-based EO method (IRPEO for continuous unconstrained optimization problems. The key operations of IRPEO include generation of real-coded random initial population, evaluation of individual and population fitness, selection of bad elements according to power-law probability distribution, generation of new population based on uniform random mutation, and updating the population by accepting the new population unconditionally. The experimental results on 10 benchmark test functions with the dimension N=30 have shown that IRPEO is competitive or even better than the recently reported various genetic algorithm (GA versions with different mutation operations in terms of simplicity, effectiveness, and efficiency. Furthermore, the superiority of IRPEO to other evolutionary algorithms such as original population-based EO, particle swarm optimization (PSO, and the hybrid PSO-EO is also demonstrated by the experimental results on some benchmark functions.
Issues and Strategies in Solving Multidisciplinary Optimization Problems
Patnaik, Surya
2013-01-01
Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. The accumulated multidisciplinary design activity is collected under a testbed entitled COMETBOARDS. Several issues were encountered during the solution of the problems. Four issues and the strategies adapted for their resolution are discussed. This is followed by a discussion on analytical methods that is limited to structural design application. An optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. Optimum solutions obtained were infeasible for aircraft and airbreathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through a set of problems: Design of an engine component, Synthesis of a subsonic aircraft, Operation optimization of a supersonic engine, Design of a wave-rotor-topping device, Profile optimization of a cantilever beam, and Design of a cylindrical shell. This chapter provides a cursory account of the issues. Cited references provide detailed discussion on the topics. Design of a structure can also be generated by traditional method and the stochastic design concept. Merits and limitations of the three methods (traditional method, optimization method and stochastic concept) are illustrated. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the
Parameters control in GAs for dynamic optimization
Directory of Open Access Journals (Sweden)
Khalid Jebari
2013-02-01
Full Text Available The Control of Genetic Algorithms parameters allows to optimize the search process and improves the performance of the algorithm. Moreover it releases the user to dive into a game process of trial and failure to find the optimal parameters.
Optimal Control Design for a Solar Greenhouse
Ooteghem, van R.J.C.
2010-01-01
Abstract: An optimal climate control has been designed for a solar greenhouse to achieve optimal crop production with sustainable instead of fossil energy. The solar greenhouse extends a conventional greenhouse with an improved roof cover, ventilation with heat recovery, a heat pump, a heat
Optimization and control of metal forming processes
Havinga, Gosse Tjipke
2016-01-01
Inevitable variations in process and material properties limit the accuracy of metal forming processes. Robust optimization methods or control systems can be used to improve the production accuracy. Robust optimization methods are used to design production processes with low sensitivity to the
Optimal control and the calculus of variations
Pinch, Enid R
1993-01-01
This introduction to optimal control theory is intended for undergraduate mathematicians and for engineers and scientists with some knowledge of classical analysis. It includes sections on classical optimization and the calculus of variations. All the important theorems are carefully proved. There are many worked examples and exercises for the reader to attempt.
Direct Optimal Control of Duffing Dynamics
Oz, Hayrani; Ramsey, John K.
2002-01-01
The "direct control method" is a novel concept that is an attractive alternative and competitor to the differential-equation-based methods. The direct method is equally well applicable to nonlinear, linear, time-varying, and time-invariant systems. For all such systems, the method yields explicit closed-form control laws based on minimization of a quadratic control performance measure. We present an application of the direct method to the dynamics and optimal control of the Duffing system where the control performance measure is not restricted to a quadratic form and hence may include a quartic energy term. The results we present in this report also constitute further generalizations of our earlier work in "direct optimal control methodology." The approach is demonstrated for the optimal control of the Duffing equation with a softening nonlinear stiffness.
HCCI engine control and optimization
Killingsworth, Nicholas J.
2007-01-01
Homogeneous charge compression ignition (HCCI) engines have the benefit of high efficiency with low emissions of nitrogen oxides and particulates. These benefits are due to the autoignition process of the dilute mixture of fuel and air during compression. However, because there is no direct ignition trigger, control of ignition is inherently more difficult than in standard internal combustion engines. This difficulty necessitates that a feedback controller be used to keep the engine at a desi...
The heat treatment of steel. A mathematical control problem
Energy Technology Data Exchange (ETDEWEB)
Hoemberg, Dietmar; Kern, Daniela
2009-07-21
The goal of this paper is to show how the heat treatment of steel can be modelled in terms of a mathematical optimal control problem. The approach is applied to laser surface hardening and the cooling of a steel slab including mechanical effects. Finally, it is shown how the results can be utilized in industrial practice by a coupling with machine-based control. (orig.)
Numerical optimization of circulation control airfoils
Tai, T. C.; Kidwell, G. H., Jr.; Vanderplaats, G. N.
1981-01-01
A numerical procedure for optimizing circulation control airfoils, which consists of the coupling of an optimization scheme with a viscous potential flow analysis for blowing jet, is presented. The desired airfoil is defined by a combination of three baseline shapes (cambered ellipse, and cambered ellipse with drooped and spiralled trailing edges). The coefficients of these shapes are used as design variables in the optimization process. Under the constraints of lift augmentation and lift-to-drag ratios, the optimal airfoils are found to lie between those of cambered ellipse and the drooped trailing edge, towards the latter as the angle of attack increases. Results agree qualitatively with available experimental data.
Development and Optimization of controlled drug release ...
African Journals Online (AJOL)
The aim of this study is to develop and optimize an osmotically controlled drug delivery system of diclofenac sodium. Osmotically controlled oral drug delivery systems utilize osmotic pressure for controlled delivery of active drugs. Drug delivery from these systems, to a large extent, is independent of the physiological factors ...
