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TrustRegion InteriorPoint SQP Algorithms For A Class Of Nonlinear Programming Problems
 SIAM J. CONTROL OPTIM
, 1997
"... In this paper a family of trustregion interiorpoint SQP algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise e.g. from the discretization of optimal co ..."
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Cited by 35 (8 self)
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In this paper a family of trustregion interiorpoint SQP algorithms for the solution of a class of minimization problems with nonlinear equality constraints and simple bounds on some of the variables is described and analyzed. Such nonlinear programs arise e.g. from the discretization of optimal control problems. The algorithms treat states and controls as independent variables. They are designed to take advantage of the structure of the problem. In particular they do not rely on matrix factorizations of the linearized constraints, but use solutions of the linearized state equation and the adjoint equation. They are well suited for large scale problems arising from optimal control problems governed by partial differential equations. The algorithms keep strict feasibility with respect to the bound constraints by using an affine scaling method proposed for a different class of problems by Coleman and Li and they exploit trustregion techniques for equalityconstrained optimizatio...
Optimal Control of Flow With Discontinuities
 Journal of Computational Physics
, 2003
"... Optimal control of the 1D Riemann problem of Euler equations whose solution is characterized by discontinuities is carried out by both nonsmooth and smooth op timization methods. By matching a desired flow to the numerical model for a given time window we effectively change the location of discont ..."
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Cited by 15 (1 self)
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Optimal control of the 1D Riemann problem of Euler equations whose solution is characterized by discontinuities is carried out by both nonsmooth and smooth op timization methods. By matching a desired flow to the numerical model for a given time window we effectively change the location of discontinuities. The control pa rameters are chosen to be the initial values for pressure and density fields. Existence of solutions for the optimal control problem is proven. A high resolution model and a model with artificial viscosity, implementing two different numerical methods, are used to solve the forward model. The cost functional is the weighted difference be tween the numerical values and the observations for pressure, density and velocity. The observations are constructed from the analytical solution. We consider either distributed observations in time or observations calculated at the end of the assimi lation window. We consider two different time horizons and two sets of observations. The gradient (respectively a subgradient) of the cost functional, obtained from the adjoint of the discrete forward model, are employed for the smooth minimization (respectively for the nonsmooth minimization) algorithm. Discontinuity detection improves the performance of the minimizer for the model with artificial viscosity by selecting the points where the shock occurs (and these points are then removed from Preprint submitted to Elsevier Science 26 March 2002 the cost functional and its gradient). The numerical flow obtained with the optimal initial conditions obtained from the nonsmooth minimization matches very well the observations. The algorithm for smooth minimization converges for the shorter time horizon but fails to perform satisfactorily for the longer time horizon.
An Interface Between Optimization and Application for the Numerical Solution of Optimal Control Problems
 ACM Transactions on Mathematical Software
, 1998
"... This paper is concerned with the implementation of optimization algorithms for the solution of smooth discretized optimal control problems. The problems under consideration can be written as min f(y; u) ..."
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Cited by 13 (7 self)
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This paper is concerned with the implementation of optimization algorithms for the solution of smooth discretized optimal control problems. The problems under consideration can be written as min f(y; u)
Analysis of Inexact TrustRegion InteriorPoint SQP Algorithms
, 1995
"... In this paper we analyze inexact trustregion interiorpoint (TRIP) sequential quadratic programming (SQP) algorithms for the solution of optimization problems with nonlinear equality constraints and simple bound constraints on some of the variables. Such problems arise in many engineering applicati ..."
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Cited by 11 (7 self)
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In this paper we analyze inexact trustregion interiorpoint (TRIP) sequential quadratic programming (SQP) algorithms for the solution of optimization problems with nonlinear equality constraints and simple bound constraints on some of the variables. Such problems arise in many engineering applications, in particular in optimal control problems with bounds on the control. The nonlinear constraints often come from the discretization of partial differential equations. In such cases the calculation of derivative information and the solution of linearized equations is expensive. Often, the solution of linear systems and derivatives are computed inexactly yielding nonzero residuals. This paper analyzes the effect of the inexactness onto the convergence of TRIP SQP and gives practical rules to control the size of the residuals of these inexact calculations. It is shown that if the size of the residuals is of the order of both the size of the constraints and the trustregion radius, t...
Airfoil Design by an AllAtOnce Method
, 1997
"... The allatonce approach is implemented to solve an optimum airfoil design problem. The airfoil design problem is formulated as a constrained optimization problem in which flow variables and design variables are viewed as independent and the coupling steady state Euler equation is included as a cons ..."
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Cited by 9 (0 self)
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The allatonce approach is implemented to solve an optimum airfoil design problem. The airfoil design problem is formulated as a constrained optimization problem in which flow variables and design variables are viewed as independent and the coupling steady state Euler equation is included as a constraint, along with geometry and other constraints. In this formulation, the optimizer computes a sequence of points which tend toward feasiblility and optimality at the same time (allatonce). This decoupling of variables typically makes the problem less nonlinear and can lead to more efficient solutions. In this paper an existing optimization algorithm is combined with an existing flow code. The problem formulation, its discretization, and the underlying solvers are described. Implementation issues are presented and numerical results are given which indicate that the cost of solving the design problem is approximately six times the cost of solving a single analysis problem.
