Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

A relaxed constant positive linear dependence constraint qualification and applications

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.

Evaluating bound-constrained minimization software

Bound-constrained minimization is a subject of active research. To assess the performance of existent solvers, numerical evaluations and comparisons are carried on. Arbitrary decisions that may have a crucial effect on the conclusions of numerical experiments are highlighted in the present work. As a result, a detailed evaluation based on performance profiles is applied to the comparison of bound-constrained minimization solvers. Extensive numerical results are presented and analyzed.

TWO NEW WEAK CONSTRAINT QUALIFICATIONS AND APPLICATIONS

We present two new constraint qualifications (CQs) that are weaker than the recently introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on the assumption that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set of gradients whose properties had to be preserved locally and that would still work as a CQ. This is done in the first new CQ, which we call the constant rank of the subspace component (CRSC) CQ. This new CQ also preserves many of the good properties of RCPLD, such as local stability and the validity of an error bound. We also introduce an even weaker CQ, called the constant positive generator (CPG), which can replace RCPLD in the analysis of the global convergence of algorithms. We close this work by extending convergence results of algorithms belonging to all the main classes of nonlinear optimization methods: sequential quadratic programming, augmented Lagrangians, interior point algorithms, and inexact restoration.

New Optimization Algorithms for Structural Reliability Analysis

Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

An ice machine adapted into an autonomous photovoltaic system without batteries using a variable-speed drive

The adaptation of a commercially available ice machine for autonomous photovoltaic operation without batteries is presented. In this adaptation a 1040 W(p) photovoltaic array directly feeds a variable-speed drive and a 24 V(dc) source. The drive runs an induction motor coupled by belt-and-pulley to an open reciprocating compressor, while the dc source supplies a solenoid valve and the control electronics. Motor speed and refrigerant evaporation pressure are set aiming at continuously matching system power demand to photovoltaic power availability. The resulting system is a simple integration of robust, standard, readily available parts. It produces 27 kg of ice in a clear-sky day and has ice production costs around US$0.30/kg. Although a few machine features might be specific to Brazil, its technical and economical guidelines are applicable elsewhere. Copyright (C); 2010 John Wiley & Sons, Ltd.

Six-element circuit for maximum power point tracking in photovoltaic-motor systems with variable-frequency drives

A low-cost circuit was developed for stable and efficient maximum power point (MPP) tracking in autonomous photo voltaic-motor systems with variable-frequency drives (VFDs). The circuit is made of two resistors, two capacitors, and two Zener diodes. Its input is the photovoltaic (PV) array voltage and its output feeds the proportional-integral-derivative (PID) controller usually integrated into, the drive. The steady-state frequency-voltage oscillations induced by the circuit were treated in a simplified mathematical model, which was validated by widely characterizing a PV-powered centrifugal pump. General procedures for circuit and controller tuning were recommended based on model equations. The tracking circuit presented here is widely applicable to PV-motor system with VFDs, offering an. efficient open-access technology of unique simplicity. Copyright (C) 2010 John Wiley & Sons, Ltd.

Growth potential of Salmonella spp. and Listeria monocytogenes in nine types of ready-to-eat vegetables stored at variable temperature conditions during shelf-life

Growth potential (delta) is defined as the difference between the population of a microorganism at the end of shelf-life of specific food and its initial population. The determination of 6 of Salmonella and Listeria monocytogenes in RTE vegetables can be very useful to determine likely threats to food safety. However, little is known on the behavior of these microorganisms in several RTE vegetables. Therefore, the aim of this study was to determine the delta of both pathogens in nine different types of RTE vegetables (escarole, collard green, spinach, watercress, arugula, grated carrot, green salad, and mix for yakisoba) stored at refrigeration (7 degrees C) and abuse temperature (15 degrees C). The population of aerobic microorganisms and lactic acid bacteria, including those showing antimicrobial activity has been also determined. Results indicated that L monocytogenes was able to grow (delta >= 0.5 log(10)) in more storage conditions and vegetables than Salmonella. Both microorganisms were inhibited in carrots, although a more pronounced effect has been observed against L monocytogenes. The highest 5 values were obtained when the RTE vegetables were stored 15 degrees C/6 days in collard greens (delta=3.3) and arugula (delta=3.2) (L monocytogenes) and arugula (delta=4.1) and escarole (delta=2.8) (Salmonella). In most vegetables and storage conditions studied, the counts of total aerobic microorganisms raised significantly independent of the temperature of storage (p<0.05). Counts of lactic acid bacteria were higher in vegetables partially or fully stored at abuse temperature with recovery of isolates showing antimicrobial activity. In conclusion, the results of this study show that Salmonella and L monocytogenes may grow and reach high populations in RTE vegetables depending on storage conditions and the definition of effective intervention strategies are needed to control their growth in these products. (C) 2012 Elsevier B.V. All rights reserved.

