A bilevel NLP sensitivity‐based decomposition for dynamic optimization with moving finite elements

In this paper, we consider a class of optimal switching control problems with multiple time-delays and a cost on changing control and subject to terminal state constraints. A computational method involving three stages is developed to solve this class of optimal control problems. First, by parameterizing the control function with piecewise-constant functions, the optimal switching control problem is approximated by a sequence of finite-dimensional optimization problems, where the original switching times, the control heights and the control switching times are decision variables. Second, by introducing new variables, the total variation of the control variables is transformed into an equivalently smooth function. Third, we convert the constrained optimization problem into one only with box constraints by an exact penalty function method. The gradients of the cost functional are then derived, which can be combined with any gradient-based optimization method to determine the optimal solution. Finally, a numerical example is given to illustrate the effectiveness of the proposed algorithm.

Mathematical modelling of cellular metabolism plays an important role in understanding biological functions and providing identification of targets for biotechnological modification. This paper proposes a nonlinear bilevel programming (NBP) model to infer the objective function of anaerobic glycerol metabolism in Klebsiella Pneumoniae (K. Pneumoniae) for 1, 3-propanediol (1, 3-PD) production. Based on the Kuhn-Tucker optimality condition of the lower level problem, NBP is transformed into a nonlinear programming with complementary and slackness conditions. The authors give the existence theorem of solutions to NBP. An efficient algorithm is proposed to solve NBP and its convergence is also simply analyzed. Numerical results reveal some interesting conclusions, e.g., biomass production is the main force to drive glycerol metabolism, and the objective functions, which are obtained in term of several different groups of flux distributions, are similar.

In this paper, we consider a class of optimal control problems in which the system is to be determined in an optimal way. This class of problems involves the choice of a fixed number of switching time points which divide the system’s time horizon into a number of time periods. For each of these time periods, a subsystem is selected, from a finite number of given candidate subsystems, to run during that time periods. The choice of the switching points and the selection of the subsystems are carried out in such a way that a given cost functional is minimized. We consider only problems involving ordinary differential equations over a finite time horizon. A computational method is developed for solving these problems. In our method, the candidate subsystems are combined into a single system by considering their ‘linear combination’. By introducing suitable constraints on the coefficients of the linear combination and using a time rescaling technique, the original problem is transformed into an equivalent optimal control problem with system parameters. An algorithm is proposed for solving this transformed problem and the required gradient formulae are derived. To show the effectiveness of the method, a numerical example is solved.

The development of robust and efficient algorithms for nonlinear optimization is an important matter; because they make possible the solution of models with increasingly sizeand complexity. In this context, the Interior Point Optimizer (IPOPT) has been proven to be a competitive algorithm, because of its ability to handle large scale problems. However, there are some specific situations in which convergence can not be guaranteed. For instancethe violation of a regularity condition given by the Linear Independence Constraint Qualification (LICQ). This property is given in terms of the consistency of local linearizationsof the set of constraints, i.e. the gradients. If the set of gradients of equality and active bound inequality are linearly independent, then the LICQ holds. It turns out that if thisproperty is not satisfied, IPOPT would attempt to regularize the system by perturbing it, with the hope to overcome regions of local inconsistency. However, if the LICQ does nothold globally or if the system has severe ill-conditioned, the regularization strategies will fail. Thus, we present the `1-exact penalty-barrier strategy to deal with this lack of regularity. This works by penalizing the infeasibility with a parameter at the objective; and then by reformulating the problem to obtain a higher dimensional problem, the LICQ property holds at all points for which the new variables are nonzero. Thus achieving higher level of robustness as opposed to the regular IPOPT. Moreover, an unified framework for nonlinear model-based state-estimation and control with parametric sensitivity is presented. Typically, control strategy of a processes is tied to the ability to accommodate online computations; in this sense nonlinear optimization strategies like Moving Horizon Estimation (MHE) and Model Predictive Control (NMPC) are overlooked. Nevertheless, it has been proposed to use the parametric nature of these optimization problems to create a scheme in which the bulk of computations is partitioned into a background phase with all the most computationally expensive steps, and an online phase, in which the sensitivity information is used to make inexpensive calculations for the state estimate or controller input. These ideas have been put together into a Python framework, that streamlines the creation of a state-estimation and control strategy with the additional benefit of having parametric sensitivity embedded into it. This framework works by using the Pyomo libraries to create optimization objects and automatically discretize the models given by the user. We demonstrate the effectiveness of the frameworkin two problems of vastly different complexity. A benchmark distillation case study and a Bubbling Fluidized Bed Reactor (BFB) for the capture of CO2. The results show thatsensitivity is effective for online implementations of the controller and it was seamlessly enabled by our framework.