On the Convergence Theory of TrustRegionBased Algorithms for EqualityConstrained Optimization
, 1995
"... In this paper we analyze incxact trust region interior point (TRIP) sequential quadr tic programming (SOP) algorithms for the solution of optimization problems with nonlinear equality constraints and simple bound constraints on some of the variables. Such problems arise in many engineering applicati ..."
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Cited by 8 (0 self)
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In this paper we analyze incxact trust region interior point (TRIP) sequential quadr tic programming (SOP) algorithms for the solution of optimization problems with nonlinear equality constraints and simple bound constraints on some of the variables. Such problems arise in many engineering applications, in particular in optimal control problems with bounds on the control. The nonhnear constraints often come from the discretization of partial differential equations. In such cases the calculation of derivative information and the solution of hncarizcd equations is expensive. Often, the solution of hncar systems and derivatives arc computed incxactly yielding nonzero residuals. This paper
On InteriorPoint Newton Algorithms For Discretized Optimal Control Problems With State Constraints
 OPTIM. METHODS SOFTW
, 1998
"... In this paper we consider a class of nonlinear programming problems that arise from the discretization of optimal control problems with bounds on both the state and the control variables. For this class of problems, we analyze constraint qualifications and optimality conditions in detail. We derive ..."
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Cited by 7 (2 self)
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In this paper we consider a class of nonlinear programming problems that arise from the discretization of optimal control problems with bounds on both the state and the control variables. For this class of problems, we analyze constraint qualifications and optimality conditions in detail. We derive an affinescaling and two primaldual interiorpoint Newton algorithms by applying, in an interiorpoint way, Newton's method to equivalent forms of the firstorder optimality conditions. Under appropriate assumptions, the interiorpoint Newton algorithms are shown to be locally welldefined with a qquadratic rate of local convergence. By using the structure of the problem, the linear algebra of these algorithms can be reduced to the null space of the Jacobian of the equality constraints. The similarities between the three algorithms are pointed out, and their corresponding versions for the general nonlinear programming problem are discussed.
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"... . In this paper we approximate large sets of univariate data by piecewise linear functions which interpolate subsets of the data, using adaptive thinning strategies. Rather than minimize the global error at each removal (AT0), we propose a much cheaper thinning strategy (AT1) which only minimize ..."
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. In this paper we approximate large sets of univariate data by piecewise linear functions which interpolate subsets of the data, using adaptive thinning strategies. Rather than minimize the global error at each removal (AT0), we propose a much cheaper thinning strategy (AT1) which only minimizes errors locally. Interestingly, the two strategies are equivalent in all our numerical tests and we prove this to be true for convex data. We also compare with nonadaptive thinning strategies. x1. Introduction In applications such as visualization, it is often desirable to generate a hierarchy of coarser and coarser representations of a given discrete data set. Though we are primarily interested in hierarchies of scattered data sets, and in particular piecewise linear approximations over triangulations in the plane [1], we focus in this paper on univariate data sets and propose several adaptive thinning strategies. Thinning algorithms generate hierarchies of subsets by removing points ...
A Sensitivity and Adjoint . . .
, 2000
"... We present a sensitivity and adjoint calculus for the control of entropy solutions of scalar conservation laws with controlled initial data and source term. The sensitivity analysis is based on shiftvariations which are the sum of a standard variation and suitable corrections by weighted indicator ..."
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We present a sensitivity and adjoint calculus for the control of entropy solutions of scalar conservation laws with controlled initial data and source term. The sensitivity analysis is based on shiftvariations which are the sum of a standard variation and suitable corrections by weighted indicator functions approximating the movement of the shock locations. Based on a first order approximation by shiftvariations in L¹ we introduce the concept of shiftdifferentiability which is applicable to operators having functions with moving discontinuities as images and implies differentiability for a large class of trackingtype functionals. In the main part of the paper we show that entropy solutions are generically shiftdifferentiable at almost all times t ? 0 with respect to the control. Hereby we admit shiftvariations for the initial data which allows to use the shiftdifferentiability result repeatedly over time slabs. This is useful for the design of optimization methods with time...
2 Optimal control of flow with discontinuities
, 2003
"... 7 Optimal control of the 1D Riemann problem of Euler equations is studied, with the initial values for pressure and 8 density as control parameters. The leastsquares type cost functional employs either distributed observations in time or 9 observations calculated at the end of the assimilation win ..."
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7 Optimal control of the 1D Riemann problem of Euler equations is studied, with the initial values for pressure and 8 density as control parameters. The leastsquares type cost functional employs either distributed observations in time or 9 observations calculated at the end of the assimilation window. Existence of solutions for the optimal control problem is 10 proven. Smooth and nonsmooth optimization methods employ the numerical gradient (respectively, a subgradient) of 11 the cost functional, obtained from the adjoint of the discrete forward model. The numerical flow obtained with the 12 optimal initial conditions obtained from the nonsmooth minimization matches very well with the observations. The 13 algorithm for smooth minimization converges for the shorter time horizon but fails to perform satisfactorily for the 14 longer time horizon, except when the observations corresponding to shocks are detected and removed.