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Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns

COMPUTATIONAL MANAGEMENT SCIENCE 2021年第2期18卷 195-212页

作者： Chaiyakan, Songkomkrit Thipwiwatpotjana, Phantipa Natl Inst Dev Adm Grad Sch Appl Stat Bangkok Thailand Chulalongkorn Univ Fac Sci Dept Math & Comp Sci Bangkok Thailand

This work concerns a suitable range of optimal portfolio compositions as well as their optimal returns in the mean absolute deviation portfolio selection model when a threshold return expected from the investment is given. Disagreement in measurements of expected future asset returns is resolved by the alternative representation of their intervals. The nonlinear behavior of the resultant parametric model with its nonconvex feasible region is discussed in detail. Constraints used in achieving exact bounds can be relaxed for faster computation and more accurate results, leading to relaxed bounds which can be improved by basis stability. This is particularly useful for a securities company to create more appealing advertisement on its financial products and also for an investor to screen out unfavorable assets from a variety of instruments to spend less time on and reduce expenses incurred in the process of fundamental and technical analysis. The relaxed bounds are compared with the bounds obtained by bilevel and nonlinear approaches.

关键词： Interval linear programming Investment analysis Mean absolute deviation portfolio selection model nonlinear programming

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A Penalty Method Based on a Gauss-Newton Scheme for AC-OPF

A Penalty Method Based on a Gauss-Newton Scheme for AC-OPF

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14th IEEE Madrid PowerTech Conference (IEEE POWERTECH)

作者： Mezghani, Ilyes Papavasiliou, Anthony Quoc Tran-Dinh Necoara, Ion UCLouvain Louvain La Neuve Belgium Univ N Carolina Chapel Hill NC USA Univ Politehn Bucuresti Bucharest Romania

ISBN: (纸本)9781665435970

We propose a globally convergent and robust Gauss-Newton algorithm for finding a (local) optimal solution of a non-convex and possibly non-smooth optimization problem arising from AC optimal power flow on meshed networks. The algorithm that we present is based on a Gauss-Newton-type iteration for an exact penalty reformulation of the power flow problem. We compare our algorithm with a state-of-the-art solver, IPOPT, on several representative problem instances in MATPOWER. We demonstrate the comparable performance of our method for a variety of the MATPOWER test cases.

关键词： nonlinear programming Optimization with non-convex constraints penalty reformulation Gauss-Newton method AC optimal power flow

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Optimal Cruise, Descent, and Landing of eVTOL Vehicles for Urban Air Mobility using Convex Optimization

Optimal Cruise, Descent, and Landing of eVTOL Vehicles for U...

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AIAA Science and Technology Forum and Exposition (AIAA SciTech Forum)

作者： Wang, Zhenbo Wei, Peng Sun, Liang Univ Tennessee Dept Mech Aerosp & Biomed Engn Knoxville TN 37996 USA George Washington Univ Dept Mech & Aerosp Engn Washington DC 20052 USA New Mexico State Univ Dept Mech & Aerosp Engn Las Cruces NM 88003 USA

ISBN: (数字)9781624106095

ISBN: (纸本)9781624106095

In this paper, we propose a novel approach to trajectory optimization of electric vertical takeoff and landing (eVTOL) vehicles for urban air mobility (UAM) missions such as passenger transportation and cargo delivery. Our particular interest is to develop efficient algorithms that facilitate fast generation of optimal cruise, descent, and landing trajectories for eVTOL vehicles under operational constraints. As a preliminary study, we focus on the formulation of an optimal control problem with fixed time of flight and choose the control effort as the performance measure for a multirotor eVTOL vehicle. The main contribution of this work is the convexification of the formulated optimal control problem to better enable real-time trajectory optimization with required time of arrival, which is of key importance for future eVTOL operations. The convexification process is presented in this paper. The EHang 184 eVTOL vehicle is used in the simulations, and preliminary results of a UAM transportation case are provided to demonstrate the effectiveness of the proposed approach.

关键词： Urban Air Mobility nonlinear programming Trajectory Optimization Vertical Takeoff and Landing Multirotor Airspeed Volocopter Unmanned Aerial Vehicle Aerodynamic Drag Optimization Algorithm

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Simultaneous Control of Relative Position and Absolute Attitude for Electromagnetic Spacecraft Swarm

Simultaneous Control of Relative Position and Absolute Attit...

