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.

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.

Spray Congealing of Pharmaceuticals: Study on Production of Solid Dispersions Using Box-Behnken Design

This work aimed at evaluating the spray congealing method for the production of microparticles of carbamazepine combined with a polyoxylglyceride carrier. In addition, the influence of the spray congealing conditions on the improvement of drug solubility was investigated using a three-factor, three-level Box-Behnken design. The factors studied were the cooling air flow rate, atomizing pressure, and molten dispersion feed rate. Dependent variables were the yield, solubility, encapsulation efficiency, particle size, water activity, and flow properties. Statistical analysis showed that only the yield was affected by the factors studied. The characteristics of the microparticles were evaluated using X-ray powder diffraction, scanning electron microscopy, differential scanning calorimetry, and hot-stage microscopy. The results showed a spherical morphology and changes in the crystalline state of the drug. The microparticles were obtained with good yields and encapsulation efficiencies, which ranged from 50 to 80% and 99.5 to 112%, respectively. The average size of the microparticles ranged from 17.7 to 39.4 mu m, the water activities were always below 0.5, and flowability was good to moderate. Both the solubility and dissolution rate of carbamazepine from the spray congealed microparticles were remarkably improved. The carbamazepine solubility showed a threefold increase and dissolution profile showed a twofold increase after 60 min compared to the raw drug. The Box-Behnken fractional factorial design proved to be a powerful tool to identify the best conditions for the manufacture of solid dispersion microparticles by spray congealing.

Multiobjective Biogeography-Based Optimization Based on Predator-Prey Approach

Biogeography is the science that studies the geographical distribution and the migration of species in an ecosystem. Biogeography-based optimization (BBO) is a recently developed global optimization algorithm as a generalization of biogeography to evolutionary algorithm and has shown its ability to solve complex optimization problems. BBO employs a migration operator to share information between the problem solutions. The problem solutions are identified as habitat, and the sharing of features is called migration. In this paper, a multiobjective BBO, combined with a predator-prey (PPBBO) approach, is proposed and validated in the constrained design of a brushless dc wheel motor. The results demonstrated that the proposed PPBBO approach converged to promising solutions in terms of quality and dominance when compared with the classical BBO in a multiobjective version.

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.