Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Contribución al desarrollo de técnicas CAD para el diseño de antenas impresas y dispositivos pasivos de microondas basadas en el método de elementos finitos

El objetivo principal de esta tesis es el desarrollo de herramientas numéricas basadas en técnicas de onda completa para el diseño asistido por ordenador (Computer-Aided Design,‘CAD’) de dispositivos de microondas. En este contexto, se desarrolla una herramienta numérica basada en el método de los elementos finitos para el diseño y análisis de antenas impresas mediante algoritmos de optimización. Esta técnica consiste en dividir el análisis de una antena en dos partes. Una parte de análisis 3D que se realiza sólo una vez en cada punto de frecuencia de la banda de funcionamiento donde se sustituye una superficie que contiene la metalización del parche por puertas artificiales. En una segunda parte se inserta entre las puertas artificiales en la estructura 3D la superficie soportando una metalización y se procede un análisis 2D para caracterizar el comportamiento de la antena. La técnica propuesta en esta tesis se puede implementar en un algoritmo de optimización para definir el perfil de la antena que permite conseguir los objetivos del diseño. Se valida experimentalmente dicha técnica empleándola en el diseño de antenas impresas de banda ancha para diferentes aplicaciones mediante la optimización del perfil de los parches. También, se desarrolla en esta tesis un procedimiento basado en el método de descomposición de dominio y el método de los elementos finitos para el diseño de dispositivos pasivos de microonda. Se utiliza este procedimiento en particular para el diseño y sintonía de filtros de microondas. En la primera etapa de su aplicación se divide la estructura que se quiere analizar en subdominios aplicando el método de descomposición de dominio, este proceso permite analizar cada segmento por separado utilizando el método de análisis adecuado dado que suele haber subdominios que se pueden analizar mediante métodos analíticos por lo que el tiempo de análisis es más reducido. Se utilizan métodos numéricos para analizar los subdominios que no se pueden analizar mediante métodos analíticos. En esta tesis, se utiliza el método de los elementos finitos para llevar a cabo el análisis. Además de la descomposición de dominio, se aplica un proceso de barrido en frecuencia para reducir los tiempos del análisis. Como método de orden reducido se utiliza la técnica de bases reducidas. Se ha utilizado este procedimiento para diseñar y sintonizar varios ejemplos de filtros con el fin de comprobar la validez de dicho procedimiento. Los resultados obtenidos demuestran la utilidad de este procedimiento y confirman su rigurosidad, precisión y eficiencia en el diseño de filtros de microondas. ABSTRACT The main objective of this thesis is the development of numerical tools based on full-wave techniques for computer-aided design ‘CAD’ of microwave devices. In this context, a numerical technique based on the finite element method ‘FEM’ for the design and analysis of printed antennas using optimization algorithms has been developed. The proposed technique consists in dividing the analysis of the antenna in two stages. In the first stage, the regions of the antenna which do not need to be modified during the CAD process are initially characterized only once from their corresponding matrix transfer function (Generalized Admittance matrix, ‘GAM’). The regions which will be modified are defined as artificial ports, precisely the regions which will contain the conducting surfaces of the printed antenna. In a second stage, the contour shape of the conducting surfaces of the printed antenna is iteratively modified in order to achieve a desired electromagnetic performance of the antenna. In this way, a new GAM of the radiating device which takes into account each printed antenna shape is computed after each iteration. The proposed technique can be implemented with a genetic algorithm to achieve the design objectives. This technique is validated experimentally and applied to the design of wideband printed antennas for different applications by optimizing the shape of the radiating device. In addition, a procedure based on the domain decomposition method and the finite element method has been developed for the design of microwave passive devices. In particular, this procedure can be applied to the design and tune of microwave filters. In the first stage of its implementation, the structure to be analyzed is divided into subdomains using the domain decomposition method; this process allows each subdomains can be analyzed separately using suitable analysis method, since there is usually subdomains that can be analyzed by analytical methods so that the time of analysis is reduced. For analyzing the subdomains that cannot be analyzed by analytical methods, we use the numerical methods. In this thesis, the FEM is used to carry out the analysis. Furthermore the decomposition of the domain, a frequency sweep process is applied to reduce analysis times. The reduced order model as the reduced basis technique is used in this procedure. This procedure is applied to the design and tune of several examples of microwave filters in order to check its validity. The obtained results allow concluding the usefulness of this procedure and confirming their thoroughness, accuracy and efficiency for the design of microwave filters.