Topology Optimization for Wave Propagation Problems with Experimental Validation
DEFF Research Database (Denmark)
Christiansen, Rasmus Ellebæk
designed using the proposed method is provided. A novel approach for designing meta material slabs with selectively tuned negative refractive behavior is outlined. Numerical examples demonstrating the behavior of a slab under different conditions is provided. Results from an experimental studydemonstrating...... agreement with numerical predictions are presented. Finally an approach for designing acoustic wave shaping devices is treated. Three examples of applications are presented, a directional sound emission device, a wave splitting device and a flat focusing lens. Experimental results for the first two devices......This Thesis treats the development and experimental validation of density-based topology optimization methods for wave propagation problems. Problems in the frequency regime where design dimensions are between approximately one fourth and ten wavelengths are considered. All examples treat problems...
Directory of Open Access Journals (Sweden)
Carlos Villaseñor
2017-12-01
Full Text Available Nowadays, there are several meta-heuristics algorithms which offer solutions for multi-variate optimization problems. These algorithms use a population of candidate solutions which explore the search space, where the leadership plays a big role in the exploration-exploitation equilibrium. In this work, we propose to use a Germinal Center Optimization algorithm (GCO which implements temporal leadership through modeling a non-uniform competitive-based distribution for particle selection. GCO is used to find an optimal set of parameters for a neural inverse optimal control applied to all-terrain tracked robot. In the Neural Inverse Optimal Control (NIOC scheme, a neural identifier, based on Recurrent High Orden Neural Network (RHONN trained with an extended kalman filter algorithm, is used to obtain a model of the system, then, a control law is design using such model with the inverse optimal control approach. The RHONN identifier is developed without knowledge of the plant model or its parameters, on the other hand, the inverse optimal control is designed for tracking velocity references. Applicability of the proposed scheme is illustrated using simulations results as well as real-time experimental results with an all-terrain tracked robot.
Optimal control of information epidemics modeled as Maki Thompson rumors
Kandhway, Kundan; Kuri, Joy
2014-12-01
We model the spread of information in a homogeneously mixed population using the Maki Thompson rumor model. We formulate an optimal control problem, from the perspective of single campaigner, to maximize the spread of information when the campaign budget is fixed. Control signals, such as advertising in the mass media, attempt to convert ignorants and stiflers into spreaders. We show the existence of a solution to the optimal control problem when the campaigning incurs non-linear costs under the isoperimetric budget constraint. The solution employs Pontryagin's Minimum Principle and a modified version of forward backward sweep technique for numerical computation to accommodate the isoperimetric budget constraint. The techniques developed in this paper are general and can be applied to similar optimal control problems in other areas. We have allowed the spreading rate of the information epidemic to vary over the campaign duration to model practical situations when the interest level of the population in the subject of the campaign changes with time. The shape of the optimal control signal is studied for different model parameters and spreading rate profiles. We have also studied the variation of the optimal campaigning costs with respect to various model parameters. Results indicate that, for some model parameters, significant improvements can be achieved by the optimal strategy compared to the static control strategy. The static strategy respects the same budget constraint as the optimal strategy and has a constant value throughout the campaign horizon. This work finds application in election and social awareness campaigns, product advertising, movie promotion and crowdfunding campaigns.
Real-Time Optimization for Economic Model Predictive Control
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Edlund, Kristian; Frison, Gianluca
2012-01-01
In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show...
Quasivelocities and Optimal Control for underactuated Mechanical Systems
International Nuclear Information System (INIS)
Colombo, L.; Martin de Diego, D.
2010-01-01
This paper is concerned with the application of the theory of quasivelocities for optimal control for underactuated mechanical systems. Using this theory, we convert the original problem in a variational second-order lagrangian system subjected to constraints. The equations of motion are geometrically derived using an adaptation of the classical Skinner and Rusk formalism.
Optimal Backlight Modulation With Crosstalk Control in Stereoscopic Display
DEFF Research Database (Denmark)
Jiao, Liangbao; Shu, Xiao; Cheng, Yong
2014-01-01
. A simple closed-form approximation of the optimization problem can be easily employed and solved in real time on LCD control hardware. Simulation results show that the proposed OBM algorithm provides the same or higher luminance while reducing the crosstalk by 60% compared with the other tested methods....
Hierarchical optimal control of large-scale nonlinear chemical processes.
Ramezani, Mohammad Hossein; Sadati, Nasser
2009-01-01
In this paper, a new approach is presented for optimal control of large-scale chemical processes. In this approach, the chemical process is decomposed into smaller sub-systems at the first level, and a coordinator at the second level, for which a two-level hierarchical control strategy is designed. For this purpose, each sub-system in the first level can be solved separately, by using any conventional optimization algorithm. In the second level, the solutions obtained from the first level are coordinated using a new gradient-type strategy, which is updated by the error of the coordination vector. The proposed algorithm is used to solve the optimal control problem of a complex nonlinear chemical stirred tank reactor (CSTR), where its solution is also compared with the ones obtained using the centralized approach. The simulation results show the efficiency and the capability of the proposed hierarchical approach, in finding the optimal solution, over the centralized method.
Optimal design of distributed control and embedded systems
Çela, Arben; Li, Xu-Guang; Niculescu, Silviu-Iulian
2014-01-01
Optimal Design of Distributed Control and Embedded Systems focuses on the design of special control and scheduling algorithms based on system structural properties as well as on analysis of the influence of induced time-delay on systems performances. It treats the optimal design of distributed and embedded control systems (DCESs) with respect to communication and calculation-resource constraints, quantization aspects, and potential time-delays induced by the associated communication and calculation model. Particular emphasis is put on optimal control signal scheduling based on the system state. In order to render this complex optimization problem feasible in real time, a time decomposition is based on periodicity induced by the static scheduling is operated. The authors present a co-design approach which subsumes the synthesis of the optimal control laws and the generation of an optimal schedule of control signals on real-time networks as well as the execution of control tasks on a single processor. The a...
Solved problems in dynamical systems and control
Tenreiro-Machado, J; Valério, Duarte; Galhano, Alexandra M
2016-01-01
This book presents a collection of exercises on dynamical systems, modelling and control. Each topic covered includes a summary of the theoretical background, problems with solutions, and further exercises.
