Solving quantum optimal control problems using Clebsch variables and Lin constraints

Science.gov (United States)

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.

Existence of the Optimal Control for Stochastic Boundary Control Problems Governed by Semilinear Parabolic Equations

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.

Optimal Control Problems for Partial Differential Equations on Reticulated Domains

CERN Document Server

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

A non-standard optimal control problem arising in an economics application

Directory of Open Access Journals (Sweden)

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 control problems with delay, the maximum principle and necessary conditions

NARCIS (Netherlands)

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

LMI–based robust controller design approach in aircraft multidisciplinary design optimization problem

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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.

On an Optimal -Control Problem in Coefficients for Linear Elliptic Variational Inequality

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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.

Integrals of Motion for Discrete-Time Optimal Control Problems

OpenAIRE

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.

Second-Order Necessary Optimality Conditions for Some State-Constrained Control Problems of Semilinear Elliptic Equations

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

A novel non-uniform control vector parameterization approach with time grid refinement for flight level tracking optimal control problems.

Science.gov (United States)

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.

Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function

KAUST Repository

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

A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

Science.gov (United States)

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.

Weak Convergence and Fluid Limits in Optimal Time-to-Empty Queueing Control Problems

Energy Technology Data Exchange (ETDEWEB)

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.

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...

Vector-valued measure and the necessary conditions for the optimal control problems of linear systems

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)

Optimal Control of Mechanical Systems

Directory of Open Access Journals (Sweden)

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.

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.

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

Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument

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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.

PID controller tuning using metaheuristic optimization algorithms for benchmark problems

Science.gov (United States)

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.

An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

KAUST Repository

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.

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)

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

Optimal control of LQG problem with an explicit trade-off between mean and variance

Science.gov (United States)

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.

Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price

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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.

Optimal control for chemical engineers

CERN Document Server

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

An optimal control problem by controlling heat source of the surface of tissue

OpenAIRE

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...

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.

Free terminal time optimal control problem of an HIV model based on a conjugate gradient method.

Science.gov (United States)

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.

A fractional optimal control problem for maximizing advertising efficiency

OpenAIRE

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...

Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function

KAUST Repository

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.

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.

An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

KAUST Repository

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.

Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

Science.gov (United States)

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.

Optimal control

CERN Document Server

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...

Parallel Optimization of Polynomials for Large-scale Problems in Stability and Control

Science.gov (United States)

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

Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

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.

An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

KAUST Repository

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

Solution to automatic generation control problem using firefly algorithm optimized I(λ)D(µ) controller.

Science.gov (United States)

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.

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...

Well-posed optimization problems

CERN Document Server

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.

A problem of optimal control and observation for distributed homogeneous multi-agent system

Science.gov (United States)

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.

Numerical solution of the state-delayed optimal control problems by a fast and accurate finite difference θ-method

Science.gov (United States)

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.

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.

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.

A preconditioner for optimal control problems, constrained by Stokes equation with a time-harmonic control

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

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...

A preconditioner for optimal control problems, constrained by Stokes equation with a time-harmonic control

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

Novel Numerical Methods for Optimal Control Problems Involving Fractional-Order Differential Equations

Science.gov (United States)

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

Constrained Optimization and Optimal Control for Partial Differential Equations

CERN Document Server

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 management with hybrid dynamics : The shallow lake problem

NARCIS (Netherlands)

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,

Turnpike phenomenon and infinite horizon optimal control

CERN Document Server

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...

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.

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.

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.

Adaptive Finite Element Method for Optimal Control Problem Governed by Linear Quasiparabolic Integrodifferential Equations

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.

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

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...

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...

Toward solving the sign problem with path optimization method

Science.gov (United States)

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.

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.

Catastrophes control problem

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

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 and optimal trajectories of regional macroeconomic dynamics based on the Pontryagin maximum principle

Science.gov (United States)

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.

Nonlinear optimal control theory

CERN Document Server

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

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.

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 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.

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...

Optimal control of a harmonic oscillator: Economic interpretations

Science.gov (United States)

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.

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.

Network models for solving the problem of multicriterial adaptive optimization of investment projects control with several acceptable technologies

Science.gov (United States)

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.

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.

Scalable algorithms for optimal control of stochastic PDEs

KAUST Repository

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

KAUST Repository

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.

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...

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.

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.

Symposium on Optimal Control Theory

CERN Document Server

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 ...

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.

Solution Approach to Automatic Generation Control Problem Using Hybridized Gravitational Search Algorithm Optimized PID and FOPID Controllers

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.

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.

Optimal control for Malaria disease through vaccination

Science.gov (United States)

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.

Optimal control of hybrid vehicles

CERN Document Server

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...

Discrete-time optimal control and games on large intervals

CERN Document Server

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...

Sampled-data and discrete-time H2 optimal control

NARCIS (Netherlands)

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

Infinite horizon optimal impulsive control with applications to Internet congestion control

Science.gov (United States)

Avrachenkov, Konstantin; Habachi, Oussama; Piunovskiy, Alexey; Zhang, Yi

2015-04-01

We investigate infinite-horizon deterministic optimal control problems with both gradual and impulsive controls, where any finitely many impulses are allowed simultaneously. Both discounted and long-run time-average criteria are considered. We establish very general and at the same time natural conditions, under which the dynamic programming approach results in an optimal feedback policy. The established theoretical results are applied to the Internet congestion control, and by solving analytically and nontrivially the underlying optimal control problems, we obtain a simple threshold-based active queue management scheme, which takes into account the main parameters of the transmission control protocols, and improves the fairness among the connections in a given network.

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)

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.

Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

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. 

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

Science.gov (United States)

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.

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

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.

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.

Class and Home Problems: Optimization Problems

Science.gov (United States)

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…

Deterministic methods for multi-control fuel loading optimization

Science.gov (United States)

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.

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

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.

Optimal control in thermal engineering

CERN Document Server

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.

Parametric optimal control of uncertain systems under an optimistic value criterion

Science.gov (United States)

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.

The importance of functional form in optimal control solutions of problems in population dynamics

Science.gov (United States)

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

Controller tuning with evolutionary multiobjective optimization a holistic multiobjective optimization design procedure

CERN Document Server

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 Bilinear Control of Gross--Pitaevskii Equations

KAUST Repository

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.

Optimal control of stochastic difference Volterra equations an introduction

CERN Document Server

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...

Robustness of Operational Matrices of Differentiation for Solving State-Space Analysis and Optimal Control Problems

Directory of Open Access Journals (Sweden)

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.

An elitist teaching-learning-based optimization algorithm for solving complex constrained optimization problems

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.

An historical survey of computational methods in optimal control.

Science.gov (United States)

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.

New numerical methods for open-loop and feedback solutions to dynamic optimization problems

Science.gov (United States)

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

Supervised learning from human performance at the computationally hard problem of optimal traffic signal control on a network of junctions.

Science.gov (United States)

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.

Optimal control with aerospace applications

CERN Document Server

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...

Optimal Control and Forecasting of Complex Dynamical Systems

CERN Document Server

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

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.

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.

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.

Optimal Control Inventory Stochastic With Production Deteriorating

Science.gov (United States)

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.

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

Optimization and control methods in industrial engineering and construction

CERN Document Server

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...

Optimal control theory applications to management science and economics

CERN Document Server

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

5th International Conference on Optimization and Control with Applications

CERN Document Server

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...

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.

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 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.

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)

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

Science.gov (United States)

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.

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)

Solvability, regularity, and optimal control of boundary value problems for pdes in honour of Prof. Gianni Gilardi

CERN Document Server

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.

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

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.

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...

Models of resource allocation optimization when solving the control problems in organizational systems

Science.gov (United States)

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.

Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

OpenAIRE

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...

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

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.

The Inverse Optimal Control Problem for a Three-Loop Missile Autopilot

Science.gov (United States)

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.

Optimal control of switched systems arising in fermentation processes

CERN Document Server

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.

A non-linear optimal control problem in obtaining homogeneous concentration for semiconductor materials

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

The optimal location of piezoelectric actuators and sensors for vibration control of plates

Science.gov (United States)

Kumar, K. Ramesh; Narayanan, S.

2007-12-01

This paper considers the optimal placement of collocated piezoelectric actuator-sensor pairs on a thin plate using a model-based linear quadratic regulator (LQR) controller. LQR performance is taken as objective for finding the optimal location of sensor-actuator pairs. The problem is formulated using the finite element method (FEM) as multi-input-multi-output (MIMO) model control. The discrete optimal sensor and actuator location problem is formulated in the framework of a zero-one optimization problem. A genetic algorithm (GA) is used to solve the zero-one optimization problem. Different classical control strategies like direct proportional feedback, constant-gain negative velocity feedback and the LQR optimal control scheme are applied to study the control effectiveness.

