Opty: Software for Trajectory Optimization and Parameter Identification Using Direct Collocation
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
University of California, San Diego
UNIVERSITY OF CALIFORNIA, SAN DIEGO Computational Methods for Parameter Estimation in Nonlinear Models A dissertation submitted in partial satisfaction of the requirements for the degree Doctor of Philosophy in Physics with a Specialization in Computational Physics by Bryan Andrew Toth Committee in charge: Professor Henry D. I. Abarbanel, Chair Professor Philip Gill Professor Julius Kuti Professor Gabriel Silva Professor Frank Wuerthwein 2011 Copyright Bryan Andrew Toth, 2011 All rights reserved. The dissertation of Bryan Andrew Toth is approved, and it is acceptable in quality and form for publication on microfilm and electronically: Chair University of California, San Diego 2011 iii DEDICATION To my grandparents, August and Virginia Toth and Willem and Jane Keur, who helped put me on a lifelong path of learning. iv EPIGRAPH An Expert: One who knows more and more about less and less, until eventually he knows everything about nothing. |Source Unknown v TABLE OF CONTENTS Signature Page . iii Dedication . iv Epigraph . v Table of Contents . vi List of Figures . ix List of Tables . x Acknowledgements . xi Vita and Publications . xii Abstract of the Dissertation . xiii Chapter 1 Introduction . 1 1.1 Dynamical Systems . 1 1.1.1 Linear and Nonlinear Dynamics . 2 1.1.2 Chaos . 4 1.1.3 Synchronization . 6 1.2 Parameter Estimation . 8 1.2.1 Kalman Filters . 8 1.2.2 Variational Methods . 9 1.2.3 Parameter Estimation in Nonlinear Systems . 9 1.3 Dissertation Preview . 10 Chapter 2 Dynamical State and Parameter Estimation . 11 2.1 Introduction . 11 2.2 DSPE Overview . 11 2.3 Formulation . 12 2.3.1 Least Squares Minimization . -
An Algorithm Based on Semidefinite Programming for Finding Minimax
Takustr. 7 Zuse Institute Berlin 14195 Berlin Germany BELMIRO P.M. DUARTE,GUILLAUME SAGNOL,WENG KEE WONG An algorithm based on Semidefinite Programming for finding minimax optimal designs ZIB Report 18-01 (December 2017) Zuse Institute Berlin Takustr. 7 14195 Berlin Germany Telephone: +49 30-84185-0 Telefax: +49 30-84185-125 E-mail: [email protected] URL: http://www.zib.de ZIB-Report (Print) ISSN 1438-0064 ZIB-Report (Internet) ISSN 2192-7782 An algorithm based on Semidefinite Programming for finding minimax optimal designs Belmiro P.M. Duarte a,b, Guillaume Sagnolc, Weng Kee Wongd aPolytechnic Institute of Coimbra, ISEC, Department of Chemical and Biological Engineering, Portugal. bCIEPQPF, Department of Chemical Engineering, University of Coimbra, Portugal. cTechnische Universität Berlin, Institut für Mathematik, Germany. dDepartment of Biostatistics, Fielding School of Public Health, UCLA, U.S.A. Abstract An algorithm based on a delayed constraint generation method for solving semi- infinite programs for constructing minimax optimal designs for nonlinear models is proposed. The outer optimization level of the minimax optimization problem is solved using a semidefinite programming based approach that requires the de- sign space be discretized. A nonlinear programming solver is then used to solve the inner program to determine the combination of the parameters that yields the worst-case value of the design criterion. The proposed algorithm is applied to find minimax optimal designs for the logistic model, the flexible 4-parameter Hill homoscedastic model and the general nth order consecutive reaction model, and shows that it (i) produces designs that compare well with minimax D−optimal de- signs obtained from semi-infinite programming method in the literature; (ii) can be applied to semidefinite representable optimality criteria, that include the com- mon A−; E−; G−; I− and D-optimality criteria; (iii) can tackle design problems with arbitrary linear constraints on the weights; and (iv) is fast and relatively easy to use. -
Julia, My New Friend for Computing and Optimization? Pierre Haessig, Lilian Besson
