Using Optimality Theory and Reference Points to Improve the Diversity and Convergence of a Fuzzy-Adaptive Multi-Objective Particle Swarm Optimizer

Particle Swarm Optimization (PSO) has received increasing attention from the evolutionary optimization research community in the last twenty years. PSO is a metaheuristic approach based on collective intelligence obtained by emulating the swarming behavior of bees. A number of multi-objective variants of the original PSO algorithm that extend its applicability to optimization problems with conflicting objectives have also been developed; these multi-objective PSO (MOPSO) algorithms demonstrate comparable performance to other state-of-the-art metaheuristics. The existence of multiple optimal solutions (Pareto-optimal set) in optimization problems with conflicting objectives is not the only challenge posed to an optimizer, as the latter needs to be able to identify and preserve a well-distributed set of solutions during the search of the decision variable space. Recent attempts by evolutionary optimization researchers to incorporate mathematical convergence conditions into genetic algorithm optimizers have led to the derivation of a point-wise proximity measure, which is based on the solution of the achievement scalarizing function (ASF) optimization problem with a complementary slackness condition that quantifies the violation of the Karush-Kuhn-Tucker necessary conditions of optimality. In this work, the aforementioned KKT proximity measure is incorporated into the original Adaptive Coevolutionary Multi-Objective Swarm Optimizer (ACMOPSO) in order to monitor the convergence of the sub-swarms towards the Pareto-optimal front and provide feedback to Mamdani-type fuzzy logic controllers (FLCs) that are utilized for online adaptation of the algorithmic parameters. The proposed Fuzzy-Adaptive Multi-Objective Optimization Algorithm with the KKT proximity measure (FAMOPSOkkt) utilizes a set of reference points to cluster the computed nondominated solutions. These clusters interact with their corresponding sub-swarms to provide the swarm leaders and are also utilized to manage the external archive of nondominated solutions. The performance of the proposed algorithm is evaluated on benchmark problems chosen from the multi-objective optimization literature and compared to the performance of state-of-the-art multi-objective optimization algorithms with similar features

PDE-betinga optimering : prekondisjonerarar og metodar for diffuse domene

This thesis is mainly concerned with the efficient numerical solution of optimization problems subject to linear PDE-constraints, with particular focus on robust preconditioners and diffuse domain methods. Associated with such constrained optimization problems are the famous first-order KarushKuhn-Tucker (KKT) conditions. For certain minimization problems, the functions satisfying the KKT conditions are also optimal solutions of the original optimization problem, implying that we can solve the KKT system to obtain the optimum; the so-called “all-at-once” approach. We propose and analyze preconditioners for the different KKT systems we derive in this thesis.Denne avhandlinga ser i hovudsak på effektive numeriske løysingar av PDE-betinga optimeringsproblem, med eit særskilt fokus på robuste prekondisjonerar og “diffuse domain”-metodar. Assosiert med slike optimeringsproblem er dei velkjende Karush-Kuhn-Tucker (KKT)-føresetnadane. For mange betinga optimeringsproblem, vil funksjonar som tilfredstillar KKT-vilkåra samstundes vere ei optimal løysing på det opprinnelege optimeringsproblemet. Dette impliserar at vi kan løyse KKT-likningane for å finne optimum. Vi konstruerar og analyserar prekondisjonerar for dei forskjellige KKT-systema vi utleiar i denne avhandlinga

A framework for data-driven structural analysis in general elasticity based on nonlinear optimization: The dynamic case

In this article, we present an extension of the formulation recently developed by the authors to the structural dynamics setting. Inspired by a structure-preserving family of variational integrators, our new formulation relies on a discrete balance equation that establishes the dynamic equilibrium. From this point of departure, we first derive an “exact” discrete-continuous nonlinear optimization problem that works directly with data sets. We then develop this formulation further into an “approximate” nonlinear optimization problem that relies on a general constitutive model. This underlying model can be identified from a data set in an offline phase. To showcase the advantages of our framework, we specialize our methodology to the case of a geometrically exact beam formulation that makes use of all elements of our approach. We investigate three numerical examples of increasing difficulty that demonstrate the excellent computational behavior of the proposed framework and motivate future research in this direction

Efficiently Computing Nash Equilibria in Adversarial Team Markov Games

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully competitive or cooperative scenarios or impose strong assumptions that are difficult to meet in most practical applications. In this work, we depart from those prior results by investigating infinite-horizon \emph{adversarial team Markov games}, a natural and well-motivated class of games in which a team of identically-interested players -- in the absence of any explicit coordination or communication -- is competing against an adversarial player. This setting allows for a unifying treatment of zero-sum Markov games and Markov potential games, and serves as a step to model more realistic strategic interactions that feature both competing and cooperative interests. Our main contribution is the first algorithm for computing stationary $\epsilon$-approximate Nash equilibria in adversarial team Markov games with computational complexity that is polynomial in all the natural parameters of the game, as well as $1/\epsilon$. The proposed algorithm is particularly natural and practical, and it is based on performing independent policy gradient steps for each player in the team, in tandem with best responses from the side of the adversary; in turn, the policy for the adversary is then obtained by solving a carefully constructed linear program. Our analysis leverages non-standard techniques to establish the KKT optimality conditions for a nonlinear program with nonconvex constraints, thereby leading to a natural interpretation of the induced Lagrange multipliers. Along the way, we significantly extend an important characterization of optimal policies in adversarial (normal-form) team games due to Von Stengel and Koller (GEB `97)

