Time-optimal and energy-efficient trajectory generation for robot manipulator with kinematic constraints

We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimization problems that are more flexible in their definition than standard SQP methods. The type of flexibility introduced is motivated by the necessity to deviate from the standard approach when solving large problems. Specifically we no longer require a minimizes of the QP subproblem to be determined or particular Lagrange multiplier estimates to be used. Our main focus is on an SQP algorithm that uses a particular augmented Lagrangian merit function. New results are derived for this algorithm under weaker conditions than previously assumed; in particular, it is not assumed that the iterates lie on a compact set.

The research is to solve nonlinear constrained optimization problems by the method of sequence quadratic programming (SQP) in MATLAB optimization toolbox and mathematical programming theory. This paper taking the high strength of WN gears drive as design target and the WN gears drive optimization design model of actual project is put forward by the concrete examples which are widely used in modern machine of the high speed and heavy load WN gears drive. Using the optimization design model to analyze the relationship about gear drive parameters on contact and bending fatigue strength. This research adopts the formula fitting design method not only improved design efficiency but also provided application foundation for CAD design of WN gears driving.

For current sequential quadratic programming (SQP) type algorithms, there exist two problems: (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and the computation amount of this algorithm is very large. So they are not suitable for the large-scale problems; (ii) the SQP algorithms require that the related quadratic programming subproblems be solvable per iteration, but it is difficult to be satisfied. By using e-active set procedure with a special penalty function as the merit function, a new algorithm of sequential systems of linear equations for general nonlinear optimization problems with arbitrary initial point is presented. This new algorithm only needs to solve three systems of linear equations having the same coefficient matrix per iteration, and has global convergence and local superlinear convergence. To some extent, the new algorithm can overcome the shortcomings of the SQP algorithms mentioned above.

Network loss minimization with voltage security using differential evolution

<div>In this dissertation, methods for real-time trajectory generation and autonomous obstacle avoidance for fixed-wing and quad-rotor unmanned aerial vehicles (UAV) are studied. A key challenge for such trajectory generation is the high computation time required to plan a new path to safely maneuver around obstacles instantaneously. Therefore, methods for rapid generation of obstacle avoidance trajectory are explored. The high computation time is a result of the computationally intensive algorithms used to generate trajectories for real-time object avoidance. Recent studies have shown that custom solvers have been developed that are able to solve the problem with a lower computation time however these designs are limited to small sized problems or are proprietary. Additionally, for a swarm problem, which is an area of high interest, as the number of agents increases the problem size increases and in turn creates further computational challenges. A solution to these challenges will allow for UAVs to be used in autonomous missions robust to environmental uncertainties.</div><div><br></div><div>In this study, a trajectory generation problem posed as an optimal control problem is solved using a sequential convex programming approach; a nonlinear programming algorithm, for which custom solver is used. First, a method for feasible trajectory generation for fast-paced obstacle-rich environments is presented for the case of fixed-wing UAVs. Next, a problem of trajectory generation for fixed-wing and quad-rotor UAVs is defined such that starting from an initial state a UAV moves forward along the direction of flight while avoiding obstacles and remaining close to a reference path. The problem is solved within the framework of finite-horizon model predictive control. Finally, the problem of trajectory generation is extended to a swarm of quad-rotors where each UAV in a swarm has a reference path to fly along. Utilizing a centralized approach, a swarm scenario with moving targets is studied in two different cases in an attempt to lower the solution time; the first, solve the entire swarm problem at once, and the second, solve iteratively for a UAV in the swarm while considering trajectories of other UAVs as fixed.</div><div><br></div><div>Results show that a feasible trajectory for a fixed-wing UAV can be obtained within tens of milliseconds. Moreover, the obtained feasible trajectories can be used as initial guesses to the optimal solvers to speed up the solution of optimal trajectories. The methods explored demonstrated the ability for rapid feasible trajectory generation allowing for safe obstacle avoidance, which may be used in the case an optimal trajectory solution is not available. A comparative study between a dynamic and a kinematic model shows that the dynamic model provides better trajectories including aggressive trajectories around obstacles compared to the kinematic counterpart for fixed-wing UAVs, despite having approximately the same computational demands. Whereas, for the case of quad-rotor UAVs, the kinematic model takes almost half the solution time than with a reduced dynamic model, despite having approximately the similar range of values for the cost function. When extended to a swarm, solving the problem for each UAV is four to seven times computationally cheaper than solving the swarm as a whole. With the improved computation time for trajectory generation for a swarm of quad-rotors using centralized approach, the problem is now reasonably scalable, which opens up the possibility to increase the number of agents in a swarm using high-end computing machines for real-time applications. Overall, a custom solver jointly with a sequential convex programming approach solves an optimization problem in a low computation time.</div>

Comparison of SQP and AL algorithms for deterministic constrained production optimization of hydrocarbon reservoirs