An optimization method for conceptual design in engineering systems based on high order singular value decomposition

Se presenta un nuevo método de diseño conceptual en Ingeniería Aeronáutica basado el uso de modelos reducidos, también llamados modelos sustitutos (‘surrogates’). Los ingredientes de la función objetivo se calculan para cada indiviudo mediante la utilización de modelos sustitutos asociados a las distintas disciplinas técnicas que se construyen mediante definiciones de descomposición en valores singulares de alto orden (HOSVD) e interpolaciones unidimensionales. Estos modelos sustitutos se obtienen a partir de un número limitado de cálculos CFD. Los modelos sustitutos pueden combinarse, bien con un método de optimización global de tipo algoritmo genético, o con un método local de tipo gradiente. El método resultate es flexible a la par que mucho más eficiente, computacionalmente hablando, que los modelos convencionales basados en el cálculo directo de la función objetivo, especialmente si aparecen un gran número de parámetros de diseño y/o de modelado. El método se ilustra considerando una versión simplificada del diseño conceptual de un avión. Abstract An optimization method for conceptual design in Aeronautics is presented that is based on the use of surrogate models. The various ingredients in the target function are calculated for each individual using surrogates of the associated technical disciplines that are constructed via high order singular value decomposition and one dimensional interpolation. These surrogates result from a limited number of CFD calculated snapshots. The surrogates are combined with an optimization method, which can be either a global optimization method such as a genetic algorithm or a local optimization method, such as a gradient-like method. The resulting method is both flexible and much more computationally efficient than the conventional method based on direct calculation of the target function, especially if a large number of free design parameters and/or tunablemodeling parameters are present. The method is illustrated considering a simplified version of the conceptual design of an aircraft empennage.

Experimental study on bridge damage identification based on wavelet packet energy curvature difference method

Among those damage identification methods, the Wavelet Packet Energy Curvature Difference (WPECD) Method is an effective one. However, most of the existing methods rely on numerical simulation and are unverified via experiment, and very few of them have been applied to practice. In this paper, the validity of WPECD in structural damage identification is verified by a numerical example. A damage simulation experiment is taken on a real replaced girder at the Ziya River New Bridge in Cangzhou. Two damage cases are applied and the acceleration responses at the measuring points are obtained, based on which the damages are identified with the WPECD Method, and the influence of wavelet function and decomposition level is studied. The results show that the WPECD Method can identify structure damage efficiently and can be put into practice.

The Proper Generalized Decomposition With Application In Problems Of Dynamics

In this paper we address the new reduction method called Proper Generalized Decomposition (PGD) which is a discretization technique based on the use of separated representation of the unknown fields, specially well suited for solving multidimensional parametric equations. In this case, it is applied to the solution of dynamics problems. We will focus on the dynamic analysis of an one-dimensional rod with a unit harmonic load of frequency (ω) applied at a point of interest. In what follows, we will present the application of the methodology PGD to the problem in order to approximate the displacement field as the sum of the separated functions. We will consider as new variables of the problem, parameters models associated with the characteristic of the materials, in addition to the frequency. Finally, the quality of the results will be assessed based on an example.

Aerodynamic database reconstruction via gappy high order singular value decomposition

Esta Tesis se centra en el desarrollo de un método para la reconstrucción de bases de datos experimentales incompletas de más de dos dimensiones. Como idea general, consiste en la aplicación iterativa de la descomposición en valores singulares de alto orden sobre la base de datos incompleta. Este nuevo método se inspira en el que ha servido de base para la reconstrucción de huecos en bases de datos bidimensionales inventado por Everson y Sirovich (1995) que a su vez, ha sido mejorado por Beckers y Rixen (2003) y simultáneamente por Venturi y Karniadakis (2004). Además, se ha previsto la adaptación de este nuevo método para tratar el posible ruido característico de bases de datos experimentales y a su vez, bases de datos estructuradas cuya información no forma un hiperrectángulo perfecto. Se usará una base de datos tridimensional de muestra como modelo, obtenida a través de una función transcendental, para calibrar e ilustrar el método. A continuación se detalla un exhaustivo estudio del funcionamiento del método y sus variantes para distintas bases de datos aerodinámicas. En concreto, se usarán tres bases de datos tridimensionales que contienen la distribución de presiones sobre un ala. Una se ha generado a través de un método semi-analítico con la intención de estudiar distintos tipos de discretizaciones espaciales. El resto resultan de dos modelos numéricos calculados en C F D . Por último, el método se aplica a una base de datos experimental de más de tres dimensiones que contiene la medida de fuerzas de una configuración ala de Prandtl obtenida de una campaña de ensayos en túnel de viento, donde se estudiaba un amplio espacio de parámetros geométricos de la configuración que como resultado ha generado una base de datos donde la información está dispersa. ABSTRACT A method based on an iterative application of high order singular value decomposition is derived for the reconstruction of missing data in multidimensional databases. The method is inspired by a seminal gappy reconstruction method for two-dimensional databases invented by Everson and Sirovich (1995) and improved by Beckers and Rixen (2003) and Venturi and Karniadakis (2004). In addition, the method is adapted to treat both noisy and structured-but-nonrectangular databases. The method is calibrated and illustrated using a three-dimensional toy model database that is obtained by discretizing a transcendental function. The performance of the method is tested on three aerodynamic databases for the flow past a wing, one obtained by a semi-analytical method, and two resulting from computational fluid dynamics. The method is finally applied to an experimental database consisting in a non-exhaustive parameter space measurement of forces for a box-wing configuration.