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AIAA Science and Technology Forum and Exposition (AIAA SciTech Forum)

作者： Takahashi, Yuta Sakamoto, Hiraku Sakai, Shin-ichiro Tokyo Inst Technol Meguro Ku Tokyo 1528550 Japan Japan Aerosp Explorat Agcy JAXA Dept Spacecraft Engn Inst Space & Astronaut Sci ISAS 3-1-1 YoshinodaiChuo Ku Sagamihara Kanagawa 2525210 Japan Tokyo Inst Technol Dept Mech Engn 2-12-1 13-17 OokayamaMeguro Ku Tokyo 1528552 Japan

ISBN: (数字)9781624106095

ISBN: (纸本)9781624106095

Electromagnetic Formation Flight uses electromagnetic force to control the relative positions of multiple satellites without using conventional fuel-consuming propulsion. In order to cope with the electromagnetic torque generated with the desired electromagnetic force, most of the previous studies assume all satellites to have reaction wheels (RWs) in addition to the electromagnetic coils. However, the values of angular momentum loaded in RWs (RWangular momentum) become non-uniform distributed among the satellites because the value of electromagnetic torques usually has different values for each satellite. Without a proper control scheme, the deviation becomes larger with time. Then RWs saturate relatively quickly;as a result, the attitudes of each satellite cannot be controlled. To solve this problem, this paper proposes a new control law for simultaneously controlling electromagnetic force and torque. The kinematics of EMFF derived from the conservation of angular momentum is used for controller design. This control law theoretically realizes a uniform distribution of RWangular momentum among each satellite. Combining with a simple unloading control only by the chief satellite, the proposed control law theoretically eliminates the accumulation of angular momentum of the entire system. Moreover, this control law enables the control of n satellites' relative position, absolute attitude, and RWangular momentum only by using one set of RWs in addition to the electromagnetic coil. This paper demonstrates the effectiveness of the proposed control law through the simulation of formation maintenance by five satellites as an example. Finally, a decentralized control strategy is discussed to achieve a larger-scale electromagnetic formation flight and spacecraft swarm using the EMFF system.

关键词： Rigid Spacecraft Satellite Formation Flying Electromagnetic Formation Flight Electromagnetic Forces Electromagnetic Coils Reaction Wheels nonlinear programming Earth's Magnetic Field Attitude Control System Earth

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Optimal Placement Algorithm for Multiple Heterogeneous Stereo Vision Systems

Optimal Placement Algorithm for Multiple Heterogeneous Stere...

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AIAA Aviation Forum and Exposition

作者： Kang, Changkoo Woolsey, Craig A. Virginia Tech Dept Aerosp & Ocean Engn Blacksburg VA 24061 USA

ISBN: (数字)9781624106101

ISBN: (纸本)9781624106101

An unmanned aircraft system (UAS) can use a heterogeneous stereo vision system to detect and localize other aircraft which may pose a threat. The error in the triangulated location may be large, however, because of the short baseline between the two cameras mounted on the host aircraft. One way to address this issue is to use multiple host aircraft, each with a heterogeneous stereo vision system, in order to increase the stereo vision baseline. In this letter, we suggest a heterogeneous stereo vision optimal placement (HSOP) algorithm that solves a mixed-integer nonlinear programming problem to determine optimal positions for multiple airborne heterogeneous stereo vision systems in order to minimize the localization error for multiple threats. After introducing camera models for the "peripheral-central vision system," we formulate an optimization problem that supports counter-UAS applications. To assess the algorithm's performance, the simulated localization error of the HSOP algorithm is compared with that of another placement algorithm that considers only threat coverage. The results indicate that the HSOP algorithm effectively reduces the threat localization error.

关键词： Unmanned Aircraft System Algorithm Performance nonlinear programming MATLAB Energy Consumption Image Resolution Search Algorithm Image Processing Computer Vision Motion Planning

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Collaborative Optimization of Passenger Control Strategy and Train Operation Plan with Variable Formations for a Rail Transit Network

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JOURNAL OF ADVANCED TRANSPORTATION 2022年第1期2022卷

作者： Yin, Yonghao Chen, Jun Zhao, Wenrui Cent South Univ Inst Artificial Intelligence & Robot IAIR Sch Traff & Transportat Engn Key Lab Traff Safety TrackMinist Educ Changsha 410075 Hunan Peoples R China China Railway Shenyang Grp Co Ltd Dalian Stn Dalian 116000 Liaoning Peoples R China

We proposed a passenger control strategy and train operation plan collaborative optimization (PCS&TOP) model to schedule the train operation that improves the efficiency of passengers' travel and reduces the cost of train operation for a rail transit network. The model is an integer non linear programming model that aims to minimize the entrance and platform waiting time of passengers and the operation cost of trains. The timetable and variable train formation are integrated optimized, and the turnaround of rolling stock is also considered by constructing the train operation constraints for the model. The coordination of timetables on different lines and the coordination of passenger control strategies at different stations are mentioned by considering the transfer passengers when constructing the passenger control constraints. To solve the model, a multi-operator simulated annealing (MOSA) algorithm that includes three types of execution operators corresponding to three main decision variables is proposed. A numerical case that includes 2 bidirectional crossed lines and a real-world case from China are introduced to test the efficiency of the proposed method, which demonstrates better performance than the single and respective optimization solutions.