This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilised to discretise continuous-time optimal control problems (OCPs) and formulate a nonlinear program (NLP), which guarantees the local convergence of a Newton-type method. A dedicated structure-exploiting algorithm (Riccati recursion) is proposed to perform a Newton-type method for the NLP efficiently because its sparsity structure is different from a standard OCP. The proposed method computes each Newton step with linear time-complexity for the total number of discretization grids as the standard Riccati recursion algorithm. Additionally, the computation is always successful if the solution is sufficiently close to a local minimum. Conversely, general quadratic programming (QP) solvers cannot accomplish this because the Hessian matrix is inherently indefinite. Moreover, a modification on the reduced Hessian matrix is proposed using the nature of the Riccati recursion algorithm as the dynamic programming for a QP subproblem to enhance the convergence. A numerical comparison is conducted with off-the-shelf NLP solvers, which demonstrates that the proposed method is up to two orders of magnitude faster. Whole-body optimal control of quadrupedal gaits is also demonstrated and shows that the proposed method can achieve the whole-body model predictive control (MPC) of robotic systems with rigid contacts.

While various software packages have become essential for performing unit operations and other kinds of processes in chemical engineering, the fundamental theory and methods of calculation must also be understood to effectively test the validity of these packages and verify the results. Computer Methods in Chemical Engineering, Second Edition presents the most used simulation software along with the theory involved. It covers chemical engineering thermodynamics, fluid mechanics, material and energy balances, mass transfer operations, reactor design, and computer applications in chemical engineering. The highly anticipated Second Edition is thoroughly updated to reflect the latest updates in the featured software and has added a focus on real reactors, introduces AVEVA Process Simulation software, and includes new and updated appendixes. Through this book, students will learn the following: What chemical engineers do The functions and theoretical background of basic chemical engineering unit operations How to simulate chemical processes using software packages How to size chemical process units manually and with software How to fit experimental data How to solve linear and nonlinear algebraic equations as well as ordinary differential equations Along with exercises and references, each chapter contains a theoretical description of process units followed by numerous examples that are solved step by step via hand calculation and computer simulation using Hysys/UniSim, PRO/II, Aspen Plus, and SuperPro Designer. Adhering to the Accreditation Board for Engineering and Technology (ABET) criteria, the book gives chemical engineering students and professionals the tools to solve real problems involving thermodynamics and fluid-phase equilibria, fluid flow, material and energy balances, heat exchangers, reactor design, distillation, absorption, and liquid extraction. This new edition includes many examples simulated by recent software packages. In addition, fluid package information is introduced in correlation to the numerical problems in book. An updated solutions manual and PowerPoint slides are also provided in addition to new video guides and UniSim program files.

In this dissertation we develop numerical algorithms and software tools to facilitate parallel solutions of nonlinear programming (NLP) problems. In particular, we address large-scale, block-structured problems with an intrinsic decomposable configuration. These problems arise in a great number of engineering applications, including parameter estimation, optimal control, network optimization, and stochastic programming. The structure of these problems can be leveraged by optimization solvers to accelerate solutions and overcome memory limitations, and we propose variants to two classes of optimization algorithms: augmented Lagrangian (AL) schemes and Schur-complement interior-point methods. The convergence properties of augmented Lagrangian decomposition schemes like the alternating direction method of multipliers (ADMM) and progressive hedging (PH) are well established for convex optimization but convergence guarantees in non-convex settings are still poorly understood. In practice, however, ADMM and PH often perform satisfactorily in complex non-convex NLPs. In this work, we study connections between the method of multipliers (MM), ADMM, and PH to derive benchmarking metrics that explain why PH and ADMM work in practice. We illustrate the concepts using challenging dynamic optimization problems. Our exposition seeks to establish more formalism in benchmarking ADMM, PH, and AL schemes and to motivate algorithmic improvements. The effectiveness of nonlinear interior-point solvers for solving large-scale problems relies quite heavily on the solution of the underlying linear algebra systems. The schur-complement decomposition is very effective for parallelizing the solution of linear systems with modest coupling. However, for systems with large number of coupling variables the schur-complement method does not scale favorably. We implement an approach that uses a Krylov solver (GMRES) preconditioned with ADMM to solve block-structured linear systems that arise in the interior-point method. We show that this ADMM-GMRES approach overcomes the well-known scalability issues of Schur decomposition. One important drawback of using decomposition approaches like ADMM and PH is their convergence rate. Unlike Schur-complement interior-point algorithms that have super-linear convergence, augmented Lagrangian approaches typically exhibit linear and sublinear rates. We exploit connections between ADMM and the Schur-complement decomposition to derive an accelerated version of ADMM. Specifically, we study the effectiveness of performing a Newton-Raphson algorithm to compute multiplier estimates for augmented Lagrangian methods. We demonstrate using two-stage stochastic programming problems that our multiplier update achieves convergence in fewer iterations for MM on general nonlinear problems. In the case of ADMM, the newton update significantly reduces the number of subproblem solves for convex quadratic programs (QPs). Moreover, we show that using newton multiplier updates makes the method robust to the selection of the penalty parameter. Traditionally, state-of-the-art optimization solvers are implemented in low-level programming languages. In our experience, the development of decomposition algorithms in these frameworks is challenging. They present a steep learning curve and can slow the development and testing of new numerical algorithms. To mitigate these challenges, we developed PyNumero, a new open source framework implemented in Python and C++. The package seeks to facilitate development of optimization algorithms for large-scale optimization within a high-level programming environment while at the same time minimizing the computational burden of using Python. The efficiency of PyNumero is illustrated by implementing algorithms for problems arising in stochastic programming and optimal control. Timing results are presented for both serial and parallel implementations. Our computational studies demonstrate that with the appropriate balance between compiled code and Python, efficient implementations of optimization algorithms are achievable in these high-level languages.