Aerodynamic database error filtering via high order singular value decomposition

Esta Tesis presenta un nuevo método para filtrar errores en bases de datos multidimensionales. Este método no precisa ninguna información a priori sobre la naturaleza de los errores. En concreto, los errrores no deben ser necesariamente pequeños, ni de distribución aleatoria ni tener media cero. El único requerimiento es que no estén correlados con la información limpia propia de la base de datos. Este nuevo método se basa en una extensión mejorada del método básico de reconstrucción de huecos (capaz de reconstruir la información que falta de una base de datos multidimensional en posiciones conocidas) inventado por Everson y Sirovich (1995). El método de reconstrucción de huecos mejorado ha evolucionado como un método de filtrado de errores de dos pasos: en primer lugar, (a) identifica las posiciones en la base de datos afectadas por los errores y después, (b) reconstruye la información en dichas posiciones tratando la información de éstas como información desconocida. El método resultante filtra errores O(1) de forma eficiente, tanto si son errores aleatorios como sistemáticos e incluso si su distribución en la base de datos está concentrada o esparcida por ella. Primero, se ilustra el funcionamiento delmétodo con una base de datosmodelo bidimensional, que resulta de la dicretización de una función transcendental. Posteriormente, se presentan algunos casos prácticos de aplicación del método a dos bases de datos tridimensionales aerodinámicas que contienen la distribución de presiones sobre un ala a varios ángulos de ataque. Estas bases de datos resultan de modelos numéricos calculados en CFD. ABSTRACT A method is presented to filter errors out in multidimensional databases. The method does not require any a priori information about the nature the errors. In particular, the errors need not to be small, neither random, nor exhibit zero mean. Instead, they are only required to be relatively uncorrelated to the clean information contained in the database. The method is based on an improved extension of a seminal iterative gappy reconstruction method (able to reconstruct lost information at known positions in the database) due to Everson and Sirovich (1995). The improved gappy reconstruction method is evolved as an error filtering method in two steps, since it is adapted to first (a) identify the error locations in the database and then (b) reconstruct the information in these locations by treating the associated data as gappy data. The resultingmethod filters out O(1) errors in an efficient fashion, both when these are random and when they are systematic, and also both when they concentrated and when they are spread along the database. The performance of the method is first illustrated using a two-dimensional toymodel database resulting fromdiscretizing a transcendental function and then tested on two CFD-calculated, three-dimensional aerodynamic databases containing the pressure coefficient on the surface of a wing for varying values of the angle of attack. A more general performance analysis of the method is presented with the intention of quantifying the randomness factor the method admits maintaining a correct performance and secondly, quantifying the size of error the method can detect. Lastly, some improvements of the method are proposed with their respective verification.

Low cost 3D global instability analysis and flow sensitivity based on dynamic mode decomposition and high-order numerical tools

We explore the recently developed snapshot-based dynamic mode decomposition (DMD) technique, a matrix-free Arnoldi type method, to predict 3D linear global flow instabilities. We apply the DMD technique to flows confined in an L-shaped cavity and compare the resulting modes to their counterparts issued from classic, matrix forming, linear instability analysis (i.e. BiGlobal approach) and direct numerical simulations. Results show that the DMD technique, which uses snapshots generated by a 3D non-linear incompressible discontinuous Galerkin Navier?Stokes solver, provides very similar results to classical linear instability analysis techniques. In addition, we compare DMD results issued from non-linear and linearised Navier?Stokes solvers, showing that linearisation is not necessary (i.e. base flow not required) to obtain linear modes, as long as the analysis is restricted to the exponential growth regime, that is, flow regime governed by the linearised Navier?Stokes equations, and showing the potential of this type of analysis based on snapshots to general purpose CFD codes, without need of modifications. Finally, this work shows that the DMD technique can provide three-dimensional direct and adjoint modes through snapshots provided by the linearised and adjoint linearised Navier?Stokes equations advanced in time. Subsequently, these modes are used to provide structural sensitivity maps and sensitivity to base flow modification information for 3D flows and complex geometries, at an affordable computational cost. The information provided by the sensitivity study is used to modify the L-shaped geometry and control the most unstable 3D mode.