An efficient method for multiobjective optimal control and optimal control subject to integral constraints

We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget" remaining to satisfy each constraint; the augmented Hamilton-Jacobi-Bellman PDE is then solved numerically. The efficiency of our approach hinges on the causality in that PDE, i.e., the monotonicity of characteristic curves in one of the newly added dimensions. A semi-Lagrangian "marching" method is used to approximate the discontinuous viscosity solution efficiently. We compare this to a recently introduced "weighted sum" based algorithm for the same problem. We illustrate our method using examples from flight path planning and robotic navigation in the presence of friendly and adversarial observers.Comment: The final version accepted by J. Comp. Math. : 41 pages, 14 figures. Since the previous version: typos fixed, formatting improved, one mistake in bibliography correcte

Multiobjective optimization of electromagnetic structures based on self-organizing migration

Práce se zabývá popisem nového stochastického vícekriteriálního optimalizačního algoritmu MOSOMA (Multiobjective Self-Organizing Migrating Algorithm). Je zde ukázáno, že algoritmus je schopen řešit nejrůznější typy optimalizačních úloh (s jakýmkoli počtem kritérií, s i bez omezujících podmínek, se spojitým i diskrétním stavovým prostorem). Výsledky algoritmu jsou srovnány s dalšími běžně používanými metodami pro vícekriteriální optimalizaci na velké sadě testovacích úloh. Uvedli jsme novou techniku pro výpočet metriky rozprostření (spread) založené na hledání minimální kostry grafu (Minimum Spanning Tree) pro problémy mající více než dvě kritéria. Doporučené hodnoty pro parametry řídící běh algoritmu byly určeny na základě výsledků jejich citlivostní analýzy. Algoritmus MOSOMA je dále úspěšně použit pro řešení různých návrhových úloh z oblasti elektromagnetismu (návrh Yagi-Uda antény a dielektrických filtrů, adaptivní řízení vyzařovaného svazku v časové oblasti…).This thesis describes a novel stochastic multi-objective optimization algorithm called MOSOMA (Multi-Objective Self-Organizing Migrating Algorithm). It is shown that MOSOMA is able to solve various types of multi-objective optimization problems (with any number of objectives, unconstrained or constrained problems, with continuous or discrete decision space). The efficiency of MOSOMA is compared with other commonly used optimization techniques on a large suite of test problems. The new procedure based on finding of minimum spanning tree for computing the spread metric for problems with more than two objectives is proposed. Recommended values of parameters controlling the run of MOSOMA are derived according to their sensitivity analysis. The ability of MOSOMA to solve real-life problems from electromagnetics is shown in a few examples (Yagi-Uda and dielectric filters design, adaptive beam forming in time domain…).

Application of a new multi-agent Hybrid Co-evolution based Particle Swarm Optimisation methodology in ship design

In this paper, a multiple objective 'Hybrid Co-evolution based Particle Swarm Optimisation' methodology (HCPSO) is proposed. This methodology is able to handle multiple objective optimisation problems in the area of ship design, where the simultaneous optimisation of several conflicting objectives is considered. The proposed method is a hybrid technique that merges the features of co-evolution and Nash equilibrium with a ε-disturbance technique to eliminate the stagnation. The method also offers a way to identify an efficient set of Pareto (conflicting) designs and to select a preferred solution amongst these designs. The combination of co-evolution approach and Nash-optima contributes to HCPSO by utilising faster search and evolution characteristics. The design search is performed within a multi-agent design framework to facilitate distributed synchronous cooperation. The most widely used test functions from the formal literature of multiple objectives optimisation are utilised to test the HCPSO. In addition, a real case study, the internal subdivision problem of a ROPAX vessel, is provided to exemplify the applicability of the developed method

Robust variance-constrained H∞ control for stochastic systems with multiplicative noises

This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier Ltd.In this paper, the robust variance-constrained H∞ control problem is considered for uncertain stochastic systems with multiplicative noises. The norm-bounded parametric uncertainties enter into both the system and output matrices. The purpose of the problem is to design a state feedback controller such that, for all admissible parameter uncertainties, (1) the closed-loop system is exponentially mean-square quadratically stable; (2) the individual steady-state variance satisfies given upper bound constraints; and (3) the prescribed noise attenuation level is guaranteed in an H∞ sense with respect to the additive noise disturbances. A general framework is established to solve the addressed multiobjective problem by using a linear matrix inequality (LMI) approach, where the required stability, the H∞ characterization and variance constraints are all easily enforced. Within such a framework, two additional optimization problems are formulated: one is to optimize the H∞ performance, and the other is to minimize the weighted sum of the system state variances. A numerical example is provided to illustrate the effectiveness of the proposed design algorithm.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Nuffield Foundation of the UK under Grant NAL/00630/G, and the Alexander von Humboldt Foundation of Germany

