Search space pruning and global optimisation of multiple gravity assist spacecraft trajectories

We introduce and describe the Multiple Gravity Assist problem, a global optimisation problem that is of great interest in the design of spacecraft and their trajectories. We discuss its formalization and we show, in one particular problem instance, the performance of selected state of the art heuristic global optimisation algorithms. A deterministic search space pruning algorithm is then developed and its polynomial time and space complexity derived. The algorithm is shown to achieve search space reductions of greater than six orders of magnitude, thus reducing significantly the complexity of the subsequent optimisation. This work was partially funded under the Ariadna scheme of the European Space Agency, contract number 18138/04/NL/MV.     

Location-routing: Issues,models and methods

This paper is a survey of location-routing: a relatively new branch of locational analysis that takes into account vehicle routing aspects. We propose a classification scheme and look at a number of problem variants. Both exact and heuristic algorithms are investigated. Finally, some suggestions for future research are presented.     

The one dimensional Compartmentalised Knapsack Problem: A case study

The Compartmentalised Knapsack Problem (CKP) is similar to the ordinary Knapsack Problem except that items to be packed belong to separate classes, and items can only be packed, in knapsack compartments, amongst items in their own class. This paper addresses a case study in the cutting of steel rolls in which the CKP arises. The rolls are cut in two-phases: the first phase produces sub-rolls (compartments) which are, after reducing the thickness, cut in a second phase to produce ribbons (a class consists of ordered items with the same thickness). Finally, two methods of solving CKP are presented, and these are used to generate columns in the classical linear optimisation model of Gilmore and Gomory. Results of computational experiments are presented.     

A two-echelon inventory model with lost sales

This paper considers a single-item, two-echelon, continuous-review inventory model. A number of retailers have their stock replenished from a central warehouse. The warehouse in turn replenishes stock from an external supplier. The demand processes on the retailers are independent Poisson. Demand not met at a retailer is lost. The order quantity from each retailer on the warehouse and from the warehouse on the supplier takes the same fixed value Q, an exogenous variable determined by packaging and handling constraints. Retailer i follows a (Q, R_i) control policy. The warehouse operates an (SQ, (S − 1)Q) policy, with non-negative integer S. If the warehouse is in stock then the lead time for retailer i is the fixed transportation time L_i from the warehouse to that retailer. Otherwise retailer orders are met, after a delay, on a first-come first-served basis. The lead time on a warehouse order is fixed. Two further assumptions are made: that each retailer may only have one order outstanding at any time and that the transportation time from the warehouse to a retailer is not less than the warehouse lead time. The performance measures of interest are the average total stock in the system and the fraction of demand met in the retailers. Procedures for determining these performance measures and optimising the behaviour of the system are developed.     

A new simplicial cover technique in constrained global optimization

A simplicial branch and bound-outer approximation technique for solving nonseparable, nonlinearly constrained concave minimization problems is proposed which uses a new simplicial cover rather than classical simplicial partitions. Some geometric properties and convergence results are demonstrated. A report on numerical aspects and experiments is given which shows that the most promising variant of the cover technique can be expected to be more efficient than comparable previous simplicial procedures.     

A <Emphasis Type="Italic">d</Emphasis>-person Differential Game with State Space Constraints

We consider a network of d companies (insurance companies, for example) operating under a treaty to diversify risk. Internal and external borrowing are allowed to avert ruin of any member of the network. The amount borrowed to prevent ruin is viewed upon as control. Repayment of these loans entails a control cost in addition to the usual costs. Each company tries to minimize its repayment liability. This leads to a d -person differential game with state space constraints. If the companies are also in possible competition a Nash equilibrium is sought. Otherwise a utopian equilibrium is more appropriate. The corresponding systems of HJB equations and boundary conditions are derived. In the case of Nash equilibrium, the Hamiltonian can be discontinuous; there are d interlinked control problems with state constraints; each value function is a constrained viscosity solution to the appropriate discontinuous HJB equation. Uniqueness does not hold in general in this case. In the case of utopian equilibrium, each value function turns out to be the unique constrained viscosity solution to the appropriate HJB equation. Connection with Skorokhod problem is briefly discussed.     

Anisotropic mesh adaptation for numerical solution of boundary value problems

We present an efficient mesh adaptation algorithm that can be successfully applied to numerical solutions of a wide range of 2D problems of physics and engineering described by partial differential equations. We are interested in the numerical solution of a general boundary value problem discretized on triangular grids. We formulate a necessary condition for properties of the triangulation on which the discretization error is below the prescribed tolerance and control this necessary condition by the interpolation error. For a sufficiently smooth function, we recall the strategy how to construct the mesh on which the interpolation error is below the prescribed tolerance. Solving the boundary value problem we apply this strategy to the smoothed approximate solution. The novelty of the method lies in the smoothing procedure that, followed by the anisotropic mesh adaptation (AMA) algorithm, leads to the significant improvement of numerical results. We apply AMA to the numerical solution of an elliptic equation where the exact solution is known and demonstrate practical aspects of the adaptation procedure: how to control the ratio between the longest and the shortest edge of the triangulation and how to control the transition of the coarsest part of the mesh to the finest one if the two length scales of all the triangles are clearly different. An example of the use of AMA for the physically relevant numerical simulation of a geometrically challenging industrial problem (inviscid transonic flow around NACA0012 profile) is presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.     

Stochastic global optimization methods part II: Multi level methods

In Part II of our paper, two stochastic methods for global optimization are described that, with probability 1, find all relevant local minima of the objective function with the smallest possible number of local searches. The computational performance of these methods is examined both analytically and empirically.     

Control synthesis for discrete time systems with control and state bounds in the presence of disturbances

The problem of control in the presence of unknown but limited disturbance for a discrete-time linear system with polyhedral input and state bounds is investigated. Two problems are considered: that of reaching an assigned target set in the state space; and that of keeping the state in a given region using the available controls. In both cases, a solution is given via linear programming. A computational procedure for the control synthesis is proposed which can be implemented to obtain a feedback control.The author thanks Professor G. Leitmann for his helpful suggestions.     

Rheological models with microstructural constraints

Rheological models of complex fluids with a physically restricted microstructure are analyzed to obtain general classes of dynamical evolution equations for these materials. These classes insure that the appropriate mathematical constraints, associated with each type of physical restriction, are consistently incorporated into the corresponding model development. Describing the microstructure of the complex fluid with a second-rank tensor variable, a general class of dynamical evolution equations is derived for three physically meaningful constraints associated with constancy of the invariants of this microstructural tensor. The physical rationale for each of these constraints is discussed, and a corresponding set of constrained dynamical evolution equations is derived in general terms. Abdellatif Ait-Kadi passed away suddenly during the course of this research. The surviving authors express their gratitude to Abdellatif for our many hours of productive work and companionship.