The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Portfolio Optimization in a Semi-Markov Modulated Market

We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem.

Size optimization of a cantilever beam under deformation-dependent loads with application to wheat stalks

In this paper, we consider the optimization of the cross-section profile of a cantilever beam under deformation-dependent loads. Such loads are encountered in plants and trees, cereal crop plants such as wheat and corn in particular. The wind loads acting on the grain-bearing spike of a wheat stalk vary with the orientation of the spike as the stalk bends; this bending and the ensuing change in orientation depend on the deformation of the plant under the same load.The uprooting of the wheat stalks under wind loads is an unresolved problem in genetically modified dwarf wheat stalks. Although it was thought that the dwarf varieties would acquire increased resistance to uprooting, it was found that the dwarf wheat plants selectively decreased the Young's modulus in order to be compliant. The motivation of this study is to investigate why wheat plants prefer compliant stems. We analyze this by seeking an optimal shape of the wheat plant's stem, which is modeled as a cantilever beam, by taking the large deflection of the stem into account with the help of co-rotational finite element beam modeling. The criteria considered here include minimum moment at the fixed ground support, adequate stiffness and strength, and the volume of material. The result reported here is an example of flexibility, rather than stiffness, leading to increased strength.

Theoretical gain optimization studies in CO2-N2 lasers. III. Inclusion of line shape effects

The influence of Lorentz and Doppler line-broadening mechanisms on the small-signal optical gain of lasers and, in particular, gasdynamic lasers, is discussed. A relationship between the critical parameter reflecting the line-broadening mechanisms and some of the important parameters arising out of the gain optimization studies in CO2-N2 gasdynamic lasers is established. Using this relationship, methods by which the deleterious effect of the Doppler mechanisms on small-signal gain can be suppressed are suggested. Journal of Applied Physics is copyrighted by The American Institute of Physics.

Optimization of gasket thickness in a Bridgman anvil system

The effect of gasket thickness on the pressure in the Bridgman anvil system has been studied experimentally. The existence of the optimum thickness from the experimental data has been interpreted in a theoretical model of stress distribution in an anvil system. Review of Scientific Instruments is copyrighted by The American Institute of Physics.

Ant colony optimization for reporting cell planning in mobile computing using selective paging strategy

Location management problem that arise in mobile computing networks is addressed. One method used in location management is to designate sonic of the cells in the network as "reporting cells". The other cells in the network are "non-reporting cells". Finding an optimal set of reporting cells (or reporting cell configuration) for a given network. is a difficult combinatorial optimization problem. In fact this is shown to be an NP-complete problem. in an earlier study. In this paper, we use the selective paging strategy and use an ant colony optimization method to obtain the best/optimal set of reporting cells for a given a network.

Reliability Optimization using SLUMT

This paper is concerned with the reliability optimization of a spatially redundant system, subject to various constraints, by using nonlinear programming. The constrained optimization problem is converted into a sequence of unconstrained optimization problems by using a penalty function. The new problem is then solved by the conjugate gradient method. The advantages of this method are highlighted.

Theoretical gain optimization studies in 10.6 µm CO2-N2 gasdynamic lasers. IV. Further results of parametric study

Based on a method proposed by Reddy and Shanmugasundaram, similar solutions have been obtained for the steady inviscid quasi-one-dimensional nonreacting flow in the supersonic nozzle of CO2-N2-H2O and CO2-N2-He gasdynamic laser systems. Instead of using the correlations of a nonsimilar function NS for pure N2 gas, as is done in previous publications, the NS correlations are computed here for the actual gas mixtures used in the gasdynamic lasers. Optimum small-signal optical gain and the corresponding optimum values of the operating parameters like reservoir pressure and temperature and nozzle area ratio are computed using these correlations. The present results are compared with the previous results and the main differences are discussed. Journal of Applied Physics is copyrighted by The American Institute of Physics.

