Singular Continuation: Generating Piece-wise Linear Approximations to Pareto Sets via Global Analysis

We propose a strategy for approximating Pareto optimal sets based on the global analysis framework proposed by Smale (Dynamical systems, New York, 1973, pp. 531-544). The method highlights and exploits the underlying manifold structure of the Pareto sets, approximating Pareto optima by means of simplicial complexes. The method distinguishes the hierarchy between singular set, Pareto critical set and stable Pareto critical set, and can handle the problem of superposition of local Pareto fronts, occurring in the general nonconvex case. Furthermore, a quadratic convergence result in a suitable set-wise sense is proven and tested in a number of numerical examples.Comment: 29 pages, 12 figure

A Global Approach for Solving Edge-Matching Puzzles

We consider apictorial edge-matching puzzles, in which the goal is to arrange a collection of puzzle pieces with colored edges so that the colors match along the edges of adjacent pieces. We devise an algebraic representation for this problem and provide conditions under which it exactly characterizes a puzzle. Using the new representation, we recast the combinatorial, discrete problem of solving puzzles as a global, polynomial system of equations with continuous variables. We further propose new algorithms for generating approximate solutions to the continuous problem by solving a sequence of convex relaxations

Optimal control with structure constraints and its application to the design of passive mechanical systems

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering; and, (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2002.Page 214 blank.Includes bibliographical references.Structured control (static output feedback, reduced-order control, and decentralized feedback) is one of the most important open problems in control theory and practice. In this thesis, various techniques for synthesis of structured controllers are surveyed and investigated, including H2 optimization, H[infinity] optimization, L1 control, eigenvalue and eigenstructure treatment, and multiobjective control. Unstructured control-full- state feedback and full-order control-is also discussed. Riccati-based synthesis, linear matrix inequalities (LMI), homotopy methods, gradient- and subgradientbased optimization are used. Some new algorithms and extensions are proposed, such as a subgradient-based method to maximize the minimal damping with structured feedback, a multiplier method for structured optimal H2 control with pole regional placement, and the LMI-based H2/H[infinity]/pole suboptimal synthesis with static output feedback. Recent advances in related areas are comprehensively surveyed and future research directions are suggested. In this thesis we cast the parameter optimization of passive mechanical systems as a decentralized control problem in state space, so that we can apply various decentralized control techniques to the parameter design which might be very hard traditionally. More practical constraints for mechanical system design are considered; for example, the parameters are restricted to be nonnegative, symmetric, or within some physically-achievable ranges. Marginally statable systems and hysterically damped systems are also discussed. Numerical examples and experimental results are given to illustrate the successful application of decentralized control techniques to the design of passive mechanical systems, such as multi-degree-of-freedom tuned-mass dampers, passive vehicle suspensions, and others.by Lei Zuo.S.M

Collaborative Planning for Catching and Transporting Objects in Unstructured Environments

Multi-robot teams have attracted attention from industry and academia for their ability to perform collaborative tasks in unstructured environments, such as wilderness rescue and collaborative transportation.In this paper, we propose a trajectory planning method for a non-holonomic robotic team with collaboration in unstructured environments.For the adaptive state collaboration of a robot team to catch and transport targets to be rescued using a net, we model the process of catching the falling target with a net in a continuous and differentiable form.This enables the robot team to fully exploit the kinematic potential, thereby adaptively catching the target in an appropriate state.Furthermore, the size safety and topological safety of the net, resulting from the collaborative support of the robots, are guaranteed through geometric constraints.We integrate our algorithm on a car-like robot team and test it in simulations and real-world experiments to validate our performance.Our method is compared to state-of-the-art multi-vehicle trajectory planning methods, demonstrating significant performance in efficiency and trajectory quality