Optimal Control of Heterogeneous Systems with Endogenous Domain of Heterogeneity
International Nuclear Information System (INIS)
Belyakov, Anton O.; Tsachev, Tsvetomir; Veliov, Vladimir M.
2011-01-01
The paper deals with optimal control of heterogeneous systems, that is, families of controlled ODEs parameterized by a parameter running over a domain called domain of heterogeneity. The main novelty in the paper is that the domain of heterogeneity is endogenous: it may depend on the control and on the state of the system. This extension is crucial for several economic applications and turns out to rise interesting mathematical problems. A necessary optimality condition is derived, where one of the adjoint variables satisfies a differential inclusion (instead of equation) and the maximization of the Hamiltonian takes the form of “min-max”. As a consequence, a Pontryagin-type maximum principle is obtained under certain regularity conditions for the optimal control. A formula for the derivative of the objective function with respect to the control from L ∞ is presented together with a sufficient condition for its existence. A stylized economic example is investigated analytically and numerically.
Optimal traffic control in highway transportation networks using linear programming
Li, Yanning
2014-06-01
This article presents a framework for the optimal control of boundary flows on transportation networks. The state of the system is modeled by a first order scalar conservation law (Lighthill-Whitham-Richards PDE). Based on an equivalent formulation of the Hamilton-Jacobi PDE, the problem of controlling the state of the system on a network link in a finite horizon can be posed as a Linear Program. Assuming all intersections in the network are controllable, we show that the optimization approach can be extended to an arbitrary transportation network, preserving linear constraints. Unlike previously investigated transportation network control schemes, this framework leverages the intrinsic properties of the Halmilton-Jacobi equation, and does not require any discretization or boolean variables on the link. Hence this framework is very computational efficient and provides the globally optimal solution. The feasibility of this framework is illustrated by an on-ramp metering control example.
Optimal control systems in hydro power plants
International Nuclear Information System (INIS)
Babunski, Darko L.
2012-01-01
The aim of the research done in this work is focused on obtaining the optimal models of hydro turbine including auxiliary equipment, analysis of governors for hydro power plants and analysis and design of optimal control laws that can be easily applicable in real hydro power plants. The methodology of the research and realization of the set goals consist of the following steps: scope of the models of hydro turbine, and their modification using experimental data; verification of analyzed models and comparison of advantages and disadvantages of analyzed models, with proposal of turbine model for design of control low; analysis of proportional-integral-derivative control with fixed parameters and gain scheduling and nonlinear control; analysis of dynamic characteristics of turbine model including control and comparison of parameters of simulated system with experimental data; design of optimal control of hydro power plant considering proposed cost function and verification of optimal control law with load rejection measured data. The hydro power plant models, including model of power grid are simulated in case of island ing and restoration after breakup and load rejection with consideration of real loading and unloading of hydro power plant. Finally, simulations provide optimal values of control parameters, stability boundaries and results easily applicable to real hydro power plants. (author)
Conflicting Multi-Objective Compatible Optimization Control
Xu, Lihong; Hu, Qingsong; Hu, Haigen; Goodman, Erik
2010-01-01
Based on ideas developed in addressing practical greenhouse environmental control, we propose a new multi-objective compatible control method. Several detailed algorithms are proposed to meet the requirements of different kinds of problem: 1) A two-layer MOCC framework is presented for problems with a precise model; 2) To deal with situations
Optimal Control of Hybrid Systems in Air Traffic Applications
Kamgarpour, Maryam
Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient
An Efficient Optimization Method for Solving Unsupervised Data Classification Problems
Directory of Open Access Journals (Sweden)
Parvaneh Shabanzadeh
2015-01-01
Full Text Available Unsupervised data classification (or clustering analysis is one of the most useful tools and a descriptive task in data mining that seeks to classify homogeneous groups of objects based on similarity and is used in many medical disciplines and various applications. In general, there is no single algorithm that is suitable for all types of data, conditions, and applications. Each algorithm has its own advantages, limitations, and deficiencies. Hence, research for novel and effective approaches for unsupervised data classification is still active. In this paper a heuristic algorithm, Biogeography-Based Optimization (BBO algorithm, was adapted for data clustering problems by modifying the main operators of BBO algorithm, which is inspired from the natural biogeography distribution of different species. Similar to other population-based algorithms, BBO algorithm starts with an initial population of candidate solutions to an optimization problem and an objective function that is calculated for them. To evaluate the performance of the proposed algorithm assessment was carried on six medical and real life datasets and was compared with eight well known and recent unsupervised data classification algorithms. Numerical results demonstrate that the proposed evolutionary optimization algorithm is efficient for unsupervised data classification.
On the degeneracy of the IMRT optimization problem
International Nuclear Information System (INIS)
Alber, M.; Meedt, G.; Nuesslin, F.; Reemtsen, R.
2002-01-01
One approach to the computation of photon IMRT treatment plans is the formulation of an optimization problem with an objective function that derives from an objective density. An investigation of the second-order properties of such an objective function in a neighborhood of the minimizer opens an intuitive access to many traits of this approach. A general finding is that only a small subset of the parameter space has nonzero curvature, while the objective function is entirely flat in a neighborhood of the minimizer in most directions. The dimension of the subspace of vanishing curvature serves as a measure for the degeneracy of the solution. This finding is important both for algorithm design and evaluation of the mathematical model of clinical intuition, expressed by the objective function. The structure of the subspace of great curvature is found to be imposed on the problem by conflicts between objectives of target and critical structures. These conflicts and their corresponding modes of resolution form a common trait between all reasonable treatment plans of a given case. The high degree of degeneracy makes the use of a conjugate gradient optimization algorithm particularly favorable since the number of iterations to convergence is equivalent to the number of different eigenvalues of the curvature tensor and is hence independent from the number of optimization parameters. A high level of degeneracy of the fluence profiles implies that it should be possible to stipulate further delivery-related conditions without causing severe deterioration of the dose distribution
Adjoint optimization of natural convection problems: differentially heated cavity
Saglietti, Clio; Schlatter, Philipp; Monokrousos, Antonios; Henningson, Dan S.
