Hierarchical robust design optimisation of shock control bump devices for airfoil drag reduction

The paper investigates a detailed Active Shock Control Bump Design Optimisation on a Natural Laminar Flow (NLF) aerofoil; RAE 5243 to reduce cruise drag at transonic flow conditions using Evolutionary Algorithms (EAs) coupled to a robust design approach. For the uncertainty design parameters, the positions of boundary layer transition (xtr) and the coefficient of lift (Cl) are considered (250 stochastic samples in total). In this paper, two robust design methods are considered; the first approach uses a standard robust design method, which evaluates one design model at 250 stochastic conditions for uncertainty. The second approach is the combination of a standard robust design method and the concept of hierarchical (multi-population) sampling (250, 50, 15) for uncertainty. Numerical results show that the evolutionary optimization method coupled to uncertainty design techniques produces useful and reliable Pareto optimal SCB shapes which have low sensitivity and high aerodynamic performance while having significant total drag reduction. In addition,it also shows the benefit of using hierarchical robust method for detailed uncertainty design optimization.

Shrinking neighborhood evolution : a novel stochastic algorithm for numerical optimization

Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.

Active transonic aerofoil design optimization using robust multiobjective evolutionary algorithms

The use of adaptive wing/aerofoil designs is being considered, as they are promising techniques in aeronautic/ aerospace since they can reduce aircraft emissions and improve aerodynamic performance of manned or unmanned aircraft. This paper investigates the robust design and optimization for one type of adaptive techniques: active flow control bump at transonic flow conditions on a natural laminar flow aerofoil. The concept of using shock control bump is to control supersonic flow on the suction/pressure side of natural laminar flow aerofoil that leads to delaying shock occurrence (weakening its strength) or boundary layer separation. Such an active flow control technique reduces total drag at transonic speeds due to reduction of wave drag. The location of boundary-layer transition can influence the position and structure of the supersonic shock on the suction/pressure side of aerofoil. The boundarylayer transition position is considered as an uncertainty design parameter in aerodynamic design due to the many factors, such as surface contamination or surface erosion. This paper studies the shock-control-bump shape design optimization using robust evolutionary algorithms with uncertainty in boundary-layer transition locations. The optimization method is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing, and asynchronous evaluation. The use of adaptive wing/aerofoil designs is being considered, as they are promising techniques in aeronautic/ aerospace since they can reduce aircraft emissions and improve aerodynamic performance of manned or unmanned aircraft. This paper investigates the robust design and optimization for one type of adaptive techniques: active flow control bump at transonic flow conditions on a natural laminar flow aerofoil. The concept of using shock control bump is to control supersonic flow on the suction/pressure side of natural laminar flow aerofoil that leads to delaying shock occurrence (weakening its strength) or boundary-layer separation. Such an active flow control technique reduces total drag at transonic speeds due to reduction of wave drag. The location of boundary-layer transition can influence the position and structure of the supersonic shock on the suction/pressure side of aerofoil. The boundarylayer transition position is considered as an uncertainty design parameter in aerodynamic design due to the many factors, such as surface contamination or surface erosion. This paper studies the shock-control-bump shape design optimization using robust evolutionary algorithms with uncertainty in boundary-layer transition locations. The optimization method is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing, and asynchronous evaluation. Two test cases are conducted: the first test assumes the boundary-layer transition position is at 45% of chord from the leading edge, and the second test considers robust design optimization for the shock control bump at the variability of boundary-layer transition positions. The numerical result shows that the optimization method coupled to uncertainty design techniques produces Pareto optimal shock-control-bump shapes, which have low sensitivity and high aerodynamic performance while having significant total drag reduction.

A stochastic model for natural feature representation

This paper presents a robust stochastic model for the incorporation of natural features within data fusion algorithms. The representation combines Isomap, a non-linear manifold learning algorithm, with Expectation Maximization, a statistical learning scheme. The representation is computed offline and results in a non-linear, non-Gaussian likelihood model relating visual observations such as color and texture to the underlying visual states. The likelihood model can be used online to instantiate likelihoods corresponding to observed visual features in real-time. The likelihoods are expressed as a Gaussian Mixture Model so as to permit convenient integration within existing nonlinear filtering algorithms. The resulting compactness of the representation is especially suitable to decentralized sensor networks. Real visual data consisting of natural imagery acquired from an Unmanned Aerial Vehicle is used to demonstrate the versatility of the feature representation.

Simulated systems optimization through response surface techniques [Optimización de sistemas simulados a través de técnicas de superficie de respuesta]

The purpose of this article is to show the applicability and benefits of the techniques of design of experiments as an optimization tool for discrete simulation models. The simulated systems are computational representations of real-life systems; its characteristics include a constant evolution that follows the occurrence of discrete events along the time. In this study, a production system, designed with the business philosophy JIT (Just in Time) is used, which seeks to achieve excellence in organizations through waste reduction in all the operational aspects. The most typical tool of JIT systems is the KANBAN production control that seeks to synchronize demand with flow of materials, minimize work in process, and define production metrics. Using experimental design techniques for stochastic optimization, the impact of the operational factors on the efficiency of the KANBAN / CONWIP simulation model is analyzed. The results show the effectiveness of the integration of experimental design techniques and discrete simulation models in the calculation of the operational parameters. Furthermore, the reliability of the methodologies found was improved with a new statistical consideration.