Essays on strategic trading

This dissertation discusses various aspects of strategic trading using both analytical modeling and numerical methods. Strategic trading, in short, encompasses models of trading, most notably models of optimal execution and portfolio selection, in which one seeks to rigorously consider various---both explicit and implicit---costs stemming from the act of trading itself. The strategic trading approach, rooted in the market microstructure literature, contrasts with many classical finance models in which markets are assumed to be frictionless and traders can, for the most part, take prices as given. Introducing trading costs to dynamic models of financial markets tend to complicate matters. First, the objectives of the traders become more nuanced since now overtrading leads to poor outcomes due to increased trading costs. Second, when trades affect prices and there are multiple traders in the market, the traders start to behave in a more calculated fashion, taking into account both their own objectives and the perceived actions of others. Acknowledging this strategic behavior is especially important when the traders are asymmetrically informed. These new features allow the models discussed to better reflect aspects real-world trading, for instance, intraday trading patterns, and enable one to ask and answer new questions, for instance, related to the interactions between different traders. To efficiently analyze the models put forth, numerical methods must be utilized. This is, as is to be expected, the price one must pay from added complexity. However, it also opens an opportunity to have a closer look at the numerical approaches themselves. This opportunity is capitalized on and various new and novel computational procedures influenced by the growing field of numerical real algebraic geometry are introduced and employed. These procedures are utilizable beyond the scope of this dissertation and enable one to sharpen the analysis of dynamic equilibrium models.Tämä väitöskirja käsittelee strategista kaupankäyntiä hyödyntäen sekä analyyttisiä että numeerisia menetelmiä. Strategisen kaupankäynnin mallit, erityisesti optimaalinen kauppojen toteutus ja portfolion valinta, pyrkivät tarkasti huomioimaan kaupankäynnistä itsestään aiheutuvat eksplisiittiset ja implisiittiset kustannukset. Tämä erottaa strategisen kaupankäynnin mallit klassisista kitkattomista malleista. Kustannusten huomioiminen rahoitusmarkkinoiden dynaamisessa tarkastelussa monimutkaistaa malleja. Ensinnäkin kaupankävijöiden tavoitteet muuttuvat hienovaraisemmiksi, koska liian aktiivinen kaupankäynti johtaa korkeisiin kaupankäyntikuluihin ja heikkoon tuottoon. Toiseksi oletus siitä, että kaupankävijöiden valitsemat toimet vaikuttavat hintoihin, johtaa pelikäyttäytymiseen silloin, kun markkinoilla on useampia kaupankävijöitä. Pelikäyttäytymisen huomioiminen on ensiarvoisen tärkeää, mikäli informaatio kaupankävijöiden kesken on asymmetristä. Näiden piirteiden johdosta tässä väitöskirjassa käsitellyt mallit mahdollistavat abstrahoitujen rahoitusmarkkinoiden aiempaa täsmällisemmän tarkastelun esimerkiksi päivänsisäisen kaupankäynnin osalta. Tämän lisäksi mallien avulla voidaan löytää vastauksia uusiin kysymyksiin, kuten esimerkiksi siihen, millaisia ovat kaupankävijöiden keskinäiset vuorovaikutussuhteet dynaamisilla markkinoilla. Monimutkaisten mallien analysointiin hyödynnetään numeerisia menetelmiä. Tämä avaa mahdollisuuden näiden menetelmien yksityiskohtaisempaan tarkasteluun, ja tätä mahdollisuutta hyödynnetään pohtimalla laskennallisia ratkaisuja tuoreesta numeerista reaalista algebrallista geometriaa hyödyntävästä näkökulmasta. Väitöskirjassa esitellyt uudet laskennalliset ratkaisut ovat laajalti hyödynnettävissä, ja niiden avulla on mahdollista terävöittää dynaamisten tasapainomallien analysointia

A framework for the near-real-time optimization of integrated oil & gas midstream processing networks

