2,335 research outputs found

    Implicit-Explicit Runge-Kutta schemes for numerical discretization of optimal control problems

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    Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX Runge-Kutta methods in the context of optimal control problems. The analysis of the schemes is based on the continuous optimality system. Using suitable transformations of the adjoint equation, order conditions up to order three are proven as well as the relation between adjoint schemes obtained through different transformations is investigated. Conditions for the IMEX Runge-Kutta methods to be symplectic are also derived. A numerical example illustrating the theoretical properties is presented

    Asymptotic Preserving time-discretization of optimal control problems for the Goldstein-Taylor model

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    We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the relation of time integration schemes and the formal Chapman-Enskog type limiting procedure. For the class of stiffly accurate implicit-explicit Runge-Kutta methods (IMEX) the discrete optimality system also provides a stable numerical method for optimal control problems governed by the heat equation. Numerical examples illustrate the expected behavior

    Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems

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    We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of accuracy for Adams-Moulton and Adams-Bashford methods, whereas BDF methods preserve high--order accuracy. Subsequently we extend these results to semi--lagrangian discretizations of hyperbolic relaxation systems. Computational results illustrate theoretical findings

    Discrete mechanics and optimal control: An analysis

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    The optimal control of a mechanical system is of crucial importance in many application areas. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion sequences in robotics and biomechanics. In most cases, some sort of discretization of the original, infinite-dimensional optimization problem has to be performed in order to make the problem amenable to computations. The approach proposed in this paper is to directly discretize the variational description of the system's motion. The resulting optimization algorithm lets the discrete solution directly inherit characteristic structural properties from the continuous one like symmetries and integrals of the motion. We show that the DMOC (Discrete Mechanics and Optimal Control) approach is equivalent to a finite difference discretization of Hamilton's equations by a symplectic partitioned Runge-Kutta scheme and employ this fact in order to give a proof of convergence. The numerical performance of DMOC and its relationship to other existing optimal control methods are investigated

    DENSERKS: Fortran sensitivity solvers using continuous, explicit Runge-Kutta schemes

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    DENSERKS is a Fortran sensitivity equation solver package designed for integrating models whose evolution can be described by ordinary differential equations (ODEs). A salient feature of DENSERKS is its support for both forward and adjoint sensitivity analyses, with built-in integrators for both first and second order continuous adjoint models. The software implements explicit Runge-Kutta methods with adaptive timestepping and high-order dense output schemes for the forward and the tangent linear model trajectory interpolation. Implementations of six Runge-Kutta methods are provided, with orders of accuracy ranging from two to eight. This makes DENSERKS suitable for a wide range of practical applications. The use of dense output, a novel approach in adjoint sensitivity analysis solvers, allows for a high-order cost-effective interpolation. This is a necessary feature when solving adjoints of nonlinear systems using highly accurate Runge-Kutta methods (order five and above). To minimize memory requirements and make long-time integrations computationally efficient, DENSERKS implements a two-level checkpointing mechanism. The code is tested on a selection of problems illustrating first and second order sensitivity analysis with respect to initial model conditions. The resulting derivative information is also used in a gradient-based optimization algorithm to minimize cost functionals dependent on a given set of model parameters

    On Model Predictive Path Following and Trajectory Tracking for Industrial Robots

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    In this article we show how the model predictive path following controller allows robotic manipulators to stop at obstructions in a way that model predictive trajectory tracking controllers cannot. We present both controllers as applied to robotic manipulators, simulations for a two-link manipulator using an interior point solver, consider discretization of the optimal control problem using collocation or Runge-Kutta, and discuss the real-time viability of our implementation of the model predictive path following controller.Comment: Draft of article for CASE 201

    High order variational integrators in the optimal control of mechanical systems

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    In recent years, much effort in designing numerical methods for the simulation and optimization of mechanical systems has been put into schemes which are structure preserving. One particular class are variational integrators which are momentum preserving and symplectic. In this article, we develop two high order variational integrators which distinguish themselves in the dimension of the underling space of approximation and we investigate their application to finite-dimensional optimal control problems posed with mechanical systems. The convergence of state and control variables of the approximated problem is shown. Furthermore, by analyzing the adjoint systems of the optimal control problem and its discretized counterpart, we prove that, for these particular integrators, dualization and discretization commute.Comment: 25 pages, 9 figures, 1 table, submitted to DCDS-

    Research Achievements Review Series no. 20 - Mathematics and computation research

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    Computational mathematics, perturbed orbit three-body problem, and periodic trajectories solutions through computer method

    An Algebraic Framework for the Real-Time Solution of Inverse Problems on Embedded Systems

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    This article presents a new approach to the real-time solution of inverse problems on embedded systems. The class of problems addressed corresponds to ordinary differential equations (ODEs) with generalized linear constraints, whereby the data from an array of sensors forms the forcing function. The solution of the equation is formulated as a least squares (LS) problem with linear constraints. The LS approach makes the method suitable for the explicit solution of inverse problems where the forcing function is perturbed by noise. The algebraic computation is partitioned into a initial preparatory step, which precomputes the matrices required for the run-time computation; and the cyclic run-time computation, which is repeated with each acquisition of sensor data. The cyclic computation consists of a single matrix-vector multiplication, in this manner computation complexity is known a-priori, fulfilling the definition of a real-time computation. Numerical testing of the new method is presented on perturbed as well as unperturbed problems; the results are compared with known analytic solutions and solutions acquired from state-of-the-art implicit solvers. The solution is implemented with model based design and uses only fundamental linear algebra; consequently, this approach supports automatic code generation for deployment on embedded systems. The targeting concept was tested via software- and processor-in-the-loop verification on two systems with different processor architectures. Finally, the method was tested on a laboratory prototype with real measurement data for the monitoring of flexible structures. The problem solved is: the real-time overconstrained reconstruction of a curve from measured gradients. Such systems are commonly encountered in the monitoring of structures and/or ground subsidence.Comment: 24 pages, journal articl
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