Application of the Conjugate Gradient Method to a Problem on Minimum Time Orbit Transfer

This correspondence considers the problem of optimally controlling the thrust steering angle of an ion-propelled spaceship so as to effect a minimum time coplanar orbit transfer from the mean orbital distance of Earth to mean Martian and Venusian orbital distances. This problem has been modelled as a free terminal time-optimal control problem with unbounded control variable and with state variable equality constraints at the final time. The problem has been solved by the penalty function approach, using the conjugate gradient algorithm. In general, the optimal solution shows a significant departure from earlier work. In particular, the optimal control in the case of Earth-Mars orbit transfer, during the initial phase of the spaceship's flight, is found to be negative, resulting in the motion of the spaceship within the Earth's orbit for a significant fraction of the total optimized orbit transfer time. Such a feature exhibited by the optimal solution has not been reported at all by earlier investigators of this problem.

Optimal maintenance policy for equipment subject to random deterioration and random failure A modern control theory approach.

The stochastic version of Pontryagin's maximum principle is applied to determine an optimal maintenance policy of equipment subject to random deterioration. The deterioration of the equipment with age is modelled as a random process. Next the model is generalized to include random catastrophic failure of the equipment. The optimal maintenance policy is derived for two special probability distributions of time to failure of the equipment, namely, exponential and Weibull distributions Both the salvage value and deterioration rate of the equipment are treated as state variables and the maintenance as a control variable. The result is illustrated by an example

Determination of optimal trajectory under design constraints for a satellite launch vehicle

An optimal pitch steering programme of a solid-fuel satellite launch vehicle to maximize either (1) the injection velocity at a given altitude, or (2) the size of circular orbit, for a given payload is presented. The two-dimensional model includes the rotation of atmosphere with the Earth, the vehicle's lift and drag, variation of thrust with time and altitude, inverse-square gravitational field, and the specified initial vertical take-off. The inequality constraints on the aerodynamic load, control force, and turning rates are also imposed. Using the properties of the central force motion the terminal constraint conditions at coast apogee are transferred to the penultimate stage burnout. Such a transformation converts a time-free problem into a time-fixed one, reduces the number of terminal constraints, improves accuracy, besides demanding less computer memory and time. The adjoint equations are developed in a compact matrix form. The problem is solved on an IBM 360/44 computer using a steepest ascent algorithm. An illustrative analysis of a typical launch vehicle establishes the speed of convergence, and accuracy and applicability of the algorithm.

Scattering theory and the discrete linear optimal control problem

This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.

Pseudo-time marching schemes for inverse problems in structural health assessment and medical imaging

We propose a self-regularized pseudo-time marching strategy for ill-posed, nonlinear inverse problems involving recovery of system parameters given partial and noisy measurements of system response. While various regularized Newton methods are popularly employed to solve these problems, resulting solutions are known to sensitively depend upon the noise intensity in the data and on regularization parameters, an optimal choice for which remains a tricky issue. Through limited numerical experiments on a couple of parameter re-construction problems, one involving the identification of a truss bridge and the other related to imaging soft-tissue organs for early detection of cancer, we demonstrate the superior features of the pseudo-time marching schemes.

Convergence analysis of the Newton algorithm and a pseudo-time marching scheme for diffuse correlation tomography

We propose a self-regularized pseudo-time marching scheme to solve the ill-posed, nonlinear inverse problem associated with diffuse propagation of coherent light in a tissuelike object. In particular, in the context of diffuse correlation tomography (DCT), we consider the recovery of mechanical property distributions from partial and noisy boundary measurements of light intensity autocorrelation. We prove the existence of a minimizer for the Newton algorithm after establishing the existence of weak solutions for the forward equation of light amplitude autocorrelation and its Frechet derivative and adjoint. The asymptotic stability of the solution of the ordinary differential equation obtained through the introduction of the pseudo-time is also analyzed. We show that the asymptotic solution obtained through the pseudo-time marching converges to that optimal solution provided the Hessian of the forward equation is positive definite in the neighborhood of optimal solution. The superior noise tolerance and regularization-insensitive nature of pseudo-dynamic strategy are proved through numerical simulations in the context of both DCT and diffuse optical tomography. (C) 2010 Optical Society of America.

An optimal weighted-average congestion based pricing scheme for enhanced QoS

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.

