8,649 research outputs found
Variational Trajectory Optimization Tool Set: Technical description and user's manual
The algorithms that comprise the Variational Trajectory Optimization Tool Set (VTOTS) package are briefly described. The VTOTS is a software package for solving nonlinear constrained optimal control problems from a wide range of engineering and scientific disciplines. The VTOTS package was specifically designed to minimize the amount of user programming; in fact, for problems that may be expressed in terms of analytical functions, the user needs only to define the problem in terms of symbolic variables. This version of the VTOTS does not support tabular data; thus, problems must be expressed in terms of analytical functions. The VTOTS package consists of two methods for solving nonlinear optimal control problems: a time-domain finite-element algorithm and a multiple shooting algorithm. These two algorithms, under the VTOTS package, may be run independently or jointly. The finite-element algorithm generates approximate solutions, whereas the shooting algorithm provides a more accurate solution to the optimization problem. A user's manual, some examples with results, and a brief description of the individual subroutines are included
Initialization of the Shooting Method via the Hamilton-Jacobi-Bellman Approach
The aim of this paper is to investigate from the numerical point of view the
possibility of coupling the Hamilton-Jacobi-Bellman (HJB) equation and
Pontryagin's Minimum Principle (PMP) to solve some control problems. A rough
approximation of the value function computed by the HJB method is used to
obtain an initial guess for the PMP method. The advantage of our approach over
other initialization techniques (such as continuation or direct methods) is to
provide an initial guess close to the global minimum. Numerical tests involving
multiple minima, discontinuous control, singular arcs and state constraints are
considered. The CPU time for the proposed method is less than four minutes up
to dimension four, without code parallelization
Optimization Methods for Inverse Problems
Optimization plays an important role in solving many inverse problems.
Indeed, the task of inversion often either involves or is fully cast as a
solution of an optimization problem. In this light, the mere non-linear,
non-convex, and large-scale nature of many of these inversions gives rise to
some very challenging optimization problems. The inverse problem community has
long been developing various techniques for solving such optimization tasks.
However, other, seemingly disjoint communities, such as that of machine
learning, have developed, almost in parallel, interesting alternative methods
which might have stayed under the radar of the inverse problem community. In
this survey, we aim to change that. In doing so, we first discuss current
state-of-the-art optimization methods widely used in inverse problems. We then
survey recent related advances in addressing similar challenges in problems
faced by the machine learning community, and discuss their potential advantages
for solving inverse problems. By highlighting the similarities among the
optimization challenges faced by the inverse problem and the machine learning
communities, we hope that this survey can serve as a bridge in bringing
together these two communities and encourage cross fertilization of ideas.Comment: 13 page
Optimal low-thrust trajectories to asteroids through an algorithm based on differential dynamic programming
In this paper an optimisation algorithm based on Differential Dynamic Programming is applied to the design of rendezvous and fly-by trajectories to near Earth objects. Differential dynamic programming is a successive approximation technique that computes a feedback control law in correspondence of a fixed number of decision times. In this way the high dimensional problem characteristic of low-thrust optimisation is reduced into a series of small dimensional problems. The proposed method exploits the stage-wise approach to incorporate an adaptive refinement of the discretisation mesh within the optimisation process. A particular interpolation technique was used to preserve the feedback nature of the control law, thus improving robustness against some approximation errors introduced during the adaptation process. The algorithm implements global variations of the control law, which ensure a further increase in robustness. The results presented show how the proposed approach is capable of fully exploiting the multi-body dynamics of the problem; in fact, in one of the study cases, a fly-by of the Earth is scheduled, which was not included in the first guess solution
Nonlinear Parabolic Equations arising in Mathematical Finance
This survey paper is focused on qualitative and numerical analyses of fully
nonlinear partial differential equations of parabolic type arising in financial
mathematics. The main purpose is to review various non-linear extensions of the
classical Black-Scholes theory for pricing financial instruments, as well as
models of stochastic dynamic portfolio optimization leading to the
Hamilton-Jacobi-Bellman (HJB) equation. After suitable transformations, both
problems can be represented by solutions to nonlinear parabolic equations.
Qualitative analysis will be focused on issues concerning the existence and
uniqueness of solutions. In the numerical part we discuss a stable
finite-volume and finite difference schemes for solving fully nonlinear
parabolic equations.Comment: arXiv admin note: substantial text overlap with arXiv:1603.0387
- âŠ