A numerical technique for solving fractional optimal control problems and fractional Riccati differential equations

Directory of Open Access Journals (Sweden)

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.

Fuel optimization for low-thrust Earth-Moon transfer via indirect optimal control

Science.gov (United States)

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.

Optimization of stochastic discrete systems and control on complex networks computational networks

CERN Document Server

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 Problem on Optimal Transportation

Science.gov (United States)

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 of load-following operations in a pressurized water reactor

International Nuclear Information System (INIS)

Zhao Fuyu; Zhou Dawei

2000-01-01

According to the optimal control theory, the problem of load-following operation in a pressurized water reactor is formulated as a nonlinear-quadratic optimal control problem. One-dimensional core model is adopted. A successful optimization algorithm DDPSR is proposed to solving the obtained problem. The research results show that the DDPSR can converge with a long time interval and needs very small iteration number and computing time, and the practical reactor can be fairly operated in an optimal load-following manner and axial offset satisfies the required value from beginning to end. Control characters of boron concentration are discussed specially

Sensitivity of Optimal Solutions to Control Problems for Second Order Evolution Subdifferential Inclusions.

Science.gov (United States)

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.

Conference on Optimization and Its Applications in Control and Data Science

CERN Document Server

2016-01-01

This book focuses on recent research in modern optimization and its implications in control and data analysis. This book is a collection of papers from the conference “Optimization and Its Applications in Control and Data Science” dedicated to Professor Boris T. Polyak, which was held in Moscow, Russia on May 13-15, 2015. This book reflects developments in theory and applications rooted by Professor Polyak’s fundamental contributions to constrained and unconstrained optimization, differentiable and nonsmooth functions, control theory and approximation. Each paper focuses on techniques for solving complex optimization problems in different application areas and recent developments in optimization theory and methods. Open problems in optimization, game theory and control theory are included in this collection which will interest engineers and researchers working with efficient algorithms and software for solving optimization problems in market and data analysis. Theoreticians in operations research, appli...

Parameter Optimization of MIMO Fuzzy Optimal Model Predictive Control By APSO

Directory of Open Access Journals (Sweden)

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.

Optimal control of cooperative multi-vehicle systems; Optimalsteuerung kooperierender Mehrfahrzeugsysteme

Energy Technology Data Exchange (ETDEWEB)

Reinl, Christian; Stryk, Oskar von [Technische Univ. Darmstadt (Germany). FB Informatik; Glocker, Markus [Trimble Terrasat GmbH, Hoehenkirchen (Germany)

2009-07-01

Nonlinear hybrid dynamical systems for modeling optimal cooperative control enable a tight and formal coupling of discrete and continuous state dynamics, i.e. of dynamic role and task assignment with switching dynamics of motions. In the resulting mixed-integer multi-phase optimal control problems constraints on the discrete and continuous state and control variables can be considered, e.g., formation or communication requirements. Two numerical methods are investigated: a decomposition approach using branch-and-bound and direct collocation methods as well as an approximation by large-scale, mixed-integer linear problems. Both methods are applied to example problems: the optimal simultaneous waypoint sequencing and trajectory planning of a team of aerial vehicles and the optimization of role distribution and trajectories in robot soccer. (orig.)

Optimization and inverse problems in electromagnetism

CERN Document Server

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...

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 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.

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...

One Critical Case in Singularly Perturbed Control Problems

Science.gov (United States)

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.

Two-objective on-line optimization of supervisory control strategy

Energy Technology Data Exchange (ETDEWEB)

Nassif, N.; Kajl, S.; Sabourin, R. [Ecole de Technologie Superieure, Montreal (Canada)

2004-09-01

The set points of supervisory control strategy are optimized with respect to energy use and thermal comfort for existing HVAC systems. The set point values of zone temperatures, supply duct static pressure, and supply air temperature are the problem variables, while energy use and thermal comfort are the objective functions. The HVAC system model includes all the individual component models developed and validated against the monitored data of an existing VAV system. It serves to calculate energy use during the optimization process, whereas the actual energy use is determined by using monitoring data and the appropriate validated component models. A comparison, done for one summer week, of actual and optimal energy use shows that the on-line implementation of a genetic algorithm optimization program to determine the optimal set points of supervisory control strategy could save energy by 19.5%, while satisfying the minimum zone airflow rates and the thermal comfort. The results also indicate that the application of the two-objective optimization problem can help control daily energy use or daily building thermal comfort, thus saving more energy than the application of the one-objective optimization problem. (Author)

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....

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...

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.

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 ...

Optimal control linear quadratic methods

CERN Document Server

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 control of LQR for discrete time-varying systems with input delays

Science.gov (United States)

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.

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)

SHOOT2.0: An indirect grid shooting package for optimal control problems, with switching handling and embedded continuation

OpenAIRE

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...

Control and optimal control theories with applications

CERN Document Server

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

An introduction to optimal control of FBSDE with incomplete information

CERN Document Server

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.

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.)

Developments in model-based optimization and control distributed control and industrial applications

CERN Document Server

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...

Optimal and Autonomous Control Using Reinforcement Learning: A Survey.

Science.gov (United States)

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.

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.

Hybrid Quantum-Classical Approach to Quantum Optimal Control.

Science.gov (United States)

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.

Optimal control landscape for the generation of unitary transformations with constrained dynamics

International Nuclear Information System (INIS)

Hsieh, Michael; Wu, Rebing; Rabitz, Herschel; Lidar, Daniel

2010-01-01

The reliable and precise generation of quantum unitary transformations is essential for the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal control problem of generating such unitary transformations as a surface-optimization problem over the quantum control landscape, defined as a metric for realizing a desired unitary transformation as a function of the control variables. It was found that under the assumption of nondissipative and controllable dynamics, the landscape topology is trap free, which implies that any reasonable optimization heuristic should be able to identify globally optimal solutions. The present work is a control landscape analysis, which incorporates specific constraints in the Hamiltonian that correspond to certain dynamical symmetries in the underlying physical system. It is found that the presence of such symmetries does not destroy the trap-free topology. These findings expand the class of quantum dynamical systems on which control problems are intrinsically amenable to a solution by optimal control.

BRAIN Journal - Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

OpenAIRE

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...

Hybrid Predictive Control for Dynamic Transport Problems

CERN Document Server

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) ...

Optimization of control bars patterns and fuel recharges of coupled form

International Nuclear Information System (INIS)

Mejia S, D.M.; Ortiz S, J.J.

2006-01-01

In this work a system coupled for the optimization of fuel recharges and control bars patterns in boiling water reactors (BWR by its initials in English) is presented. It was used a multi state recurrent neural net like optimization technique. This type of neural net has been used in the solution of diverse problems, in particular the design of patterns of control bars and the design of the fuel recharge. However, these problems have been resolved in an independent way with different optimization techniques. The system was developed in FORTRAN 77 language, it calls OCORN (Optimization of Cycles of Operation using Neural Nets) and it solves both problems of combinatory optimization in a coupled way. OCORN begins creating a seed recharge by means of an optimization through the Haling principle. Later on a pattern of control bars for this recharge seed is proposed. Then a new fuel recharge is designed using the control bars patterns previously found. By this way an iterative process begins among the optimization of control bars patterns and the fuel recharge until a stop criteria it is completed. The stop criteria is completed when the fuel recharges and the control bars patterns don't vary in several successive iterations. The final result is an optimal fuel recharge and its respective control bars pattern. In this work the obtained results by this system for a cycle of balance of 18 months divided in 12 steps of burnt are presented. The obtained results are very encouraging, since the fuel recharge and the control bars pattern, its fulfill with the restrictions imposed in each one of the problems. (Author)

An Approximate Method for Solving Optimal Control Problems for Discrete Systems Based on Local Approximation of an Attainability Set

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.

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

Method and codes for solving the optimization problem of initial material distribution and controlling of reactor during the run

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

Optimal control of hydroelectric facilities

Science.gov (United States)

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.

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

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.

Optimal control problem in correlation between smoking and epidemic of respiratory diseases

Science.gov (United States)

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.

Selecting Optimal Subset of Security Controls

OpenAIRE

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, ...

