26,721 research outputs found
Analytical Approximation Methods for the Stabilizing Solution of the HamiltonâJacobi Equation
In this paper, two methods for approximating the stabilizing solution of the HamiltonâJacobi equation are proposed using symplectic geometry and a Hamiltonian perturbation technique as well as stable manifold theory. The first method uses the fact that the Hamiltonian lifted system of an integrable system is also integrable and regards the corresponding Hamiltonian system of the HamiltonâJacobi equation as an integrable Hamiltonian system with a perturbation caused by control. The second method directly approximates the stable flow of the Hamiltonian systems using a modification of stable manifold theory. Both methods provide analytical approximations of the stable Lagrangian submanifold from which the stabilizing solution is derived. Two examples illustrate the effectiveness of the methods.
An approximating method for the stabilizing solution of the Hamilton-Jacobi equation for integrable systems using Hamiltonian perturbation theory
In this report, a method for approximating the stabilizing solution of the Hamilton-Jacobi equation for integrable systems is proposed using symplectic geometry and a Hamiltonian perturbation technique. Using the fact that the Hamiltonian lifted system of an integrable system is also integrable, the Hamiltonian system (canonical equation) that is derived from the theory of 1-st order partial differential equations is considered as an integrable Hamiltonian system with a perturbation caused by control. Assuming that the approximating Riccati equation from the Hamilton-Jacobi equation at the origin has a stabilizing solution, we construct approximating behaviors of the Hamiltonian flows on a stable Lagrangian submanifold, from which an approximation to the stabilizing solution is obtained
Optimal trajectory generation in ocean flows
In this paper it is shown that Lagrangian Coherent
Structures (LCS) are useful in determining near optimal
trajectories for autonomous underwater gliders in a dynamic
ocean environment. This opens the opportunity for optimal
path planning of autonomous underwater vehicles by studying
the global flow geometry via dynamical systems methods. Optimal
glider paths were computed for a 2-dimensional kinematic
model of an end-point glider problem. Numerical solutions to
the optimal control problem were obtained using Nonlinear
Trajectory Generation (NTG) software. The resulting solution
is compared to corresponding results on LCS obtained using
the Direct Lyapunov Exponent method. The velocity data
used for these computations was obtained from measurements
taken in August, 2000, by HF-Radar stations located around
Monterey Bay, CA
Identifying Finite-Time Coherent Sets from Limited Quantities of Lagrangian Data
A data-driven procedure for identifying the dominant transport barriers in a
time-varying flow from limited quantities of Lagrangian data is presented. Our
approach partitions state space into pairs of coherent sets, which are sets of
initial conditions chosen to minimize the number of trajectories that "leak"
from one set to the other under the influence of a stochastic flow field during
a pre-specified interval in time. In practice, this partition is computed by
posing an optimization problem, which once solved, yields a pair of functions
whose signs determine set membership. From prior experience with synthetic,
"data rich" test problems and conceptually related methods based on
approximations of the Perron-Frobenius operator, we observe that the functions
of interest typically appear to be smooth. As a result, given a fixed amount of
data our approach, which can use sets of globally supported basis functions,
has the potential to more accurately approximate the desired functions than
other functions tailored to use compactly supported indicator functions. This
difference enables our approach to produce effective approximations of pairs of
coherent sets in problems with relatively limited quantities of Lagrangian
data, which is usually the case with real geophysical data. We apply this
method to three examples of increasing complexity: the first is the double
gyre, the second is the Bickley Jet, and the third is data from numerically
simulated drifters in the Sulu Sea.Comment: 14 pages, 7 figure
Aggregate constrained inventory systems with independent multi-product demand: control practices and theoretical limitations
In practice, inventory managers are often confronted with a need to consider one or more aggregate constraints. These aggregate constraints result from available workspace, workforce, maximum investment or target service level. We consider independent multi-item inventory problems with aggregate constraints and one of the following characteristics: deterministic leadtime demand, newsvendor, basestock policy, rQ policy and sS policy. We analyze some recent relevant references and investigate the considered versions of the problem, the proposed model formulations and the algorithmic approaches. Finally we highlight the limitations from a practical viewpoint for these models and point out some possible direction for future improvements
A Primal-Dual Augmented Lagrangian
Nonlinearly constrained optimization problems can be solved by minimizing a sequence of simpler unconstrained or linearly constrained subproblems. In this paper, we discuss the formulation of subproblems in which the objective is a primal-dual generalization of the Hestenes-Powell augmented Lagrangian function. This generalization has the crucial feature that it is minimized with respect to both the primal and the dual variables simultaneously. A benefit of this approach is that the quality of the dual variables is monitored explicitly during the solution of the subproblem. Moreover, each subproblem may be regularized by imposing explicit bounds on the dual variables. Two primal-dual variants of conventional primal methods are proposed: a primal-dual bound constrained Lagrangian (pdBCL) method and a primal-dual 1 linearly constrained Lagrangian (pd1-LCL) method
A sequential semidefinite programming method and an application in passive reduced-order modeling
We consider the solution of nonlinear programs with nonlinear
semidefiniteness constraints. The need for an efficient exploitation of the
cone of positive semidefinite matrices makes the solution of such nonlinear
semidefinite programs more complicated than the solution of standard nonlinear
programs. In particular, a suitable symmetrization procedure needs to be chosen
for the linearization of the complementarity condition. The choice of the
symmetrization procedure can be shifted in a very natural way to certain linear
semidefinite subproblems, and can thus be reduced to a well-studied problem.
The resulting sequential semidefinite programming (SSP) method is a
generalization of the well-known SQP method for standard nonlinear programs. We
present a sensitivity result for nonlinear semidefinite programs, and then
based on this result, we give a self-contained proof of local quadratic
convergence of the SSP method. We also describe a class of nonlinear
semidefinite programs that arise in passive reduced-order modeling, and we
report results of some numerical experiments with the SSP method applied to
problems in that class
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