关键词： nonlinear programming

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IF A PICTURE IS WORTH 1000 WORDS, IS A WORD WORTH 1000 FEATURES FOR DESIGN METRIC ESTIMATION? 33

IF A PICTURE IS WORTH 1000 WORDS, IS A WORD WORTH 1000 FEATU...

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ASME International Design Engineering Technical Conferences / 41st Annual Computers and Information in Engineering Conference (IDETC-CIE) / 33rd International Conference on Design Theory and Methodology (DTM)

作者： Edwards, Kristen M. Peng, Aoran Miller, Scarlett R. Ahmed, Faez MIT Dept Mech Engn Cambridge MA 02139 USA Penn State Univ Dept Ind & Mfg Engn University Pk PA 16802 USA Penn State Univ Engn Design & Ind Engn University Pk PA 16802 USA

ISBN: (纸本)9780791885420

A picture is worth a thousand words, and in design metric estimation, a word may be worth a thousand features. Pictures are awarded this worth because of their ability to encode a plethora of information. When evaluating designs, we aim to capture a range of information as well, information including usefulness, uniqueness, and novelty of a design. The subjective nature of these concepts makes their evaluation difficult. Despite this, many attempts have been made and metrics developed to do so, because design evaluation is integral to innovation and the creation of novel solutions. The most common metrics used are the consensual assessment technique (CAT) and the Shah, Vargas-Hernandez, and Smith (SVS) method. While CAT is accurate and often regarded as the "gold standard," it heavily relies on using expert ratings as a basis for judgement, making CAT expensive and time consuming. Comparatively, SVS is less resource-demanding, but it is often criticized as lacking sensitivity and accuracy. We aim to take advantage of the distinct strengths of both methods through machine learning. More specifically, this study seeks to investigate the possibility of using machine learning to facilitate automated creativity assessment. The SVS method results in a text-rich dataset about a design. In this paper we utilize these textual design representations and the deep semantic relationships that words and sentences encode, to predict more desirable design metrics, including CAT metrics. We demonstrate the ability of machine learning models to predict design metrics from the design itself and SVS Survey information. We demonstrate that incorporating natural language processing (NLP) improves prediction results across all of our design metrics, and that clear distinctions in the predictability of certain metrics exist. Our code and additional information about our work are available at http://***/projects/nlp-design-eval/

关键词： Design Natural language processing Machine learning nonlinear programming Semantics Innovation Creativity

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Design Optimization of Y-Shaped Transmission System for Dual-Arm Concentric-Tube Robots

Design Optimization of Y-Shaped Transmission System for Dual...

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IEEE International Conference on Robotics and Biomimetics (IEEE ROBIO)

作者： Zhang, Chao Cen, Guangdu Yang, Xing Wang, Jiaole Song, Shuang Meng, Max Q. -H. Harbin Inst Technol Shenzhen Sch Mech Engn & Automat Shenzhen Peoples R China Southern Univ Sci & Technol Shenzhen Dept Elect Engn Shenzhen Peoples R China CUHK Shenzhen Shenzhen Res Inst Shenzhen Peoples R China

ISBN: (纸本)9781665405355

Y-shaped transmission system of dual-arm concentric-tube robots (CTR) possesses advantage of convenient arrangement of its actuation units. However, the design optimization of such Y-shaped transmission system has not been systematically studied. This paper presents an optimal design framework of Y-shaped transmission system for dualarm CTR. Each robotic arm consists of several telescoped tubes, and each tube is made by a pre-curved super-elastic NiTi tube bonded to a stainless steel (SS) tube that transmits rotations and translations to the distal NiTi tube. Geometric constraints of the transmission system, including the tube diameters, the Y-shaped configuration, and the collision of actuation units, are first deduced. Secondly, deformation constraints considering the bending and torsional twisting of SS tubes are derived. Lastly, the design problem has been formulated as a constrained nonlinear optimization problem whose objective function is to minimize the relative twist angle or length of SS tubes. According to the proposed framework, a dual-arm CTR prototype with the optimal Yshaped transmission system has been built. Thorough analyses on the optimal designs by different objective functions have been presented. A performance test experiment has also been conducted to validate the modeling and optimization methods.