A Mathematical Optimization Problem in Bioinformatics

Science.gov (United States)

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…

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)

Optimal control of stretching process of flexible solar arrays on spacecraft based on a hybrid optimization strategy

Directory of Open Access Journals (Sweden)

Qijia Yao

2017-07-01

Full Text Available The optimal control of multibody spacecraft during the stretching process of solar arrays is investigated, and a hybrid optimization strategy based on Gauss pseudospectral method (GPM and direct shooting method (DSM is presented. First, the elastic deformation of flexible solar arrays was described approximately by the assumed mode method, and a dynamic model was established by the second Lagrangian equation. Then, the nonholonomic motion planning problem is transformed into a nonlinear programming problem by using GPM. By giving fewer LG points, initial values of the state variables and control variables were obtained. A serial optimization framework was adopted to obtain the approximate optimal solution from a feasible solution. Finally, the control variables were discretized at LG points, and the precise optimal control inputs were obtained by DSM. The optimal trajectory of the system can be obtained through numerical integration. Through numerical simulation, the stretching process of solar arrays is stable with no detours, and the control inputs match the various constraints of actual conditions. The results indicate that the method is effective with good robustness. Keywords: Motion planning, Multibody spacecraft, Optimal control, Gauss pseudospectral method, Direct shooting method

Optimal design of distributed control and embedded systems

CERN Document Server

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...

Approximate optimal tracking control for near-surface AUVs with wave disturbances

Science.gov (United States)

Yang, Qing; Su, Hao; Tang, Gongyou

2016-10-01

This paper considers the optimal trajectory tracking control problem for near-surface autonomous underwater vehicles (AUVs) in the presence of wave disturbances. An approximate optimal tracking control (AOTC) approach is proposed. Firstly, a six-degrees-of-freedom (six-DOF) AUV model with its body-fixed coordinate system is decoupled and simplified and then a nonlinear control model of AUVs in the vertical plane is given. Also, an exosystem model of wave disturbances is constructed based on Hirom approximation formula. Secondly, the time-parameterized desired trajectory which is tracked by the AUV's system is represented by the exosystem. Then, the coupled two-point boundary value (TPBV) problem of optimal tracking control for AUVs is derived from the theory of quadratic optimal control. By using a recently developed successive approximation approach to construct sequences, the coupled TPBV problem is transformed into a problem of solving two decoupled linear differential sequences of state vectors and adjoint vectors. By iteratively solving the two equation sequences, the AOTC law is obtained, which consists of a nonlinear optimal feedback item, an expected output tracking item, a feedforward disturbances rejection item, and a nonlinear compensatory term. Furthermore, a wave disturbances observer model is designed in order to solve the physically realizable problem. Simulation is carried out by using the Remote Environmental Unit (REMUS) AUV model to demonstrate the effectiveness of the proposed algorithm.

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.

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)

A roadmap for optimal control: the right way to commute.

Science.gov (United States)

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.

Optimal Control of Hybrid Systems in Air Traffic Applications

Science.gov (United States)

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

Price-based Optimal Control of Electrical Power Systems

Energy Technology Data Exchange (ETDEWEB)

Jokic, A.

2007-09-10

The research presented in this thesis is motivated by the following issue of concern for the operation of future power systems: Future power systems will be characterized by significantly increased uncertainties at all time scales and, consequently, their behavior in time will be difficult to predict. In Chapter 2 we will present a novel explicit, dynamic, distributed feedback control scheme that utilizes nodal-prices for real-time optimal power balance and network congestion control. The term explicit means that the controller is not based on solving an optimization problem on-line. Instead, the nodal prices updates are based on simple, explicitly defined and easily comprehensible rules. We prove that the developed control scheme, which acts on the measurements from the current state of the system, always provide the correct nodal prices. In Chapter 3 we will develop a novel, robust, hybrid MPC control (model predictive controller) scheme for power balance control with hard constraints on line power flows and network frequency deviations. The developed MPC controller acts in parallel with the explicit controller from Chapter 2, and its task is to enforce the constraints during the transient periods following suddenly occurring power imbalances in the system. In Chapter 4 the concept of autonomous power networks will be presented as a concise formulation to deal with economic, technical and reliability issues in power systems with a large penetration of distributed generating units. With autonomous power networks as new market entities, we propose a novel operational structure of ancillary service markets. In Chapter 5 we will consider the problem of controlling a general linear time-invariant dynamical system to an economically optimal operating point, which is defined by a multiparametric constrained convex optimization problem related with the steady-state operation of the system. The parameters in the optimization problem are values of the exogenous inputs to

Optimal boundary control and boundary stabilization of hyperbolic systems

CERN Document Server

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.

Comparative study of flare control laws. [optimal control of b-737 aircraft approach and landing

Science.gov (United States)

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.

Rapid Optimal Generation Algorithm for Terrain Following Trajectory Based on Optimal Control

Institute of Scientific and Technical Information of China (English)

杨剑影; 张海; 谢邦荣; 尹健

2004-01-01

Based on the optimal control theory, a 3-dimensionnal direct generation algorithm is proposed for anti-ground low altitude penetration tasks under complex terrain. By optimizing the terrain following(TF) objective function,terrain coordinate system, missile dynamic model and control vector, the TF issue is turning into the improved optimal control problem whose mathmatical model is simple and need not solve the second order terrain derivative. Simulation results prove that this method is reasonable and feasible. The TF precision is in the scope from 0.3 m to 3.0 m,and the planning time is less than 30 min. This method have the strongpionts such as rapidness, precision and has great application value.

Pointwise second-order necessary optimality conditions and second-order sensitivity relations in optimal control

Science.gov (United States)

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).

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...

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.

A Flexible Job Shop Scheduling Problem with Controllable Processing Times to Optimize Total Cost of Delay and Processing

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.

Optimal control of nonlinear continuous-time systems in strict-feedback form.

Science.gov (United States)

Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

2015-10-01

This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

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.

Optimization of type-2 fuzzy controllers using the bee colony algorithm

CERN Document Server

Amador, Leticia

2017-01-01

This book focuses on the fields of fuzzy logic, bio-inspired algorithm; especially bee colony optimization algorithm and also considering the fuzzy control area. The main idea is that this areas together can to solve various control problems and to find better results. In this book we test the proposed method using two benchmark problems; the problem for filling a water tank and the problem for controlling the trajectory in an autonomous mobile robot. When Interval Type-2 Fuzzy Logic System is implemented to model the behavior of systems, the results show a better stabilization, because the analysis of uncertainty is better. For this reason we consider in this book the proposed method using fuzzy systems, fuzzy controllers, and bee colony optimization algorithm improve the behavior of the complex control problems.

A neuro-data envelopment analysis approach for optimization of uncorrelated multiple response problems with smaller the better type controllable factors

Science.gov (United States)

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.

Optimal control of information epidemics modeled as Maki Thompson rumors

Science.gov (United States)

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.

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)

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 ...

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....

Optimal control for mathematical models of cancer therapies an application of geometric methods

CERN Document Server

Schättler, Heinz

2015-01-01

This book presents applications of geometric optimal control to real life biomedical problems with an emphasis on cancer treatments. A number of mathematical models for both classical and novel cancer treatments are presented as optimal control problems with the goal of constructing optimal protocols. The power of geometric methods is illustrated with fully worked out complete global solutions to these mathematically challenging problems. Elaborate constructions of optimal controls and corresponding system responses provide great examples of applications of the tools of geometric optimal control and the outcomes aid the design of simpler, practically realizable suboptimal protocols. The book blends mathematical rigor with practically important topics in an easily readable tutorial style. Graduate students and researchers in science and engineering, particularly biomathematics and more mathematical aspects of biomedical engineering, would find this book particularly useful.

Coevolutionary particle swarm optimization using Gaussian distribution for solving constrained optimization problems.

Science.gov (United States)

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.

Hybrid vehicle optimal control : Linear interpolation and singular control

NARCIS (Netherlands)

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

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.

Free terminal time optimal control problem for the treatment of HIV infection

Directory of Open Access Journals (Sweden)

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 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.

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

Adaptive Constrained Optimal Control Design for Data-Based Nonlinear Discrete-Time Systems With Critic-Only Structure.

Science.gov (United States)

Luo, Biao; Liu, Derong; Wu, Huai-Ning

2018-06-01

Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition . To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.

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....

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...

Terminal Control Area Aircraft Scheduling and Trajectory Optimization Approaches

Directory of Open Access Journals (Sweden)

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.