Jointly optimal power control and routing for a single cell, dense, ad hoc wireless network

We consider a dense, ad hoc wireless network confined to a small region, such that direct communication is possible between any pair of nodes. The physical communication model is that a receiver decodes the signal from a single transmitter, while treating all other signals as interference. Data packets are sent between source-destination pairs by multihop relaying. We assume that nodes self-organise into a multihop network such that all hops are of length d meters, where d is a design parameter. There is a contention based multiaccess scheme, and it is assumed that every node always has data to send, either originated from it or a transit packet (saturation assumption). In this scenario, we seek to maximize a measure of the transport capacity of the network (measured in bit-meters per second) over power controls (in a fading environment) and over the hop distance d, subject to an average power constraint. We first argue that for a dense collection of nodes confined to a small region, single cell operation is efficient for single user decoding transceivers. Then, operating the dense ad hoc network (described above) as a single cell, we study the optimal hop length and power control that maximizes the transport capacity for a given network power constraint. More specifically, for a fading channel and for a fixed transmission time strategy (akin to the IEEE 802.11 TXOP), we find that there exists an intrinsic aggregate bit rate (Theta(opt) bits per second, depending on the contention mechanism and the channel fading characteristics) carried by the network, when operating at the optimal hop length and power control. The optimal transport capacity is of the form d(opt)((P) over bar (t)) x Theta(opt) with d(opt) scaling as (P) over bar (1/eta)(t), where (P) over bar (t) is the available time average transmit power and eta is the path loss exponent. Under certain conditions on the fading distribution, we then provide a simple characterisation of the optimal operating point.

Low-delay, high-rate, non-square STBCs from scaled complex orthogonal designs

Space-time block codes (STBCs) obtained from non-square complex orthogonal designs are bandwidth efficient compared to those from square real/complex orthogonal designs for colocated coherent MIMO systems and has other applications in (i) non-coherent MIMO systems with non-differential detection, (ii) Space-Time-Frequency codes for MIMO-OFDM systems and (iii) distributed space-time coding for relay channels. Liang (IEEE Trans. Inform. Theory, 2003) has constructed maximal rate non-square designs for any number of antennas, with rates given by [(a+1)/(2a)] when number of transmit antennas is 2a-1 or 2a. However, these designs have large delays. When large number of antennas are considered this rate is close to 1/2. Tarokh et al (IEEE Trans. Inform. Theory, 1999) have constructed rate 1/2 non-square CODs using the rate-1 real orthogonal designs for any number of antennas, where the decoding delay of these codes is less compared to the codes constructed by Liang for number of transmit antennas more than 5. In this paper, we construct a class of rate-1/2 codes for arbitrary number of antennas where the decoding delay is reduced by 50% when compared with the rate-1/2 codes given by Tarokh et al. It is also shown that even though scaling the variables helps to lower the delay it can not be used to increase the rate.

Optimal resource allocation in conflicts with the Lanchester linear law (2,1) model

This paper presents a detailed analysis of a model for military conflicts where the defending forces have to determine an optimal partitioning of available resources to counter attacks from an adversary in two different fronts in an area fire situation. Lanchester linear law attrition model is used to develop the dynamical equations governing the variation in force strength. Here we address a static resource allocation problem namely, Time-Zero-Allocation (TZA) where the resource allocation is done only at the initial time. Numerical examples are given to support the analytical results.

Optimal sleep-wake scheduling for quickest intrusion detection using sensor networks

We consider the problem of quickest detection of an intrusion using a sensor network, keeping only a minimal number of sensors active. By using a minimal number of sensor devices, we ensure that the energy expenditure for sensing, computation and communication is minimized (and the lifetime of the network is maximized). We model the intrusion detection (or change detection) problem as a Markov decision process (MDP). Based on the theory of MDP, we develop the following closed loop sleep/wake scheduling algorithms: (1) optimal control of Mk+1, the number of sensors in the wake state in time slot k + 1, (2) optimal control of qk+1, the probability of a sensor in the wake state in time slot k + 1, and an open loop sleep/wake scheduling algorithm which (3) computes q, the optimal probability of a sensor in the wake state (which does not vary with time), based on the sensor observations obtained until time slot k. Our results show that an optimum closed loop control on Mk+1 significantly decreases the cost compared to keeping any number of sensors active all the time. Also, among the three algorithms described, we observe that the total cost is minimum for the optimum control on Mk+1 and is maximum for the optimum open loop control on q.

