1 GAs: What Are They?.- 2 GAs: How Do They Work?.- 3 GAs: Why Do They Work?.- 4 GAs: Selected Topics.- 5 Binary or Float?.- 6 Fine Local Tuning.- 7 Handling Constraints.- 8 Evolution Strategies and Other Methods.- 9 The Transportation Problem.- 10 The Traveling Salesman Problem.- 11 Evolution Programs for Various Discrete Problems.- 12 Machine Learning.- 13 Evolutionary Programming and Genetic Programming.- 14 A Hierarchy of Evolution Programs.- 15 Evolution Programs and Heuristics.- 16 Conclusions.- Appendix A.- Appendix B.- Appendix C.- Appendix D.- References.

Genetic Algorithms + Data Structures = Evolution Programs

Planning algorithms are impacting technical disciplines and industries around the world, including robotics, computer-aided design, manufacturing, computer graphics, aerospace applications, drug design, and protein folding. This coherent and comprehensive book unifies material from several sources, including robotics, control theory, artificial intelligence, and algorithms. The treatment is centered on robot motion planning but integrates material on planning in discrete spaces. A major part of the book is devoted to planning under uncertainty, including decision theory, Markov decision processes, and information spaces, which are the “configuration spaces” of all sensor-based planning problems. The last part of the book delves into planning under differential constraints that arise when automating the motions of virtually any mechanical system. Developed from courses taught by the author, the book is intended for students, engineers, and researchers in robotics, artificial intelligence, and control theory as well as computer graphics, algorithms, and computational biology.