Efficient evolutionary algorithms for optimal control

NARCIS (Netherlands)

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

ALGORITM PENTRU DETERMINAREA STRATEGIILOR OPTIME STAŢIONARE ÎN PROBLEMELE STOCASTICE DE CONTROL OPTIMAL DISCRET PE REŢELE DECIZIONALE CU MULTIPLE CLASE RECURENTE

Directory of Open Access Journals (Sweden)

Maria CAPCELEA

2015-12-01

Full Text Available Este elaborat şi argumentat teoretic un algoritm eficient pentru determinarea strategiilor optime staţionare în proble-mele stocastice de control optimal discret cu perioada de dirijare infinită, definite pe reţele decizionale cu multiple clase recurente, în care este aplicat criteriul de optimizare a combinaţiei convexe a costurilor medii în clasele recurente. Sunt examinate probleme în care costurile de tranziţie între stările sistemului dinamic şi probabilităţile de tranziţie, definite în stările necontrolabile, sunt constante independente de timp. Algoritmul elaborat este bazat pe modelul de programare liniară pentru determinarea strategiilor optime în problemele de control definite pe reţele decizionale perfecte [3,4].AN ALGORITHM FOR DETERMINING STATIONARY OPTIMAL STRATEGIES FOR STOCHASTIC DISCRETE OPTIMAL CONTROL PROBLEMS DEFINED ON NETWORKS WITH MULTIPLE RECURRENT CLASSESAn efficient algorithm for determining optimal stationary strategies for the stochastic discrete optimal control problems with infinite time horizon is developed and theoretically justified. The problems are defined on decision networks with multiple recurrent classes. The average costs convex combination optimization criterion is applied. We examine problems in which the costs of transitions between the states of the dynamic system and transition probabilities, defined on the uncontrollable states, are constants independent on time. The algorithm is based on the linear programming model developed for determining optimal strategies in control problems defined on perfect decision networks [3,4].

A Novel Optimal Control Method for Impulsive-Correction Projectile Based on Particle Swarm Optimization

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.

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....

Time-domain finite elements in optimal control with application to launch-vehicle guidance. PhD. Thesis

Science.gov (United States)

Bless, Robert R.

1991-01-01

A time-domain finite element method is developed for optimal control problems. The theory derived is general enough to handle a large class of problems including optimal control problems that are continuous in the states and controls, problems with discontinuities in the states and/or system equations, problems with control inequality constraints, problems with state inequality constraints, or problems involving any combination of the above. The theory is developed in such a way that no numerical quadrature is necessary regardless of the degree of nonlinearity in the equations. Also, the same shape functions may be employed for every problem because all strong boundary conditions are transformed into natural or weak boundary conditions. In addition, the resulting nonlinear algebraic equations are very sparse. Use of sparse matrix solvers allows for the rapid and accurate solution of very difficult optimization problems. The formulation is applied to launch-vehicle trajectory optimization problems, and results show that real-time optimal guidance is realizable with this method. Finally, a general problem solving environment is created for solving a large class of optimal control problems. The algorithm uses both FORTRAN and a symbolic computation program to solve problems with a minimum of user interaction. The use of symbolic computation eliminates the need for user-written subroutines which greatly reduces the setup time for solving problems.

Set-Based Discrete Particle Swarm Optimization Based on Decomposition for Permutation-Based Multiobjective Combinatorial Optimization Problems.

Science.gov (United States)

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.

Power flow analysis for islanded microgrid in hierarchical structure of control system using optimal control theory

Directory of Open Access Journals (Sweden)

Thang Diep Thanh

2017-12-01

Full Text Available In environmental uncertainties, the power flow problem in islanded microgrid (MG becomes complex and non-trivial. The optimal power flow (OPL problem is described in this paper by using the energy balance between the power generation and load demand. The paper also presents the hierarchical control structure which consists of primary, secondary, tertiary, and emergency controls. Clearly, optimal power flow (OPL which implements a distributed tertiary control in hierarchical control. MG consists of diesel engine generator (DEG, wind turbine generator (WTG, and photovoltaic (PV power. In the control system considered, operation planning is realized based on profiles such that the MG, load, wind and photovoltaic power must be forecasted in short-period, meanwhile the dispatch source (i.e., DEG needs to be scheduled. The aim of the control problem is to find the dispatch output power by minimizing the total cost of energy that leads to the Hamilton-Jacobi-Bellman equation. Experimental results are presented, showing the effectiveness of optimal control such that the generation allows demand profile.

On the complexity of determining tolerances for ->e--optimal solutions to min-max combinatorial optimization problems

NARCIS (Netherlands)

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.

An optimal control strategies using vaccination and fogging in dengue fever transmission model

Science.gov (United States)

Fitria, Irma; Winarni, Pancahayani, Sigit; Subchan

2017-08-01

This paper discussed regarding a model and an optimal control problem of dengue fever transmission. We classified the model as human and vector (mosquito) population classes. For the human population, there are three subclasses, such as susceptible, infected, and resistant classes. Then, for the vector population, we divided it into wiggler, susceptible, and infected vector classes. Thus, the model consists of six dynamic equations. To minimize the number of dengue fever cases, we designed two optimal control variables in the model, the giving of fogging and vaccination. The objective function of this optimal control problem is to minimize the number of infected human population, the number of vector, and the cost of the controlling efforts. By giving the fogging optimally, the number of vector can be minimized. In this case, we considered the giving of vaccination as a control variable because it is one of the efforts that are being developed to reduce the spreading of dengue fever. We used Pontryagin Minimum Principle to solve the optimal control problem. Furthermore, the numerical simulation results are given to show the effect of the optimal control strategies in order to minimize the epidemic of dengue fever.

Optimization and Optimal Control

CERN Document Server

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

An example in linear quadratic optimal control

NARCIS (Netherlands)

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

Parallel Solution of Robust Nonlinear Model Predictive Control Problems in Batch Crystallization

Directory of Open Access Journals (Sweden)

Yankai Cao

2016-06-01

Full Text Available Representing the uncertainties with a set of scenarios, the optimization problem resulting from a robust nonlinear model predictive control (NMPC strategy at each sampling instance can be viewed as a large-scale stochastic program. This paper solves these optimization problems using the parallel Schur complement method developed to solve stochastic programs on distributed and shared memory machines. The control strategy is illustrated with a case study of a multidimensional unseeded batch crystallization process. For this application, a robust NMPC based on min–max optimization guarantees satisfaction of all state and input constraints for a set of uncertainty realizations, and also provides better robust performance compared with open-loop optimal control, nominal NMPC, and robust NMPC minimizing the expected performance at each sampling instance. The performance of robust NMPC can be improved by generating optimization scenarios using Bayesian inference. With the efficient parallel solver, the solution time of one optimization problem is reduced from 6.7 min to 0.5 min, allowing for real-time application.

The Coral Reefs Optimization Algorithm: A Novel Metaheuristic for Efficiently Solving Optimization Problems

Science.gov (United States)

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

An hp symplectic pseudospectral method for nonlinear optimal control

Science.gov (United States)

Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong

2017-01-01

An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.

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.

Near-Optimal Tracking Control of Mobile Robots Via Receding-Horizon Dual Heuristic Programming.

Science.gov (United States)

Lian, Chuanqiang; Xu, Xin; Chen, Hong; He, Haibo

2016-11-01

Trajectory tracking control of wheeled mobile robots (WMRs) has been an important research topic in control theory and robotics. Although various tracking control methods with stability have been developed for WMRs, it is still difficult to design optimal or near-optimal tracking controller under uncertainties and disturbances. In this paper, a near-optimal tracking control method is presented for WMRs based on receding-horizon dual heuristic programming (RHDHP). In the proposed method, a backstepping kinematic controller is designed to generate desired velocity profiles and the receding horizon strategy is used to decompose the infinite-horizon optimal control problem into a series of finite-horizon optimal control problems. In each horizon, a closed-loop tracking control policy is successively updated using a class of approximate dynamic programming algorithms called finite-horizon dual heuristic programming (DHP). The convergence property of the proposed method is analyzed and it is shown that the tracking control system based on RHDHP is asymptotically stable by using the Lyapunov approach. Simulation results on three tracking control problems demonstrate that the proposed method has improved control performance when compared with conventional model predictive control (MPC) and DHP. It is also illustrated that the proposed method has lower computational burden than conventional MPC, which is very beneficial for real-time tracking control.

Optimal dynamic control of resources in a distributed system

Science.gov (United States)

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 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 design of a magneto-rheological brake absorber for torsional vibration control

International Nuclear Information System (INIS)

Nguyen, Q H; Choi, S B

2012-01-01

This research presents an optimal design of a magneto-rheological (MR) brake absorber for torsional vibration control of a rotating shaft. Firstly, the configuration of an MR brake absorber for torsional vibration control of a rotating shaft system is proposed. Then, the braking torque of the MR brake is derived based on the Bingham plastic model of the MR fluid. By assuming that the behaviour of the MR brake absorber is similar to that of a dry friction torsional damper, the optimal braking torque to control the torsional vibration is determined and validated by simulation. The optimal design problem of the MR brake absorber is then developed and a procedure to solve the optimal problem is proposed. Based on the proposed optimal design procedure, the optimal design of a specific rotating shaft system is performed. Vibration control performance of the shaft system employing the optimized MR brake absorber is then investigated through simulation and discussion on the results is given. (paper)

Optimal design of a magneto-rheological brake absorber for torsional vibration control

Science.gov (United States)

Nguyen, Q. H.; Choi, S. B.

