Sequential Quadratic Programming Research Articles

Local quadratic convergence of the SQP method for an optimal control problem governed by a regularized fracture propagation model

We prove local quadratic convergence of the sequential quadratic programming (SQP) method for an optimal control problem of tracking type governed by one time step of the Euler-Lagrange equation of a time discrete regularized fracture or damage energy minimization problem. This lower-level energy minimization problem % describing the fracture process contains a penalization term for violation of the irreversibility condition in the fracture growth process and a viscous regularization term. Conditions on the latter, corresponding to a time step restriction, guarantee strict convexity and thus unique solvability of the Euler Lagrange equations. Nonetheless, these are quasilinear and the control problem is nonconvex. For the convergence proof with $L^\infty$ localization of the SQP-method, we follow the approach from \cite{Troeltzsch:1999}, utilizing strong regularity of generalized equations and arguments from \cite{HoppeNeitzel:2020} for $L^2$-localization. 2020 Mathematics Subject Classification 90C55, 49M41, 49M15.

An Obstacle Avoidance Trajectory Planning Methodology Based on Energy Minimization (OTPEM) for the Tilt-Wing eVTOL in the Takeoff Phase

Electric tilt-wing flying cars are an efficient, economical, and environmentally friendly solution to urban traffic congestion and travel efficiency issues. This article addresses the high energy consumption and obstacle interference during the takeoff phase of the tilt-wing eVTOL (electric Vertical Takeoff and Landing), proposing a trajectory planning method based on energy minimization and obstacle avoidance. Firstly, based on the dynamics analysis, the relationship between energy consumption, spatial trajectory, and obstacles is sorted out and the decision variables for the trajectory planning problem with obstacle avoidance are determined. Secondly, based on the power discretization during the takeoff phase, the energy minimization objective function is established and the constraints of performance limitations and spatial obstacles are derived. Thirdly, by integrating the optimization model with the SLSQP (Sequential Least Squares Quadratic Programming algorithm), the second-order sequential quadratic programming model and decision variable update equations are derived, establishing the solution process for the trajectory planning problem of the tilt-wing eVTOL takeoff with obstacle avoidance. Finally, the Airbus Vahana A3 is taken as an example to verify and validate the effectiveness, stability, and robustness of the model and optimization algorithm proposed. The validation results show that the OTPEM (obstacle avoidance trajectory planning methodology based on energy minimization) can effectively handle changes in the takeoff end state and exhibits good stability and robustness in different obstacle environments. It can provide a certain reference for the three-dimensional obstacle avoidance trajectory planning of Airbus Vahana A3 and other tilt-wing eVTOL trajectory planning problems.

An Obstacle Avoidance Trajectory Planning Methodology Based on Energy Minimization (OTPEM) for the Tilt-Wing eVTOL in the Takeoff Phase

Electric tilt-wing flying cars are an efficient, economical, and environmentally friendly solution to urban traffic congestion and travel efficiency issues. This article addresses the high energy consumption and obstacle interference during the takeoff phase of the tilt-wing eVTOL (electric Vertical Takeoff and Landing), proposing a trajectory planning method based on energy minimization and obstacle avoidance. Firstly, based on the dynamics analysis, the relationship between energy consumption, spatial trajectory, and obstacles is sorted out and the decision variables for the trajectory planning problem with obstacle avoidance are determined. Secondly, based on the power discretization during the takeoff phase, the energy minimization objective function is established and the constraints of performance limitations and spatial obstacles are derived. Thirdly, by integrating the optimization model with the SLSQP (Sequential Least Squares Quadratic Programming algorithm), the second-order sequential quadratic programming model and decision variable update equations are derived, establishing the solution process for the trajectory planning problem of the tilt-wing eVTOL takeoff with obstacle avoidance. Finally, the Airbus Vahana A3 is taken as an example to verify and validate the effectiveness, stability, and robustness of the model and optimization algorithm proposed. The validation results show that the OTPEM (obstacle avoidance trajectory planning methodology based on energy minimization) can effectively handle changes in the takeoff end state and exhibits good stability and robustness in different obstacle environments. It can provide a certain reference for the three-dimensional obstacle avoidance trajectory planning of Airbus Vahana A3 and other tilt-wing eVTOL trajectory planning problems.

