Global/Local Iteration for Blended Composite Laminate Panel Structure Optimization Subproblems

Composite panel structure optimization is commonly decomposed into panel optimization subproblems. Previous work applied a guide based design approach to the problem for a structure where the local loads were assumed to be fixed for each panel throughout the design process. This paper examines the application of guide based design to a more realistic representation of the structure where the local loads for each panel are determined through a global level analysis that is coupled with the stacking sequence for every design panel. A small problem is selected for which an exhaustive search of the subproblem design space verifies the optimality of the solution found through the global/local iteration process introduced in this work. The efficient discovery of solutions to these guide based design subproblems creates an opportunity to incorporate the solutions into a global level optimization process. A parallel genetic algorithm is proposed to control global optimization in which evaluating the fitness of each member of the population requires the solution of a guide based design subproblem where parallelism is solely within fitness evaluations. Results are presented for a wingbox design problem and compared with known solutions for the same problem to demonstrate weight reductions in a problem thought to already be near optimally solved

Evolutionary algorithm-based analysis of gravitational microlensing lightcurves

A new algorithm developed to perform autonomous fitting of gravitational microlensing lightcurves is presented. The new algorithm is conceptually simple, versatile and robust, and parallelises trivially; it combines features of extant evolutionary algorithms with some novel ones, and fares well on the problem of fitting binary-lens microlensing lightcurves, as well as on a number of other difficult optimisation problems. Success rates in excess of 90% are achieved when fitting synthetic though noisy binary-lens lightcurves, allowing no more than 20 minutes per fit on a desktop computer; this success rate is shown to compare very favourably with that of both a conventional (iterated simplex) algorithm, and a more state-of-the-art, artificial neural network-based approach. As such, this work provides proof of concept for the use of an evolutionary algorithm as the basis for real-time, autonomous modelling of microlensing events. Further work is required to investigate how the algorithm will fare when faced with more complex and realistic microlensing modelling problems; it is, however, argued here that the use of parallel computing platforms, such as inexpensive graphics processing units, should allow fitting times to be constrained to under an hour, even when dealing with complicated microlensing models. In any event, it is hoped that this work might stimulate some interest in evolutionary algorithms, and that the algorithm described here might prove useful for solving microlensing and/or more general model-fitting problems.Comment: 14 pages, 3 figures; accepted for publication in MNRA

Spacecraft Trajectory Optimization Suite (STOPS): Optimization of Low-Thrust Interplanetary Spacecraft Trajectories Using Modern Optimization Techniques

The work presented here is a continuation of Spacecraft Trajectory Optimization Suite (STOpS), a master’s thesis written by Timothy Fitzgerald at California Polytechnic State University, San Luis Obispo. Low-thrust spacecraft engines are becoming much more common due to their high efficiency, especially for interplanetary trajectories. The version of STOpS presented here optimizes low-thrust trajectories using the Island Model Paradigm with three stochastic evolutionary algorithms: the genetic algorithm, differential evolution, and particle swarm optimization. While the algorithms used here were designed for the original STOpS, they were modified for this work. The low-thrust STOpS was successfully validated with two trajectory problems and their known near-optimal solutions. The first verification case was a constant-thrust, variable-time Earth orbit to Mars orbit transfer where the thrust was 3.787 Newtons and the time was approximately 195 days. The second verification case was a variable-thrust, constant-time Earth orbit to Mercury orbit transfer with the thrust coming from a solar electric propulsion model equation and the time being 355 days. Low-thrust STOpS found similar near-optimal solutions in each case. The final result of this work is a versatile MATLAB tool for optimizing low-thrust interplanetary trajectories

Pattern-Based Genetic Algorithm for Airborne Conflict Resolution

NASA has developed the Autonomous Operations Planner (AOP) airborne decision support tool to explore advanced air traffic control concepts that include delegating separation authority to aircraft. A key element of the AOP is its strategic conflict resolution (CR) algorithm, which must resolve conflicts while maintaining conformance with traffic flow management constraints. While a previous CR algorithm, which focused on broader flight plan optimization objectives as a part of conflict resolution, had successfully been developed, new research has identified the need for resolution routes the users find more acceptable (i.e., simpler and more intuitive). A new CR algorithm is presented that uses a combination of pattern-based maneuvers and a genetic algorithm to achieve these new objectives. Several lateral and vertical maneuver patterns are defined and the application of the genetic algorithm explained. A new approach to defining a conflicted fitness function using estimates of the local conflict region around a conflicted trajectory is also presented. Preliminary performance characteristics of the implemented algorithm are provided