Time and Energy Complexity of Distributed Computation of a Class of Functions in Wireless Sensor Networks

We consider a scenario in which a wireless sensor network is formed by randomly deploying n sensors to measure some spatial function over a field, with the objective of computing a function of the measurements and communicating it to an operator station. We restrict ourselves to the class of type-threshold functions (as defined in the work of Giridhar and Kumar, 2005), of which max, min, and indicator functions are important examples: our discussions are couched in terms of the max function. We view the problem as one of message-passing distributed computation over a geometric random graph. The network is assumed to be synchronous, and the sensors synchronously measure values and then collaborate to compute and deliver the function computed with these values to the operator station. Computation algorithms differ in (1) the communication topology assumed and (2) the messages that the nodes need to exchange in order to carry out the computation. The focus of our paper is to establish (in probability) scaling laws for the time and energy complexity of the distributed function computation over random wireless networks, under the assumption of centralized contention-free scheduling of packet transmissions. First, without any constraint on the computation algorithm, we establish scaling laws for the computation time and energy expenditure for one-time maximum computation. We show that for an optimal algorithm, the computation time and energy expenditure scale, respectively, as Theta(radicn/log n) and Theta(n) asymptotically as the number of sensors n rarr infin. Second, we analyze the performance of three specific computation algorithms that may be used in specific practical situations, namely, the tree algorithm, multihop transmission, and the Ripple algorithm (a type of gossip algorithm), and obtain scaling laws for the computation time and energy expenditure as n rarr infin. In particular, we show that the computation time for these algorithms scales as Theta(radicn/lo- g n), Theta(n), and Theta(radicn log n), respectively, whereas the energy expended scales as , Theta(n), Theta(radicn/log n), and Theta(radicn log n), respectively. Finally, simulation results are provided to show that our analysis indeed captures the correct scaling. The simulations also yield estimates of the constant multipliers in the scaling laws. Our analyses throughout assume a centralized optimal scheduler, and hence, our results can be viewed as providing bounds for the performance with practical distributed schedulers.

Optimal auctions for multi-unit procurement with volume discount bids

Our attention, is focused on designing an optimal procurement mechanism which a buyer can use for procuring multiple units of a homogeneous item based on bids submitted by autonomous, rational, and intelligent suppliers. We design elegant optimal procurement mechanisms for two different situations. In the first situation, each supplier specifies the maximum quantity that can be supplied together with a per unit price. For this situation, we design an optimal mechanism S-OPT (Optimal with Simple bids). In the more generalized case, each supplier specifies discounts based on the volume of supply. In this case, we design an optimal mechanism VD-OPT (Optimal with Volume Discount, bids). The VD-OPT mechanism uses the S-OPT mechanism as a building block. The proposed mechanisms minimize the cost to the buyer, satisfying at the same time, (a) Bayesian, incentive compatibility and (b) interim individual rationality.

Optimized Policies for the Retransmission Probabilities in Slotted Aloha

In this paper, we study the behaviour of the slotted Aloha multiple access scheme with a finite number of users under different traffic loads and optimize the retransmission probability q(r) for various settings, cost objectives and policies. First, we formulate the problem as a parameter optimization problem and use certain efficient smoothed functional algorithms for finding the optimal retransmission probability parameter. Next, we propose two classes of multi-level closed-loop feedback policies (for finding in each case the retransmission probability qr that now depends on the current system state) and apply the above algorithms for finding an optimal policy within each class of policies. While one of the policy classes depends on the number of backlogged nodes in the system, the other depends on the number of time slots since the last successful transmission. The latter policies are more realistic as it is difficult to keep track of the number of backlogged nodes at each instant. We investigate the effect of increasing the number of levels in the feedback policies. Wen also investigate the effects of using different cost functions (withn and without penalization) in our algorithms and the corresponding change in the throughput and delay using these. Both of our algorithms use two-timescale stochastic approximation. One of the algorithms uses one simulation while the other uses two simulations of the system. The two-simulation algorithm is seen to perform better than the other algorithm. Optimal multi-level closed-loop policies are seen to perform better than optimal open-loop policies. The performance further improves when more levels are used in the feedback policies.

A real coded genetic algorithm for data partitioning and scheduling in networks with arbitrary processor release time

The problem of scheduling divisible loads in distributed computing systems, in presence of processor release time is considered. The objective is to find the optimal sequence of load distribution and the optimal load fractions assigned to each processor in the system such that the processing time of the entire processing load is a minimum. This is a difficult combinatorial optimization problem and hence genetic algorithms approach is presented for its solution.