Solving optimal control problems with state constraints using nonlinear programming and simulation tools

This paper illustrates how nonlinear programming and simulation tools, which are available in packages such as MATLAB and SIMULINK, can easily be used to solve optimal control problems with state- and/or input-dependent inequality constraints. The method presented is illustrated with a model of a single-link manipulator. The method is suitable to be taught to advanced undergraduate and Master's level students in control engineering.

Maternal antenatal anxiety, postnatal stroking and emotional problems in children: outcomes predicted from pre and postnatal programming hypotheses

Background Mothers' self-reported stroking of their infants over the first weeks of life modifies the association between prenatal depression and physiological and emotional reactivity at 7 months, consistent with animal studies of the effects of tactile stimulation. We now investigate whether the effects of maternal stroking persist to 2.5 years. Given animal and human evidence for sex differences in the effects of prenatal stress we compare associations in boys and girls. Method From a general population sample of 1233 first-time mothers recruited at 20 weeks gestation we drew a random sample of 316 for assessment at 32 weeks, stratified by reported inter-partner psychological abuse, a risk indicator for child development. Of these mothers, 243 reported at 5 and 9 weeks how often they stroked their infants, and completed the Child Behavior Checklist (CBCL) at 2.5 years post-delivery. Results There was a significant interaction between prenatal anxiety and maternal stroking in the prediction of CBCL internalizing (p = 0.001) and anxious/depressed scores (p < 0.001). The effects were stronger in females than males, and the three-way interaction prenatal anxiety × maternal stroking × sex of infant was significant for internalizing symptoms (p = 0.003). The interactions arose from an association between prenatal anxiety and internalizing symptoms only in the presence of low maternal stroking. Conclusions The findings are consistent with stable epigenetic effects, many sex specific, reported in animal studies. While epigenetic mechanisms may be underlying the associations, it remains to be established whether stroking affects gene expression in humans.

Approximate Gauss-Newton methods for nonlinear least squares problems

The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an “inner” direct or iterative process. In comparison with Newton’s method and its variants, the algorithm is attractive because it does not require the evaluation of second-order derivatives in the Hessian of the objective function. In practice the exact Gauss–Newton method is too expensive to apply operationally in meteorological forecasting, and various approximations are made in order to reduce computational costs and to solve the problems in real time. Here we investigate the effects on the convergence of the Gauss–Newton method of two types of approximation used commonly in data assimilation. First, we examine “truncated” Gauss–Newton methods where the inner linear least squares problem is not solved exactly, and second, we examine “perturbed” Gauss–Newton methods where the true linearized inner problem is approximated by a simplified, or perturbed, linear least squares problem. We give conditions ensuring that the truncated and perturbed Gauss–Newton methods converge and also derive rates of convergence for the iterations. The results are illustrated by a simple numerical example. A practical application to the problem of data assimilation in a typical meteorological system is presented.

Solving complex optimal control problems at no cost with PSOPT

This paper introduces PSOPT, an open source optimal control solver written in C++. PSOPT uses pseudospectral and local discretizations, sparse nonlinear programming, automatic differentiation, and it incorporates automatic scaling and mesh refinement facilities. The software is able to solve complex optimal control problems including multiple phases, delayed differential equations, nonlinear path constraints, interior point constraints, integral constraints, and free initial and/or final times. The software does not require any non-free platform to run, not even the operating system, as it is able to run under Linux. Additionally, the software generates plots as well as LATEX code so that its results can easily be included in publications. An illustrative example is provided.

Towards a modular robotics standard for AGV design and programming

Across the world there are many bodies currently involved in researching into the design of autonomous guided vehicles (AGVs). One of the greatest problems at present however, is that much of the research work is being conducted in isolated groups, with the resulting AGVs sensor/control/command systems being almost completely nontransferable to other AGV designs. This paper describes a new modular method for robot design which when applied to AGVs overcomes the above problems. The method is explained here with respect to all forms of robotics but the examples have been specifically chosen to reflect typical AGV systems.

An approximate dynamic programming approach for improving accuracy of lossy data compression by Bloom filters

Bloom filters are a data structure for storing data in a compressed form. They offer excellent space and time efficiency at the cost of some loss of accuracy (so-called lossy compression). This work presents a yes-no Bloom filter, which as a data structure consisting of two parts: the yes-filter which is a standard Bloom filter and the no-filter which is another Bloom filter whose purpose is to represent those objects that were recognised incorrectly by the yes-filter (that is, to recognise the false positives of the yes-filter). By querying the no-filter after an object has been recognised by the yes-filter, we get a chance of rejecting it, which improves the accuracy of data recognition in comparison with the standard Bloom filter of the same total length. A further increase in accuracy is possible if one chooses objects to include in the no-filter so that the no-filter recognises as many as possible false positives but no true positives, thus producing the most accurate yes-no Bloom filter among all yes-no Bloom filters. This paper studies how optimization techniques can be used to maximize the number of false positives recognised by the no-filter, with the constraint being that it should recognise no true positives. To achieve this aim, an Integer Linear Program (ILP) is proposed for the optimal selection of false positives. In practice the problem size is normally large leading to intractable optimal solution. Considering the similarity of the ILP with the Multidimensional Knapsack Problem, an Approximate Dynamic Programming (ADP) model is developed making use of a reduced ILP for the value function approximation. Numerical results show the ADP model works best comparing with a number of heuristics as well as the CPLEX built-in solver (B&B), and this is what can be recommended for use in yes-no Bloom filters. In a wider context of the study of lossy compression algorithms, our researchis an example showing how the arsenal of optimization methods can be applied to improving the accuracy of compressed data.