Optimization of short-time gasoline blending scheduling problem with a DNA based hybrid genetic algorithm

In this paper, we propose a robust sequential quadratic programming (SQP) method for nonlinear programming without using any explicit penalty function and filter. The method embeds the modified QP subproblem proposed by Burke and Han (Math Program 43:277---303, 1989) for the search direction, which overcomes the common difficulty in the traditional SQP methods, namely the inconsistency of the quadratic programming subproblems. A non-monotonic technique is employed further in a framework in which the trial point is accepted whenever there is a sufficient relaxed reduction of the objective function or the constraint violation function. A forcing sequence possibly tending to zero is introduced to control the constraint violation dynamically, which is able to prevent the constraint violation from over-relaxing and plays a crucial role in global convergence and the local fast convergence as well. We prove that the method converges globally without the Mangasarian---Fromovitz constraint qualification (MFCQ). In particular, we show that any feasible limit point that satisfies the relaxed constant positive linear dependence constraint qualification is also a Karush---Kuhn---Tucker point. Under the strict MFCQ and the second order sufficient condition, furthermore, we establish the superlinear convergence. Preliminary numerical results show the efficiency of our method.

We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi (J. Optim. Theory Appl. 67(2): 227–245, 1990) developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg (SIAM J. Optim. 30(1): 349–376 2020) into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global “almost sure” convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

Direct optimal control methods first discretize a continuous-time Optimal Control Problem (OCP) and then solve the resulting Nonlinear Program (NLP). Sequential Quadratic Programming (SQP) is a popular family of algorithms to solve this finite dimensional optimization problem. In the specific case of a least squares cost, the Generalized Gauss-Newton (GGN) method is a popular approach which works very well under some assumptions. This paper proposes a Sequential Convex Quadratic Programming (SCQP) scheme which exploits additional convexities in the NLP in order to generalize the GGN algorithm, possibly extend its applicability and improve its local convergence. These properties are studied in detail for the proposed SCQP algorithm, which will be compared to the classical GGN method using a numerical case study of the optimal control of an inverted pendulum.

Sequential Quadratic Programming (SQP) denotes an established class of methods for solving nonlinear optimization problems via an iterative sequence of Quadratic Programs (QPs). Several approaches in the literature have established local and global convergence of the method. This paper considers a variant to SQP that, instead of solving each QP, at each iteration follows one gradient step along a direction that is proven to be a descent direction for an augmented Lagrangian of the nonlinear problem, and in turn is used to generate the next QP. We prove global convergence to a critical point of the original nonlinear problem via a line search that requires the same assumptions as the SQP method. The method is then applied to nonlinear Model Predictive Control (MPC). To simplify the problem formulation and achieve faster convergence, we propose a locally convergent reformulation. An important speed-up is observed in practice via a specific initialization. The computational efficiency of the proposed method is finally shown in a numerical example.

In this paper, a new algorithm, namely, a reduced Hessian sequential quadratic programming (SQP) method, for solving electromagnetic inverse problems is proposed. The electromagnetic inverse problem is considered to be a constrained nonlinear programming. The reduced Hessian SQP method finds the solution of this constrained nonlinear programming by solving a sequential of quadratic programming subproblems. The reduced Hessian scheme is applied to reduce the requirement of computational memory of the basic SQP method for large inverse problems. Numerical results are presented to demonstrate the efficiency and accuracy of the proposed method, and some comparisons show that the proposed method has a better convergence and a faster speed than the previous methods.

For solving the smooth constrained nonlinear programming problem, sequential quadratic programming (SQP) methods are considered to be the standard tool, as long as they are applicable. However one possible situation preventing the successful solution by a standard SQP-technique, arises if problems with a very large number of constraints are to be solved. Typical applications are semi-infinite or min-max optimization, optimal control or mechanical structural optimization. The proposed technique proceeds from a user defined number of linearized constraints, that is to be used internally to determine the size of the quadratic programming subproblem. Significant constraints are then selected automatically by the algorithm. Details of the numerical implementation and some experimental results are presented

Dynamics analysis and time-optimal motion planning for unmanned quadrotor transportation systems

This paper is a summary of an effort to develop a powerful motion planning algorithm for the mobile manipulator. The mobile manipulator is expected to work in partially defined or unstructured environments. In our global/local approach to path planning, joint trajectories are generated for a desired Cartesian space path, designed by the global path planner. For local path planner, inverse kinematics for a redundant system is used. Obstacle avoidance and joint displacement limits for the manipulator links are considered in the motion planner. In an event of failure to obtain feasible trajectories, the task can not be accomplished. In the case of the joint constraint violation, use of Jacobian matrix element as gradient is proposed. At the point of failure, a derivation in the Cartesian space path is obtained and the re-planner gives a new path that would achieve the goal position. To calculate the deviation, a non-linear optimization problem is formulated and solved by standard sequential quadratic programming (SQP) method.