Adaptive accuracy trust region: using cross-validation in the optimization process

This article presents an adaptive accuracy trust region (AATR) optimization strategy where cross-validation is used by the trust region to reduce the number of sample points needed to construct metamodels for each step of the optimization process. Lower accuracy metamodels are initially used for the larger trust regions, and higher accuracy metamodels are used for the smaller trust regions towards the end of optimization. Various metamodelling strategies are used in the AATR algorithm: optimal and inherited Latin hypercube sampling to generate experimental designs; quasi-Newton, kriging and polynomial regression metamodels to approximate the objective function; and the leave-k-out method for validation. The algorithm is tested with two-dimensional single-discipline problems. Results show that the AATR algorithm is a promising method when compared to a traditional trust region method. Polynomial regression in conjunction with a new hybrid inherited-optimal Latin hypercube sampling performed the best.     

Semi-active control of wind excited building structures using MR/ER dampers

A semi-active control strategy for building structures subject to wind loading and controlled by MR/ER dampers is proposed. The power spectral density (PSD) matrix of the fluctuating part of wind velocity vector is diagonalized in the eigenvector space. Each element of the diagonalized PSD matrix is modeled as a set of second-order linear filter driven by white noise. A Bingham model for MR/ER dampers is used. The forces produced by MR/ER dampers are split into passive and active parts and the passive part is combined with structural damping forces. A set of partially averaged Itô equations for controlled modal energies are derived by applying the stochastic averaging method for quasi-integrable-Hamiltonian systems. The optimal control law is then determined by using the stochastic dynamical programming principle and the cost function is so selected that the optimal control law can be implemented by the MR/ER dampers. The response of semi-active controlled structures is predicted by using the reduced Fokker–Planck–Kolmogorov equation associated with fully averaged Itô equations of the controlled structures. A comparison with clipped linear quadratic Gaussian (LQG) control strategy, for an example, shows that the proposed semi-active control strategy for MR/ER dampers is superior to clipped LQG control strategy.     

有约束复杂随动系统模型建立与控制研究

提出了一种有约束复杂随动系统--小碗摆球系统,并以小碗摆球系统为研究对象,针对有约束复杂随动系统的控制策略进行研究;利用拉格朗日动力学方法建立了小碗摆球系统的动力学模型。在讨论了系统能控和能观性的基础上分别采用鲁棒性双闭环PID控制和基于遗传算法的线性二次型最优控制进行了实际系统控制效果的实验对比,对比结果表明鲁棒性双闭环PID控制器具有更好的鲁棒性和瞬态特性,而遗传算法优化的线性二次型控制具有更好的动态特性。     

考虑员工学习效应的MOS指派优化研究

人工作业系统（MOS）是我国中小型企业广泛采取的生产作业模式。在MOS中,员工是决定生产效率的关键因素。分析了生产进度受员工技能差异和变化的影响,以最小化完工期为目标,考虑员工学习效应建立员工指派优化模型。通过一个算例对模型效果进行分析,比较了员工学习效应以及员工异质性对完工期和指派策略的影响。得知员工学习、倦怠效应对完工期及指派策略具有显著影响。对员工异质性的关注有助于缩小理论研究与生产实践之间的差距。与生产实践中的两种现实指派模式--基于初始技能的指派和基于学习率的指派进行对比,表明所建立的优化模型有助于缩短完工期、优化员工配置。进一步分析了指派策略对生产批量的敏感性。结果表明,存在一个指派策略的转折点x*,当批量xx*时,基于学习率的指派最优。     

基于最优极点配置的混合轴承-转子系统振动控制

针对电液伺服控制的主动混合滑动轴承,研究了基于最优极点配置的转子振动控制方法和策略.根据扰动压力法求解非线性Reynolds方程及流量平衡方程得到轴承和伺服控制系统线性化的动态特性系数,用以建立系统线性状态空间模型;给出了极点配置和最优控制相结合的状态空间反馈控制策略,以克服多输入系统常规极点配置方法状态反馈不唯一的缺陷.计算结果表明,由于转子不平衡或同步激励引起的转子振动得到了有效抑制,在外部突发激励作用下,转子也具有优越的动态响应特性,验证了控制方法的有效性.     

