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.

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.

A tutorial on pseudospectral methods for computational optimal control

[English] This paper is a tutorial introduction to pseudospectral optimal control. With pseudospectral methods, a function is approximated as a linear combination of smooth basis functions, which are often chosen to be Legendre or Chebyshev polynomials. Collocation of the differential-algebraic equations is performed at orthogonal collocation points, which are selected to yield interpolation of high accuracy. Pseudospectral methods directly discretize the original optimal control problem to recast it into a nonlinear programming format. A numerical optimizer is then employed to find approximate local optimal solutions. The paper also briefly describes the functionality and implementation of PSOPT, an open source software package written in C++ that employs pseudospectral discretization methods to solve multi-phase optimal control problems. The software implements the Legendre and Chebyshev pseudospectral methods, and it has useful features such as automatic differentiation, sparsity detection, and automatic scaling. The use of pseudospectral methods is illustrated in two problems taken from the literature on computational optimal control. [Portuguese] Este artigo e um tutorial introdutorio sobre controle otimo pseudo-espectral. Em metodos pseudo-espectrais, uma funcao e aproximada como uma combinacao linear de funcoes de base suaves, tipicamente escolhidas como polinomios de Legendre ou Chebyshev. A colocacao de equacoes algebrico-diferenciais e realizada em pontos de colocacao ortogonal, que sao selecionados de modo a minimizar o erro de interpolacao. Metodos pseudoespectrais discretizam o problema de controle otimo original de modo a converte-lo em um problema de programa cao nao-linear. Um otimizador numerico e entao empregado para obter solucoes localmente otimas. Este artigo tambem descreve sucintamente a funcionalidade e a implementacao de um pacote computacional de codigo aberto escrito em C++ chamado PSOPT. Tal pacote emprega metodos de discretizacao pseudo-spectrais para resolver problemas de controle otimo com multiplas fase. O PSOPT permite a utilizacao de metodos de Legendre ou Chebyshev, e possui caractersticas uteis tais como diferenciacao automatica, deteccao de esparsidade e escalonamento automatico. O uso de metodos pseudo-espectrais e ilustrado em dois problemas retirados da literatura de controle otimo computacional.

Inclusion of nonlinear demand-supply relationships within large-scale partial equilibrium linear programming models

This paper presents a new method for the inclusion of nonlinear demand and supply relationships within a linear programming model. An existing method for this purpose is described first and its shortcomings are pointed out before showing how the new approach overcomes those difficulties and how it provides a more accurate and 'smooth' (rather than a kinked) approximation of the nonlinear functions as well as dealing with equilibrium under perfect competition instead of handling just the monopolistic situation. The workings of the proposed method are illustrated by extending a previously available sectoral model for the UK agriculture.

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.

Characterization and identification of mixed-metal phosphates in soils: the application, of Raman spectroscopy

The development of protocols for the identification of metal phosphates in phosphate-treated, metal-contaminated soils is a necessary yet problematical step in the validation of remediation schemes involving immobilization of metals as phosphate phases. The potential for Raman spectroscopy to be applied to the identification of these phosphates in soils has yet to be fully explored. With this in mind, a range of synthetic mixed-metal hydroxylapatites has been characterized and added to soils at known concentrations for analysis using both bulk X-ray powder diffraction (XRD) and Raman spectroscopy. Mixed-metal hydroxylapatites in the binary series Ca-Cd, Ca-Pb, Ca-Sr and Cd-Pb synthesized in the presence of acetate and carbonate ions, were characterized using a range of analytical techniques including XRD, analytical scanning electron microscopy (SEM), infrared spectroscopy (IR), inductively coupled plasma-atomic emission spectrometry (ICP-AES) and Raman spectroscopy. Only the Ca-Cd series displays complete solid solution, although under the synthesis conditions of this study the Cd-5(PO4)(3)OH end member could not be synthesized as a pure phase. Within the Ca-Cd series the cell parameters, IR active modes and Raman active bands vary linearly as a function of Cd content. X-ray diffraction and extended X-ray absorption fine structure spectroscopy (EXAFS) suggest that the Cd is distributed across both the Ca(1) and Ca(2) sites, even at low Cd concentrations. In order to explore the likely detection limits for mixed-metal phosphates in soils for XRD and Raman spectroscopy, soils doped with mixed-metal hydroxylapatites at concentrations of 5, 1 and 0.5 wt.% were then studied. X-ray diffraction could not confirm unambiguously the presence or identity of mixed-metal phosphates in soils at concentrations below 5 wt.%. Raman spectroscopy proved a far more sensitive method for the identification of mixed-metal hydroxylapatites in soils, which could positively identify the presence of such phases in soils at all the dopant concentrations used in this study. Moreover, Raman spectroscopy could also provide an accurate assessment of the degree of chemical substitution in the hydroxylapatites even when present in soils at concentrations as low as 0.1%.

