Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods

2005 ◽  
Vol 19 (1-2) ◽  
pp. 215-229 ◽  
Author(s):  
Moongu Jeon
Author(s):  
Carlo L. Bottasso ◽  
Francesco Scorcelletti ◽  
Massimo Ruzzene ◽  
Seong S. Ahn

In this study we first develop a flight mechanics model for supercavitating vehicles, which is formulated to account for the dependence of the cavity shape from the past history of the system. This mathematical model is governed by a particular class of delay differential equations, featuring time delays on the states of the system. Next, flight trajectories and maneuvering strategies for supercavitating vehicles are obtained by solving an optimal control problem, whose solution, given a cost function and general constraints and bounds on states and controls, yields the control time histories that maneuver the vehicle according to a desired strategy, together with the associated flight path. The optimal control problem is solved using a novel direct multiple shooting approach, which is formulated to properly handle conditions dictated by the delay differential equation formulation governing the dynamic behavior of the vehicle. Specifically, the new formulation enforces the state continuity line conditions in a least-squares sense using local interpolations, which supports local time stepping and drastically reduces the number of optimization unknowns. Examples of maneuvers and resulting trajectories demonstrate the effectiveness of the proposed methodology and the generality of the formulation. The results are also compared with those obtained from a previously developed model governed by ordinary differential equations to highlight the differences and demonstrate the need for the current formulation.


2020 ◽  
Vol 30 (16) ◽  
pp. 2050243
Author(s):  
Xinxin Liu ◽  
Qingdao Huang

This paper investigates the dynamics and optimal control of the Monod–Haldane predator–prey system with mixed harvesting that combines both continuous and impulsive harvestings. The periodic solution of the prey-free is studied and the local stability condition is obtained. The boundedness of solutions, the permanence of the system, and the existence of nontrivial periodic solution are studied. With the change of parameters, the system appears with a stable nontrivial periodic solution when the prey-free periodic solution loses stability. Numerical simulations show that the system has complex dynamical behaviors via bifurcation diagrams. Further, the maximum yield problem of the harvested system is studied, which is transformed into a nonlinear programming problem and solved by the method of combined multiple shooting and collocation.


2015 ◽  
Vol 2015 ◽  
pp. 1-9 ◽  
Author(s):  
Amira Rachah ◽  
Delfim F. M. Torres

The Ebola virus is currently one of the most virulent pathogens for humans. The latest major outbreak occurred in Guinea, Sierra Leone, and Liberia in 2014. With the aim of understanding the spread of infection in the affected countries, it is crucial to modelize the virus and simulate it. In this paper, we begin by studying a simple mathematical model that describes the 2014 Ebola outbreak in Liberia. Then, we use numerical simulations and available data provided by the World Health Organization to validate the obtained mathematical model. Moreover, we develop a new mathematical model including vaccination of individuals. We discuss different cases of vaccination in order to predict the effect of vaccination on the infected individuals over time. Finally, we apply optimal control to study the impact of vaccination on the spread of the Ebola virus. The optimal control problem is solved numerically by using a direct multiple shooting method.


2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Canghua Jiang ◽  
Cheng Jin ◽  
Ming Yu ◽  
Zongqi Xu

<p style='text-indent:20px;'>Aiming at efficient solution of optimal control problems for continuous nonlinear time-delay systems, a multiple shooting algorithm with a lifted continuous Runge-Kutta integrator is proposed. This integrator is in implicit form to remove the restriction of smaller integration step sizes compared with delays. A tangential predictor is applied in the integrator such that Newton iterations required can be reduced considerably. If one Newton iteration is applied, the algorithm has the same structure as direct collocation algorithms whereas derives a condensed nonlinear programming problem. Then, the solution of variational sensitivity equation is decoupled from forward simulation by utilizing the implicit function theorem. Under certain conditions, this function evaluation and derivative computation procedure is proved to be convergent with a global order. Complexity analysis shows that the computational cost can be largely reduced by this lifted multiple shooting algorithm. Then, parallelizable optimal control solver can be constructed by embedding this algorithm in a general-purpose nonlinear programming solver. Simulations on a numerical example demonstrate that the computational speed of multi-threading implementation of this algorithm is increased by <inline-formula><tex-math id="M1">\begin{document}$ 36\% $\end{document}</tex-math></inline-formula> compared with non-lifted one, and increased by a factor of <inline-formula><tex-math id="M2">\begin{document}$ 6.64 $\end{document}</tex-math></inline-formula> compared with traditional sequential algorithm; meanwhile, the accuracy loss is negligible.</p>


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