2017-12-01
Optimization of natural convection-driven flows may provide significant improvements to the performance of cooling devices, but a theoretical investigation of such flows has been rarely done. The present paper illustrates an efficient gradient-based optimization method for analyzing such systems. We consider numerically the natural convection-driven flow in a differentially heated cavity with three Prandtl numbers (Pr=0.15{-}7) at super-critical conditions. All results and implementations were done with the spectral element code Nek5000. The flow is analyzed using linear direct and adjoint computations about a nonlinear base flow, extracting in particular optimal initial conditions using power iteration and the solution of the full adjoint direct eigenproblem. The cost function for both temperature and velocity is based on the kinetic energy and the concept of entransy, which yields a quadratic functional. Results are presented as a function of Prandtl number, time horizons and weights between kinetic energy and entransy. In particular, it is shown that the maximum transient growth is achieved at time horizons on the order of 5 time units for all cases, whereas for larger time horizons the adjoint mode is recovered as optimal initial condition. For smaller time horizons, the influence of the weights leads either to a concentric temperature distribution or to an initial condition pattern that opposes the mean shear and grows according to the Orr mechanism. For specific cases, it could also been shown that the computation of optimal initial conditions leads to a degenerate problem, with a potential loss of symmetry. In these situations, it turns out that any initial condition lying in a specific span of the eigenfunctions will yield exactly the same transient amplification. As a consequence, the power iteration converges very slowly and fails to extract all possible optimal initial conditions. According to the authors' knowledge, this behavior is illustrated here for
Fuel optimization for low-thrust Earth-Moon transfer via indirect optimal control
Pérez-Palau, Daniel; Epenoy, Richard
2018-02-01
The problem of designing low-energy transfers between the Earth and the Moon has attracted recently a major interest from the scientific community. In this paper, an indirect optimal control approach is used to determine minimum-fuel low-thrust transfers between a low Earth orbit and a Lunar orbit in the Sun-Earth-Moon Bicircular Restricted Four-Body Problem. First, the optimal control problem is formulated and its necessary optimality conditions are derived from Pontryagin's Maximum Principle. Then, two different solution methods are proposed to overcome the numerical difficulties arising from the huge sensitivity of the problem's state and costate equations. The first one consists in the use of continuation techniques. The second one is based on a massive exploration of the set of unknown variables appearing in the optimality conditions. The dimension of the search space is reduced by considering adapted variables leading to a reduction of the computational time. The trajectories found are classified in several families according to their shape, transfer duration and fuel expenditure. Finally, an analysis based on the dynamical structure provided by the invariant manifolds of the two underlying Circular Restricted Three-Body Problems, Earth-Moon and Sun-Earth is presented leading to a physical interpretation of the different families of trajectories.
Comparative study of flare control laws. [optimal control of b-737 aircraft approach and landing
Nadkarni, A. A.; Breedlove, W. J., Jr.
1979-01-01
A digital 3-D automatic control law was developed to achieve an optimal transition of a B-737 aircraft between various initial glid slope conditions and the desired final touchdown condition. A discrete, time-invariant, optimal, closed-loop control law presented for a linear regulator problem, was extended to include a system being acted upon by a constant disturbance. Two forms of control laws were derived to solve this problem. One method utilized the feedback of integral states defined appropriately and augmented with the original system equations. The second method formulated the problem as a control variable constraint, and the control variables were augmented with the original system. The control variable constraint control law yielded a better performance compared to feedback control law for the integral states chosen.
Directory of Open Access Journals (Sweden)
Firat Evirgen
2016-04-01
Full Text Available In this paper, a class of Nonlinear Programming problem is modeled with gradient based system of fractional order differential equations in Caputo's sense. To see the overlap between the equilibrium point of the fractional order dynamic system and theoptimal solution of the NLP problem in a longer timespan the Multistage Variational İteration Method isapplied. The comparisons among the multistage variational iteration method, the variationaliteration method and the fourth order Runge-Kutta method in fractional and integer order showthat fractional order model and techniques can be seen as an effective and reliable tool for finding optimal solutions of Nonlinear Programming problems.
OPTIMAL CONTROL FOR ELECTRIC VEHICLE STABILIZATION
Directory of Open Access Journals (Sweden)
MARIAN GAICEANU
2016-01-01
Full Text Available This main objective of the paper is to stabilize an electric vehicle in optimal manner to a step lane change maneuver. To define the mathematical model of the vehicle, the rigid body moving on a plane is taken into account. An optimal lane keeping controller delivers the adequate angles in order to stabilize the vehicle’s trajectory in an optimal way. Two degree of freedom linear bicycle model is adopted as vehicle model, consisting of lateral and yaw motion equations. The proposed control maintains the lateral stability by taking the feedback information from the vehicle transducers. In this way only the lateral vehicle’s dynamics are enough to considerate. Based on the obtained linear mathematical model the quadratic optimal control is designed in order to maintain the lateral stability of the electric vehicle. The numerical simulation results demonstrate the feasibility of the proposed solution.
Energy Optimal Control of Induction Motor Drives
DEFF Research Database (Denmark)
Abrahamsen, Flemming
This thesis deals with energy optimal control of small and medium-size variable speed induction motor drives for especially Heating, Ventilation and Air-Condition (HVAC) applications. Optimized efficiency is achieved by adapting the magnetization level in the motor to the load, and the basic...... demonstrated that energy optimal control will sometimes improve and sometimes deteriorate the stability. Comparison of small and medium-size induction motor drives with permanent magnet motor drives indicated why, and in which applications, PM motors are especially good. Calculations of economical aspects...... improvement by energy optimal control for any standard induction motor drive between 2.2 kW and 90 kW. A simple method to evaluate the robustness against load disturbances was developed and used to compare the robustness of different motor types and sizes. Calculation of the oscillatory behavior of a motor...