A practical approach to a multi-level analysis with a sparse binary outcome within a large surgical trial

Objectives: To assess the potential source of variation that surgeon may add to patient outcome in a clinical trial of surgical procedures. Methods: Two large (n = 1380) parallel multicentre randomized surgical trials were undertaken to compare laparoscopically assisted hysterectomy with conventional methods of abdominal and vaginal hysterectomy; involving 43 surgeons. The primary end point of the trial was the occurrence of at least one major complication. Patients were nested within surgeons giving the data set a hierarchical structure. A total of 10% of patients had at least one major complication, that is, a sparse binary outcome variable. A linear mixed logistic regression model (with logit link function) was used to model the probability of a major complication, with surgeon fitted as a random effect. Models were fitted using the method of maximum likelihood in SAS((R)). Results: There were many convergence problems. These were resolved using a variety of approaches including; treating all effects as fixed for the initial model building; modelling the variance of a parameter on a logarithmic scale and centring of continuous covariates. The initial model building process indicated no significant 'type of operation' across surgeon interaction effect in either trial, the 'type of operation' term was highly significant in the abdominal trial, and the 'surgeon' term was not significant in either trial. Conclusions: The analysis did not find a surgeon effect but it is difficult to conclude that there was not a difference between surgeons. The statistical test may have lacked sufficient power, the variance estimates were small with large standard errors, indicating that the precision of the variance estimates may be questionable.

Structural and equilibrium studies on mixed ligand complexes of Co(II), Ni(II), Cu(II) and Zn(II) with N-(2-benzimidazolyl)methyliminodiacetic acid and typical N,N donor ligands

Mixed ligand complexes: [Co(L)(bipy)] (.) 3H(2)O (1), [Ni(L)(phen)] (.) H2O (2), [Cu(L)(phen)] (.) 3H(2)O (3) and [Zn(L)(bipy)] (.) 3H(2)O (4), where L2- = two -COOH deprotonated dianion of N-(2-benzimidazolyl)methyliminodiacetic acid (H(2)bzimida, hereafter, H,L), bipy = 2,2' bipyridine and phen = 1,10-phenanthroline have been isolated and characterized by elemental analysis, spectral and magnetic measurements and thermal studies. Single crystal X-ray diffraction studies show octahedral geometry for 1, 2 and 4 and square pyramidal geometry for 3. Equilibrium studies in aqueous solution (ionic strength I = 10(-1) mol dm(-3) (NaNO3), at 25 +/- 1 degrees C) using different molar proportions of M(II):H2L:B, where M = Co, Ni, Cu and Zn and B = phen, bipy and en (ethylene diamine), however, provides evidence of formation of mononuclear and binuclear binary and mixed ligand complexes: M(L), M(H-1L)(-), M(B)(2+), M(L)(B), M(H-1L)(B)(-), M-2(H-1L)(OH), (B)M(H-1L)M(B)(+), where H-1L3- represents two -COOH and the benzimidazole NI-H deprotonated quadridentate (O-, N, O-, N), or, quinquedentate (O-, N, O-, N, N-) function of the coordinated ligand H,L. Binuclear mixed ligand complex formation equilibria: M(L)(B) + M(B)(2+) = (B)M(H-1L)M(B)(+) + H+ is favoured with higher pi-acidity of the B ligands. For Co(II), Ni(II) and Cu(II), these equilibria are accompanied by blue shift of the electronic absorption maxima of M(II) ions, as a negatively charged bridging benzimidazolate moiety provides stronger ligand field than a neutral one. Solution stability of the mixed ligand complexes are in the expected order: Co(II) < Ni(II) < Cu(II) > Zn(II). The Delta logK(M) values are less negetive than their statistical values, indicating favoured formation of the mixed ligand complexes over the binary ones. (c) 2005 Elsevier B.V. All rights reserved.

Equilibrium studies on mixed ligand complex formation of Co(II), Ni(II), Cu(II) and Zn(II) with N-(2-hydroxybenzyl)-L-histidine (H(2)hb-L-his) and typical N,N donor ligands: Crystal structure of [Ni(hb-L-his)(bipyridine)]center dot H2O complex