Life-cycle Production Optimization with Nonlinear Constraints Using a Least-squares Support-vector Regression Proxy

When nonlinear constraints such as field liquid or water production rate, injection pressures, etc., as functions of time need to be honored in addition to linear ones, the life-cycle production optimization problem, a component of a closed loop reservoir management, becomes challenging and computationally expensive to perform using a high-fidelity reservoir simulator with the existing gradient-based methods using the adjoint or stochastic approximate gradient methods. Therefore, the objective of this study is to present computationally efficient methods for deterministic production optimization under nonlinear constraints using a kernel-based machine learning method where the cost function is the net present value (NPV). We use the least-squares support-vector regression (LSSVR) to approximate the NPV function. To achieve computational efficiency, we generate a set of output values of the NPV and nonlinear constraint functions, which are field liquid production rate (FLPR) and water production rate (FWPR) in this study, by running the high-fidelity simulator for a broad set of input design variables (well controls) and then using the collection of input/output data to train LSSVR proxy models to replace the high-fidelity simulator to compute NPV and nonlinear state constraint functions during iterations of sequential quadratic programming (SQP). To obtain improved (higher) estimated optimal NPV values, we use the existing so-called iterative sampling refinement (ISR) method to update the LSSVR proxy so that the updated proxy remains predictive toward promising regions of search space during the optimization. Direct and indirect ways of constructing LSSVR-based NPVs as well as different combinations of input data, including nonlinear state constraints and/or the bottomhole pressures (BHPs) and water injection rates, are tested as alternative feature spaces. The results obtained from our proposed LSSVR-based optimization methods are compared with those obtained from our in-house stochastic simplex approximate gradient (StoSAG)-based line-search SQP programming (LS-SQP-StoSAG) algorithm that uses directly a high-fidelity simulator to compute the gradients of the objective function and the nonlinear state functions with StoSAG for the Brugge reservoir model. The results show that nonlinear constrained optimization with the LSSVR ISR with SQP is computationally 3.25 fold more efficient than LS-SQP-StoSAG. In addition, the results show that constructing NPV indirectly using the field liquid and water rates for a waterflooding problem where inputs come from LSSVR proxies of the nonlinear state constraints requires significantly fewer training samples than the method constructing NPV directly from the NPVs computed from a high-fidelity simulator. LSSVR has advantages for its computational efficiency which is the main goal in our research, and robustness against overfitting especially for the cases where we have limited data. However, DNNs and random forest require large training size and require much more computational resources and longer training times. Also, Random Forests and Gradient Boosting Machines can be prone to overfitting and become computationally intensive

Design and Research of a Strain Elastic Element with a Double-Layer Cross Floating Beam for Strain Gauge Wireless Rotating Dynamometers

Cutting force is one of the most basic signals that can reflect the information of the cutting process, so it is very necessary to study the strain elastic element of strain gauge wireless rotating dynamometers. This paper proposes a strain elastic element with a double-layer cross floating beam that can be applied to the strain gauge wireless rotating dynamometer, which can simultaneously obtain the four-component cutting force/torque information of FX, FY, FZ, and MZ. Based on the proposed strain elastic element, a compact strain gauge wireless rotating dynamometer is designed, which is composed of a tool holder, upper connection flange, strain elastic element, lower connection flange, tool base, and data acquisition and wireless transmission system. The static model of the double-layer cross floating beam on the strain elastic element is established by the segmented rigid body method, and the relationships between the material, force, structural parameters, and the strain and deformation of the floating beam are obtained. The static model is consistent with the finite element solution, which proves the rationality of the static model. Based on the established static model, the sequential quadratic programming algorithm is used to optimize the structural parameters of the double-layer cross floating beam to maximize the sensitivity of the floating beam. The overall structure of the strain elastic element is analyzed by finite element software, and the strain of the structure under simulation conditions is obtained, which provides a reference for subsequent calibration tests and circuit design. The calibration matrix and dynamic performance of the strain elastic element are obtained by the static calibration test, dynamic calibration test, and cutting test. The results show that the proposed strain elastic element has high sensitivity and low cross-sensitivity error, and can be applied to the strain gauge wireless rotating dynamometer to measure medium- and low-speed cutting forces.