The oil and gas industry plays a key role in the world’s economy. Vast quantities of crude oil, their by-products and derivatives are produced, processed and distributed every day. Indeed, producing and processing significant volumes of crude oil requires connecting to wells in different fields that are usually spread across large geographical areas. This crude oil is then processed by Gas Oil Separation Plants (GOSPs). These facilities are often grouped into clusters that are within approximate distance from each other and then connected laterally via swing lines which allow shifting part or all of the production from one GOSP to another. Transfer lines also exist to allow processing intermediate products in neighbouring GOSPs, thereby increasing complexity and possible interactions. In return, this provides an opportunity to leverage mathematical optimization to improve network planning and load allocation. Similarly, in major oil producing countries, vast gas processing networks exist to process associated and non-associated gases. These gas plants are often located near major feed sources. Similar to GOSPs, they are also often connected through swing lines, which allow shifting feedstock from some plants to others. GOSPs and gas plants are often grouped as oil and gas midstream plants. These plants are operated on varied time horizons and plant boundaries. While plant operators are concerned with the day-to-day operation of their facility, network operators must ensure that the entire network is operated optimally and that product supply is balanced with demand. They are therefore in charge of allocating load to individual plants, while knowing each plants constraints and processing capabilities. Network planners are also in charge of producing production plans at varied time-scales, which vary from yearly to monthly and near-real time. This work aims to establish a novel framework for optimizing Oil and Gas Midstream plants for near-real time network operation. This topic has not been specifically addressed in the existing literature. It examines problems which involve operating networks of GOSPs and gas plants towards an optimal solution. It examines various modelling approaches which are suited for this specific application. It then focuses at this stage of the research on the GOSP optimization problem where it addresses optimizing the operation of a complex network of GOSPs. The goal is to operate this network such that oil production targets are met at minimum energy consumption, and therefore minimizing OpEx and Greenhouse Gas Emissions. Similarly, it is often required to operate the network such that production is maximized. This thesis proposes a novel methodology to formulate and solve this problem. It describes the level of fidelity used to represent physical process units. A Mixed Integer Non-Linear Programming (MINLP) problem is then formulated and solved to optimize load allocation, swing line flowrates and equipment utilization. The model demonstrates advanced capabilities to systematically prescribe optimal operating points. This was then applied to an existing integrated network of GOSPs and tested at varying crude oil demand levels. The results demonstrate the ability to minimize energy consumption by up to 51% in the 50% throughput case while meeting oil production targets without added capital investment.Open Acces

Airborne Wind Energy - To fly or not to fly?

This thesis investigates crosswind Airborne Wind Energy Systems (AWESs) in terms of power production and potential role in future electricity generation systems. The perspective ranges from the small scale, modelling AWE as a single system, to the large, implementing AWESs in regional electricity systems. \ua0To estimate the AWES power production, the thesis provides a dynamic system model that serves as the basis for all the work. The model describes the flight dynamics of a rigid wing that is exposed to tether and aerodynamic forces controlled by flight control surfaces. Index-3 Differential Algebraic Equations (DAEs) based on Lagrangian mechanics describe the dynamics. \ua0This model is validated by fitting it to real flight measurements obtained with a pumping-mode AWES, the prototype AP2 by Ampyx Power. The optimal power production of an AWES depends on complex trade-offs; this motivates formulating the power production computation as an Optimal Control Problem (OCP). The thesis presents the numerical methods needed to discretize the OCP and solve the resulting Nonlinear Program (NLP). \ua0Large-scale implementation of AWESs raises challenges related to variability in power production on the time scale of minutes to weeks. For the former, we investigate the periodic fluctuations in the power output of a single AWES. These fluctuations can be severe when operating a wind farm and have to be considered and reduced for an acceptable grid integration. We analyse the option of controlling the flight trajectories of the individual systems in a farm so that the total power output of the farm is smoothed. This controlled operation fixes the system\u27s trajectory, reducing the ability to maximize the power output of individual AWESs to local wind conditions. We quantify the lost power production if the systems are controlled such that the total farm power output is smoothed. Results show that the power difference between the optimal and fixed trajectory does not exceed 4% for the systems modelled in the study.\ua0The variations in AWESs power production on the timescale of hours to weeks are particularly relevant to the interaction between AWE and other power generation technologies. Investigating AWESs in an electricity system context requires power-generation profiles with high spatio-temporal resolution, which means solving a large number of OCPs. In order to efficiently solve these numerous OCPs in a sequential manner, this thesis presents a homotopy-path-following method combined with modifications to the NLP solver. The implementation shows a 20-fold reduction in computation time compared to the original method for solving the NLP for AWES power optimization.\ua0 For large wind-data sets, a random forest regression model is trained to a high accuracy, providing an even faster computation.The annual generation profiles for the modelled systems are computed using ERA5 wind data for several locations and compared to the generation profile for a traditional wind turbine. The results show that the profiles are strongly correlated in time, which is a sobering fact in terms of technology competition. However, the correlation is weaker in locations with high wind shear.\ua0 \ua0The potential role of AWESs in the future electricity system is further investigated. This thesis implements annual AWE-farm generation profiles into a cost-optimizing electricity system model. We find that AWE is most valuable to the electricity system if installed at sites with low wind speed within a region. At greater shares of the electricity system, even if AWESs could demonstrate lower costs compared to wind turbines, AWE would merely substitute for them instead of increasing the total share of wind energy in the system. This implies that the economic value of an AWES is limited by its cost relative to traditional wind turbines

Airborne Wind Energy - to fly or not to fly?

