Search results for " Opera"
showing 10 items of 3606 documents
Optimal Trajectories for Spacecraft Rendezvous
2007
The efficient execution of a rendezvous maneuver is an essential component of various types of space missions. This work describes the formulation and numerical investigation of the thrust function required to minimize the time or fuel required for the terminal phase of the rendezvous of two spacecraft. The particular rendezvous studied concerns a target spacecraft in a circular orbit and a chaser spacecraft with an initial separation distance and separation velocity in all three dimensions. First, the time-optimal rendezvous is investigated followed by the fuel-optimal rendezvous for three values of the max-thrust acceleration via the sequential gradient-restoration algorithm. Then, the ti…
A quantitative reverse Faber-Krahn inequality for the first Robin eigenvalue with negative boundary parameter
2021
The aim of this paper is to prove a quantitative form of a reverse Faber-Krahn type inequality for the first Robin Laplacian eigenvalueλβwith negative boundary parameter among convex sets of prescribed perimeter. In that framework, the ball is the only maximizer forλβand the distance from the optimal set is considered in terms of Hausdorff distance. The key point of our stategy is to prove a quantitative reverse Faber-Krahn inequality for the first eigenvalue of a Steklov-type problem related to the original Robin problem.
Optimistic NAUTILUS navigator for multiobjective optimization with costly function evaluations
2022
AbstractWe introduce novel concepts to solve multiobjective optimization problems involving (computationally) expensive function evaluations and propose a new interactive method called O-NAUTILUS. It combines ideas of trade-off free search and navigation (where a decision maker sees changes in objective function values in real time) and extends the NAUTILUS Navigator method to surrogate-assisted optimization. Importantly, it utilizes uncertainty quantification from surrogate models like Kriging or properties like Lipschitz continuity to approximate a so-called optimistic Pareto optimal set. This enables the decision maker to search in unexplored parts of the Pareto optimal set and requires …
An Adaptive Alternating Direction Method of Multipliers
2021
AbstractThe alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn toward the ADMM in nonconvex settings. Recent studies of minimization problems for nonconvex functions include various combinations of assumptions on the objective function including, in particular, a Lipschitz gradient assumption. We consider the case where the objective is the sum of a strongly convex function and a weakly convex function. To this end, we present and study an adaptive version of the ADMM which incorporates generalized notions of convexity and penalty…
Three-mode pneumatic management of marine U-tank systems
2012
Abstract This paper deals with a new pneumatic control strategy for the roll damping enhancement of marine U-tank stabilizers. The proposed technique consists in a three-mode operation, where the control is active only within a limited resonant range around the ship natural frequency, whereas the control valves are kept closed in the remaining frequency range. Moreover the connection valve between the two air chambers is either closed or partially opened for the low or high frequencies, respectively. The pressurized air for the active control is fed by a turbo-blower set aboard and operates accelerating the motion of the water mass in the U-duct. The theoretical analysis is conducted in the…
Natural Convection Cooling of a Hot Vertical Wall Wet by a Falling Liquid Film
2008
Abstract The system studied is a plane channel in which one of the two vertical walls is kept at an arbitrary temperature profile and may be partially or completely wet by a falling liquid film, while the opposite wall is adiabatic. Air from the environment flows along the channel with a mass flow rate which depends on the balance between hydraulic resistances and buoyancy forces. These latter, in their turn, depend on the distribution of temperature and humidity (hence, density) along the channel and eventually on the heat and mass transferred from wall and film to the humid air. A simplified computational model of the above system was developed and applied to the prediction of relevant qu…
Singular Double Phase Problems with Convection
2020
We consider a nonlinear Dirichlet problem driven by the sum of a $p$ -Laplacian and of a $q$ -Laplacian (double phase equation). In the reaction we have the combined effects of a singular term and of a gradient dependent term (convection) which is locally defined. Using a mixture of variational and topological methods, together with suitable truncation and comparison techniques, we prove the existence of a positive smooth solution.
Variable exponent p(x)-Kirchhoff type problem with convection
2022
Abstract We study a nonlinear p ( x ) -Kirchhoff type problem with Dirichlet boundary condition, in the case of a reaction term depending also on the gradient (convection). Using a topological approach based on the Galerkin method, we discuss the existence of two notions of solutions: strong generalized solution and weak solution. Strengthening the bound on the Kirchhoff type term (positivity condition), we establish existence of weak solution, this time using the theory of operators of monotone type.
Constrained control of a nonlinear two point boundary value problem, I
1994
In this paper we consider an optimal control problem for a nonlinear second order ordinary differential equation with integral constraints. A necessary optimality condition in form of the Pontryagin minimum principle is derived. The proof is based on McShane-variations of the optimal control, a thorough study of their behaviour in dependence of some denning parameters, a generalized Green formula for second order ordinary differential equations with measurable coefficients and certain tools of convex analysis.
Convex Duality in Stochastic Optimization and Mathematical Finance
2011
This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance. The unification allows the extension of some useful techniques from these two fields to a much wider class of problems. In particular, combining certain finite-dimensional techniques from convex analysis with measure theoretic techniques from mathematical finance, we are able to close the duality gap in some situations where traditional topological arguments fail.