Equilibrium study on complex formation of Co(II), Ni(II), Cu(II) and Zn(II), hereafter M(II), with the quadridentate (O-, N, O-, N) donor ligand, N-(2-hydroxybenzyl)-L-histidine (H(2)hb-L-his, hereafter H2L), in the absence and in the presence of typical (N, N) donor bidentate ligands, 1,10 phenanthroline(phen), 2, 2'-bipyridine(bipy), ethylenediamine(en), hereafter B, in aqueous solution at 25 +/- 1 degrees C was done at a fixed ionic strength, I = 0.1 mol dm(-3) (NaNO3) by combined pH-metric, UV-Vis and EPR measurements provide evidence for the formation of mononuclear and dinuclear binary and mixed ligand complexes of the types: M(L), M(L)(2)(2-), M-2(L)(2+), M-2(H-1L)(+), M(L)(B), (B)M(H-1L)M(B)(+). The imidazole moiety of the ligand is found to act as a bridging bidentate ligand in the dinuclear M-2(L)(2+), M-2(H-1L)(+) and (B)M(H-1L)M(B)(+) complexes, using its N-3 atom and N1-H deprotonated moiety. Stability constants of the complexes provide evidence of discrimination of Cu(II) from the other M(II) ions by this ligand. Solid complexes: [Ni(L)(H2O)(2)] (1), [Cu(L)(H2O)] (2), and [Ni(L)(bipy)] (.) H2O (3) have been isolated and characterized by various physicochemical studies. Single crystal X-ray diffraction of the ternary complex, 3, shows an octahedral [(O-,N,N,O-)(N,N)] geometry with extensive pi-pi stacking of the aromatic rings and H-bonding with imidazole (N1-H), secondary amino N-atom, the lattice H2O molecule, and the carboxylate and phenolate O-atoms. (c) 2006 Elsevier B.V. All rights reserved.

Application of neural network to hybrid systems with binary inputs

Boolean input systems are in common used in the electric industry. Power supplies include such systems and the power converter represents these. For instance, in power electronics, the control variable are the switching ON and OFF of components as thyristors or transistors. The purpose of this paper is to use neural network (NN) to control continuous systems with Boolean inputs. This method is based on classification of system variations associated with input configurations. The classical supervised backpropagation algorithm is used to train the networks. The training of the artificial neural network and the control of Boolean input systems are presented. The design procedure of control systems is implemented on a nonlinear system. We apply those results to control an electrical system composed of an induction machine and its power converter.

Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.

Mixed copper, silver, and gold cyanides, (MxM′1–x)CN: tailoring chain structures to influence physical properties

Binary mixed-metal variants of the one-dimensional MCN compounds (M = Cu, Ag, and Au) have been prepared and characterized using powder X-ray diffraction, vibrational spectroscopy, and total neutron diffraction. A solid solution with the AgCN structure exists in the (CuxAg1–x)CN system over the range (0 ≤ x ≤ 1). Line phases with compositions (Cu1/2Au1/2)CN, (Cu7/12Au5/12)CN, (Cu2/3Au1/3)CN, and (Ag1/2Au1/2)CN, all of which have the AuCN structure, are found in the gold-containing systems. Infrared and Raman spectroscopies show that complete ordering of the type [M–C≡N–M′–N≡C−]n occurs only in (Cu1/2Au1/2)CN and (Ag1/2Au1/2)CN. The sense of the cyanide bonding was determined by total neutron diffraction to be [Ag–NC–Au–CN−]n in (Ag1/2Au1/2)CN and [Cu–NC–Au–CN−]n in (Cu1/2Au1/2)CN. In contrast, in (Cu0.50Ag0.50)CN, metal ordering is incomplete, and strict alternation of metals does not occur. However, there is a distinct preference (85%) for the N end of the cyanide ligand to be bonded to copper and for Ag–CN–Cu links to predominate. Contrary to expectation, aurophilic bonding does not appear to be the controlling factor which leads to (Cu1/2Au1/2)CN and (Ag1/2Au1/2)CN adopting the AuCN structure. The diffuse reflectance, photoluminescence, and 1-D negative thermal expansion (NTE) behaviors of all three systems are reported and compared with those of the parent cyanide compounds. The photophysical properties are strongly influenced both by the composition of the individual chains and by how such chains pack together. The NTE behavior is also controlled by structure type: the gold-containing mixed-metal cyanides with the AuCN structure show the smallest contraction along the chain length on heating.

A spectral view of nonlinear fluxes and stationary-transient interaction in the atmosphere

Nonlinear spectral transfers of kinetic energy and enstrophy, and stationary-transient interaction, are studied using global FGGE data for January 1979. It is found that the spectral transfers arise primarily from a combination, in roughly equal measure, of pure transient and mixed stationary-transient interactions. The pure transient interactions are associated with a transient eddy field which is approximately locally homogeneous and isotropic, and they appear to be consistently understood within the context of two-dimensional homogeneous turbulence. Theory based on spatial wale separation concepts suggests that the mixed interactions may be understood physically, to a first approximation, as a process of shear-induced spectral transfer of transient enstrophy along lines of constant zonal wavenumber. This essentially conservative enstrophy transfer generally involves highly nonlocal stationary-transient energy conversions. The observational analysis demonstrates that the shear-induced transient enstrophy transfer is mainly associated with intermediate-scale (zonal wavenumber m > 3) transients and is primarily to smaller (meridional) scales, so that the transient flow acts as a source of stationary energy. In quantitative terms, this transient-eddy rectification corresponds to a forcing timescale in the stationary energy budget which is of the same order of magnitude as most estimates of the damping timescale in simple stationary-wave models (5 to 15 days). Moreover, the nonlinear interactions involved are highly nonlocal and cover a wide range of transient scales of motion.