2012-02-01

This research presents an optimal design of a magneto-rheological (MR) brake absorber for torsional vibration control of a rotating shaft. Firstly, the configuration of an MR brake absorber for torsional vibration control of a rotating shaft system is proposed. Then, the braking torque of the MR brake is derived based on the Bingham plastic model of the MR fluid. By assuming that the behaviour of the MR brake absorber is similar to that of a dry friction torsional damper, the optimal braking torque to control the torsional vibration is determined and validated by simulation. The optimal design problem of the MR brake absorber is then developed and a procedure to solve the optimal problem is proposed. Based on the proposed optimal design procedure, the optimal design of a specific rotating shaft system is performed. Vibration control performance of the shaft system employing the optimized MR brake absorber is then investigated through simulation and discussion on the results is given.

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.

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.

Implementation of an optimal control energy management strategy in a hybrid truck

NARCIS (Netherlands)

Mullem, D. van; Keulen, T. van; Kessels, J.T.B.A.; Jager, B. de; Steinbuch, M.

2010-01-01

Energy Management Strategies for hybrid powertrains control the power split, between the engine and electric motor, of a hybrid vehicle, with fuel consumption or emission minimization as objective. Optimal control theory can be applied to rewrite the optimization problem to an optimization

Everyday experiences of memory problems and control: the adaptive role of selective optimization with compensation in the context of memory decline.

Science.gov (United States)

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.

Hybrid intelligent optimization methods for engineering problems

Science.gov (United States)

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.

Weather and Climate Manipulation as an Optimal Control for Adaptive Dynamical Systems

Directory of Open Access Journals (Sweden)

Sergei A. Soldatenko

2017-01-01

Full Text Available The weather and climate manipulation is examined as an optimal control problem for the earth climate system, which is considered as a complex adaptive dynamical system. Weather and climate manipulations are actually amorphous operations. Since their objectives are usually formulated vaguely, the expected results are fairly unpredictable and uncertain. However, weather and climate modification is a purposeful process and, therefore, we can formulate operations to manipulate weather and climate as the optimization problem within the framework of the optimal control theory. The complexity of the earth’s climate system is discussed and illustrated using the simplified low-order coupled chaotic dynamical system. The necessary conditions of optimality are derived for the large-scale atmospheric dynamics. This confirms that even a relatively simplified control problem for the atmospheric dynamics requires significant efforts to obtain the solution.

The optimal solution of a non-convex state-dependent LQR problem and its applications.

Directory of Open Access Journals (Sweden)

Xudan Xu

Full Text Available This paper studies a Non-convex State-dependent Linear Quadratic Regulator (NSLQR problem, in which the control penalty weighting matrix [Formula: see text] in the performance index is state-dependent. A necessary and sufficient condition for the optimal solution is established with a rigorous proof by Euler-Lagrange Equation. It is found that the optimal solution of the NSLQR problem can be obtained by solving a Pseudo-Differential-Riccati-Equation (PDRE simultaneously with the closed-loop system equation. A Comparison Theorem for the PDRE is given to facilitate solution methods for the PDRE. A linear time-variant system is employed as an example in simulation to verify the proposed optimal solution. As a non-trivial application, a goal pursuit process in psychology is modeled as a NSLQR problem and two typical goal pursuit behaviors found in human and animals are reproduced using different control weighting [Formula: see text]. It is found that these two behaviors save control energy and cause less stress over Conventional Control Behavior typified by the LQR control with a constant control weighting [Formula: see text], in situations where only the goal discrepancy at the terminal time is of concern, such as in Marathon races and target hitting missions.

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.

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...

Preconditioning for partial differential equation constrained optimization with control constraints

KAUST Repository

Stoll, Martin

2011-10-18

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.

Preconditioning for partial differential equation constrained optimization with control constraints

KAUST Repository

Stoll, Martin; Wathen, Andy

2011-01-01

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.

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...

Joint Optimization of Star P-hub Median Problem and Seat Inventory Control Decisions Considering a Hybrid Routing Transportation System

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.

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...

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...

The Design of Optimal PID Control Method for Quadcopter Movement Control

Directory of Open Access Journals (Sweden)

Hanum Arrosida

2018-02-01

Full Text Available Nowadays, quadcopter motion control has become a popular research topic because of its versatile ability as an unmanned aircraft can be used to alleviate human labor and also be able to reach dangerous areas or areas which is unreachable to humans. On the other hand, the Optimal PID control method, which incorporates PID and Linear Quadratic Regulator (LQR control methods, has also been widely used in industry and research field because it has advantages that are easy to operate, easy design, and a good level of precision. In the PID control method, the main problem to be solved is the accuracy of the gain value Kp, Ki, and Kd because the inappropriateness of those value will result in an imprecise control action. Based on these problems and referring to the previous study, the optimal PID control method was developed by using PID controller structure with tuning gain parameter of PID through Linear Quadratic Regulator (LQR method. Through the integration of these two control methods, the optimum solutions can be obtained: easier controller design process for quadcopter control when crossing the determined trajectories, steady state error values less than 5% and a stable quadcopter movement with roll and pitch angle stabilization at position 0 radians with minimum energy function.

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.

Advances in bio-inspired computing for combinatorial optimization problems

CERN Document Server

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

THE OPTIMAL CONTROL IN THE MODELOF NETWORK SECURITY FROM MALICIOUS CODE

Directory of Open Access Journals (Sweden)

2016-01-01

Full Text Available The paper deals with a mathematical model of network security. The model is described in terms of the nonlinear optimal control. As a criterion of the control problem quality the price of the summary damage inflicted by the harmful codes is chosen, under additional restriction: the number of recovered nodes is maximized. The Pontryagin maximum principle for construction of the optimal decisions is formulated. The number of switching points of the optimal control is found. The explicit form of optimal control is given using the Lagrange multipliers method.

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.

Coupled Low-thrust Trajectory and System Optimization via Multi-Objective Hybrid Optimal Control

Science.gov (United States)

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.

Comparative performance of an elitist teaching-learning-based optimization algorithm for solving unconstrained optimization problems

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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.

Optimization in the design and control of robotic manipulators: A survey

International Nuclear Information System (INIS)

Rao, S.S.; Bhatti, P.K.

1989-01-01

Robotics is a relatively new and evolving technology being applied to manufacturing automation and is fast replacing the special-purpose machines or hard automation as it is often called. Demands for higher productivity, better and uniform quality products, and better working environments are primary reasons for its development. An industrial robot is a multifunctional and computer-controlled mechanical manipulator exhibiting a complex and highly nonlinear behavior. Even though most current robots have anthropomorphic configurations, they have far inferior manipulating abilities compared to humans. A great deal of research effort is presently being directed toward improving their overall performance by using optimal mechanical structures and control strategies. The optimal design of robot manipulators can include kinematic performance characteristics such as workspace, accuracy, repeatability, and redundancy. The static load capacity as well as dynamic criteria such as generalized inertia ellipsoid, dynamic manipulability, and vibratory response have also been considered in the design stages. The optimal control problems typically involve trajectory planning, time-optimal control, energy-optimal control, and mixed-optimal control. The constraints in a robot manipulator design problem usually involve link stresses, actuator torques, elastic deformation of links, and collision avoidance. This paper presents a review of the literature on the issues of optimum design and control of robotic manipulators and also the various optimization techniques currently available for application to robotics

Analytical design of an industrial two-term controller for optimal regulatory control of open-loop unstable processes under operational constraints.

Science.gov (United States)

Tchamna, Rodrigue; Lee, Moonyong

2018-01-01

This paper proposes a novel optimization-based approach for the design of an industrial two-term proportional-integral (PI) controller for the optimal regulatory control of unstable processes subjected to three common operational constraints related to the process variable, manipulated variable and its rate of change. To derive analytical design relations, the constrained optimal control problem in the time domain was transformed into an unconstrained optimization problem in a new parameter space via an effective parameterization. The resulting optimal PI controller has been verified to yield optimal performance and stability of an open-loop unstable first-order process under operational constraints. The proposed analytical design method explicitly takes into account the operational constraints in the controller design stage and also provides useful insights into the optimal controller design. Practical procedures for designing optimal PI parameters and a feasible constraint set exclusive of complex optimization steps are also proposed. The proposed controller was compared with several other PI controllers to illustrate its performance. The robustness of the proposed controller against plant-model mismatch has also been investigated. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Robust output LQ optimal control via integral sliding modes

CERN Document Server

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...