Julia, my new friend for computing and optimization? Pierre Haessig, Lilian Besson To cite this version: Pierre Haessig, Lilian Besson. Julia, my new friend for computing and optimization?. Master. France. 2018. cel-01830248 HAL Id: cel-01830248 https://hal.archives-ouvertes.fr/cel-01830248 Submitted on 4 Jul 2018 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. « Julia, my new computing friend? » | 14 June 2018, IETR@Vannes | By: L. Besson & P. Haessig 1 « Julia, my New frieNd for computiNg aNd optimizatioN? » Intro to the Julia programming language, for MATLAB users Date: 14th of June 2018 Who: Lilian Besson & Pierre Haessig (SCEE & AUT team @ IETR / CentraleSupélec campus Rennes) « Julia, my new computing friend? » | 14 June 2018, IETR@Vannes | By: L. Besson & P. Haessig 2 AgeNda for today [30 miN] 1. What is Julia? [5 miN] 2. ComparisoN with MATLAB [5 miN] 3. Two examples of problems solved Julia [5 miN] 4. LoNger ex. oN optimizatioN with JuMP [13miN] 5. LiNks for more iNformatioN ? [2 miN] « Julia, my new computing friend? » | 14 June 2018, IETR@Vannes | By: L. Besson & P. Haessig 3 1. What is Julia ? Open-source and free programming language (MIT license) Developed since 2012 (creators: MIT researchers) Growing popularity worldwide, in research, data science, finance etc… Multi-platform: Windows, Mac OS X, GNU/Linux.. -
[20Pt]Algorithms for Constrained Optimization: [ 5Pt]
SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s Algorithms for Constrained Optimization: The Benefits of General-purpose Software Michael Saunders MS&E and ICME, Stanford University California, USA 3rd AI+IoT Business Conference Shenzhen, China, April 25, 2019 Optimization Software 3rd AI+IoT Business Conference, Shenzhen, April 25, 2019 1/39 SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s SOL Systems Optimization Laboratory George Dantzig, Stanford University, 1974 Inventor of the Simplex Method Father of linear programming Large-scale optimization: Algorithms, software, applications Optimization Software 3rd AI+IoT Business Conference, Shenzhen, April 25, 2019 2/39 SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s SOL history 1974 Dantzig and Cottle start SOL 1974{78 John Tomlin, LP/MIP expert 1974{2005 Alan Manne, nonlinear economic models 1975{76 MS, MINOS first version 1979{87 Philip Gill, Walter Murray, MS, Margaret Wright (Gang of 4!) 1989{ Gerd Infanger, stochastic optimization 1979{ Walter Murray, MS, many students 2002{ Yinyu Ye, optimization algorithms, especially interior methods This week! UC Berkeley opened George B. Dantzig Auditorium Optimization Software 3rd AI+IoT Business Conference, Shenzhen, April 25, 2019 3/39 SOL Optimization 1970s 1980s 1990s 2000s 2010s Summary 2020s Optimization problems Minimize an objective function subject to constraints: 0 x 1 min '(x) st ` ≤ @ Ax A ≤ u c(x) x variables 0 1 A matrix c1(x) B . C c(x) nonlinear functions @ . A c (x) `; u bounds m Optimization -
Numericaloptimization
Numerical Optimization Alberto Bemporad http://cse.lab.imtlucca.it/~bemporad/teaching/numopt Academic year 2020-2021 Course objectives Solve complex decision problems by using numerical optimization Application domains: • Finance, management science, economics (portfolio optimization, business analytics, investment plans, resource allocation, logistics, ...) • Engineering (engineering design, process optimization, embedded control, ...) • Artificial intelligence (machine learning, data science, autonomous driving, ...) • Myriads of other applications (transportation, smart grids, water networks, sports scheduling, health-care, oil & gas, space, ...) ©2021 A. Bemporad - Numerical Optimization 2/102 Course objectives What this course is about: • How to formulate a decision problem as a numerical optimization problem? (modeling) • Which numerical algorithm is most appropriate to solve the problem? (algorithms) • What’s the theory behind the algorithm? (theory) ©2021 A. Bemporad - Numerical Optimization 3/102 Course contents • Optimization modeling – Linear models – Convex models • Optimization theory – Optimality conditions, sensitivity analysis – Duality • Optimization algorithms – Basics of numerical linear algebra – Convex programming – Nonlinear programming ©2021 A. Bemporad - Numerical Optimization 4/102 References i ©2021 A. Bemporad - Numerical Optimization 5/102 Other references • Stephen Boyd’s “Convex Optimization” courses at Stanford: http://ee364a.stanford.edu http://ee364b.stanford.edu • Lieven Vandenberghe’s courses at UCLA: http://www.seas.ucla.edu/~vandenbe/ • For more tutorials/books see http://plato.asu.edu/sub/tutorials.html ©2021 A. Bemporad - Numerical Optimization 6/102 Optimization modeling What is optimization? • Optimization = assign values to a set of decision variables so to optimize a certain objective function • Example: Which is the best velocity to minimize fuel consumption ? fuel [ℓ/km] velocity [km/h] 0 30 60 90 120 160 ©2021 A. -