Multi-objective optimization of a wing fence on an unmanned aerial vehicle using surrogate-derived gradients

In this paper, the multi-objective, multifidelity optimization of a wing fence on an unmanned aerial vehicle (UAV) near stall is presented. The UAV under consideration is characterized by a blended wing body (BWB), which increases its efficiency, and a tailless design, which leads to a swept wing to ensure longitudinal static stability. The consequence is a possible appearance of a nose-up moment, loss of lift initiating at the tips, and reduced controllability during landing, commonly referred to as tip stall. A possible solution to counter this phenomenon is wing fences: planes placed on top of the wing aligned with the flow and developed from the idea of stopping the transverse component of the boundary layer flow. These are optimized to obtain the design that would fence off the appearance of a pitch-up moment at high angles of attack, without a significant loss of lift and controllability. This brings forth a constrained multi-objective optimization problem. The evaluations are performed through unsteady Reynolds-Averaged Navier-Stokes (URANS) simulations. However, since controllability cannot be directly assessed through computational fluid dynamics (CFD), surrogate-derived gradients are used. An efficient global optimization framework is developed employing surrogate modeling, namely regressive co-Kriging, updated using a multi-objective formulation of the expected improvement. The result is a wing fence design that extends the flight envelope of the aircraft, obtained with a feasible computational budget

Stochastic axial compressor variable geometry schedule optimisation

The design of axial compressors is dictated by the maximisation of flow efficiency at on design conditions whereas at part speed the requirement for operation stability prevails. Among other stability aids, compressor variable geometry is employed to rise the surge line for the provision of an adequate surge margin. The schedule of the variable vanes is in turn typically obtained from expensive and time consuming rig tests that go through a vast combination of possible settings. The present paper explores the suitability of stochastic approaches to derive the most flow efficient schedule of an axial compressor for a minimum variable user defined value of the surge margin. A genetic algorithm has been purposely developed and its satisfactory performance validated against four representative benchmark functions. The work carries on with the necessary thorough investigation of the impact of the different genetic operators employed on the ability of the algorithm to find the global extremities in an effective and efficient manner. This deems fundamental to guarantee that the algorithm is not trapped in local extremities. The algorithm is then coupled with a compressor performance prediction tool that evaluates each individual's performance through a user defined fitness function. The most flow efficient schedule that conforms to a prescribed surge margin can be obtained thereby fast and inexpensively. Results are produced for a modern eight stage high bypass ratio compressor and compared with experimental data available to the research. The study concludes with the analysis of the existent relationship between surge margin and flow efficiency for the particular compressor under scrutiny. The study concludes with the analysis of the existent relationship between surge margin and flow efficiency for the particular compressor under scrutiny

Conceptual hydrological model calibration using multi-objective optimization techniques over the transboundary Komadugu-Yobe basin, Lake Chad Area, West Africa

Study Area: The discharge of the transboundary Komadugu-Yobe Basin, Lake Chad Area, West Africa is calibrated using multi-objective optimization techniques. Study focus: The GR5J hydrological model parameters are calibrated using six optimization methods i.e. Local Optimization-Multi Start (LOMS), the Differential Evolution (DE), the Multiobjective Particle the Swarm Optimization (MPSO), the Memetic Algorithm with Local Search Chains (MALS), the Shuffled Complex Evolution-Rosenbrock’s function (SCE-R), and the Bayesian Markov Chain Monte Carlo (MCMC) approach. Three combined objective functions i.e. Root Mean Square Error, Nash- Sutcliffe efficiency, Kling-Gupta efficiency are applied. The calibration process is divided into two separate episodes (1974–2000 and 1980–1995) so as to ascertain the robustness of the calibration approaches. Runoff simulation results are analysed with a timefrequency wavelet transform. New hydrological insights for the region: For calibration and validation stages, all optimization methods simulate the base flow and high flow spells with a satisfactory level of accuracy. For calibration period, MCMC underestimate it by -0.07 mm/day. The performance evaluation shows that MCMC has the highest values of mean absolute error (0.28) and mean square error (0.40) while LOMS and MCMC record a low volumetric efficiency of 0.56. In all cases, the DE and the SCE-R methods perform better than others. The combination of multi-objective functions and multi-optimization techniques improve the model’s parameters stability and the algorithms’ optimization to represent the runoff in the basin