Planning Algorithms: Introductory Material

Preface. 1 Introduction to Optimization. 1.1 Introduction. 1.2 Historical Development. 1.3 Engineering Applications of Optimization. 1.4 Statement of an Optimization Problem. 1.5 Classification of Optimization Problems. 1.6 Optimization Techniques. 1.7 Engineering Optimization Literature. 1.8 Solution of Optimization Problems Using MATLAB. References and Bibliography. Review Questions. Problems. 2 Classical Optimization Techniques. 2.1 Introduction. 2.2 Single-Variable Optimization. 2.3 Multivariable Optimization with No Constraints. 2.4 Multivariable Optimization with Equality Constraints. 2.5 Multivariable Optimization with Inequality Constraints. 2.6 Convex Programming Problem. References and Bibliography. Review Questions. Problems. 3 Linear Programming I: Simplex Method. 3.1 Introduction. 3.2 Applications of Linear Programming. 3.3 Standard Form of a Linear Programming Problem. 3.4 Geometry of Linear Programming Problems. 3.5 Definitions and Theorems. 3.6 Solution of a System of Linear Simultaneous Equations. 3.7 Pivotal Reduction of a General System of Equations. 3.8 Motivation of the Simplex Method. 3.9 Simplex Algorithm. 3.10 Two Phases of the Simplex Method. 3.11 MATLAB Solution of LP Problems. References and Bibliography. Review Questions. Problems. 4 Linear Programming II: Additional Topics and Extensions. 4.1 Introduction. 4.2 Revised Simplex Method. 4.3 Duality in Linear Programming. 4.4 Decomposition Principle. 4.5 Sensitivity or Postoptimality Analysis. 4.6 Transportation Problem. 4.7 Karmarkar's Interior Method. 4.8 Quadratic Programming. 4.9 MATLAB Solutions. References and Bibliography. Review Questions. Problems. 5 Nonlinear Programming I: One-Dimensional Minimization Methods. 5.1 Introduction. 5.2 Unimodal Function. ELIMINATION METHODS. 5.3 Unrestricted Search. 5.4 Exhaustive Search. 5.5 Dichotomous Search. 5.6 Interval Halving Method. 5.7 Fibonacci Method. 5.8 Golden Section Method. 5.9 Comparison of Elimination Methods. INTERPOLATION METHODS. 5.10 Quadratic Interpolation Method. 5.11 Cubic Interpolation Method. 5.12 Direct Root Methods. 5.13 Practical Considerations. 5.14 MATLAB Solution of One-Dimensional Minimization Problems. References and Bibliography. Review Questions. Problems. 6 Nonlinear Programming II: Unconstrained Optimization Techniques. 6.1 Introduction. DIRECT SEARCH METHODS. 6.2 Random Search Methods. 6.3 Grid Search Method. 6.4 Univariate Method. 6.5 Pattern Directions. 6.6 Powell's Method. 6.7 Simplex Method. INDIRECT SEARCH (DESCENT) METHODS. 6.8 Gradient of a Function. 6.9 Steepest Descent (Cauchy) Method. 6.10 Conjugate Gradient (Fletcher-Reeves) Method. 6.11 Newton's Method. 6.12 Marquardt Method. 6.13 Quasi-Newton Methods. 6.14 Davidon-Fletcher-Powell Method. 6.15 Broyden-Fletcher-Goldfarb-Shanno Method. 6.16 Test Functions. 6.17 MATLAB Solution of Unconstrained Optimization Problems. References and Bibliography. Review Questions. Problems. 7 Nonlinear Programming III: Constrained Optimization Techniques. 7.1 Introduction. 7.2 Characteristics of a Constrained Problem. DIRECT METHODS. 7.3 Random Search Methods. 7.4 Complex Method. 7.5 Sequential Linear Programming. 7.6 Basic Approach in the Methods of Feasible Directions. 7.7 Zoutendijk's Method of Feasible Directions. 7.8 Rosen's Gradient Projection Method. 7.9 Generalized Reduced Gradient Method. 7.10 Sequential Quadratic Programming. INDIRECT METHODS. 7.11 Transformation Techniques. 7.12 Basic Approach of the Penalty Function Method. 7.13 Interior Penalty Function Method. 7.14 Convex Programming Problem. 7.15 Exterior Penalty Function Method. 7.16 Extrapolation Techniques in the Interior Penalty Function Method. 7.17 Extended Interior Penalty Function Methods. 7.18 Penalty Function Method for Problems with Mixed Equality and Inequality Constraints. 7.19 Penalty Function Method for Parametric Constraints. 7.20 Augmented Lagrange Multiplier Method. 7.21 Checking the Convergence of Constrained Optimization Problems. 7.22 Test Problems. 7.23 MATLAB Solution of Constrained Optimization Problems. References and Bibliography. Review Questions. Problems. 8 Geometric Programming. 8.1 Introduction. 8.2 Posynomial. 8.3 Unconstrained Minimization Problem. 8.4 Solution of an Unconstrained Geometric Programming Program Using Differential Calculus. 8.5 Solution of an Unconstrained Geometric Programming Problem Using Arithmetic-Geometric Inequality. 8.6 Primal-Dual Relationship and Sufficiency Conditions in the Unconstrained Case. 8.7 Constrained Minimization. 8.8 Solution of a Constrained Geometric Programming Problem. 8.9 Primal and Dual Programs in the Case of Less-Than Inequalities. 8.10 Geometric Programming with Mixed Inequality Constraints. 8.11 Complementary Geometric Programming. 8.12 Applications of Geometric Programming. References and Bibliography. Review Questions. Problems. 9 Dynamic Programming. 9.1 Introduction. 9.2 Multistage Decision Processes. 9.3 Concept of Suboptimization and Principle of Optimality. 9.4 Computational Procedure in Dynamic Programming. 9.5 Example Illustrating the Calculus Method of Solution. 9.6 Example Illustrating the Tabular Method of Solution. 9.7 Conversion of a Final Value Problem into an Initial Value Problem. 9.8 Linear Programming as a Case of Dynamic Programming. 9.9 Continuous Dynamic Programming. 9.10 Additional Applications. References and Bibliography. Review Questions. Problems. 10 Integer Programming. 10.1 Introduction 588. INTEGER LINEAR PROGRAMMING. 10.2 Graphical Representation. 10.3 Gomory's Cutting Plane Method. 10.4 Balas' Algorithm for Zero-One Programming Problems. INTEGER NONLINEAR PROGRAMMING. 10.5 Integer Polynomial Programming. 10.6 Branch-and-Bound Method. 10.7 Sequential Linear Discrete Programming. 10.8 Generalized Penalty Function Method. 10.9 Solution of Binary Programming Problems Using MATLAB. References and Bibliography. Review Questions. Problems. 11 Stochastic Programming. 11.1 Introduction. 11.2 Basic Concepts of Probability Theory. 11.3 Stochastic Linear Programming. 11.4 Stochastic Nonlinear Programming. 11.5 Stochastic Geometric Programming. References and Bibliography. Review Questions. Problems. 12 Optimal Control and Optimality Criteria Methods. 12.1 Introduction. 12.2 Calculus of Variations. 12.3 Optimal Control Theory. 12.4 Optimality Criteria Methods. References and Bibliography. Review Questions. Problems. 13 Modern Methods of Optimization. 13.1 Introduction. 13.2 Genetic Algorithms. 13.3 Simulated Annealing. 13.4 Particle Swarm Optimization. 13.5 Ant Colony Optimization. 13.6 Optimization of Fuzzy Systems. 13.7 Neural-Network-Based Optimization. References and Bibliography. Review Questions. Problems. 14 Practical Aspects of Optimization. 14.1 Introduction. 14.2 Reduction of Size of an Optimization Problem. 14.3 Fast Reanalysis Techniques. 14.4 Derivatives of Static Displacements and Stresses. 14.5 Derivatives of Eigenvalues and Eigenvectors. 14.6 Derivatives of Transient Response. 14.7 Sensitivity of Optimum Solution to Problem Parameters. 14.8 Multilevel Optimization. 14.9 Parallel Processing. 14.10 Multiobjective Optimization. 14.11 Solution of Multiobjective Problems Using MATLAB. References and Bibliography. Review Questions. Problems. A Convex and Concave Functions. B Some Computational Aspects of Optimization. B.1 Choice of Method. B.2 Comparison of Unconstrained Methods. B.3 Comparison of Constrained Methods. B.4 Availability of Computer Programs. B.5 Scaling of Design Variables and Constraints. B.6 Computer Programs for Modern Methods of Optimization. References and Bibliography. C Introduction to MATLAB(R) . C.1 Features and Special Characters. C.2 Defining Matrices in MATLAB. C.3 CREATING m-FILES. C.4 Optimization Toolbox. Answers to Selected Problems. Index .