Derivative-Free Optimization: a Review of Algorithms and Comparison of Software Implementations
J Glob Optim (2013) 56:1247–1293 DOI 10.1007/s10898-012-9951-y Derivative-free optimization: a review of algorithms and comparison of software implementations Luis Miguel Rios · Nikolaos V. Sahinidis Received: 20 December 2011 / Accepted: 23 June 2012 / Published online: 12 July 2012 © Springer Science+Business Media, LLC. 2012 Abstract This paper addresses the solution of bound-constrained optimization problems using algorithms that require only the availability of objective function values but no deriv- ative information. We refer to these algorithms as derivative-free algorithms. Fueled by a growing number of applications in science and engineering, the development of derivative- free optimization algorithms has long been studied, and it has found renewed interest in recent time. Along with many derivative-free algorithms, many software implementations have also appeared. The paper presents a review of derivative-free algorithms, followed by a systematic comparison of 22 related implementations using a test set of 502 problems. The test bed includes convex and nonconvex problems, smooth as well as nonsmooth prob- lems. The algorithms were tested under the same conditions and ranked under several crite- ria, including their ability to find near-global solutions for nonconvex problems, improve a given starting point, and refine a near-optimal solution. A total of 112,448 problem instances were solved. We find that the ability of all these solvers to obtain good solutions dimin- ishes with increasing problem size. For the problems used in this study, TOMLAB/MULTI- MIN, TOMLAB/GLCCLUSTER, MCS and TOMLAB/LGO are better, on average, than other derivative-free solvers in terms of solution quality within 2,500 function evaluations. -
TOMLAB –Unique Features for Optimization in MATLAB
TOMLAB –Unique Features for Optimization in MATLAB Bad Honnef, Germany October 15, 2004 Kenneth Holmström Tomlab Optimization AB Västerås, Sweden [email protected] ´ Professor in Optimization Department of Mathematics and Physics Mälardalen University, Sweden http://tomlab.biz Outline of the talk • The TOMLAB Optimization Environment – Background and history – Technology available • Optimization in TOMLAB • Tests on customer supplied large-scale optimization examples • Customer cases, embedded solutions, consultant work • Business perspective • Box-bounded global non-convex optimization • Summary http://tomlab.biz Background • MATLAB – a high-level language for mathematical calculations, distributed by MathWorks Inc. • Matlab can be extended by Toolboxes that adds to the features in the software, e.g.: finance, statistics, control, and optimization • Why develop the TOMLAB Optimization Environment? – A uniform approach to optimization didn’t exist in MATLAB – Good optimization solvers were missing – Large-scale optimization was non-existent in MATLAB – Other toolboxes needed robust and fast optimization – Technical advantages from the MATLAB languages • Fast algorithm development and modeling of applied optimization problems • Many built in functions (ODE, linear algebra, …) • GUIdevelopmentfast • Interfaceable with C, Fortran, Java code http://tomlab.biz History of Tomlab • President and founder: Professor Kenneth Holmström • The company founded 1986, Development started 1989 • Two toolboxes NLPLIB och OPERA by 1995 • Integrated format for optimization 1996 • TOMLAB introduced, ISMP97 in Lausanne 1997 • TOMLAB v1.0 distributed for free until summer 1999 • TOMLAB v2.0 first commercial version fall 1999 • TOMLAB starting sales from web site March 2000 • TOMLAB v3.0 expanded with external solvers /SOL spring 2001 • Dash Optimization Ltd’s XpressMP added in TOMLAB fall 2001 • Tomlab Optimization Inc. -
Optimal Engine Selection and Trajectory Optimization Using Genetic Algorithms for Conceptual Design Optimization of Reusable Space Launch Vehicles