AC OPF in Radial Distribution Networks - Parts I,II

The optimal power-flow problem (OPF) has played a key role in the planning and operation of power systems. Due to the non-linear nature of the AC power-flow equations, the OPF problem is known to be non-convex, therefore hard to solve. Most proposed methods for solving the OPF rely on approximations that render the problem convex, but that may yield inexact solutions. Recently, Farivar and Low proposed a method that is claimed to be exact for radial distribution systems, despite no apparent approximations. In our work, we show that it is, in fact, not exact. On one hand, there is a misinterpretation of the physical network model related to the ampacity constraint of the lines' current flows. On the other hand, the proof of the exactness of the proposed relaxation requires unrealistic assumptions related to the unboundedness of specific control variables. We also show that the extension of this approach to account for exact line models might provide physically infeasible solutions. Recently, several contributions have proposed OPF algorithms that rely on the use of the alternating-direction method of multipliers (ADMM). However, as we show in this work, there are cases for which the ADMM-based solution of the non-relaxed OPF problem fails to converge. To overcome the aforementioned limitations, we propose an algorithm for the solution of a non-approximated, non-convex OPF problem in radial distribution systems that is based on the method of multipliers, and on a primal decomposition of the OPF. This work is divided in two parts. In Part I, we specifically discuss the limitations of BFM and ADMM to solve the OPF problem. In Part II, we provide a centralized version and a distributed asynchronous version of the proposed OPF algorithm and we evaluate its performances using both small-scale electrical networks, as well as a modified IEEE 13-node test feeder

Airborne Wind Energy - To fly or not to fly?

This thesis investigates crosswind Airborne Wind Energy Systems (AWESs) in terms of power production and potential role in future electricity generation systems. The perspective ranges from the small scale, modelling AWE as a single system, to the large, implementing AWESs in regional electricity systems. \ua0To estimate the AWES power production, the thesis provides a dynamic system model that serves as the basis for all the work. The model describes the flight dynamics of a rigid wing that is exposed to tether and aerodynamic forces controlled by flight control surfaces. Index-3 Differential Algebraic Equations (DAEs) based on Lagrangian mechanics describe the dynamics. \ua0This model is validated by fitting it to real flight measurements obtained with a pumping-mode AWES, the prototype AP2 by Ampyx Power. The optimal power production of an AWES depends on complex trade-offs; this motivates formulating the power production computation as an Optimal Control Problem (OCP). The thesis presents the numerical methods needed to discretize the OCP and solve the resulting Nonlinear Program (NLP). \ua0Large-scale implementation of AWESs raises challenges related to variability in power production on the time scale of minutes to weeks. For the former, we investigate the periodic fluctuations in the power output of a single AWES. These fluctuations can be severe when operating a wind farm and have to be considered and reduced for an acceptable grid integration. We analyse the option of controlling the flight trajectories of the individual systems in a farm so that the total power output of the farm is smoothed. This controlled operation fixes the system\u27s trajectory, reducing the ability to maximize the power output of individual AWESs to local wind conditions. We quantify the lost power production if the systems are controlled such that the total farm power output is smoothed. Results show that the power difference between the optimal and fixed trajectory does not exceed 4% for the systems modelled in the study.\ua0The variations in AWESs power production on the timescale of hours to weeks are particularly relevant to the interaction between AWE and other power generation technologies. Investigating AWESs in an electricity system context requires power-generation profiles with high spatio-temporal resolution, which means solving a large number of OCPs. In order to efficiently solve these numerous OCPs in a sequential manner, this thesis presents a homotopy-path-following method combined with modifications to the NLP solver. The implementation shows a 20-fold reduction in computation time compared to the original method for solving the NLP for AWES power optimization.\ua0 For large wind-data sets, a random forest regression model is trained to a high accuracy, providing an even faster computation.The annual generation profiles for the modelled systems are computed using ERA5 wind data for several locations and compared to the generation profile for a traditional wind turbine. The results show that the profiles are strongly correlated in time, which is a sobering fact in terms of technology competition. However, the correlation is weaker in locations with high wind shear.\ua0 \ua0The potential role of AWESs in the future electricity system is further investigated. This thesis implements annual AWE-farm generation profiles into a cost-optimizing electricity system model. We find that AWE is most valuable to the electricity system if installed at sites with low wind speed within a region. At greater shares of the electricity system, even if AWESs could demonstrate lower costs compared to wind turbines, AWE would merely substitute for them instead of increasing the total share of wind energy in the system. This implies that the economic value of an AWES is limited by its cost relative to traditional wind turbines