Multiphoton parallel transmission (MP-pTx): Pulse design methods and numerical validation.

We propose and evaluate multiphoton parallel transmission (MP-pTx) to mitigate flip angle inhomogeneities in high-field MRI. MP-pTx is an excitation method that utilizes a single, conventional birdcage coil supplemented with low-frequency (kHz) irradiation from a multichannel shim array and/or gradient channels. SAR analysis is simplified to that of a conventional birdcage coil, because only the radiofrequency (RF) field from the birdcage coil produces significant SAR. MP-pTx employs an off-resonance RF pulse from a conventional birdcage coil supplemented with oscillating -directed fields from a multichannel shim array and/or the gradient coils. We simulate the ability of MP-pTx to create uniform nonselective brain excitations at 7 T using realistic and field maps. The RF, shim array, and gradient waveform's amplitudes and phases are optimized using a genetic algorithm followed by sequential quadratic programming. A 1 ms MP-pTx excitation using a 32-channel shim array with current constrained to less than 50 Amp-turns reduced the transverse magnetization's normalized root-mean-squared error from 29% for a conventional birdcage excitation to 6.6% and was nearly 40% better than a 1 ms birdcage coil 5 kT-point excitation with optimized kT-point locations and comparable pulse power. The MP-pTx method resembles conventional pTx in its goals and approach but replaces the parallel RF channels with cheaper, low-frequency shim channels. The method mitigates high-field flip angle inhomogeneities to a level better than 3 T CP-mode and comparable to 7 T pTx while retaining the straightforward SAR characteristics of conventional birdcage excitations, as low-frequency shim array fields produce negligible SAR.

Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems

Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems

A comparative study of sensitivity computations in ESDIRK-based optimal control problems

This paper compares the impact of iterated and direct approaches to sensitivity computation in fixed step-size explicit singly diagonally implicit Runge–Kutta (ESDIRK) methods when applied to optimal control problems (OCPs). We strictly use the principle of internal numerical differentiation (IND) for the iterated approach, i.e., reusing iteration matrix factorizations, the number of Newton-type iterations, and Newton iterates, to compute the sensitivities. The direct method computes the sensitivities without using the Newton schemes. We compare the impact of these sensitivity computations in OCPs for the quadruple tank system (QTS). We discretize the OCPs using multiple shooting and solve these with a sequential quadratic programming (SQP) solver. We benchmark the iterated and direct approaches against a base case. This base case applies the ESDIRK methods with exact Newton schemes and a direct approach for sensitivity computations. In these OCPs, we vary the number of integration steps between control intervals and evaluate the performance based on the number of SQP and QPs iterations, KKT violations, function evaluations, Jacobian updates, and iteration matrix factorizations. We also provide examples using the continuous-stirred tank reactor (CSTR), and the IPOPT algorithm instead of the SQP. For OCPs solved using SQP, the QTS results show the direct method converges only once, while the iterated approach and base case converges in all situations. Similar results are seen with the CSTR. Using IPOPT, both the iterated approach and base case converge in all cases. In contrast, the direct method only converges in all cases regarding the CSTR.