Optimal control novel directions and applications
Aronna, Maria; Kalise, Dante
2017-01-01
Focusing on applications to science and engineering, this book presents the results of the ITN-FP7 SADCO network’s innovative research in optimization and control in the following interconnected topics: optimality conditions in optimal control, dynamic programming approaches to optimal feedback synthesis and reachability analysis, and computational developments in model predictive control. The novelty of the book resides in the fact that it has been developed by early career researchers, providing a good balance between clarity and scientific rigor. Each chapter features an introduction addressed to PhD students and some original contributions aimed at specialist researchers. Requiring only a graduate mathematical background, the book is self-contained. It will be of particular interest to graduate and advanced undergraduate students, industrial practitioners and to senior scientists wishing to update their knowledge.
Optimizing pipeline transportation using a fuzzy controller
Energy Technology Data Exchange (ETDEWEB)
Aramaki, Thiago L.; Correa, Joao L. L.; Montalvoa, Antonio F. F. [National Control and Operation Center Tranpetro, Rio de Janeiro, (Brazil)
2010-07-01
The optimization of pipeline transportation is a big concern for the transporter companies. This paper is the third of a series of three articles which investigated the application of a system to simulate the human ability to operate a pipeline in an optimized way. The present paper presents the development of a proportional integral (PI) fuzzy controller, in order to optimize pipeline transportation capacity. The fuzzy adaptive PI controller system was developed and tested with a hydraulic simulator. On-field data were used from the OSBRA pipeline. The preliminary tests showed that the performance of the software simulation was satisfactory. It varied the set-point of the conventional controller within the limits of flow meters. The transport capacity of the pipe was maximize without compromising the integrity of the commodities transported. The system developed proved that it can be easily deployed as a specialist optimizing system to be added to SCADA systems.
Application of goal programming to decision problem on optimal allocation of radiation workers
International Nuclear Information System (INIS)
Sa, Sangduk; Narita, Masakuni
1993-01-01
This paper is concerned with an optimal planning in a multiple objective decision-making problem of allocating radiation workers to workplaces associated with occupational exposure. The model problem is formulated with the application of goal programming which effectively followed up diverse and conflicting factors influencing the optimal decision. The formulation is based on the data simulating the typical situations encountered at the operating facilities such as nuclear power plants where exposure control is critical to the management. Multiple goals set by the decision-maker/manager who has the operational responsibilities for radiological protection are illustrated in terms of work requirements, exposure constraints of the places, desired allocation of specific personnel and so on. Test results of the model are considered to indicate that the model structure and its solution process can provide the manager with a good set of analysis of his problems in implementing the optimization review of radiation protection during normal operation. (author)
Multi-component controllers in reactor physics optimality analysis
International Nuclear Information System (INIS)
Aldemir, T.
1978-01-01
An algorithm is developed for the optimality analysis of thermal reactor assemblies with multi-component control vectors. The neutronics of the system under consideration is assumed to be described by the two-group diffusion equations and constraints are imposed upon the state and control variables. It is shown that if the problem is such that the differential and algebraic equations describing the system can be cast into a linear form via a change of variables, the optimal control components are piecewise constant functions and the global optimal controller can be determined by investigating the properties of the influence functions. Two specific problems are solved utilizing this approach. A thermal reactor consisting of fuel, burnable poison and moderator is found to yield maximal power when the assembly consists of two poison zones and the power density is constant throughout the assembly. It is shown that certain variational relations have to be considered to maintain the activeness of the system equations as differential constraints. The problem of determining the maximum initial breeding ratio for a thermal reactor is solved by treating the fertile and fissile material absorption densities as controllers. The optimal core configurations are found to consist of three fuel zones for a bare assembly and two fuel zones for a reflected assembly. The optimum fissile material density is determined to be inversely proportional to the thermal flux
Optimal control of quantum systems: a projection approach
International Nuclear Information System (INIS)
Cheng, C.-J.; Hwang, C.-C.; Liao, T.-L.; Chou, G.-L.
2005-01-01
This paper considers the optimal control of quantum systems. The controlled quantum systems are described by the probability-density-matrix-based Liouville-von Neumann equation. Using projection operators, the states of the quantum system are decomposed into two sub-spaces, namely the 'main state' space and the 'remaining state' space. Since the control energy is limited, a solution for optimizing the external control force is proposed in which the main state is brought to the desired main state at a certain target time, while the population of the remaining state is simultaneously suppressed in order to diminish its effects on the final population of the main state. The optimization problem is formulated by maximizing a general cost functional of states and control force. An efficient algorithm is developed to solve the optimization problem. Finally, using the hydrogen fluoride (HF) molecular population transfer problem as an illustrative example, the effectiveness of the proposed scheme for a quantum system initially in a mixed state or in a pure state is investigated through numerical simulations
On the robust optimization to the uncertain vaccination strategy problem
International Nuclear Information System (INIS)
Chaerani, D.; Anggriani, N.; Firdaniza
2014-01-01
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented
On the robust optimization to the uncertain vaccination strategy problem
Energy Technology Data Exchange (ETDEWEB)
Chaerani, D., E-mail: d.chaerani@unpad.ac.id; Anggriani, N., E-mail: d.chaerani@unpad.ac.id; Firdaniza, E-mail: d.chaerani@unpad.ac.id [Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Padjadjaran Indonesia, Jalan Raya Bandung Sumedang KM 21 Jatinangor Sumedang 45363 (Indonesia)
2014-02-21
In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.