Implementation of fault-tolerant quantum logic gates via optimal control

International Nuclear Information System (INIS)

Nigmatullin, R; Schirmer, S G

2009-01-01

The implementation of fault-tolerant quantum gates on encoded logic qubits is considered. It is shown that transversal implementation of logic gates based on simple geometric control ideas is problematic for realistic physical systems suffering from imperfections such as qubit inhomogeneity or uncontrollable interactions between qubits. However, this problem can be overcome by formulating the task as an optimal control problem and designing efficient algorithms to solve it. In particular, we can find solutions that implement all of the elementary logic gates in a fixed amount of time with limited control resources for the five-qubit stabilizer code. Most importantly, logic gates that are extremely difficult to implement using conventional techniques even for ideal systems, such as the T-gate for the five-qubit stabilizer code, do not appear to pose a problem for optimal control.

Dynamic optimization of the complex adaptive controlling by the structure of enterprise’s product range

Directory of Open Access Journals (Sweden)

Andrey Fyodorovich Shorikov

2013-06-01

Full Text Available This paper reviews a methodical approach to solve multi-step dynamic problem of optimal integrated adaptive management of a product portfolio structure of the enterprise. For the organization of optimal adaptive terminal control of the system the recurrent algorithm, which reduces an initial multistage problem to the realization of the final sequence of problems of optimal program terminal control is offered. In turn, the decision of each problem of optimal program terminal control is reduced to the realization of the final sequence only single-step operations in the form of the problems solving of linear and convex mathematical programming. Thus, the offered approach allows to develop management solutions at current information support, which consider feedback, and which create the optimal structure of an enterprise’s product lines, contributing to optimising of profits, as well as maintenance of the desired level of profit for a long period of time

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)

Control and Optimization Methods for Electric Smart Grids

CERN Document Server

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...

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

A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design

Science.gov (United States)

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.

Optimal Pid Controller Design Using Adaptive Vurpso Algorithm

Science.gov (United States)

Zirkohi, Majid Moradi

2015-04-01

The purpose of this paper is to improve theVelocity Update Relaxation Particle Swarm Optimization algorithm (VURPSO). The improved algorithm is called Adaptive VURPSO (AVURPSO) algorithm. Then, an optimal design of a Proportional-Integral-Derivative (PID) controller is obtained using the AVURPSO algorithm. An adaptive momentum factor is used to regulate a trade-off between the global and the local exploration abilities in the proposed algorithm. This operation helps the system to reach the optimal solution quickly and saves the computation time. Comparisons on the optimal PID controller design confirm the superiority of AVURPSO algorithm to the optimization algorithms mentioned in this paper namely the VURPSO algorithm, the Ant Colony algorithm, and the conventional approach. Comparisons on the speed of convergence confirm that the proposed algorithm has a faster convergence in a less computation time to yield a global optimum value. The proposed AVURPSO can be used in the diverse areas of optimization problems such as industrial planning, resource allocation, scheduling, decision making, pattern recognition and machine learning. The proposed AVURPSO algorithm is efficiently used to design an optimal PID controller.

Optimal Control of a PEM Fuel Cell for the Inputs Minimization

Directory of Open Access Journals (Sweden)

José de Jesús Rubio

2014-01-01

Full Text Available The trajectory tracking problem of a proton exchange membrane (PEM fuel cell is considered. To solve this problem, an optimal controller is proposed. The optimal technique has the objective that the system states should reach the desired trajectories while the inputs are minimized. The proposed controller uses the Hamilton-Jacobi-Bellman method where its Riccati equation is considered as an adaptive function. The effectiveness of the proposed technique is verified by two simulations.

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

Science.gov (United States)

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).

Numerical Methods for Solution of the Extended Linear Quadratic Control Problem

DEFF Research Database (Denmark)

Jørgensen, John Bagterp; Frison, Gianluca; Gade-Nielsen, Nicolai Fog

2012-01-01

In this paper we present the extended linear quadratic control problem, its efficient solution, and a discussion of how it arises in the numerical solution of nonlinear model predictive control problems. The extended linear quadratic control problem is the optimal control problem corresponding...... to the Karush-Kuhn-Tucker system that constitute the majority of computational work in constrained nonlinear and linear model predictive control problems solved by efficient MPC-tailored interior-point and active-set algorithms. We state various methods of solving the extended linear quadratic control problem...... and discuss instances in which it arises. The methods discussed in the paper have been implemented in efficient C code for both CPUs and GPUs for a number of test examples....

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

An Enhanced Memetic Algorithm for Single-Objective Bilevel Optimization Problems.

Science.gov (United States)

Islam, Md Monjurul; Singh, Hemant Kumar; Ray, Tapabrata; Sinha, Ankur

2017-01-01

Bilevel optimization, as the name reflects, deals with optimization at two interconnected hierarchical levels. The aim is to identify the optimum of an upper-level  leader problem, subject to the optimality of a lower-level follower problem. Several problems from the domain of engineering, logistics, economics, and transportation have an inherent nested structure which requires them to be modeled as bilevel optimization problems. Increasing size and complexity of such problems has prompted active theoretical and practical interest in the design of efficient algorithms for bilevel optimization. Given the nested nature of bilevel problems, the computational effort (number of function evaluations) required to solve them is often quite high. In this article, we explore the use of a Memetic Algorithm (MA) to solve bilevel optimization problems. While MAs have been quite successful in solving single-level optimization problems, there have been relatively few studies exploring their potential for solving bilevel optimization problems. MAs essentially attempt to combine advantages of global and local search strategies to identify optimum solutions with low computational cost (function evaluations). The approach introduced in this article is a nested Bilevel Memetic Algorithm (BLMA). At both upper and lower levels, either a global or a local search method is used during different phases of the search. The performance of BLMA is presented on twenty-five standard test problems and two real-life applications. The results are compared with other established algorithms to demonstrate the efficacy of the proposed approach.

Germinal Center Optimization Applied to Neural Inverse Optimal Control for an All-Terrain Tracked Robot

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.

$H_2$ optimal controllers with observer based architecture for continuous-time systems : separation principle

NARCIS (Netherlands)

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

Existence and characterization of optimal control in mathematics model of diabetics population

Science.gov (United States)

Permatasari, A. H.; Tjahjana, R. H.; Udjiani, T.

2018-03-01

Diabetes is a chronic disease with a huge burden affecting individuals and the whole society. In this paper, we constructed the optimal control mathematical model by applying a strategy to control the development of diabetic population. The constructed mathematical model considers the dynamics of disabled people due to diabetes. Moreover, an optimal control approach is proposed in order to reduce the burden of pre-diabetes. Implementation of control is done by preventing the pre-diabetes develop into diabetics with and without complications. The existence of optimal control and characterization of optimal control is discussed in this paper. Optimal control is characterized by applying the Pontryagin minimum principle. The results indicate that there is an optimal control in optimization problem in mathematics model of diabetic population. The effect of the optimal control variable (prevention) is strongly affected by the number of healthy people.

Optimal Force Control of Vibro-Impact Systems for Autonomous Drilling Applications

Science.gov (United States)

Aldrich, Jack B.; Okon, Avi B.

2012-01-01

The need to maintain optimal energy efficiency is critical during the drilling operations performed on future and current planetary rover missions (see figure). Specifically, this innovation seeks to solve the following problem. Given a spring-loaded percussive drill driven by a voice-coil motor, one needs to determine the optimal input voltage waveform (periodic function) and the optimal hammering period that minimizes the dissipated energy, while ensuring that the hammer-to-rock impacts are made with sufficient (user-defined) impact velocity (or impact energy). To solve this problem, it was first observed that when voice-coil-actuated percussive drills are driven at high power, it is of paramount importance to ensure that the electrical current of the device remains in phase with the velocity of the hammer. Otherwise, negative work is performed and the drill experiences a loss of performance (i.e., reduced impact energy) and an increase in Joule heating (i.e., reduction in energy efficiency). This observation has motivated many drilling products to incorporate the standard bang-bang control approach for driving their percussive drills. However, the bang-bang control approach is significantly less efficient than the optimal energy-efficient control approach solved herein. To obtain this solution, the standard tools of classical optimal control theory were applied. It is worth noting that these tools inherently require the solution of a two-point boundary value problem (TPBVP), i.e., a system of differential equations where half the equations have unknown boundary conditions. Typically, the TPBVP is impossible to solve analytically for high-dimensional dynamic systems. However, for the case of the spring-loaded vibro-impactor, this approach yields the exact optimal control solution as the sum of four analytic functions whose coefficients are determined using a simple, easy-to-implement algorithm. Once the optimal control waveform is determined, it can be used

Applied optimal control theory of distributed systems

CERN Document Server

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. ...

