High-Dimensional Stochastic Design Optimization by Adaptive-Sparse Polynomial Dimensional Decomposition

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic response for statistical moment and reliability analyses; a novel integration of the adaptive-sparse PDD approximation and score functions for estimating the first-order design sensitivities of the statistical moments and failure probability; and standard gradient-based optimization algorithms. New analytical formulae are presented for the design sensitivities that are simultaneously determined along with the moments or the failure probability. Numerical results stemming from mathematical functions indicate that the new method provides more computationally efficient design solutions than the existing methods. Finally, stochastic shape optimization of a jet engine bracket with 79 variables was performed, demonstrating the power of the new method to tackle practical engineering problems.Comment: 18 pages, 2 figures, to appear in Sparse Grids and Applications--Stuttgart 2014, Lecture Notes in Computational Science and Engineering 109, edited by J. Garcke and D. Pfl\"{u}ger, Springer International Publishing, 201

Estimation-based synthesis of H∞-optimal adaptive FIR filtersfor filtered-LMS problems

This paper presents a systematic synthesis procedure for H∞-optimal adaptive FIR filters in the context of an active noise cancellation (ANC) problem. An estimation interpretation of the adaptive control problem is introduced first. Based on this interpretation, an H∞ estimation problem is formulated, and its finite horizon prediction (filtering) solution is discussed. The solution minimizes the maximum energy gain from the disturbances to the predicted (filtered) estimation error and serves as the adaptation criterion for the weight vector in the adaptive FIR filter. We refer to this adaptation scheme as estimation-based adaptive filtering (EBAF). We show that the steady-state gain vector in the EBAF algorithm approaches that of the classical (normalized) filtered-X LMS algorithm. The error terms, however, are shown to be different. Thus, these classical algorithms can be considered to be approximations of our algorithm. We examine the performance of the proposed EBAF algorithm (both experimentally and in simulation) in an active noise cancellation problem of a one-dimensional (1-D) acoustic duct for both narrowband and broadband cases. Comparisons to the results from a conventional filtered-LMS (FxLMS) algorithm show faster convergence without compromising steady-state performance and/or robustness of the algorithm to feedback contamination of the reference signal

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Computational intelligence approaches to robotics, automation, and control [Volume guest editors]

No abstract available

Convex Chance Constrained Model Predictive Control

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost function subject to probabilistic constraints, over a finite horizon. The control laws provided have a predefined (low) risk of not reaching the desired target set. Building on the theory of measures and moments, a sequence of finite semidefinite programmings are provided, whose solution is shown to converge to the optimal solution of the original problem. Numerical examples are presented to illustrate the computational performance of the proposed approach.Comment: This work has been submitted to the 55th IEEE Conference on Decision and Contro