Study on ant colony optimization for fuel loading pattern problem
International Nuclear Information System (INIS)
Kishi, Hironori; Kitada, Takanori
2013-01-01
Modified ant colony optimization (ACO) was applied to the in-core fuel loading pattern (LP) optimization problem to minimize the power peaking factor (PPF) in the modeled 1/4 symmetry PWR core. Loading order was found to be important in ACO. Three different loading orders with and without the adjacent effect between fuel assemblies (FAs) were compared, and it was found that the loading order from the central core is preferable because many selections of FAs to be inserted are available in the core center region. LPs were determined from pheromone trail and heuristic information, which is a priori knowledge based on the feature of the problem. Three types of heuristic information were compared to obtain the desirable performance of searching LPs with low PPF. Moreover, mutation operation, such as the genetic algorithm (GA), was introduced into the ACO algorithm to avoid searching similar LPs because heuristic information used in ACO tends to localize the searching space in the LP problem. The performance of ACO with some improvement was compared with those of simulated annealing and GA. In conclusion, good performance can be achieved by setting proper heuristic information and mutation operation parameter in ACO. (author)
Spectral Analysis of Large Finite Element Problems by Optimization Methods
Directory of Open Access Journals (Sweden)
Luca Bergamaschi
1994-01-01
Full Text Available Recently an efficient method for the solution of the partial symmetric eigenproblem (DACG, deflated-accelerated conjugate gradient was developed, based on the conjugate gradient (CG minimization of successive Rayleigh quotients over deflated subspaces of decreasing size. In this article four different choices of the coefficient βk required at each DACG iteration for the computation of the new search direction Pk are discussed. The “optimal” choice is the one that yields the same asymptotic convergence rate as the CG scheme applied to the solution of linear systems. Numerical results point out that the optimal βk leads to a very cost effective algorithm in terms of CPU time in all the sample problems presented. Various preconditioners are also analyzed. It is found that DACG using the optimal βk and (LLT−1 as a preconditioner, L being the incomplete Cholesky factor of A, proves a very promising method for the partial eigensolution. It appears to be superior to the Lanczos method in the evaluation of the 40 leftmost eigenpairs of five finite element problems, and particularly for the largest problem, with size equal to 4560, for which the speed gain turns out to fall between 2.5 and 6.0, depending on the eigenpair level.
Optimization and Control of Electric Power Systems
Energy Technology Data Exchange (ETDEWEB)
Lesieutre, Bernard C. [Univ. of Wisconsin, Madison, WI (United States); Molzahn, Daniel K. [Univ. of Wisconsin, Madison, WI (United States)
2014-10-17
The analysis and optimization needs for planning and operation of the electric power system are challenging due to the scale and the form of model representations. The connected network spans the continent and the mathematical models are inherently nonlinear. Traditionally, computational limits have necessitated the use of very simplified models for grid analysis, and this has resulted in either less secure operation, or less efficient operation, or both. The research conducted in this project advances techniques for power system optimization problems that will enhance reliable and efficient operation. The results of this work appear in numerous publications and address different application problems include optimal power flow (OPF), unit commitment, demand response, reliability margins, planning, transmission expansion, as well as general tools and algorithms.
The Optimization of power reactor control system
International Nuclear Information System (INIS)
Danupoyo, S.D.
1997-01-01
A power reactor is an important part in nuclear powered electrical plant systems. Success in controlling the power reactor will establish safety of the whole power plant systems. Until now, the power reactor has been controlled by a classical control system that was designed based on output feedback method. To meet the safety requirements that are now more restricted, the recently used power reactor control system should be modified. this paper describes a power reactor control system that is designed based on a state feedback method optimized with LQG (Linear-quadrature-gaussian) method and equipped with a state estimator. A pressurized-water type reactor has been used as the model. by using a point kinetics method with one group delayed neutrons. the result of simulation testing shows that the optimized control system can control the power reactor more effective and efficient than the classical control system
Parametric optimal control of uncertain systems under an optimistic value criterion
Li, Bo; Zhu, Yuanguo
2018-01-01
It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.
Multiobjective optimization of low impact development stormwater controls
Eckart, Kyle; McPhee, Zach; Bolisetti, Tirupati
2018-07-01
Green infrastructure such as Low Impact Development (LID) controls are being employed to manage the urban stormwater and restore the predevelopment hydrological conditions besides improving the stormwater runoff water quality. Since runoff generation and infiltration processes are nonlinear, there is a need for identifying optimal combination of LID controls. A coupled optimization-simulation model was developed by linking the U.S. EPA Stormwater Management Model (SWMM) to the Borg Multiobjective Evolutionary Algorithm (Borg MOEA). The coupled model is capable of performing multiobjective optimization which uses SWMM simulations as a tool to evaluate potential solutions to the optimization problem. The optimization-simulation tool was used to evaluate low impact development (LID) stormwater controls. A SWMM model was developed, calibrated, and validated for a sewershed in Windsor, Ontario and LID stormwater controls were tested for three different return periods. LID implementation strategies were optimized using the optimization-simulation model for five different implementation scenarios for each of the three storm events with the objectives of minimizing peak flow in the stormsewers, reducing total runoff, and minimizing cost. For the sewershed in Windsor, Ontario, the peak run off and total volume of the runoff were found to reduce by 13% and 29%, respectively.
A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour
Leyland, Jane Anne
1996-01-01
Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.
Optimal Control of Drug Therapy in a Hepatitis B Model
Directory of Open Access Journals (Sweden)
Jonathan E. Forde
2016-08-01
Full Text Available Combination antiviral drug therapy improves the survival rates of patients chronically infected with hepatitis B virus by controlling viral replication and enhancing immune responses. Some of these drugs have side effects that make them unsuitable for long-term administration. To address the trade-off between the positive and negative effects of the combination therapy, we investigated an optimal control problem for a delay differential equation model of immune responses to hepatitis virus B infection. Our optimal control problem investigates the interplay between virological and immunomodulatory effects of therapy, the control of viremia and the administration of the minimal dosage over a short period of time. Our numerical results show that the high drug levels that induce immune modulation rather than suppression of virological factors are essential for the clearance of hepatitis B virus.
Willigenburg, van L.G.; Koning, de W.L.
