On limited-memory quasi-Newton methods for minimizing a quadratic function

The main focus in this paper is exact linesearch methods for minimizing a quadratic function whose Hessian is positive definite. We give two classes of limited-memory quasi-Newton Hessian approximations that generate search directions parallel to those of the method of preconditioned conjugate gradients, and hence give finite termination on quadratic optimization problems. The Hessian approximations are described by a novel compact representation which provides a dynamical framework. We also discuss possible extensions of these classes and show their behavior on randomly generated quadratic optimization problems. The methods behave numerically similar to L-BFGS. Inclusion of information from the first iteration in the limited-memory Hessian approximation and L-BFGS significantly reduces the effects of round-off errors on the considered problems. In addition, we give our compact representation of the Hessian approximations in the full Broyden class for the general unconstrained optimization problem. This representation consists of explicit matrices and gradients only as vector components

Computationally Efficient Trajectory Optimization for Linear Control Systems with Input and State Constraints

This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory generation, and the outputs are parameterized using a polynomial basis. A method to parameterize the constraints is introduced using a result on polynomial nonpositivity. The resulting parameterized problem remains linear-quadratic and can be solved using quadratic programming. The problem can be further simplified to a linear programming problem by linearization around the unconstrained optimum. The method promises to be computationally efficient for constrained systems with a high optimization horizon. As application, a predictive torque controller for a permanent magnet synchronous motor which is based on real-time optimization is presented.Comment: Proceedings of the American Control Conference (ACC), pp. 1904-1909, San Francisco, USA, June 29 - July 1, 201

Investigation of Adjoint Based Shape Optimization Techniques in NASCART-GT using Automatic Reverse Differentiation

Automated shape optimization involves making suitable modifications to a geometry that can lead to significant improvements in aerodynamic performance. Currently available mid-fdelity Aerodynamic Optimizers cannot be utilized in the late stages of the design process for performing minor, but consequential, tweaks in geometry. Automated shape optimization involves making suitable modifications to a geometry that can lead to significant improvements in aerodynamic performance. Currently available mid-fidelity Aerodynamic Optimizers cannot be utilized in the late stages of the design process for performing minor, but consequential, tweaks in geometry. High-fidelity shape optimization techniques are explored which, even though computationally demanding, are invaluable since they can account for realistic effects like turbulence and viscocity. The high computational costs associated with the optimization have been avoided by using an indirect optimization approach, which was used to dcouple the effect of the flow field variables on the gradients involved. The main challenge while performing the optimization was to maintain low sensitivity to the number of input design variables. This necessitated the use of Reverse Automatic differentiation tools to generate the gradient. All efforts have been made to keep computational costs to a minimum, thereby enabling hi-fidelity optimization to be used even in the initial design stages. A preliminary roadmap has been laid out for an initial implementation of optimization algorithms using the adjoint approach, into the high fidelity CFD code NASCART-GT.High-fidelity shape optimization techniques are explored which, even though computationally demanding, are invaluable since they can account for realistic effects like turbulence and viscocity. The high computational costs associated with the optimization have been avoided by using an indirect optimization approach, which was used to dcouple the effect of the flow field variables on the gradients involved. The main challenge while performing the optimization was to maintain low sensitivity to the number of input design variables. This necessitated the use of Reverse Automatic differentiation tools to generate the gradient. All efforts have been made to keep computational costs to a minimum, thereby enabling hi-fidelity optimization to be used even in the initial design stages. A preliminary roadmap has been laid out for an initial implementation of optimization algorithms using the adjoint approach, into the high fidelity CFD code NASCART-GT.Ruffin, Stephen - Faculty Mentor ; Feron, Eric - Committee Member/Second Reader ; Sankar, Lakshmi - Committee Member/Second Reade

Parallel Deterministic and Stochastic Global Minimization of Functions with Very Many Minima

The optimization of three problems with high dimensionality and many local minima are investigated under five different optimization algorithms: DIRECT, simulated annealing, Spall’s SPSA algorithm, the KNITRO package, and QNSTOP, a new algorithm developed at Indiana University