This paper introduces a numerical technique for solving a class of optimal control problems containing nonlinear dynamical system and functional of state variables. This numerical method consists of two major parts. In the first part, using linear combination property of intervals, we convert the nonlinear dynamical system into an equivalent linear system. And in the second part, which we are dealing with a linear dynamical system, using Legendre expansions for approximating both the state and associated control together with discretizing the constraints over the Chebyshev-Gauss-Lobatto points, the optimal control problem is transformed into a corresponding NLP problem which is diretly solved. The proposed idea is illustrated by several numerical examples.

Problem formulations and algorithms are considered for optimization problems with differential-algebraic equation (DAE) models. In particular, we provide an overview of direct methods, based on nonlinear programming (NLP), and indirect, or variational, methods. We further classify each method and tailor it to the appropriate applications. For direct methods, we briefly describe current approaches including the sequential approach (or single shooting), multiple shooting method, and the simultaneous collocation (or direct transcription) approach. In parallel to these strategies we discuss NLP algorithms for these methods and discuss optimality conditions and convergence properties. In particular, we present the simultaneous collocation approach, where both the state and control variable profiles are discretized. This approach allows a transparent handling of inequality constraints and unstable systems. Here, large scale nonlinear programming strategies are essential and a novel barrier method, called IPOPT, is described. This NLP algorithm incorporates a number of features for handling large-scale systems and improving global convergence. The overall approach is Newton-based with analytic second derivatives and this leads to fast convergence rates. Moreover, it allows us to consider the extension of these optimization formulations to deal with nonlinear model predictive control and real-time optimization. To illustrate these topics we consider a case study of a low density polyethylene (LDPE) reactor. This large-scale optimization problem allows us to apply off-line parameter estimation and on-line strategies that include state estimation, nonlinear model predictive control and dynamic real-time optimization.

Optimal scanning control of flexible structures in two-dimensional space

Fluid mechanics is a crucial aspect of chemical engineering, governing the behavior of fluids in various processes such as transport, mixing, and heat exchange. This study aims to analyze the fundamental principles, bibliometric methodologies, key research trends, applications, and recent innovations in fluid mechanics through a structured approach to chemical engineering education. The methodology incorporates a bibliometric analysis using Scopus as the primary database, identifying key research trends and reviewing computational and experimental advancements. Keywords such as “fluid mechanics” AND “chemical engineering” were used to extract relevant documents. The results and discussion cover essential fluid properties, flow regimes, momentum transfer principles, and statistical validation of bibliometric trends, providing insights into their relevance in chemical engineering applications such as transport phenomena, reactor design, and pipeline optimization. This study also provides case examples of solving real-world problems in fluid mechanics, supported by statistical validation and comparison with previous bibliometric studies, to enhance reader comprehension. Additionally, recent innovations, including computational fluid dynamics (CFD), artificial intelligence (AI) in fluid transport modeling, non-Newtonian fluid behavior analysis, and microfluidics, are introduced to highlight their impact on industrial efficiency and sustainability. Integrating advanced modeling techniques, such as hybrid AI-CFD approaches, and data-driven simulations enhances process optimization and reduces operational costs. The study underscores the growing role of computational tools and bibliometric trend analysis in predicting complex fluid behavior, leading to significant advancements in energy-efficient and environmentally sustainable processes. This study provides valuable insights into the evolution of fluid mechanics in chemical engineering, emphasizing the need for continuous development in predictive modeling, statistical validation, and interdisciplinary approaches.