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...

Modified Backtracking Search Optimization Algorithm Inspired by Simulated Annealing for Constrained Engineering Optimization Problems

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.

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...

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.

Intelligent Mechatronics Systems for Transport Climate Parameters Optimization Using Fuzzy Logic Control

OpenAIRE

Beinarts, I; Ļevčenkovs, A; Kuņicina, N

2007-01-01

In article interest is concentrated on the climate parameters optimization in passengers’ salon of public electric transportation vehicles. The article presents mathematical problem for using intelligent agents in mechatronics problems for climate parameters optimal control. Idea is to use fuzzy logic and intelligent algorithms to create coordination mechanism for climate parameters control to save electrical energy, and it increases the level of comfort for passengers. A special interest for...

Intersection signal control multi-objective optimization based on genetic algorithm

OpenAIRE

Zhanhong Zhou; Ming Cai

2014-01-01

A signal control intersection increases not only vehicle delay, but also vehicle emissions and fuel consumption in that area. Because more and more fuel and air pollution problems arise recently, an intersection signal control optimization method which aims at reducing vehicle emissions, fuel consumption and vehicle delay is required heavily. This paper proposed a signal control multi-object optimization method to reduce vehicle emissions, fuel consumption and vehicle delay simultaneously at ...

Belief Propagation Algorithm for Portfolio Optimization Problems.

Science.gov (United States)

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.

Relaxations to Sparse Optimization Problems and Applications

Science.gov (United States)

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

Tuning rules for robust FOPID controllers based on multi-objective optimization with FOPDT models.

Science.gov (United States)

Sánchez, Helem Sabina; Padula, Fabrizio; Visioli, Antonio; Vilanova, Ramon

2017-01-01

In this paper a set of optimally balanced tuning rules for fractional-order proportional-integral-derivative controllers is proposed. The control problem of minimizing at once the integrated absolute error for both the set-point and the load disturbance responses is addressed. The control problem is stated as a multi-objective optimization problem where a first-order-plus-dead-time process model subject to a robustness, maximum sensitivity based, constraint has been considered. A set of Pareto optimal solutions is obtained for different normalized dead times and then the optimal balance between the competing objectives is obtained by choosing the Nash solution among the Pareto-optimal ones. A curve fitting procedure has then been applied in order to generate suitable tuning rules. Several simulation results show the effectiveness of the proposed approach. Copyright © 2016. Published by Elsevier Ltd.

Hybrid vehicle energy management: singular optimal control

NARCIS (Netherlands)

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

Analytical design of proportional-integral controllers for the optimal control of first-order processes with operational constraints

Energy Technology Data Exchange (ETDEWEB)

Thu, Hien Cao Thi; Lee, Moonyong [Yeungnam University, Gyeongsan (Korea, Republic of)

2013-12-15

A novel analytical design method of industrial proportional-integral (PI) controllers was developed for the optimal control of first-order processes with operational constraints. The control objective was to minimize a weighted sum of the controlled variable error and the rate of change in the manipulated variable under the maximum allowable limits in the controlled variable, manipulated variable and the rate of change in the manipulated variable. The constrained optimal servo control problem was converted to an unconstrained optimization to obtain an analytical tuning formula. A practical shortcut procedure for obtaining optimal PI parameters was provided based on graphical analysis of global optimality. The proposed PI controller was found to guarantee global optimum and deal explicitly with the three important operational constraints.

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

Simulation and Optimization of Control of Selected Phases of Gyroplane Flight

Directory of Open Access Journals (Sweden)

Wienczyslaw Stalewski

2018-02-01

Full Text Available Optimization methods are increasingly used to solve problems in aeronautical engineering. Typically, optimization methods are utilized in the design of an aircraft airframe or its structure. The presented study is focused on improvement of aircraft flight control procedures through numerical optimization. The optimization problems concern selected phases of flight of a light gyroplane—a rotorcraft using an unpowered rotor in autorotation to develop lift and an engine-powered propeller to provide thrust. An original methodology of computational simulation of rotorcraft flight was developed and implemented. In this approach the aircraft motion equations are solved step-by-step, simultaneously with the solution of the Unsteady Reynolds-Averaged Navier–Stokes equations, which is conducted to assess aerodynamic forces acting on the aircraft. As a numerical optimization method, the BFGS (Broyden–Fletcher–Goldfarb–Shanno algorithm was adapted. The developed methodology was applied to optimize the flight control procedures in selected stages of gyroplane flight in direct proximity to the ground, where proper control of the aircraft is critical to ensure flight safety and performance. The results of conducted computational optimizations proved the qualitative correctness of the developed methodology. The research results can be helpful in the design of easy-to-control gyroplanes and also in the training of pilots for this type of rotorcraft.

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.

Time-optimal control of infinite order distributed parabolic systems involving time lags

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G.M. Bahaa

2014-06-01

Full Text Available A time-optimal control problem for linear infinite order distributed parabolic systems involving constant time lags appear both in the state equation and in the boundary condition is presented. Some particular properties of the optimal control are discussed.

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.

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

Multiparameter Optimization for Electromagnetic Inversion Problem

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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.

Approximate controllability of a semilinear elliptic problem with Robin condition in a periodically perforated domain

Directory of Open Access Journals (Sweden)

Nikita Agarwal

2017-07-01

Full Text Available In this article, we study the approximate controllability and homegenization results of a semi-linear elliptic problem with Robin boundary condition in a periodically perforated domain. We prove the existence of minimal norm control using Lions constructive approach, which is based on Fenchel-Rockafeller duality theory, and by means of Zuazua's fixed point arguments. Then, as the homogenization parameter goes to zero, we link the limit of the optimal controls (the limit of fixed point of the controllability problems with the optimal control of the corresponding homogenized problem.

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.

Constrained Fuzzy Predictive Control Using Particle Swarm Optimization

Directory of Open Access Journals (Sweden)

Oussama Ait Sahed

2015-01-01

Full Text Available A fuzzy predictive controller using particle swarm optimization (PSO approach is proposed. The aim is to develop an efficient algorithm that is able to handle the relatively complex optimization problem with minimal computational time. This can be achieved using reduced population size and small number of iterations. In this algorithm, instead of using the uniform distribution as in the conventional PSO algorithm, the initial particles positions are distributed according to the normal distribution law, within the area around the best position. The radius limiting this area is adaptively changed according to the tracking error values. Moreover, the choice of the initial best position is based on prior knowledge about the search space landscape and the fact that in most practical applications the dynamic optimization problem changes are gradual. The efficiency of the proposed control algorithm is evaluated by considering the control of the model of a 4 × 4 Multi-Input Multi-Output industrial boiler. This model is characterized by being nonlinear with high interactions between its inputs and outputs, having a nonminimum phase behaviour, and containing instabilities and time delays. The obtained results are compared to those of the control algorithms based on the conventional PSO and the linear approach.

Multiobjective optimization of low impact development stormwater controls

Science.gov (United States)

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.

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

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.

Optimal control of a double integrator a primer on maximum principle

CERN Document Server

Locatelli, Arturo

2017-01-01

This book provides an introductory yet rigorous treatment of Pontryagin’s Maximum Principle and its application to optimal control problems when simple and complex constraints act on state and control variables, the two classes of variable in such problems. The achievements resulting from first-order variational methods are illustrated with reference to a large number of problems that, almost universally, relate to a particular second-order, linear and time-invariant dynamical system, referred to as the double integrator. The book is ideal for students who have some knowledge of the basics of system and control theory and possess the calculus background typically taught in undergraduate curricula in engineering. Optimal control theory, of which the Maximum Principle must be considered a cornerstone, has been very popular ever since the late 1950s. However, the possibly excessive initial enthusiasm engendered by its perceived capability to solve any kind of problem gave way to its equally unjustified rejecti...

ON PROBLEM OF REGIONAL WAREHOUSE AND TRANSPORT INFRASTRUCTURE OPTIMIZATION

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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.