Engineering Optimization : Theory and Practice

Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first derivatives are available and that the constraint gradients are sparse.
We discuss an SQP algorithm that uses a smooth augmented Lagrangian merit function and makes explicit provision for infeasibility in the original problem and the QP subproblems. SNOPT is a particular implementation that makes use of a semidefinite QP solver. It is based on a limited-memory quasi-Newton approximation to the Hessian of the Lagrangian and uses a reduced-Hessian algorithm (SQOPT) for solving the QP subproblems. It is designed for problems with many thousands of constraints and variables but a moderate number of degrees of freedom (say, up to 2000). An important application is to trajectory optimization in the aerospace industry. Numerical results are given for most problems in the CUTE and COPS test collections (about 900 examples).

/pdf/snopt-an-sqp-algorithm-for-large-scale-constrained-tznz7lt9u8.pdf

SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

Survey of Numerical Methods for Trajectory Optimization

Preface 1. Introduction to nonlinear programming 2. Large, sparse nonlinear programming 3. Optimal control preliminaries 4. The optimal control problem 5. Optimal control examples Appendix A. Software Bibliography, Index.

Practical Methods for Optimal Control Using Nonlinear Programming

SUMMARY The direct transcription method for solving optimal control problems involves the use of a discrete approximation to the original problem. This paper describes a technique for changing the discretization in order to improve the accuracy of the approximation. An integer programming technique is used to minimize the maximum error during the refinement iterations. The eƒciency of the method is illustrated for an application with path inequality constraints. ( 1998 John Wiley & Sons, Ltd.

Mesh refinement in direct transcription methods for optimal control

Very low-thrust trajectory optimization using a direct SQP method

The direct transcription or collocation method has demonstrated notable success in the solution of trajectory optimization and optimal control problems. This approach combines a sparse nonlinear programming algorithm with a discretization of the trajectory dynamics. A challenging class of optimization problems occurs when the spacecraft trajectories are characterized by thrust levels that are very low relative to the vehicle weight. Low thrust trajectories are demanding because realistic forces, due to oblateness, and third-body perturbations often dominate the thrust. Furthermore, because the thrust is so low, significant changes to the orbits require very long duration trajectories. When a collocation method is applied to a problem of this type, the resulting nonlinear program is very large, because the trajectories are long, and very nonlinear because of the perturbing forces.This paper describes the application of the transcription method to compute an optimal low thrust transfer from an Earth orbit t...

https://epubs.siam.org/doi/pdf/10.1137/S1111111102409080

John T. Betts

Papers

Survey of Numerical Methods for Trajectory Optimization

Practical Methods for Optimal Control Using Nonlinear Programming

Mesh refinement in direct transcription methods for optimal control

Very low-thrust trajectory optimization using a direct SQP method

Optimal Low Thrust Trajectories to the Moon