A statistical framework for natural feature representation

This paper presents a robust stochastic framework for the incorporation of visual observations into conventional estimation, data fusion, navigation and control algorithms. The representation combines Isomap, a non-linear dimensionality reduction algorithm, with expectation maximization, a statistical learning scheme. The joint probability distribution of this representation is computed offline based on existing training data. The training phase of the algorithm results in a nonlinear and non-Gaussian likelihood model of natural features conditioned on the underlying visual states. This generative model can be used online to instantiate likelihoods corresponding to observed visual features in real-time. The instantiated likelihoods are expressed as a Gaussian mixture model and are conveniently integrated within existing non-linear filtering algorithms. Example applications based on real visual data from heterogenous, unstructured environments demonstrate the versatility of the generative models.

Dispatch strategy of PHEVs to mitigate selected patterns of seasonally varying outputs from renewable generation

Rapid development of plug-in hybrid electric vehicles (PHEVs) brings new challenges and opportunities to the power industry. A large number of idle PHEVs can potentially be employed to form a distributed energy storage system for supporting renewable generation. To reduce the negative effects of unsteady renewable generation outputs, a stochastic optimization-based dispatch model capable of handling uncertain outputs of PHEVs and renewable generation is formulated in this paper. The mathematical expectations, second-order original moments, and variances of wind and photovoltaic (PV) generation outputs are derived analytically. Incorporated all the derived uncertainties, a novel generation shifting objective is proposed. The cross-entropy (CE) method is employed to solve this optimal dispatch model. Multiple patterns of renewable generation depending on seasons and renewable market shares are investigated. The feasibility and efficiency of the developed optimal dispatch model, as well as the CE method, are demonstrated with a 33-node distribution system.

Efficient hybrid-game strategies coupled to evolutionary algorithms for robust multidisciplinary design optimization in aerospace engineering

A number of game strategies have been developed in past decades and used in the fields of economics, engineering, computer science, and biology due to their efficiency in solving design optimization problems. In addition, research in multiobjective and multidisciplinary design optimization has focused on developing a robust and efficient optimization method so it can produce a set of high quality solutions with less computational time. In this paper, two optimization techniques are considered; the first optimization method uses multifidelity hierarchical Pareto-optimality. The second optimization method uses the combination of game strategies Nash-equilibrium and Pareto-optimality. This paper shows how game strategies can be coupled to multiobjective evolutionary algorithms and robust design techniques to produce a set of high quality solutions. Numerical results obtained from both optimization methods are compared in terms of computational expense and model quality. The benefits of using Hybrid and non-Hybrid-Game strategies are demonstrated.

On optimal control of constrained linear systems with imperfect state information and stochastic disturbances

We address the problem of finite horizon optimal control of discrete-time linear systems with input constraints and uncertainty. The uncertainty for the problem analysed is related to incomplete state information (output feedback) and stochastic disturbances. We analyse the complexities associated with finding optimal solutions. We also consider two suboptimal strategies that could be employed for larger optimization horizons.

Asymptotic minimax robust and misspecified Lorden quickest change detection for dependent stochastic processes

The quick detection of an abrupt unknown change in the conditional distribution of a dependent stochastic process has numerous applications. In this paper, we pose a minimax robust quickest change detection problem for cases where there is uncertainty about the post-change conditional distribution. Our minimax robust formulation is based on the popular Lorden criteria of optimal quickest change detection. Under a condition on the set of possible post-change distributions, we show that the widely known cumulative sum (CUSUM) rule is asymptotically minimax robust under our Lorden minimax robust formulation as a false alarm constraint becomes more strict. We also establish general asymptotic bounds on the detection delay of misspecified CUSUM rules (i.e. CUSUM rules that are designed with post- change distributions that differ from those of the observed sequence). We exploit these bounds to compare the delay performance of asymptotically minimax robust, asymptotically optimal, and other misspecified CUSUM rules. In simulation examples, we illustrate that asymptotically minimax robust CUSUM rules can provide better detection delay performance at greatly reduced computation effort compared to competing generalised likelihood ratio procedures.

A robust optimization approach for index tracking problem

Index tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this paper, quadratic as well as linear models are presented for minimizing the tracking error. The uncertainty is considered in the input data using a tractable robust framework that controls the level of conservatism while maintaining linearity. The linearity of the proposed robust optimization models allows a simple implementation of an ordinary optimization software package to find the optimal robust solution. The proposed model of this paper employs Morgan Stanley Capital International Index as the target index and the results are reported for six national indices including Japan, the USA, the UK, Germany, Switzerland and France. The performance of the proposed models is evaluated using several financial criteria e.g. information ratio, market ratio, Sharpe ratio and Treynor ratio. The preliminary results demonstrate that the proposed model lowers the amount of tracking error while raising values of portfolio performance measures.

Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.