Neural networks, surrogate models and black box algorithms: theory and applications

In this Ph. D. Thesis we will analyze some of the most used surrogate models, together with a particular type of line search black box strategy. After introducing these powerful tools, we will present the Canonical Duality Theory, the potentiality it has to improve these tools, and some of their applications. The principal contributes of this Thesis are the reformulation of the Radial Basis Neural Network problem in its canonical dual form in Section 2.2 and the application of the surrogate models and black box algorithms presented in this Thesis on various real world problems reported in Chapter 3

Neural networks, surrogate models and black box algorithms: theory and applications

In this Ph. D. Thesis we will analyze some of the most used surrogate models, together with a particular type of line search black box strategy. After introducing these powerful tools, we will present the Canonical Duality Theory, the potentiality it has to improve these tools, and some of their applications. The principal contributes of this Thesis are the reformulation of the Radial Basis Neural Network problem in its canonical dual form in Section 2.2 and the application of the surrogate models and black box algorithms presented in this Thesis on various real world problems reported in Chapter 3

Airborne Wind Energy - to fly or not to fly?

This thesis investigates crosswind Airborne Wind Energy Systems (AWESs) in terms of power production and potential role in future electricity generation systems. The perspective ranges from the small scale, modelling AWE as a single system, to the large, implementing AWESs in regional electricity systems. \ua0To estimate the AWES power production, the thesis provides a dynamic system model that serves as the basis for all the work. The model describes the flight dynamics of a rigid wing that is exposed to tether and aerodynamic forces controlled by flight control surfaces. Index-3 Differential Algebraic Equations (DAEs) based on Lagrangian mechanics describe the dynamics. \ua0This model is validated by fitting it to real flight measurements obtained with a pumping-mode AWES, the prototype AP2 by Ampyx Power. The optimal power production of an AWES depends on complex trade-offs; this motivates formulating the power production computation as an Optimal Control Problem (OCP). The thesis presents the numerical methods needed to discretize the OCP and solve the resulting Nonlinear Program (NLP). \ua0Large-scale implementation of AWESs raises challenges related to variability in power production on the time scale of minutes to weeks. For the former, we investigate the periodic fluctuations in the power output of a single AWES. These fluctuations can be severe when operating a wind farm and have to be considered and reduced for an acceptable grid integration. We analyse the option of controlling the flight trajectories of the individual systems in a farm so that the total power output of the farm is smoothed. This controlled operation fixes the system\u27s trajectory, reducing the ability to maximize the power output of individual AWESs to local wind conditions. We quantify the lost power production if the systems are controlled such that the total farm power output is smoothed. Results show that the power difference between the optimal and fixed trajectory does not exceed 4% for the systems modelled in the study.\ua0The variations in AWESs power production on the timescale of hours to weeks are particularly relevant to the interaction between AWE and other power generation technologies. Investigating AWESs in an electricity system context requires power-generation profiles with high spatio-temporal resolution, which means solving a large number of OCPs. In order to efficiently solve these numerous OCPs in a sequential manner, this thesis presents a homotopy-path-following method combined with modifications to the NLP solver. The implementation shows a 20-fold reduction in computation time compared to the original method for solving the NLP for AWES power optimization.\ua0 For large wind-data sets, a random forest regression model is trained to a high accuracy, providing an even faster computation.The annual generation profiles for the modelled systems are computed using ERA5 wind data for several locations and compared to the generation profile for a traditional wind turbine. The results show that the profiles are strongly correlated in time, which is a sobering fact in terms of technology competition. However, the correlation is weaker in locations with high wind shear.\ua0 \ua0The potential role of AWESs in the future electricity system is further investigated. This thesis implements annual AWE-farm generation profiles into a cost-optimizing electricity system model. We find that AWE is most valuable to the electricity system if installed at sites with low wind speed within a region. At greater shares of the electricity system, even if AWESs could demonstrate lower costs compared to wind turbines, AWE would merely substitute for them instead of increasing the total share of wind energy in the system. This implies that the economic value of an AWES is limited by its cost relative to traditional wind turbines

Fast Polyhedral Adaptive Conjoint Estimation

We propose and test a new adaptive conjoint analysis method that draws on recent polyhedral “interior-point” developments in mathematical programming. The method is designed to offer accurate estimates after relatively few questions in problems involving many parameters. Each respondent’s ques-tions are adapted based upon prior answers by that respondent. The method requires computer support but can operate in both Internet and off-line environments with no noticeable delay between questions. We use Monte Carlo simulations to compare the performance of the method against a broad array of relevant benchmarks. While no method dominates in all situations, polyhedral algorithms appear to hold significant potential when (a) metric profile comparisons are more accurate than the self-explicated importance measures used in benchmark methods, (b) when respondent wear out is a concern, and (c) when product development and/or marketing teams wish to screen many features quickly. We also test hybrid methods that combine polyhedral algorithms with existing conjoint analysis methods. We close with suggestions on how polyhedral methods can be used to address other marketing problems.Sloan School of Management and the Center for Innovation in Product Development at MI