A comprehensive survey on cultural algorithms

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An Evolutionary Approach to Multistage Portfolio Optimization

Portfolio optimization is an important problem in quantitative finance due to its application in asset management and corporate financial decision making. This involves quantitatively selecting the optimal portfolio for an investor given their asset return distribution assumptions, investment objectives and constraints. Analytical portfolio optimization methods suffer from limitations in terms of the problem specification and modelling assumptions that can be used. Therefore, a heuristic approach is taken where Monte Carlo simulations generate the investment scenarios and' a problem specific evolutionary algorithm is used to find the optimal portfolio asset allocations. Asset allocation is known to be the most important determinant of a portfolio's investment performance and also affects its risk/return characteristics. The inclusion of equity options in an equity portfolio should enable an investor to improve their efficient frontier due to options having a nonlinear payoff. Therefore, a research area of significant importance to equity investors, in which little research has been carried out, is the optimal asset allocation in equity options for an equity investor. A purpose of my thesis is to carry out an original analysis of the impact of allowing the purchase of put options and/or sale of call options for an equity investor. An investigation is also carried out into the effect ofchanging the investor's risk measure on the optimal asset allocation. A dynamic investment strategy obtained through multistage portfolio optimization has the potential to result in a superior investment strategy to that obtained from a single period portfolio optimization. Therefore, a novel analysis of the degree of the benefits of a dynamic investment strategy for an equity portfolio is performed. In particular, the ability of a dynamic investment strategy to mimic the effects ofthe inclusion ofequity options in an equity portfolio is investigated. The portfolio optimization problem is solved using evolutionary algorithms, due to their ability incorporate methods from a wide range of heuristic algorithms. Initially, it is shown how the problem specific parts ofmy evolutionary algorithm have been designed to solve my original portfolio optimization problem. Due to developments in evolutionary algorithms and the variety of design structures possible, a purpose of my thesis is to investigate the suitability of alternative algorithm design structures. A comparison is made of the performance of two existing algorithms, firstly the single objective stepping stone island model, where each island represents a different risk aversion parameter, and secondly the multi-objective Non-Dominated Sorting Genetic Algorithm2. Innovative hybrids of these algorithms which also incorporate features from multi-objective evolutionary algorithms, multiple population models and local search heuristics are then proposed. . A novel way is developed for solving the portfolio optimization by dividing my problem solution into two parts and then applying a multi-objective cooperative coevolution evolutionary algorithm. The first solution part consists of the asset allocation weights within the equity portfolio while the second solution part consists 'ofthe asset allocation weights within the equity options and the asset allocation weights between the different asset classes. An original portfolio optimization multiobjective evolutionary algorithm that uses an island model to represent different risk measures is also proposed.Imperial Users onl

A Hierarchal Planning Framework for AUV Mission Management in a Spatio-Temporal Varying Ocean

The purpose of this paper is to provide a hierarchical dynamic mission planning framework for a single autonomous underwater vehicle (AUV) to accomplish task-assign process in a limited time interval while operating in an uncertain undersea environment, where spatio-temporal variability of the operating field is taken into account. To this end, a high level reactive mission planner and a low level motion planning system are constructed. The high level system is responsible for task priority assignment and guiding the vehicle toward a target of interest considering on-time termination of the mission. The lower layer is in charge of generating optimal trajectories based on sequence of tasks and dynamicity of operating terrain. The mission planner is able to reactively re-arrange the tasks based on mission/terrain updates while the low level planner is capable of coping unexpected changes of the terrain by correcting the old path and re-generating a new trajectory. As a result, the vehicle is able to undertake the maximum number of tasks with certain degree of maneuverability having situational awareness of the operating field. The computational engine of the mentioned framework is based on the biogeography based optimization (BBO) algorithm that is capable of providing efficient solutions. To evaluate the performance of the proposed framework, firstly, a realistic model of undersea environment is provided based on realistic map data, and then several scenarios, treated as real experiments, are designed through the simulation study. Additionally, to show the robustness and reliability of the framework, Monte-Carlo simulation is carried out and statistical analysis is performed. The results of simulations indicate the significant potential of the two-level hierarchical mission planning system in mission success and its applicability for real-time implementation