2013-01-01
Two different descriptions are used in the literature to formulate the optimal dynamic output feedback control problem for linear dynamical systems with white stochastic parameters and quadratic criteria, called the optimal compensation problem. One describes the matrix valued white stochastic
Using combinatorial problem decomposition for optimizing plutonium inventory management
International Nuclear Information System (INIS)
Niquil, Y.; Gondran, M.; Voskanian, A.; Paris-11 Univ., 91 - Orsay
1997-03-01
Plutonium Inventory Management Optimization can be modeled as a very large 0-1 linear program. To solve it, problem decomposition is necessary, since other classic techniques are not efficient for such a size. The first decomposition consists in favoring constraints that are the most difficult to reach and variables that have the highest influence on the cost: fortunately, both correspond to stock output decisions. The second decomposition consists in mixing continuous linear program solving and integer linear program solving. Besides, the first decisions to be taken are systematically favored, for they are based on data considered to be sure, when data supporting later decisions in known with less accuracy and confidence. (author)
Macroscopic relationship in primal-dual portfolio optimization problem
Shinzato, Takashi
2018-02-01
In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and expected return for the case that the distribution of the hyperparameters of the mean and variance of the return rate of each asset are not limited to a specific probability family. Findings derived using our proposed method are compared with those in previous work to verify the effectiveness of our proposed method. Further, we derive a Pythagorean theorem of the Sharpe ratio and macroscopic relations of opportunity loss. Using numerical experiments, the effectiveness of our proposed method is demonstrated for a specific situation.
Topology optimization of 3D Stokes flow problems
DEFF Research Database (Denmark)
Gersborg-Hansen, Allan; Sigmund, Ole; Bendsøe, Martin P.
fluid mechanics. In future practice a muTAS could be used by doctors, engineers etc. as a hand held device with short reaction time that provides on-site analysis of a flowing substance such as blood, polluted water or similar. Borrvall and Petersson [2] paved the road for using the topology...... particular at micro scales since they are easily manufacturable and maintenance free. Here we consider topology optimization of 3D Stokes flow problems which is a reasonable fluid model to use at small scales. The presentation elaborates on effects caused by 3D fluid modelling on the design. Numerical...
Approximability of optimization problems through adiabatic quantum computation
Cruz-Santos, William
2014-01-01
The adiabatic quantum computation (AQC) is based on the adiabatic theorem to approximate solutions of the Schrödinger equation. The design of an AQC algorithm involves the construction of a Hamiltonian that describes the behavior of the quantum system. This Hamiltonian is expressed as a linear interpolation of an initial Hamiltonian whose ground state is easy to compute, and a final Hamiltonian whose ground state corresponds to the solution of a given combinatorial optimization problem. The adiabatic theorem asserts that if the time evolution of a quantum system described by a Hamiltonian is l
Empirical Estimates in Economic and Financial Optimization Problems
Czech Academy of Sciences Publication Activity Database
Houda, Michal; Kaňková, Vlasta
2012-01-01
Roč. 19, č. 29 (2012), s. 50-69 ISSN 1212-074X R&D Projects: GA ČR GAP402/10/1610; GA ČR GAP402/11/0150; GA ČR GAP402/10/0956 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic programming * empirical estimates * moment generating functions * stability * Wasserstein metric * L1-norm * Lipschitz property * consistence * convergence rate * normal distribution * Pareto distribution * Weibull distribution * distribution tails * simulation Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2012/E/houda-empirical estimates in economic and financial optimization problems.pdf
Skinner-Rusk unified formalism for optimal control systems and applications
International Nuclear Information System (INIS)
Barbero-Linan, MarIa; EcheverrIa-EnrIquez, Arturo; Diego, David MartIn de; Munoz-Lecanda, Miguel C; Roman-Roy, Narciso
2007-01-01
A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal control systems allows us to formulate geometrically the necessary conditions given by a weak form of Pontryagin's maximum principle, provided that the differentiability with respect to controls is assumed and the space of controls is open. Furthermore, our method is also valid for implicit optimal control systems and, in particular, for the so-called descriptor systems (optimal control problems including both differential and algebraic equations)
Optimization of stochastic discrete systems and control on complex networks computational networks
Lozovanu, Dmitrii
2014-01-01
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors' new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book's final chapter is devoted to finite horizon stochastic con...
A model of optimal voluntary muscular control.
FitzHugh, R
1977-07-19
In the absence of detailed knowledge of how the CNS controls a muscle through its motor fibers, a reasonable hypothesis is that of optimal control. This hypothesis is studied using a simplified mathematical model of a single muscle, based on A.V. Hill's equations, with series elastic element omitted, and with the motor signal represented by a single input variable. Two cost functions were used. The first was total energy expended by the muscle (work plus heat). If the load is a constant force, with no inertia, Hill's optimal velocity of shortening results. If the load includes a mass, analysis by optimal control theory shows that the motor signal to the muscle consists of three phases: (1) maximal stimulation to accelerate the mass to the optimal velocity as quickly as possible, (2) an intermediate level of stimulation to hold the velocity at its optimal value, once reached, and (3) zero stimulation, to permit the mass to slow down, as quickly as possible, to zero velocity at the specified distance shortened. If the latter distance is too small, or the mass too large, the optimal velocity is not reached, and phase (2) is absent. For lengthening, there is no optimal velocity; there are only two phases, zero stimulation followed by maximal stimulation. The second cost function was total time. The optimal control for shortening consists of only phases (1) and (3) above, and is identical to the minimal energy control whenever phase (2) is absent from the latter. Generalization of this model to include viscous loads and a series elastic element are discussed.