A PWR core power control using optimized PID controller with SQP based on control rod positioning and variable coolant flow rate

To ensure safety and stability, it is optimal for nuclear power plants to operate at their nominal power level. However, to meet the needs of power systems, NPPs must also be able to adjust their output for load-following purposes. This necessitates finding an effective control algorithmto maintain stable/safe operating conditions. The current study investigates the performance of PID controllersoptimized using Sequential Quadratic Programming algorithm and applied using two control techniques: control rod positioning and variable coolant flow rate. Simulation is done using model of four-loop Westinghouse PWR-1200 MW nuclear reactor. The proposed controller’s performance is evaluated in three scenarios:sudden control rod withdrawal, sudden change in coolant inlet temperature, and linear load tracking. The influences of model parametric uncertainty are also investigated. Simulation results revealed that the performance of the control algorithm applied using variable coolant flow rate was superior to the one usingcontrol rod positioning.

Fatigue-resistant design of carbon/epoxy composites based on a failure tensor polynomial model by particle swarm optimization-sequential quadratic programming algorithm

This article introduces a design procedure to find the optimum fiber orientations of carbon/epoxy composite laminates for fatigue life advancement. The approach incorporates a fatigue failure tensor polynomial model and employs a hybrid algorithm, combining particle swarm optimization and sequential quadratic programming. Firstly, material properties of quasi-static and fatigue of the carbon/epoxy composites, fabricated by the vacuum-assisted resin transfer molding method, were determined to be used in the model. Various design problems involving two optimization scenarios were then solved using the hybrid algorithm. The algorithm’s performance was also evaluated by specific test problems, confirming its speed and robustness. The optimally fiber-oriented carbon/epoxy composite laminates having maximum fatigue lives were obtained for many critical in-plane cyclic loading cases. To validate the proposed design procedure, two optimum designs were experimentally verified under uniaxial loading conditions. The results indicated a good correlation between the estimated fatigue life of the optimally designed laminates and experimental data. This methodology offers a promising approach for the design of carbon/epoxy composite laminates with superior fatigue strength, particularly significant in specific industrial applications.

A two-phase nonlinear optimization method for routing and sizing district heating systems

This paper presents a method to find the optimal topology, pipe sizing, and operational parameters of a district heating system under consideration of one design point. The current high costs of district heating systems set limits regarding the minimum heat demand density required for economic network expansions. Optimized routing with ideal pipe sizing and optimal operating parameters offers a potential for cost reduction. Therefore, this paper introduces a new two-phase method for district heating network expansion planning. This method consists of consecutive optimizations, starting with a mixed-integer linear programming followed by a nonlinear optimization. During the mixed-integer linear programming, the district heating system is optimized with continuous diameters, and the nonlinear pressure and temperature dependencies must be linearized. The resulting topology and the continuous diameters are afterward handed over to a nonlinear sparse sequential quadratic programming. The continuous diameters are discretized using a numerical continuation strategy that gradually forces the continuous diameter variables into discrete diameter choices. As a proof of concept, the district heating system for a small town with 400 consumers is optimized and analyzed. The two-phase optimization is performed in 251.68sec, and in most cases, discrete or near discrete diameters are achieved in a nonlinear continuous optimization.

A Stochastic Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Equality-Constrained Optimization

A stochastic algorithm is proposed, analyzed, and tested experimentally for solving continuous optimization problems with nonlinear equality constraints. It is assumed that constraint function and derivative values can be computed but that only stochastic approximations are available for the objective function and its derivatives. The algorithm is of the sequential quadratic optimization variety. Distinguishing features of the algorithm are that it only employs stochastic objective gradient estimates that satisfy a relatively weak set of assumptions (while using neither objective function values nor estimates of them) and that it allows inexact subproblem solutions to be employed, the latter of which is particularly useful in large-scale settings when the matrices defining the subproblems are too large to form and/or factorize. Conditions are imposed on the inexact subproblem solutions that account for the fact that only stochastic objective gradient estimates are employed. Convergence results are established for the method. Numerical experiments show that the proposed method vastly outperforms a stochastic subgradient method and can outperform an alternative sequential quadratic programming algorithm that employs highly accurate subproblem solutions in every iteration. Funding: This material is based upon work supported by the National Science Foundation [Awards CCF-1740796 and CCF-2139735] and the Office of Naval Research [Award N00014-21-1-2532].