关键词： nonlinear programming

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Investigation of Control Regularization Functions in Bang-Bang/Singular Optimal Control Problems

Investigation of Control Regularization Functions in Bang-Ba...

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AIAA Science and Technology Forum and Exposition (AIAA SciTech Forum)

作者： Heidrich, Casey R. Sparapany, Michael J. Grant, Michael J. Sandia Natl Labs Albuquerque NM 87123 USA

ISBN: (数字)9781624106095

ISBN: (纸本)9781624106095

Problems in optimal control may exhibit a bang-bang or singular control structure. These qualities pose challenges with indirect solution methods when the control law is discontinuous or indefinite. Recent efforts in control regularization strategies have sought to overcome these difficulties. These methods approximate a smoothed mapping of the constrained multi-stage Hamiltonian boundary value problem, resolving the singular/bang arcs into a single-stage problem. This work investigates the use of control saturation functions for error-control regularization. A key feature of the new approach is to eliminate ambiguity of the control law derived from the necessary conditions for optimality. The method is shown to have improved stability in numerical continuation due to the removal of small error terms from the control law. A well-known classical problem with analytical solutions is studied, as well as a more applied problem involving atmospheric flight of a maneuvering reentry vehicle.

关键词： Legendre Clebsch Condition Reentry Vehicles Boundary Value Problems Lift Coefficient Flight Path Angle Aerodynamic Force Planets nonlinear programming Aerospace Engineering Numerical Integration

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OPTIMIZATION OF HYDRODYNAMIC COEFFICIENTS FOR VIV PREDICTION 40

OPTIMIZATION OF HYDRODYNAMIC COEFFICIENTS FOR VIV PREDICTION

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40th ASME International Conference on Ocean, Offshore and Arctic Engineering (OMAE)

作者： Yin, Decao Wu, Jie Lie, Halvor Jin, Jingzhe Passano, Elizabeth Saevik, Svein Riemer-Sorensen, Signe Rustad, Anne Marthine Tognarelli, Michael A. Grytyr, Guttorm Andersen, Torgrim Karunakaran, Daniel Igland, Ragnar Gaskill, Collin SINTEF Ocean Trondheim Norway Norwegian Univ Sci & Technol Trondheim Norway SINTEF Digital Oslo Norway BP Houston TX USA Equinor Fornebu Fornebu Norway Kongsberg Maritime Kongsberg Norway Subsea7 Stavanger Norway Aker Solut Trondheim Norway Trelleborg Offshore Skelmersdale England

ISBN: (纸本)9780791885185

Vortices generated when flow pass offshore slender structures may cause structural vibrations due to fluid-structure interaction, termed vortex-induced vibrations (VIV). VIV can cause severe accumulated fatigue damage, which need to be considered in the structure design. To capture the non-linearities of different riser systems and time varying flow, time domain models are better alternatives than frequency domain models to predict VIV. The input hydrodynamic parameters of time domain models are semiempirical. However, versatile databases of hydrodynamic parameters are not well established, due to the large variations of the flow conditions, riser systems, and corresponding sub-structures. An optimization procedure could be implemented as an alternative to conventional experimental methods for establishing adaptive hydrodynamic parameter databases capable of accurately handling changes in the underlying structure of the system or flow regime. Literatures on application of optimization algorithms for various offshore engineering problems have been reviewed. VIV represents a constrained non-linear programming problem, where the sequential quadratic programming (SQP) algorithm - NLPQLP has been applied in this study. This paper proposes an optimization procedure of input hydrodynamic parameters for the time domain VIV solver - VIVANA-TD [21], for VIV prediction of various riser systems. A workflow integrating optimization and time domain VIV simulation has been established in the software work bench SIMA. By investigating the VIV prediction of typical laboratory model tests with optimized parameters, the feasibility of optimization using sequential quadratic non-linear programming algorithm - NLPQLP has been demonstrated.

关键词： Optimization Vortex-induced vibration Flow (Dynamics) Pipeline risers Risers (Casting) Ocean engineering Algorithms nonlinear programming Databases Fatigue damage Simulation Optimization algorithms Quadratic programming Design Experimental methods Vibration Vortices Computer software Workflow Fluid structure interaction

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