Robust tori-like Lagrangian coherent structures

In general the term "Lagrangian coherent structure" (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space. (C) 2012 Elsevier B.V. All rights reserved.

Mapping an uncertainty zone between interpolated types of a categorical variable

Categorical data cannot be interpolated directly because they are outcomes of discrete random variables. Thus, types of categorical variables are transformed into indicator functions that can be handled by interpolation methods. Interpolated indicator values are then backtransformed to the original types of categorical variables. However, aspects such as variability and uncertainty of interpolated values of categorical data have never been considered. In this paper we show that the interpolation variance can be used to map an uncertainty zone around boundaries between types of categorical variables. Moreover, it is shown that the interpolation variance is a component of the total variance of the categorical variables, as measured by the coefficient of unalikeability. (C) 2011 Elsevier Ltd. All rights reserved.

Optimal reactive power flow via the modified barrier Lagrangian function approach

A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property: i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning. (C) 2011 Elsevier B.V. All rights reserved.

Partially Observed Markov Random Fields Are Variable Neighborhood Random Fields

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random field. The second goal is to establish sufficient conditions ensuring that the variable neighborhoods are almost surely finite. We discuss the relationship between the almost sure finiteness of the interaction neighborhoods and the presence/absence of phase transition of the underlying Markov random field. In the case where the underlying random field has no phase transition we show that the finiteness of neighborhoods depends on a specific relation between the noise level and the minimum values of the one-point specification of the Markov random field. The case in which there is phase transition is addressed in the frame of the ferromagnetic Ising model. We prove that the existence of infinite interaction neighborhoods depends on the phase.

Boundedness of solutions of retarded functional differential equations with variable impulses via generalized ordinary differential equations

In this paper, we give sufficient conditions for the uniform boundedness and uniform ultimate boundedness of solutions of a class of retarded functional differential equations with impulse effects acting on variable times. We employ the theory of generalized ordinary differential equations to obtain our results. As an example, we investigate the boundedness of the solution of a circulating fuel nuclear reactor model.

Non-classical HLA-E gene variability in Brazilians: a nearly invariable locus surrounded by the most variable genes in the human genome

The non-classical human leukocyte antigen (HLA) class I genes present a very low rate of variation. So far, only 10 HLA-E alleles encoding three proteins have been described, but only two are frequently found in worldwide populations. Because of its historical background, Brazilians are very suitable for population genetic studies. Therefore, 104 bone marrow donors from Brazil were evaluated for HLA-E exons 14. Seven variation sites were found, including two known single nucleotide polymorphisms (SNPs) at positions +424 and +756 and five new SNPs at positions +170 (intron 1), +1294 (intron 3), +1625, +1645 and +1857 (exon 4). Haplotyping analysis did show eight haplotypes, three of them known as E*01:01:01, E*01:03:01 and E*01:03:02:01 and five HLA-E new alleles that carry the new variation sites. The HLA-E*01:01:01 allele was the predominant haplotype (62.50%), followed by E*01:03:02:01 (24.52%). Selective neutrality tests have disclosed an interesting pattern of selective pressures in which balancing selection is probably shaping allele frequency distributions at an SNP at exon 3 (codon 107), sequence diversity at exon 4 and the non-coding regions is facing significant purifying pressure. Even in an admixed population such as the Brazilian one, the HLA-E locus is very conserved, presenting few polymorphic SNPs in the coding region.