Real-time optimization control of variable rotor speed based on Helicopter/ turboshaft engine on-board composite system

In order to adequately leverage the advantages of coaxial compound helicopters (CCH) to enhance overall performance and efficiency through variable rotor speed, and to improve the fuel economy of the composite propulsion system, a real-time optimization control method of variable rotor speed based on helicopter/turboshaft engine on-board composite system is proposed. Firstly, a steady-state model of the CCH required power and an on-board inverse model of the turboshaft engine based on an improved deep neural network propulsion system model (AdamDNN-PSM) are established. On this basis, an on-board adaptive model based on adaptive square root Kalman filter (ASRUKF) estimator is employed to correct the precision of the on-board inverse model and to track the real engine state. Finally, by adopting the feasible sequence quadratic programming (FSQP) method, an optimal speed rotor (OSR) is obtained through real-time optimization control, which reduces fuel consumption during cruising while considering both the geometric and aerodynamic constraints of the rotor. The simulation results demonstrate that the accuracy and real-time performance of the on-board inverse model have been significantly improved. The real-time optimization control method for OSR effectively reduces fuel consumption during cruising and enhances the CCH performance of the entire flight envelope.

Adaptive fractional-order nonsingular terminal sliding mode control and sequential quadratic programming torque distribution for lateral stability of FWID-EVs with actuator constraints

This paper proposes a novel sliding mode control (SMC) algorithm for direct yaw moment control of four-wheel independent drive electric vehicles (FWID-EVs). The algorithm integrates adaptive law theory, fractional-order theory, and nonsingular terminal sliding mode reaching law theory to reduce chattering, handle uncertainty, and avoid singularities in the SMC system. A sequential quadratic programming (SQP) method is also proposed to optimize the yaw moment distribution under actuator constraints. The performance of the proposed algorithm is evaluated by a hardware-in-the-loop test with two driving maneuvers and compared with two existing SMC-based schemes together with the cases with the change of vehicle parameters and disturbances. The results demonstrate that the proposed algorithm can eliminate chattering and achieve the best lateral stability as compared with the existing schemes.

High-Speed Motion Planning with Object Acceleration Constraint for Industrial Robots

In this paper, we propose a new approach to efficiently plan trajectories for industrial robots, where total trajectory time is reduced while limiting the robot end-effector acceleration to a safe threshold, which guarantees an object to be transported safely without damage or spills. We also propose to solve the optimization problem in two steps by utilizing both the quadratic programming algorithm and sparse sequential quadratic programming method. The proposed two-step procedure empirically proves that computing time of solving the optimization problem is significantly reduced. Effectiveness of the proposed approach was verified in Drake, where the obtained results are highly promising.

Training mode of university dance performers based on sequential quadratic programming algorithm

Dance performance is an art form, which needs to cultivate students’ dance skills, artistic accomplishment and stage performance ability. Sequential quadratic programming algorithm is an optimization algorithm that can be used to solve complex optimization problems. In this paper, Sequential Quadratic Programming (SQP) is applied to explore the training mode of dance performers in colleges to help dance performers develop the optimal training plan and program. Aiming at the problems existing in the training mode of dance performance talents in colleges, this paper put forward an optimization method based on SQP algorithm, and implemented its optimization scheme in actual colleges. In the planning of dance performance talent training mode, particle swarm optimization (PSO) is used to optimize SQP algorithm, so that it can have higher planning efficiency. This paper studied the goal and index system of the training of dance performance talents in colleges, generated a personalized training program, and further improved the scientific and practical effectiveness of the training mode. This paper investigated the current situation of dance performance talent training in several dance schools in a certain province of China. The survey data include practical curriculum planning, teachers’ teaching philosophy and teaching content. Combined with SQP algorithm, the teaching and training program is optimized. After evaluation, it can be concluded that the SQP algorithm optimized by PSO shows good stability and accuracy. It can calculate the optimal solution of the cultivation scheme, and when calculating the optimal solution, the running time of the Central Processing Unit (CPU) was only 5.6 s, which can further improve the efficiency of the planning. Finally, through the satisfaction and resource utilization test, it can be found that the number of people who are very satisfied with the teaching content of the dance performance talent training program optimized by SQP increased from 38.4% to 52.4%. After optimization, the average utilization rate of teaching resources reached 88.1%. It can be concluded that SQP algorithm can provide scientific basis for dance education institutions to improve the training mode of dance talents. This can help dance education institutions better improve the training mode, and improve the overall quality and dance skills of dance students.