Optimal Engine Selection and Trajectory Optimization using Genetic Algorithms for Conceptual Design Optimization of Reusable Space Launch Vehicles Steven Cory Wyatt Steele Thesis submitted to the Faculty of the Virginia Polytechnic Institute and State University in partial fulfillment of the requirements of the degree of Master of Science in Mechanical Engineering Walter F. O’Brien, Chair Michael von Spakovsky Eugene Cliff February 19, 2015 Blacksburg, Virginia Keywords: Trajectory Optimization, Engine Selection, Reusable Launch Vehicle (RLV), Two Stage to Orbit (TSTO) Optimal Engine Selection and Trajectory Optimization using Genetic Algorithms for Conceptual Design Optimization of Reusable Space Launch Vehicles Steven Cory Wyatt Steele Abstract Proper engine selection for Reusable Launch Vehicles (RLVs) is a key factor in the design of low cost reusable launch systems for routine access to space. RLVs typically use combinations of different types of engines used in sequence over the duration of the flight. Also, in order to properly choose which engines are best for an RLV design concept and mission, the optimal trajectory that maximizes or minimizes the mission objective must be found for that engine configuration. Typically this is done by the designer iteratively choosing engine combinations based on his/her judgment and running each individual combination through a full trajectory optimization to find out how well the engine configuration performed on board the desired RLV design. This thesis presents a new method to reliably predict the optimal engine configuration and optimal trajectory for a fixed design of a conceptual RLV in an automated manner. This method is accomplished using the original code Steele-Flight. -
Theory and Experimentation
Acta Astronautica 122 (2016) 114–136 Contents lists available at ScienceDirect Acta Astronautica journal homepage: www.elsevier.com/locate/actaastro Suboptimal LQR-based spacecraft full motion control: Theory and experimentation Leone Guarnaccia b,1, Riccardo Bevilacqua a,n, Stefano P. Pastorelli b,2 a Department of Mechanical and Aerospace Engineering, University of Florida 308 MAE-A building, P.O. box 116250, Gainesville, FL 32611-6250, United States b Department of Mechanical and Aerospace Engineering, Politecnico di Torino, Corso Duca degli Abruzzi 24, Torino 10129, Italy article info abstract Article history: This work introduces a real time suboptimal control algorithm for six-degree-of-freedom Received 19 January 2015 spacecraft maneuvering based on a State-Dependent-Algebraic-Riccati-Equation (SDARE) Received in revised form approach and real-time linearization of the equations of motion. The control strategy is 18 November 2015 sub-optimal since the gains of the linear quadratic regulator (LQR) are re-computed at Accepted 18 January 2016 each sample time. The cost function of the proposed controller has been compared with Available online 2 February 2016 the one obtained via a general purpose optimal control software, showing, on average, an increase in control effort of approximately 15%, compensated by real-time implement- ability. Lastly, the paper presents experimental tests on a hardware-in-the-loop six- Keywords: Spacecraft degree-of-freedom spacecraft simulator, designed for testing new guidance, navigation, Optimal control and control algorithms for nano-satellites in a one-g laboratory environment. The tests Linear quadratic regulator show the real-time feasibility of the proposed approach. Six-degree-of-freedom & 2016 The Authors. -
Research and Development of an Open Source System for Algebraic Modeling Languages
Vilnius University Institute of Data Science and Digital Technologies LITHUANIA INFORMATICS (N009) RESEARCH AND DEVELOPMENT OF AN OPEN SOURCE SYSTEM FOR ALGEBRAIC MODELING LANGUAGES Vaidas Juseviˇcius October 2020 Technical Report DMSTI-DS-N009-20-05 VU Institute of Data Science and Digital Technologies, Akademijos str. 4, Vilnius LT-08412, Lithuania www.mii.lt Abstract In this work, we perform an extensive theoretical and experimental analysis of the char- acteristics of five of the most prominent algebraic modeling languages (AMPL, AIMMS, GAMS, JuMP, Pyomo), and modeling systems supporting them. In our theoretical comparison, we evaluate how the features of the reviewed languages match with the requirements for modern AMLs, while in the experimental analysis we use a purpose-built test model li- brary to perform extensive benchmarks of the various AMLs. We then determine the best performing AMLs by comparing the time needed to create model instances for spe- cific type of optimization problems and analyze the impact that the presolve procedures performed by various AMLs have on the actual problem-solving times. Lastly, we pro- vide insights on which AMLs performed best and features that we deem important in the current landscape of mathematical optimization. Keywords: Algebraic modeling languages, Optimization, AMPL, GAMS, JuMP, Py- omo DMSTI-DS-N009-20-05 2 Contents 1 Introduction ................................................................................................. 