Recent Experiences in Multidisciplinary Analysis and Optimization, part 2

The papers presented at the NASA Symposium on Recent Experiences in Multidisciplinary Analysis and Optimization held at NASA Langley Research Center, Hampton, Virginia, April 24 to 26, 1984 are given. The purposes of the symposium were to exchange information about the status of the application of optimization and the associated analyses in industry or research laboratories to real life problems and to examine the directions of future developments

Boolean Compressive Sensing: An Approximate Trust Region reconstruction

In this paper, we propose a direct nonlinear optimization method to solve the Boolean Compressive Sensing (BCS) problem for large signals when sparsity level is unknown. While traditional CS results from linear Algebra, BCS, is given by logical operation in the Boolean workspace. To overcome this inconvenience, we relax the problem in an equivalent formulation in the Real workspace using appropriate modeling as a first step. Thereafter we turn out the problem in an unconstrained form that can be solved directly by nonlinear optimization method called Trust Region methods (TRM). Our solution is based on an Approximate version of (TRM). Numerical results are presented to sustain efficiency of our proposal

A stable elemental decomposition for dynamic process optimization

AbstractIn Cervantes and Biegler (A.I.Ch.E.J. 44 (1998) 1038), we presented a simultaneous nonlinear programming problem (NLP) formulation for the solution of DAE optimization problems. Here, by applying collocation on finite elements, the DAE system is transformed into a nonlinear system. The resulting optimization problem, in which the element placement is fixed, is solved using a reduced space successive quadratic programming (rSQP) algorithm. The space is partitioned into range and null spaces. This partitioning is performed by choosing a pivot sequence for an LU factorization with partial pivoting which allows us to detect unstable modes in the DAE system. The system is stabilized without imposing new boundary conditions. The decomposition of the range space can be performed in a single step by exploiting the overall sparsity of the collocation matrix but not its almost block diagonal structure. In order to solve larger problems a new decomposition approach and a new method for constructing the quadratic programming (QP) subproblem are presented in this work. The decomposition of the collocation matrix is now performed element by element, thus reducing the storage requirements and the computational effort. Under this scheme, the unstable modes are considered in each element and a range-space move is constructed sequentially based on decomposition in each element. This new decomposition improves the efficiency of our previous approach and at the same time preserves its stability. The performance of the algorithm is tested on several examples. Finally, some future directions for research are discussed

Design of neuro-swarming computational solver for the fractional Bagley–Torvik mathematical model

This study is to introduce a novel design and implementation of a neuro-swarming computational numerical procedure for numerical treatment of the fractional Bagley–Torvik mathematical model (FBTMM). The optimization procedures based on the global search with particle swarm optimization (PSO) and local search via active-set approach (ASA), while Mayer wavelet kernel-based activation function used in neural network (MWNNs) modeling, i.e., MWNN-PSOASA, to solve the FBTMM. The efficiency of the proposed stochastic solver MWNN-GAASA is utilized to solve three different variants based on the fractional order of the FBTMM. For the meticulousness of the stochastic solver MWNN-PSOASA, the obtained and exact solutions are compared for each variant of the FBTMM with reasonable accuracy. For the reliability of the stochastic solver MWNN-PSOASA, the statistical investigations are provided based on the stability, robustness, accuracy and convergence metrics.Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature. This paper has been partially supported by Fundación Séneca de la Región de Murcia grant numbers 20783/PI/18, and Ministerio de Ciencia, Innovación y Universidades grant number PGC2018-0971-B-100

Computing equilibria in general equilibrium models via interior-point method

In this paper we study new computational methods to find equilibria in general equilibrium models. We first survey the algorithms to compute equilibria that can be found in the literature on computational economics and we indicate how these algorithms can be improved from the computational point of view. We also provide alternative algorithms that are able to compute the equilibria in an efficient manner even for large-scale models, based on interior-point methods. We illustrate the proposed methods with some examples taken from the literature on general equilibrium modelsPublicad

Real-time trajectory optimization on parallel processors

A parallel algorithm has been developed for rapidly solving trajectory optimization problems. The goal of the work has been to develop an algorithm that is suitable to do real-time, on-line optimal guidance through repeated solution of a trajectory optimization problem. The algorithm has been developed on an INTEL iPSC/860 message passing parallel processor. It uses a zero-order-hold discretization of a continuous-time problem and solves the resulting nonlinear programming problem using a custom-designed augmented Lagrangian nonlinear programming algorithm. The algorithm achieves parallelism of function, derivative, and search direction calculations through the principle of domain decomposition applied along the time axis. It has been encoded and tested on 3 example problems, the Goddard problem, the acceleration-limited, planar minimum-time to the origin problem, and a National Aerospace Plane minimum-fuel ascent guidance problem. Execution times as fast as 118 sec of wall clock time have been achieved for a 128-stage Goddard problem solved on 32 processors. A 32-stage minimum-time problem has been solved in 151 sec on 32 processors. A 32-stage National Aerospace Plane problem required 2 hours when solved on 32 processors. A speed-up factor of 7.2 has been achieved by using 32-nodes instead of 1-node to solve a 64-stage Goddard problem

On dimension reduction in Gaussian filters

A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is often obtained from the truncated Karhunen-Loeve expansion of the prior distribution. For high-dimensional inverse problems equipped with smoothing priors, this technique can lead to drastic reductions in parameter dimension and significant computational savings. In this paper, we extend the concept of a priori dimension reduction to non-stationary inverse problems, in which the goal is to sequentially infer the state of a dynamical system. Our approach proceeds in an offline-online fashion. We first identify a low-dimensional subspace in the state space before solving the inverse problem (the offline phase), using either the method of "snapshots" or regularized covariance estimation. Then this subspace is used to reduce the computational complexity of various filtering algorithms - including the Kalman filter, extended Kalman filter, and ensemble Kalman filter - within a novel subspace-constrained Bayesian prediction-and-update procedure (the online phase). We demonstrate the performance of our new dimension reduction approach on various numerical examples. In some test cases, our approach reduces the dimensionality of the original problem by orders of magnitude and yields up to two orders of magnitude in computational savings