Optimal Experimental Design for Large-Scale Bayesian Inverse Problems
Ghattas, Omar
2014-01-06
We develop a Bayesian framework for the optimal experimental design of the shock tube experiments which are being carried out at the KAUST Clean Combustion Research Center. The unknown parameters are the pre-exponential parameters and the activation energies in the reaction rate expressions. The control parameters are the initial mixture composition and the temperature. The approach is based on first building a polynomial based surrogate model for the observables relevant to the shock tube experiments. Based on these surrogates, a novel MAP based approach is used to estimate the expected information gain in the proposed experiments, and to select the best experimental set-ups yielding the optimal expected information gains. The validity of the approach is tested using synthetic data generated by sampling the PC surrogate. We finally outline a methodology for validation using actual laboratory experiments, and extending experimental design methodology to the cases where the control parameters are noisy.
A Monarch Butterfly Optimization for the Dynamic Vehicle Routing Problem
Directory of Open Access Journals (Sweden)
Shifeng Chen
2017-09-01
Full Text Available The dynamic vehicle routing problem (DVRP is a variant of the Vehicle Routing Problem (VRP in which customers appear dynamically. The objective is to determine a set of routes that minimizes the total travel distance. In this paper, we propose a monarch butterfly optimization (MBO algorithm to solve DVRPs, utilizing a greedy strategy. Both migration operation and the butterfly adjusting operator only accept the offspring of butterfly individuals that have better fitness than their parents. To improve performance, a later perturbation procedure is implemented, to maintain a balance between global diversification and local intensification. The computational results indicate that the proposed technique outperforms the existing approaches in the literature for average performance by at least 9.38%. In addition, 12 new best solutions were found. This shows that this proposed technique consistently produces high-quality solutions and outperforms other published heuristics for the DVRP.
Reactive Robustness and Integrated Approaches for Railway Optimization Problems
DEFF Research Database (Denmark)
Haahr, Jørgen Thorlund
journeys helps the driver to drive efficiently and enhances robustness in a realistic (dynamic) environment. Four international scientific prizes have been awarded for distinct parts of the research during the course of this PhD project. The first prize was awarded for work during the \\2014 RAS Problem...... to absorb or withstand unexpected events such as delays. Making robust plans is central in order to maintain a safe and timely railway operation. This thesis focuses on reactive robustness, i.e., the ability to react once a plan is rendered infeasible in operation due to disruptions. In such time...... Solving Competition", where a freight yard optimization problem was considered. The second junior (PhD) prize was awared for the work performed in the \\ROADEF/EURO Challenge 2014: Trains don't vanish!", where the planning of rolling stock movements at a large station was considered. An honorable mention...
Multiobjective Optimization Design of a Fractional Order PID Controller for a Gun Control System
Directory of Open Access Journals (Sweden)
Qiang Gao
2013-01-01
Full Text Available Motion control of gun barrels is an ongoing topic for the development of gun control equipments possessing excellent performances. In this paper, a typical fractional order PID control strategy is employed for the gun control system. To obtain optimal parameters of the controller, a multiobjective optimization scheme is developed from the loop-shaping perspective. To solve the specified nonlinear optimization problem, a novel Pareto optimal solution based multiobjective differential evolution algorithm is proposed. To enhance the convergent rate of the optimization process, an opposition based learning method is embedded in the chaotic population initialization process. To enhance the robustness of the algorithm for different problems, an adapting scheme of the mutation operation is further employed. With assistance of the evolutionary algorithm, the optimal solution for the specified problem is selected. The numerical simulation results show that the control system can rapidly follow the demand signal with high accuracy and high robustness, demonstrating the efficiency of the proposed controller parameter tuning method.
On Optimal Input Design for Feed-forward Control
Hägg, Per; Wahlberg, Bo
2013-01-01
This paper considers optimal input design when the intended use of the identified model is to construct a feed-forward controller based on measurable disturbances. The objective is to find a minimum power excitation signal to be used in a system identification experiment, such that the corresponding model-based feed-forward controller guarantees, with a given probability, that the variance of the output signal is within given specifications. To start with, some low order model problems are an...
Optimal Control of Polymer Flooding Based on Maximum Principle
Directory of Open Access Journals (Sweden)
Yang Lei
2012-01-01
Full Text Available Polymer flooding is one of the most important technologies for enhanced oil recovery (EOR. In this paper, an optimal control model of distributed parameter systems (DPSs for polymer injection strategies is established, which involves the performance index as maximum of the profit, the governing equations as the fluid flow equations of polymer flooding, and the inequality constraint as the polymer concentration limitation. To cope with the optimal control problem (OCP of this DPS, the necessary conditions for optimality are obtained through application of the calculus of variations and Pontryagin’s weak maximum principle. A gradient method is proposed for the computation of optimal injection strategies. The numerical results of an example illustrate the effectiveness of the proposed method.
Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach
Energy Technology Data Exchange (ETDEWEB)
Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com [Laboratoire de Probabilités et Modèles Aléatoires, CNRS, UMR 7599, Université Paris Diderot (France)
2016-12-15
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.
Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach
International Nuclear Information System (INIS)
Pham, Huyên; Wei, Xiaoli
2016-01-01
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.
A trust region interior point algorithm for optimal power flow problems
Energy Technology Data Exchange (ETDEWEB)
Wang Min [Hefei University of Technology (China). Dept. of Electrical Engineering and Automation; Liu Shengsong [Jiangsu Electric Power Dispatching and Telecommunication Company (China). Dept. of Automation
2005-05-01
This paper presents a new algorithm that uses the trust region interior point method to solve nonlinear optimal power flow (OPF) problems. The OPF problem is solved by a primal/dual interior point method with multiple centrality corrections as a sequence of linearized trust region sub-problems. It is the trust region that controls the linear step size and ensures the validity of the linear model. The convergence of the algorithm is improved through the modification of the trust region sub-problem. Numerical results of standard IEEE systems and two realistic networks ranging in size from 14 to 662 buses are presented. The computational results show that the proposed algorithm is very effective to optimal power flow applications, and favors the successive linear programming (SLP) method. Comparison with the predictor/corrector primal/dual interior point (PCPDIP) method is also made to demonstrate the superiority of the multiple centrality corrections technique. (author)