An Optimal Medium Access Control with Partial Observations for Sensor Networks

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Servetto Sergio D

2005-01-01

Full Text Available We consider medium access control (MAC in multihop sensor networks, where only partial information about the shared medium is available to the transmitter. We model our setting as a queuing problem in which the service rate of a queue is a function of a partially observed Markov chain representing the available bandwidth, and in which the arrivals are controlled based on the partial observations so as to keep the system in a desirable mildly unstable regime. The optimal controller for this problem satisfies a separation property: we first compute a probability measure on the state space of the chain, namely the information state, then use this measure as the new state on which the control decisions are based. We give a formal description of the system considered and of its dynamics, we formalize and solve an optimal control problem, and we show numerical simulations to illustrate with concrete examples properties of the optimal control law. We show how the ergodic behavior of our queuing model is characterized by an invariant measure over all possible information states, and we construct that measure. Our results can be specifically applied for designing efficient and stable algorithms for medium access control in multiple-accessed systems, in particular for sensor networks.

Chemical optimization algorithm for fuzzy controller design

CERN Document Server

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

Optimal Distributed Controller Synthesis for Chain Structures: Applications to Vehicle Formations

OpenAIRE

Khorsand, Omid; Alam, Assad; Gattami, Ather

2012-01-01

We consider optimal distributed controller synthesis for an interconnected system subject to communication constraints, in linear quadratic settings. Motivated by the problem of finite heavy duty vehicle platooning, we study systems composed of interconnected subsystems over a chain graph. By decomposing the system into orthogonal modes, the cost function can be separated into individual components. Thereby, derivation of the optimal controllers in state-space follows immediately. The optimal...

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 ...

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

Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

International Nuclear Information System (INIS)

Salazar, Daniel; Rocco, Claudio M.; Galvan, Blas J.

2006-01-01

This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature

Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

Energy Technology Data Exchange (ETDEWEB)

Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es

2006-09-15

This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.

Random Matrix Approach for Primal-Dual Portfolio Optimization Problems

Science.gov (United States)

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.

Correlations in state space can cause sub-optimal adaptation of optimal feedback control models.

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Aprasoff, Jonathan; Donchin, Opher

2012-04-01

Control of our movements is apparently facilitated by an adaptive internal model in the cerebellum. It was long thought that this internal model implemented an adaptive inverse model and generated motor commands, but recently many reject that idea in favor of a forward model hypothesis. In theory, the forward model predicts upcoming state during reaching movements so the motor cortex can generate appropriate motor commands. Recent computational models of this process rely on the optimal feedback control (OFC) framework of control theory. OFC is a powerful tool for describing motor control, it does not describe adaptation. Some assume that adaptation of the forward model alone could explain motor adaptation, but this is widely understood to be overly simplistic. However, an adaptive optimal controller is difficult to implement. A reasonable alternative is to allow forward model adaptation to 're-tune' the controller. Our simulations show that, as expected, forward model adaptation alone does not produce optimal trajectories during reaching movements perturbed by force fields. However, they also show that re-optimizing the controller from the forward model can be sub-optimal. This is because, in a system with state correlations or redundancies, accurate prediction requires different information than optimal control. We find that adding noise to the movements that matches noise found in human data is enough to overcome this problem. However, since the state space for control of real movements is far more complex than in our simple simulations, the effects of correlations on re-adaptation of the controller from the forward model cannot be overlooked.

The Expanded Invasive Weed Optimization Metaheuristic for Solving Continuous and Discrete Optimization Problems

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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.

Application of chaos-based chaotic invasive weed optimization techniques for environmental OPF problems in the power system

International Nuclear Information System (INIS)

Ghasemi, Mojtaba; Ghavidel, Sahand; Aghaei, Jamshid; Gitizadeh, Mohsen; Falah, Hasan

2014-01-01

Highlights: • Chaotic invasive weed optimization techniques based on chaos. • Nonlinear environmental OPF problem considering non-smooth fuel cost curves. • A comparative study of CIWO techniques for environmental OPF problem. - Abstract: This paper presents efficient chaotic invasive weed optimization (CIWO) techniques based on chaos for solving optimal power flow (OPF) problems with non-smooth generator fuel cost functions (non-smooth OPF) with the minimum pollution level (environmental OPF) in electric power systems. OPF problem is used for developing corrective strategies and to perform least cost dispatches. However, cost based OPF problem solutions usually result in unattractive system gaze emission issue (environmental OPF). In the present paper, the OPF problem is formulated by considering the emission issue. The total emission can be expressed as a non-linear function of power generation, as a multi-objective optimization problem, where optimal control settings for simultaneous minimization of fuel cost and gaze emission issue are obtained. The IEEE 30-bus test power system is presented to illustrate the application of the environmental OPF problem using CIWO techniques. Our experimental results suggest that CIWO techniques hold immense promise to appear as efficient and powerful algorithm for optimization in the power systems

Environmental optimal control strategies based on plant canopy photosynthesis responses and greenhouse climate model

Science.gov (United States)

Deng, Lujuan; Xie, Songhe; Cui, Jiantao; Liu, Tao

2006-11-01

It is the essential goal of intelligent greenhouse environment optimal control to enhance income of cropper and energy save. There were some characteristics such as uncertainty, imprecision, nonlinear, strong coupling, bigger inertia and different time scale in greenhouse environment control system. So greenhouse environment optimal control was not easy and especially model-based optimal control method was more difficult. So the optimal control problem of plant environment in intelligent greenhouse was researched. Hierarchical greenhouse environment control system was constructed. In the first level data measuring was carried out and executive machine was controlled. Optimal setting points of climate controlled variable in greenhouse was calculated and chosen in the second level. Market analysis and planning were completed in third level. The problem of the optimal setting point was discussed in this paper. Firstly the model of plant canopy photosynthesis responses and the model of greenhouse climate model were constructed. Afterwards according to experience of the planting expert, in daytime the optimal goals were decided according to the most maximal photosynthesis rate principle. In nighttime on plant better growth conditions the optimal goals were decided by energy saving principle. Whereafter environment optimal control setting points were computed by GA. Compared the optimal result and recording data in real system, the method is reasonable and can achieve energy saving and the maximal photosynthesis rate in intelligent greenhouse

A Linearized Relaxing Algorithm for the Specific Nonlinear Optimization Problem

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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.

Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.

Science.gov (United States)

Patri, Jean-François; Diard, Julien; Perrier, Pascal

2015-12-01

The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.

Optimal control applications in electric power systems

CERN Document Server

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...

Model checking optimal finite-horizon control for probabilistic gene regulatory networks.

Science.gov (United States)

Wei, Ou; Guo, Zonghao; Niu, Yun; Liao, Wenyuan

2017-12-14

Probabilistic Boolean networks (PBNs) have been proposed for analyzing external control in gene regulatory networks with incorporation of uncertainty. A context-sensitive PBN with perturbation (CS-PBNp), extending a PBN with context-sensitivity to reflect the inherent biological stability and random perturbations to express the impact of external stimuli, is considered to be more suitable for modeling small biological systems intervened by conditions from the outside. In this paper, we apply probabilistic model checking, a formal verification technique, to optimal control for a CS-PBNp that minimizes the expected cost over a finite control horizon. We first describe a procedure of modeling a CS-PBNp using the language provided by a widely used probabilistic model checker PRISM. We then analyze the reward-based temporal properties and the computation in probabilistic model checking; based on the analysis, we provide a method to formulate the optimal control problem as minimum reachability reward properties. Furthermore, we incorporate control and state cost information into the PRISM code of a CS-PBNp such that automated model checking a minimum reachability reward property on the code gives the solution to the optimal control problem. We conduct experiments on two examples, an apoptosis network and a WNT5A network. Preliminary experiment results show the feasibility and effectiveness of our approach. The approach based on probabilistic model checking for optimal control avoids explicit computation of large-size state transition relations associated with PBNs. It enables a natural depiction of the dynamics of gene regulatory networks, and provides a canonical form to formulate optimal control problems using temporal properties that can be automated solved by leveraging the analysis power of underlying model checking engines. This work will be helpful for further utilization of the advances in formal verification techniques in system biology.

The Fundamental Solution and Its Role in the Optimal Control of Infinite Dimensional Neutral Systems

International Nuclear Information System (INIS)

Liu Kai

2009-01-01

In this work, we shall consider standard optimal control problems for a class of neutral functional differential equations in Banach spaces. As the basis of a systematic theory of neutral models, the fundamental solution is constructed and a variation of constants formula of mild solutions is established. We introduce a class of neutral resolvents and show that the Laplace transform of the fundamental solution is its neutral resolvent operator. Necessary conditions in terms of the solutions of neutral adjoint systems are established to deal with the fixed time integral convex cost problem of optimality. Based on optimality conditions, the maximum principle for time varying control domain is presented. Finally, the time optimal control problem to a target set is investigated