随机LQ控制在投资组合模型及套期保值问题中的应用

本文提出一类随机线性二次最优控制问题,给出了一个新的Ricatti方程,若此方程有解,可得到系统的最优反馈控制;作为其应用,文中首先讨论了连续时间的投资组合模型,得到最优证券组合;最后将其运用于金融中未定权益的套期保值问题,并得到最优套期保值策略。     

Enhanced similarity-based metamodel updating strategy for reliability-based design optimization

Metamodels are becoming increasingly popular for handling large-scale optimization problems in product development. Metamodel-based reliability-based design optimization (RBDO) helps to improve the computational efficiency and reliability of optimal design. However, a metamodel in engineering applications is an approximation of a high-fidelity computer-aided engineering model and it frequently suffers from a significant loss of predictive accuracy. This issue must be appropriately addressed before the metamodels are ready to be applied in RBDO. In this article, an enhanced strategy with metamodel selection and bias correction is proposed to improve the predictive capability of metamodels. A similarity-based assessment for metamodel selection (SAMS) is derived from the cross-validation and similarity theories. The selected metamodel is then improved by Bayesian inference-based bias correction. The proposed strategy is illustrated through an analytical example and further demonstrated with a lightweight vehicle design problem. The results show its potential in handling real-world engineering problems.     

A SINGULAR-ARC APPROXIMATION TO A DYNAMIC SAILPLANE FLIGHT PATH OPTIMIZATION PROBLEM

A dynamic sailplane performance problem is investigated using optimal control theory. The problem is to minimize the total flight time between successive thermals subject to zero altitude loss. From the original nonlinear optimal control problem, a singular linear/quadratic problem is derived and solved.

A relationship between the original optimal control problem and a certain parameter optimization problem is explored, and it is shown that the solution to this parameter optimization provides a lower bound for the minimum flight time of the original optimal control problem. The parameter optimization solution is adopted as the reference trajectory for the linear/quadratic problem. Finally, the linear/quadratic problem is shown to provide a good approximation to the original optimal control problem at a small fraction of the computing cost.     

Stochastic optimal control of wind-excited tall buildings using semi-active MR-TLCDs

A new semi-active control device, magneto-rheological tuned liquid column damper (MR-TLCD), has been devised recently by the authors for mitigation of wind-induced vibration response of tall building structures. The developed device combines the benefits of magneto-rheological smart materials and tuned liquid column dampers. In this paper, real-time semi-active vibration control of tall building structures incorporating nonlinear MR-TLCDs under random wind excitation is studied by means of the statistical linearization method and the optimal linear quadratic (LQ) control strategy. The equations of motion of a tall building structure subjected to random wind loading and controlled by using MR-TLCDs at the top floor are first derived and represented in modal coordinate. After linearizing the uncontrollable part of MR-TLCD damping force and incorporating it with structural components, the classical linear quadratic (LQ) control strategy is applied to the linearized structural system to determine optimal control force of the MR-TLCDs. Clipping treatment is performed to ensure the commanded control force implementable by the MR-TLCDs. Wind-excited response of the semi-actively controlled structural system is evaluated by using the frequency-response function and then compared with that of the passively controlled structure to determine the control efficacy. A case study of a 50-story building structure is conducted to illustrate excellent control efficacy of the proposed semi-active MR-TLCD control system.     