An extension is presented of the maximum principle and of the transversality conditions for a class of optimal control problems for a system consisting of a parabolic equation and an ordinary differential equation in a Hilber space. In particular, the authors consider the time-optimal problem for some of these systems. As an application they study the optimal control of the diffusion of a class of epidemics. >

For Meyer type optimal control problems the principle of optimality states that every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. Through a simple counter example it is shown in this paper that this principle is not satisfied, in general, for solutions obtained from a standard collocation approach. Introduction The principle of optimality [1] is one of the most intuitive and yet most fundamental theorems in the theory of optimal control. Its basic statement is that for Meyer type optimal control problems every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. This theorem has significant implications. For example, it is the starting point for the derivation of the Hamilton-Jacobi-Bellman equations [2] and it is the underlying principle in Bellman's dynamic programming approach [1], [3]. The present paper shows that the principle of optimality is not satisfied, in general, for solutions obtained from a standard collocation approach[4]. For a simple example whose collocation solution can be generated analytically it is shown that further improvements are possible along an optimal collocation solution if the design parameters along a number of leading nodes are frozen and the remainder of the trajectory is re-optimized. I. Continuous Optimal Control Problem In this section of the paper we introduce a simple class of optimal control problems without state and control constraints. In Section 1.2 we present the associated necessary conditions for optimality [2], [5]. For ease of notation we assume that the right-hand side of the 'Supervising Engineer, Member AIAA, t Senior Engineer, Member AIAA, *17 Research Drive, Hampton, VA 23666. ^Graduate Student, Member AIAA, Department, 304 Town Engineering, Ames, IA 50011 equations of motion does not depend explicitly on time t. This does not represent a loss of generality, as it is always possible to transform explicit time dependence away through the introduction of an additional, timelike state variable. 1. Problem Formulation Let us consider the following class of optimal control problems: min «e(Pwc[*o,*/]), (1) subject to the conditions ±(t) = /(*(*),«(*)), tf.(z(*oMo) = 0, (2)

In the paper, the method of straight lines approximately solves one class of optimal control problems for systems, the behavior of which is described by a nonlinear equation of parabolic type and a set of ordinary differential equations. Control is carried out using distributed and lumped parameters. Distributed control is included in the partial differential equation, and lumped controls are contained both in the boundary conditions and in the right-hand side of the ordinary differential equation. The convergence of the solutions of the approximating boundary value problem to the solution of the original one is proved when the step of the grid of straight lines tends to zero, and on the basis of this fact, the convergence of the approximate solution of the approximating optimal problem with respect to the functional is established. A constructive scheme for constructing an optimal control by a minimizing sequence of controls is proposed. The control of the process in the approximate solution of a class of optimization problems is carried out on the basis of the Pontryagin maximum principle using the method of straight lines. For the numerical solution of the problem, a gradient projection scheme with a special choice of step is used, this gives a converging sequence in the control space. The numerical solution of one variational problem of the mentioned type related to a one-dimensional heat conduction equation with boundary conditions of the second kind is presented. An inequality-type constraint is imposed on the control function entering the right-hand side of the ordinary differential equation. The numerical results obtained on the basis of the compiled computer program are presented in the form of tables and figures. The described numerical method gives a sufficiently accurate solution in a short time and does not show a tendency to «dispersion». With an increase in the number of iterations, the value of the functional monotonically tends to zero

We study a class of optimal control problems that are encountered in consensus and synchronization networks. These are characterized by structural constraints that arise from the lack of the absolute measurements for a part of the state vector. In order to deal with these constraints, we introduce a coordinate transformation to eliminate the average mode and assure stabilizability and detectability of the remaining modes. To design networks with low communication requirements, we seek solutions to the ℓ <inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</inf> regularized version of the standard ℋ <inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</inf> optimal control problem. Such solutions trade off network performance and sparsity of the controller. We also identify a class of optimal control problems that can be cast as semidefinite programs. Examples from power systems and consensus networks are provided to illustrate our developments.