Algorithms for the continuous nonlinear resource allocation problem---new implementations and numerical studies

Patriksson (2008) provided a then up-to-date survey on the continuous,separable, differentiable and convex resource allocation problem with a single resource constraint. Since the publication of that paper the interest in the problem has grown: several new applications have arisen where the problem at hand constitutes a subproblem, and several new algorithms have been developed for its efficient solution. This paper therefore serves three purposes. First, it provides an up-to-date extension of the survey of the literature of the field, complementing the survey in Patriksson (2008) with more then 20 books and articles. Second, it contributes improvements of some of these algorithms, in particular with an improvement of the pegging (that is, variable fixing) process in the relaxation algorithm, and an improved means to evaluate subsolutions. Third, it numerically evaluates several relaxation (primal) and breakpoint (dual) algorithms, incorporating a variety of pegging strategies, as well as a quasi-Newton method. Our conclusion is that our modification of the relaxation algorithm performs the best. At least for problem sizes up to 30 million variables the practical time complexity for the breakpoint and relaxation algorithms is linear

Dynamic Congestion and Tolls with Mobile Source Emission

This paper proposes a dynamic congestion pricing model that takes into account mobile source emissions. We consider a tollable vehicular network where the users selfishly minimize their own travel costs, including travel time, early/late arrival penalties and tolls. On top of that, we assume that part of the network can be tolled by a central authority, whose objective is to minimize both total travel costs of road users and total emission on a network-wide level. The model is formulated as a mathematical program with equilibrium constraints (MPEC) problem and then reformulated as a mathematical program with complementarity constraints (MPCC). The MPCC is solved using a quadratic penalty-based gradient projection algorithm. A numerical study on a toy network illustrates the effectiveness of the tolling strategy and reveals a Braess-type paradox in the context of traffic-derived emission.Comment: 23 pages, 9 figures, 5 tables. Current version to appear in the Proceedings of the 20th International Symposium on Transportation and Traffic Theory, 2013, the Netherland

Handling Uncertainties in Process Optimization

Esta tesis doctoral presenta el estudio de técnicas que permiten manejar las incertidumbres en la optimización de procesos, desde el punto de vista del comportamiento aleatorio de las variables y de los errores en los modelos utilizados en la optimización. Para el tratamiento de las variables inciertas, se presenta la aplicación de la Programación de dos Etapas y Optimización Probabilística a un proceso de hidrodesulfuración. Los resultados permiten asegurar factibilidad en la operación, independiente del valor que tome la variable aleatoria dentro de su distribución de probabilidad. Acerca del manejo de la incertidumbre derivada del conocimiento parcial del proceso, se ha estudiado el método de Optimización en Tiempo Real con adaptación de modificadores, proponiendo mejoras que permiten: (1) evitar infactibilidades en su evolución, (2) obtener el óptimo real del proceso sin necesidad de estimar sus gradientes y (3) identificar las limitaciones para su aplicación en sistemas dinámicos de horizonteDepartamento de Ingeniería de Sistemas y Automátic

Multidisciplinary Design Optimization for Space Applications

Multidisciplinary Design Optimization (MDO) has been increasingly studied in aerospace engineering with the main purpose of reducing monetary and schedule costs. The traditional design approach of optimizing each discipline separately and manually iterating to achieve good solutions is substituted by exploiting the interactions between the disciplines and concurrently optimizing every subsystem. The target of the research was the development of a flexible software suite capable of concurrently optimizing the design of a rocket propellant launch vehicle for multiple objectives. The possibility of combining the advantages of global and local searches have been exploited in both the MDO architecture and in the selected and self developed optimization methodologies. Those have been compared according to computational efficiency and performance criteria. Results have been critically analyzed to identify the most suitable optimization approach for the targeted MDO problem

Method for Solving State-Path Constrained Optimal Control Problems Using Adaptive Radau Collocation

