The research presented in this dissertation investigates the use of all-at-once methods applied to aerodynamic design. All-at-once schemes are usually based on the assumption of sufficient continuity in the constraints and objectives, and this assumption can be troublesome in the presence of shock discontinuities. Special treatment has to be considered for such problems and we study several approaches. Our all-at-once methods are based on the Sequential Quadratic Programming method, and are designed to exploit the structure inherent in a given problem. The first method is a Reduced Hessian formulation which projects the optimization problem to a lower dimension design space. The second method exploits the sparse structure in a given problem which can yield significant savings in terms of computational effort as well as storage requirements. An underlying theme in all our applications is that careful analysis of the given problem can often lead to an efficient implementation of these all-at-once methods. Chapter 2 describes a nozzle design problem involving one-dimensional transonic flow. An initial formulation as an optimal control problem allows us to solve the problem as as two-point boundary problem which provides useful insight into the nature of the problem. Using the Reduced Hessian formulation for this problem, we find that a conventional CFD method based on shock capturing produces poor performance. The numerical difficulties caused by the presence of the shock can be alleviated by reformulating the constraints so that the shock can be treated explicitly. This amounts to using a shock fitting technique. In Chapter 3, we study variants of a simplified temperature control problem. The control problem is solved using a sparse SQP scheme. We show that for problems where the underlying infinite-dimensional problem is well-posed, the optimizer performs well, whereas it fails to produce good results for problems where the underlying infinite-dimensional problem is ill-posed. A transonic airfoil design problem is studied in Chapter 4, using the Reduced SQP formulation. We propose a scheme for performing the optimization subtasks that is based on an Euler Implicit time integration scheme. The motivation is to preserve the solution-finding structure used in the analysis algorithm. Preliminary results obtained using this method are promising. Numerical results have been presented for all the problems described. / Ph. D.

Cette thèse s'intéresse à deux problèmes rencontrés en traitement du signal et des images. Le premierconcerne la reconstruction 3D de structures biologiques à partir d'acquisitions multi-angles enmicroscopie par réflexion totale interne (MA-TIRF). Dans ce contexte, nous proposons de résoudre leproblème inverse avec une approche variationnelle et étudions l'effet de la régularisation. Une batteried'expériences, simples à mettre en oeuvre, sont ensuite proposées pour étalonner le système et valider lemodèle utilisé. La méthode proposée s'est montrée être en mesure de reconstruire avec précision unéchantillon phantom de géométrie connue sur une épaisseur de 400 nm, de co-localiser deux moléculesfluorescentes marquant les mêmes structures biologiques et d'observer des phénomènes biologiquesconnus, le tout avec une résolution axiale de l'ordre de 20 nm. La deuxième partie de cette thèseconsidère plus précisément la régularisation l0 et la minimisation du critère moindres carrés pénalisé (l2-l0) dans le contexte des relaxations continues exactes de cette fonctionnelle. Nous proposons dans unpremier temps la pénalité CEL0 (Continuous Exact l0) résultant en une relaxation de la fonctionnelle l2-l0 préservant ses minimiseurs globaux et pour laquelle de tout minimiseur local on peut définir unminimiseur local de l2-l0 par un simple seuillage. Par ailleurs, nous montrons que cette relaxation éliminedes minimiseurs locaux de la fonctionnelle initiale. La minimisation de cette fonctionnelle avec desalgorithmes d'optimisation non-convexe est ensuite utilisée pour différentes applications montrantl'intérêt de la minimisation de la relaxation par rapport à une minimisation directe du critère l2-l0. Enfin,une vue unifiée des pénalités continues de la littérature est proposée dans ce contexte de reformulationexacte du problème / This thesis is devoted to two problems encountered in signal and image processing. The first oneconcerns the 3D reconstruction of biological structures from multi-angle total interval reflectionfluorescence microscopy (MA-TIRF). Within this context, we propose to tackle the inverse problem byusing a variational approach and we analyze the effect of the regularization. A set of simple experimentsis then proposed to both calibrate the system and validate the used model. The proposed method hasbeen shown to be able to reconstruct precisely a phantom sample of known geometry on a 400 nmdepth layer, to co-localize two fluorescent molecules used to mark the same biological structures andalso to observe known biological phenomena, everything with an axial resolution of 20 nm. The secondpart of this thesis considers more precisely the l0 regularization and the minimization of the penalizedleast squares criteria (l2-l0) within the context of exact continuous relaxations of this functional. Firstly,we propose the Continuous Exact l0 (CEL0) penalty leading to a relaxation of the l2-l0 functional whichpreserves its global minimizers and for which from each local minimizer we can define a local minimizerof l2-l0 by a simple thresholding. Moreover, we show that this relaxed functional eliminates some localminimizers of the initial functional. The minimization of this functional with nonsmooth nonconvexalgorithms is then used on various applications showing the interest of minimizing the relaxation incontrast to a direct minimization of the l2-l0 criteria. Finally we propose a unified view of continuouspenalties of the literature within this exact problem reformulation framework

This research formulates and implements a novel closed-loop optimal control system that drives a train between two stations in an optimal time, energy efficient, or mixed objective manner. The optimal controller uses sensor feedback from the train and in real-time computes the most efficient control decision for the train to follow given knowledge of the track profile ahead of the train, speed restrictions and required arrival time windows. The control problem is solved both on an open track and while safely driving no closer than a fixed distance behind another locomotive. In contrast to other research in the field, this thesis achieves a real-time capable and embeddable closed-loop optimization with advanced modeling and numerical solving techniques with a non-linear optimal control problem. This controller is first formulated as a non-convex control problem and then converted to an advanced convex second-order cone problem with the intent of using a simple numerical solver, ensuring global optimality, and improving control robustness. Convex and non-convex numerical methods of solving the control problem are investigated and closed-loop performance results with a simulated vehicle are presented under realistic modeling conditions on advanced tracks both on desktop and embedded computer architectures. It is observed that the controller is capable of robust vehicle driving in cases both with and without modeling uncertainty. The benefits of pairing the optimal controller with a parameter estimator are demonstrated for cases where very large mismatches exists between the controller model and the simulated vehicle. Stopping performance is consistently within 25cm of target stations, and the worst case closed-loop optimization time was within 100ms for the computation of a 1000 point control horizon on an i7-6700 machine. / Thesis / Master of Applied Science (MASc) / This research formulates and implements a novel closed-loop optimal control system that drives a train between two stations in an optimal time, energy efficient, or mixed objective manner. It is deployed on a commuter vehicle and directly manages the motoring and braking systems. The optimal controller uses sensor feedback from the train and in real-time computes the most efficient control decision for the train to follow given knowledge of the track profile ahead of the train, speed restrictions and required arrival time windows. The final control implementation is capable of safe, high accuracy and optimal driving all while computing fast enough to reliably deploy on a rail vehicle.