Launch Envelope Optimization of Virtual Sliding Target Guidance Scheme

This paper presents an optimization of the performance of a recently proposed virtual sliding target (VST) guidance scheme in terms of maximization of its launch envelope for three- dimensional (3-D) engagements. The objective is to obtain the launch envelope of the missile using the VST guidance scheme for different lateral launch angles with respect to the line of sight (LOS) and demonstrate its superiority over kinematics-based guidance laws like proportional navigation (PN). The VST scheme uses PN as its basic guidance scheme and exploits the relation between the atmospheric properties, missile aerodynamic characteristics, and the optimal trajectory of the missile. The missile trajectory is shaped by controlling the instantaneous position and the speed of a virtual target which the missile pursues during the midcourse phase. In the proposed method it is shown that an appropriate value of initial position for the virtual target in 3-D, combined with optimized virtual target parameters, can significantly improve the launch envelope performance. The paper presents the formulation of the optimization problem, obtains the approximate models used to make the optimization problem more tractable, and finally presents the optimized performance of the missile in terms of launch envelope and shows significant improvement over kinematic-based guidance laws. The paper also proposes modification to the basic VST scheme. Some simulations using the full-fledged six degrees-of-freedom (6-DOF) models are also presented to validate the models and technique used.

Theoretical gain optimization in CO2-N2-H2 gasdynamic lasers with two-dimensional wedge nozzles

Attention is given to the results of optimization studies with a 16-micron CO2-N2-H2 GDL employing two-dimensional wedge nozzles. The optimum value of the achievable gain reaches 12.7 percent/cm on the P(15) line for a 30:50:20 percent respective apportionment of the aforementioned gases. The corresponding optimum values for reservoir pressure and area ratio are computed as functions of reservoir temperature, and presented graphically.

Application of optimization methods to vibration control of stretched strings

In this paper, non-linear programming techniques are applied to the problem of controlling the vibration pattern of a stretched string. First, the problem of finding the magnitudes of two control forces applied at two points l1 and l2 on the string to reduce the energy of vibration over the interval (l1, l2) relative to the energy outside the interval (l1, l2) is considered. For this problem the relative merits of various methods of non-linear programming are compared. The more complicated problem of finding the positions and magnitudes of two control forces to obtain the desired energy pattern is then solved by using the slack unconstrained minimization technique with the Fletcher-Powell search. In the discussion of the results it is shown that the position of the control force is very important in controlling the energy pattern of the string.

Non-linear Transceiver Designs with Imperfect CSIT Using Convex Optimization

In this paper, we consider non-linear transceiver designs for multiuser multi-input multi-output (MIMO) down-link in the presence of imperfections in the channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas and each user terminal is equipped with multiple receive antennas. The BS employs Tomlinson-Harashima precoding (THP) for inter-user interference pre-cancellation at the transmitter. We investigate robust THP transceiver designs based on the minimization of BS transmit power with mean square error (MSE) constraints, and balancing of MSE among users with a constraint on the total BS transmit power. We show that these design problems can be solved by iterative algorithms, wherein each iteration involves a pair of convex optimization problems. The robustness of the proposed algorithms to imperfections in CSIT is illustrated through simulations.

Conservative Design Optimization of Laminated Composite Structures Using Genetic Algorithms and Multiple Failure Criteria

This article analyzes the effect of devising a new failure envelope by the combination of the most commonly used failure criteria for the composite laminates, on the design of composite structures. The failure criteria considered for the study are maximum stress and Tsai-Wu criteria. In addition to these popular phenomenological-based failure criteria, a micromechanics-based failure criterion called failure mechanism-based failure criterion is also considered. The failure envelopes obtained by these failure criteria are superimposed over one another and a new failure envelope is constructed based on the lowest absolute values of the strengths predicted by these failure criteria. Thus, the new failure envelope so obtained is named as most conservative failure envelope. A minimum weight design of composite laminates is performed using genetic algorithms. In addition to this, the effect of stacking sequence on the minimum weight of the laminate is also studied. Results are compared for the different failure envelopes and the conservative design is evaluated, with respect to the designs obtained by using only one failure criteria. The design approach is recommended for structures where composites are the key load-carrying members such as helicopter rotor blades.

Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Particle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.

A Combinatorial Optimization Problem for High Order PODs with Few Sensors

Experimental characterization of high dimensional dynamic systems sometimes uses the proper orthogonal decomposition (POD). If there are many measurement locations and relatively fewer sensors, then steady-state behavior can still be studied by sequentially taking several sets of simultaneous measurements. The number required of such sets of measurements can be minimized if we solve a combinatorial optimization problem. We aim to bring this problem to the attention of engineering audiences, summarize some known mathematical results about this problem, and present a heuristic (suboptimal) calculation that gives reasonable, if not stellar, results.