Chaos-infused wind power integration in the grey wolf optimal paradigm for combine thermal-wind power plant systems

This research presents a novel methodology for tackling the combined thermal-wind economic load dispatch (ELD) issue in contemporary power system. The proposed approach involves hybridizing active-set algorithm (ASA), interior point algorithm (IPA) and sequential quadratic programming (SQP) into grey wolf optimization (GWO) algorithm, while effectively incorporating the intricacies associated with renewable energy sources (RES). A more accurate model is made possible by hybridization for complex systems with memory and hereditary characteristics. The GWO is used as a tool for global search while ASA, IPA and SQP methods are used for rapid local optimization mechanism. The performance evaluation of the design heuristics is carried out on 37 thermal and 3 wind power generating units and outcomes endorse the effectiveness of the proposed scheme over state-of-the-art counterparts. The worthy performance is further validated on statistical assessments in case of thermal-wind integrated ELD problem in terms of measure of central tendency and variation on cost and complexity indices.

Multi-objective design optimization of polymer spur gears using a hybrid approach

Polymer gears are used in applications requiring small to moderate loads to effectively transmit power and use the limited place available as possible. Various commercial standards have been provided designers with the rating criteria and acquaintance of different polymer material properties for the process of design. However, the result was unsatisfactory in terms of economy, time, and the optimality of the product. Thus, classic and stochastic algorithms have been embraced to reach the best design of polymer gears. Taking advantage of the former and latter algorithm’ methods, optimal design of gears could be attained with an increased gear life span and decreased failure modes. In this study, polyoxymethylene (POM) spur gear set has been optimized combining the mathematical model from plastic standards and hybrid optimization approach of multi-objective genetic algorithm (MOGA) and sequential quadratic programming (SQP). Weight and power loss were the objective functions. Five design variables were optimized with the satisfaction of bending and contact stresses, temperature, wear, and deformation as constraints. Solutions of the problem were formulated as Pareto optimal set. The results of multi-objective were compared with previously published single-objective optimization. The results favored multi-objective optimization (82.67%, 31.39% reduction in weight and power loss respectively) as it gave the best applicable solution fitting in real life situations. The results also went hand in hand with literature confirming the efficiency of the proposed algorithm. With the variation of operating parameters, various optimal designs could be obtained where the designers can choose the design that is suitable for a particular application.

Sequential Quadratic Programming (SQP) Based Optimal Power Flow Methodologies for Electric Distribution System With High Penetration of DERs

Sequential Quadratic Programming (SQP) Based Optimal Power Flow Methodologies for Electric Distribution System With High Penetration of DERs

A Simulation-Based Method for Optimizing Remote Park-and-Ride Schemes

Urbanization places greater demand on the link between downtown areas and suburbs, due to commuters’ long-distance and diverse trips. As an emerging form of park-and-ride (PNR) services, remote PNR (RPR) facilities have proved to be more economical and environmentally friendly, allowing travelers to park in a suburban area and travel to a rail station via bus. In this regard, a generalized simulation-based bilevel model for optimizing the locations and capacities of RPR facilities is developed in this article. A hybrid algorithm integrating Bayesian optimization, branch and bound, and trust region sequential quadratic programming is proposed to achieve an optimal solution. The proposed integrated method balances the desired efficiency and accuracy through the combination of machine learning-based technology and mathematical optimization methodology. The validity of the proposed model is tested on a large-scale real-world transportation network in Halle, Germany. Modeling and analyzing RPR schemes using the proposed framework may provide new insights into improving social welfare.