Novel quadratic Bézier triangular and tetrahedral elements using existing mesh generators: Applications to linear nearly incompressible elastostatics and implicit and explicit elastodynamics

In this paper, we present novel techniques of using quadratic Bézier triangular and tetrahedral elements for elastostatic and implicit/explicit elastodynamic simulations involving nearly incompressible linear elastic materials. A simple linear mapping is proposed for developing finite element meshes with quadratic Bézier triangular/tetrahedral elements from the corresponding quadratic Lagrange elements that can be easily generated using the existing mesh generators. Numerical issues arising in the case of nearly incompressible materials are addressed using the consistent B -bar formulation, thus reducing the finite element formulation to one consisting only of displacements. The higher-order spatial discretization and the nonnegative nature of Bernstein polynomials are shown to yield significant computational benefits. The optimal spatial convergence of the B -bar formulation for the quadratic triangular and tetrahedral elements is demonstrated by computing error norms in displacement and stresses. The applicability and computational efficiency of the proposed elements for elastodynamic simulations are demonstrated by studying several numerical examples involving real-world geometries with complex features. Numerical results obtained with the standard linear triangular and tetrahedral elements are also presented for comparison.     

Parametric optimal control of uncertain systems under an optimistic value criterion

It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.     

Locating cells with bottleneck machines in cellular manufacturing systems

Because of bottleneck machines, the assignment of machine-cells to locations is interrelated with the machines' relative locations, and it makes the problem complicated to solve optimally. This paper prescribes an assignment of machine-cells to linear locations in order to minimize the inter-cell material handling cost incurred due to bottleneck machines in a cellular manufacturing system. This problem is formulated as a quadratic assignment problem (QAP). The optimal results can be obtained for a limited size of QAP. A 3-pair comparison heuristic is devised to partially overcome the dimensional problem for solving a large example. Later, an improvement heuristic called the 'bubble search' technique is developed to obtain a better solution, followed by the development of a lower bound on the QAP problem. Numerical examples are presented to illustrate the two heuristic procedures. A comparison between the optimal and heuristic solutions is also provided to evaluate the performance of the heuristics. Empirical tests conducted on two sets of data yield impressive test results.     

带非凸二次约束的二次规划问题的全局优化方法

利用二次函数的线形下界函数对带有非凸二次约束的二次规划(QP)提出一种新的求其全局最优解的分支定界算法.为改进算法的收敛性,根据问题的最优性和可行性提出一新的区域剪枝准则以排除(QP)的可行域中不存在全局解的部分.数值算例表明该准则能有效地加速算法的收敛性.     

Sequential sampling designs based on space reduction

In the field of engineering design and optimization, metamodels are widely used to replace expensive simulation models in order to reduce computing costs. To improve the accuracy of metamodels effectively and efficiently, sequential sampling designs have been developed. In this article, a sequential sampling design using the Monte Carlo method and space reduction strategy (MCSR) is implemented and discussed in detail. The space reduction strategy not only maintains good sampling properties but also improves the efficiency of the sampling process. Furthermore, a local boundary search (LBS) algorithm is proposed to efficiently improve the performance of MCSR, which is called LBS-MCSR. Comparative results with several sequential sampling approaches from low to high dimensions indicate that the space reduction strategy generates samples with better sampling properties (and thus better metamodel accuracy) in less computing time.     

Integrated optimization of location assignment and sequencing in multi-shuttle automated storage and retrieval systems under modified 2n-command cycle pattern

This article explores the integrated optimization problem of location assignment and sequencing in multi-shuttle automated storage/retrieval systems under the modified 2n-command cycle pattern. The decision of storage and retrieval (S/R) location assignment and S/R request sequencing are jointly considered. An integer quadratic programming model is formulated to describe this integrated optimization problem. The optimal travel cycles for multi-shuttle S/R machines can be obtained to process S/R requests in the storage and retrieval request order lists by solving the model. The small-sized instances are optimally solved using CPLEX. For large-sized problems, two tabu search algorithms are proposed, in which the first come, first served and nearest neighbour are used to generate initial solutions. Various numerical experiments are conducted to examine the heuristics’ performance and the sensitivity of algorithm parameters. Furthermore, the experimental results are analysed from the viewpoint of practical application, and a parameter list for applying the proposed heuristics is recommended under different real-life scenarios.     