This thesis investigates crosswind Airborne Wind Energy Systems (AWESs) in terms of power production and potential role in future electricity generation systems. The perspective ranges from the small scale, modelling AWE as a single system, to the large, implementing AWESs in regional electricity systems. \ua0To estimate the AWES power production, the thesis provides a dynamic system model that serves as the basis for all the work. The model describes the flight dynamics of a rigid wing that is exposed to tether and aerodynamic forces controlled by flight control surfaces. Index-3 Differential Algebraic Equations (DAEs) based on Lagrangian mechanics describe the dynamics. \ua0This model is validated by fitting it to real flight measurements obtained with a pumping-mode AWES, the prototype AP2 by Ampyx Power. The optimal power production of an AWES depends on complex trade-offs; this motivates formulating the power production computation as an Optimal Control Problem (OCP). The thesis presents the numerical methods needed to discretize the OCP and solve the resulting Nonlinear Program (NLP). \ua0Large-scale implementation of AWESs raises challenges related to variability in power production on the time scale of minutes to weeks. For the former, we investigate the periodic fluctuations in the power output of a single AWES. These fluctuations can be severe when operating a wind farm and have to be considered and reduced for an acceptable grid integration. We analyse the option of controlling the flight trajectories of the individual systems in a farm so that the total power output of the farm is smoothed. This controlled operation fixes the system\u27s trajectory, reducing the ability to maximize the power output of individual AWESs to local wind conditions. We quantify the lost power production if the systems are controlled such that the total farm power output is smoothed. Results show that the power difference between the optimal and fixed trajectory does not exceed 4% for the systems modelled in the study.\ua0The variations in AWESs power production on the timescale of hours to weeks are particularly relevant to the interaction between AWE and other power generation technologies. Investigating AWESs in an electricity system context requires power-generation profiles with high spatio-temporal resolution, which means solving a large number of OCPs. In order to efficiently solve these numerous OCPs in a sequential manner, this thesis presents a homotopy-path-following method combined with modifications to the NLP solver. The implementation shows a 20-fold reduction in computation time compared to the original method for solving the NLP for AWES power optimization.\ua0 For large wind-data sets, a random forest regression model is trained to a high accuracy, providing an even faster computation.The annual generation profiles for the modelled systems are computed using ERA5 wind data for several locations and compared to the generation profile for a traditional wind turbine. The results show that the profiles are strongly correlated in time, which is a sobering fact in terms of technology competition. However, the correlation is weaker in locations with high wind shear.\ua0 \ua0The potential role of AWESs in the future electricity system is further investigated. This thesis implements annual AWE-farm generation profiles into a cost-optimizing electricity system model. We find that AWE is most valuable to the electricity system if installed at sites with low wind speed within a region. At greater shares of the electricity system, even if AWESs could demonstrate lower costs compared to wind turbines, AWE would merely substitute for them instead of increasing the total share of wind energy in the system. This implies that the economic value of an AWES is limited by its cost relative to traditional wind turbines

Convex Optimization via Feedbacks

A method to approach a solution to a finite-dimensional convex optimization problem via trajectories of a control system is suggested. The feedbacks exploit the idea of extremal shifting control from the theory of closed-loop differential games. Under these feedbacks, system's velocities are formed through current relaxations of the initial problem. In relaxed problems, the initial equality constraint is replaced by a scalar equality or a scalar inequality showing, respectively, directions to keep or non-increase a current value of the discrepancy. The first (alpha-shifting) feedback minimizes Lagrangians for current relaxed problems, and results in a dynamical implementation of the penalty method. The second (half-space shifting) feedback solves relaxed problems directly. The first feedback is simpler but less accurate (accuracy bounds are pointed out). The sought solutions are approximated by state-over-time ratios. Discrete and continuous control patterns are considered. Asymptotical convergence with time growing to infinity is proved, and "immediate solution" trajectories having proper asymptotics with time shrinking to zero are designed