4 2 Algebraic Modeling Languages ......................................................................... -
Simulation and Application of GPOPS for Trajectory Optimization and Mission Planning Tool Danielle E
Air Force Institute of Technology AFIT Scholar Theses and Dissertations Student Graduate Works 3-10-2010 Simulation and Application of GPOPS for Trajectory Optimization and Mission Planning Tool Danielle E. Yaple Follow this and additional works at: https://scholar.afit.edu/etd Part of the Systems Engineering and Multidisciplinary Design Optimization Commons Recommended Citation Yaple, Danielle E., "Simulation and Application of GPOPS for Trajectory Optimization and Mission Planning Tool" (2010). Theses and Dissertations. 2060. https://scholar.afit.edu/etd/2060 This Thesis is brought to you for free and open access by the Student Graduate Works at AFIT Scholar. It has been accepted for inclusion in Theses and Dissertations by an authorized administrator of AFIT Scholar. For more information, please contact [email protected]. SIMULATION AND APPLICATION OF GPOPS FOR A TRAJECTORY OPTIMIZATION AND MISSION PLANNING TOOL THESIS Danielle E. Yaple, 2nd Lieutenant, USAF AFIT/GAE/ENY/10-M29 DEPARTMENT OF THE AIR FORCE AIR UNIVERSITY AIR FORCE INSTITUTE OF TECHNOLOGY Wright-Patterson Air Force Base, Ohio APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED The views expressed in this thesis are those of the author and do not reflect the official policy or position of the United States Air Force, Department of Defense, or the United States Government. This material is declared a work of the U.S. Government and is not subject to copyright protection in the United States. AFIT/GAE/ENY/10-M29 SIMULATION AND APPLICATION OF GPOPS FOR A TRAJECTORY OPTIMIZATION AND MISSION PLANNING TOOL THESIS Presented to the Faculty Department of Aeronautics and Astronautics Graduate School of Engineering and Management Air Force Institute of Technology Air University Air Education and Training Command In Partial Fulfillment of the Requirements for the Degree of Master of Science in Aeronautical Engineering Danielle E. -
Treball (1.484Mb)
Treball Final de Màster MÀSTER EN ENGINYERIA INFORMÀTICA Escola Politècnica Superior Universitat de Lleida Mòdul d’Optimització per a Recursos del Transport Adrià Vall-llaura Salas Tutors: Antonio Llubes, Josep Lluís Lérida Data: Juny 2017 Pròleg Aquest projecte s’ha desenvolupat per donar solució a un problema de l’ordre del dia d’una empresa de transports. Es basa en el disseny i implementació d’un model matemàtic que ha de permetre optimitzar i automatitzar el sistema de planificació de viatges de l’empresa. Per tal de poder implementar l’algoritme s’han hagut de crear diversos mòduls que extreuen les dades del sistema ERP, les tracten, les envien a un servei web (REST) i aquest retorna un emparellament òptim entre els vehicles de l’empresa i les ordres dels clients. La primera fase del projecte, la teòrica, ha estat llarga en comparació amb les altres. En aquesta fase s’ha estudiat l’estat de l’art en la matèria i s’han repassat molts dels models més importants relacionats amb el transport per comprendre’n les seves particularitats. Amb els conceptes ben estudiats, s’ha procedit a desenvolupar un nou model matemàtic adaptat a les necessitats de la lògica de negoci de l’empresa de transports objecte d’aquest treball. Posteriorment s’ha passat a la fase d’implementació dels mòduls. En aquesta fase m’he trobat amb diferents limitacions tecnològiques degudes a l’antiguitat de l’ERP i a l’ús del sistema operatiu Windows. També han sorgit diferents problemes de rendiment que m’han fet redissenyar l’extracció de dades de l’ERP, el càlcul de distàncies i el mòdul d’optimització.