Optimal stress sampling points of plane triangular elements for patch recovery of nodal stresses

The existence of optimal stress sampling points in finite elements was first observed by Barlow. Knowledge of optimal stress sampling points is important in stress‐recovery methods such as the superconvergent patch recovery (SPR). Recently, MacNeal observed that Barlow points and Gaussian quadrature points are the same for the linear and quadratic bar elements, and different for the cubic bar element. Prathap proposed the best‐fit approach to predict the optimal sampling points, and showed that the best‐fit points coincide with Gaussian quadrature points not only for the linear and quadratic bar elements but also for the cubic bar element. In this paper, the best‐fit approach for predicting the optimal sampling points is extended to the linear and quadratic plane triangular elements, and the effectiveness of Barlow points, Gaussian points and best‐fit points as candidates of sampling points for the patch recovery of nodal stresses with these triangular elements is investigated for typical problems. The numerical results suggest that Barlow points do not exist for all strain/stress components, and Gaussian quadrature points which are the same as or close to the best‐fit points are better candidates for patch recovery. Copyright © 2003 John Wiley & Sons, Ltd.     

A HEURISTIC FOR THE DYNAMIC FACILITY LAYOUT PROBLEM

This paper presents a heuristic for the dynamic facility layout problem. All existing methods for solving this problem require the use of a dynamic programming model, the optimal solution of the quadratic assignment problem, or both. The proposed heuristic is based on the steepest-descent pairwise-interchange procedure to develop layouts utilizing material handling cost data from varying lengths of forecast windows as well as the explicit consideration of the corresponding rearrangement costs. Numeric results indicate that it typically performs as well as any existing methodology and only slightly worse than optimal.     

GT cell formation for minimizing the intercell parts flow

A methodology is proposed to design a GT cell by considering the intercell parts flow in GT cellular manufacturing systems. The problem of GT cell formation is described in a graph using the quantities to be produced in the specified time period and the process routes for producing the products. The objective of this paper is to minimize the total number of parts produced in more than one cell. The problem, formulated as a quadratic assignment problem (QAP), is solved using both Lagrangean relaxation technique and the optimality conditions of quadratic program. Furthermore, in order to obtain the giobal optimal solution rather than the local optimal solution, a branch-and-bound algorithm is employed. Finally, numerical examples are used to show the effectiveness of the solution techniques and GT cell formation procedure. Moreover, a computer simulation is presented, showing the effectiveness of cellular manufacturing systems     

COMPOUND DYNAMIC EVENT METAMODELS FOR ELECTRONIC ASSEMBLY LINE SYSTEMS

In the assembly line systems of the electronics industry, production controls based on steady-state conditions have proved ineffectual in coping with dynamic events, such as machine breakdowns, part supply shortages, and high priority job order processing, which can occur individually or simultaneously.

There are few tools that give results quickly as to how many assemblies will be delayed by a dynamic event and how long it will take to recover from the impact. Computer simulation is available, but its lengthy execution time has hindered its application in real time.

Previous research discovered that the patterns of these dynamic events can be represented by metamodels in the solution form of first order systems. In this paper, these results are unified and it is further shown that compound dynamic event metamodels can be developed from the individual metamodels using linear additivity. These metamodels are fit to the output from the simulation; and the resulting equations can be used in real time to measure the number of assemblies that are delayed due to the dynamic events.

To demonstrate the potential application of compound dynamic event metamodels for decision making in real-time production control, a Decision Support System (DSS) is described that contains the dynamic metamodels in its model base. With this program, the impact of the dynamic events on production can be obtained virtually instantaneously. A case study is presented to support this conclusion.     

A DUALITY APPROACH TO OPTIMAL DUE-DATE DETERMINATION

This paper considers the problem of determining the optimal constant flow allowance for the CON due-date assignment method. A linear programming formulation of the problem is proposed and the optimal due-date is obtained by solving the LP dual problem.