A new method is developed for accurately approximating the solution to state-variable inequality path constrained optimal control problems using a multiple-domain adaptive Legendre-Gauss-Radau collocation method. The method consists of the following parts. First, a structure detection method is developed to estimate switch times in the activation and deactivation of state-variable inequality path constraints. Second, using the detected structure, the domain is partitioned into multiple-domains where each domain corresponds to either a constrained or an unconstrained segment. Furthermore, additional decision variables are introduced in the multiple-domain formulation, where these additional decision variables represent the switch times of the detected active state-variable inequality path constraints. Within a constrained domain, the path constraint is differentiated with respect to the independent variable until the control appears explicitly, and this derivative is set to zero along the constrained arc while all preceding derivatives are set to zero at the start of the constrained arc. The time derivatives of the active state-variable inequality path constraints are computed using automatic differentiation and the properties of the chain rule. The method is demonstrated on two problems, the first being a benchmark optimal control problem which has a known analytical solution and the second being a challenging problem from the field of aerospace engineering in which there is no known analytical solution. When compared against previously developed adaptive Legendre-Gauss-Radau methods, the results show that the method developed in this paper is capable of computing accurate solutions to problems whose solution contain active state-variable inequality path constraints.Comment: 31 pages, 7 figures, 5 table

An investigation of new methods for estimating parameter sensitivities

The method proposed for estimating sensitivity derivatives is based on the Recursive Quadratic Programming (RQP) method and in conjunction a differencing formula to produce estimates of the sensitivities. This method is compared to existing methods and is shown to be very competitive in terms of the number of function evaluations required. In terms of accuracy, the method is shown to be equivalent to a modified version of the Kuhn-Tucker method, where the Hessian of the Lagrangian is estimated using the BFS method employed by the RQP algorithm. Initial testing on a test set with known sensitivities demonstrates that the method can accurately calculate the parameter sensitivity

Trajectory Optimization and Guidance Design by Convex Programming

The field of aerospace guidance and control has recently been evolving from focusing on traditional laws and controllers to numerical algorithms with the aim of achieving onboard applications for autonomous vehicle systems. However, it is very difficult to perform complex guidance and control missions with highly nonlinear dynamic systems and many constraints onboard. In recent years, an emerging trend has occurred in the field of Computational Guidance and Control (CG&C). By taking advantage of convex optimization and highly efficient interior point methods, CG&C allows complicated guidance and control problems to be solved in real time and offers great potential for onboard applications. With the significant increase in computational efficiency, convex-optimization-based CG&C is expected to become a fundamental technology for system autonomy and autonomous operations. In this dissertation, successive convex approaches are proposed to solve optimal control programs associated with aerospace guidance and control, and the emphasis is placed on potential onboard applications. First, both fuel-optimal and time-optimal low-thrust orbit transfer problems are investigated by a successive second-order cone programming method. Then, this convex method is extended and improved to solve hypersonic entry trajectory optimization problems by taking advantage of line-search and trust-region techniques. Finally, the successive convex approach is modified to the design of autonomous entry guidance algorithms. Simulation results indicate that the proposed methodologies are capable of generating accurate solutions for low-thrust orbit transfer problems and hypersonic entry problems with fast computational speed. The proposed methods have great potential for onboard applications

Optimal manoeuvres and aeroservoelastic co-design of very flexible wings

The single shooting method is applied to the optimal control of very flexible aeroelastic wings and the combined structural and control design (co-design) of geometrically nonlinear beam models in vacuum. As large deflections occur, the dynamical properties of these systems can undergo substantial changes. Efficient actuation strategies require characterising, and possibly exploiting, these phenomena. With this purpose, geometrically-nonlinear models are built using composite beams and an unsteady vortex-lattice aerodynamics description. Optimal control is employed to identify actuations time-histories. Numerical solutions are obtained via single-shooting and sequential quadratic programming upon parametrisation of the control input. The approach is also extended to assess the feasibility of an integrated design strategy for active geometrically-nonlinear structures. Numerical studies are first presented for a very flexible actuated pendulum with large rigid-body motion. The impact of local (B-splines) and global (discrete sines) basis functions is investigated for increasing levels of actuation authority, underlining the importance of the time-frequency resolution of the parametrisation on the convergence properties and outcome quality of the process. Locking between control and structural vibrations around specific design points is found, thus highlighting the limitations of a sequential design approach. Simultaneous designing of control law and structure is seen, instead, to explore more efficiently larger portions of the design space. The lateral manoeuvring of very flexible partially-supported wings is then considered. A flight-dynamics model based on elastified stability derivatives is shown to capture the relevant dynamics either under slow actuation or for stiff wings, and it is hence used as a reference. Embedding the full aeroelastic description into the optimisation framework expands the space of achievable manoeuvres, allowing for quick wing response with low structural vibrations or large lateral forces with minimal lift losses.Open Acces