A new method for decision making in multi-objective optimization problems

Many engineering sectors are challenged by multi-objective optimization problems. Even if the idea behind these problems is simple and well established, the implementation of any procedure to solve them is not a trivial task. The use of evolutionary algorithms to find candidate solutions is widespread. Usually they supply a discrete picture of the non-dominated solutions, a Pareto set. Although it is very interesting to know the non-dominated solutions, an additional criterion is needed to select one solution to be deployed. To better support the design process, this paper presents a new method of solving non-linear multi-objective optimization problems by adding a control function that will guide the optimization process over the Pareto set that does not need to be found explicitly. The proposed methodology differs from the classical methods that combine the objective functions in a single scale, and is based on a unique run of non-linear single-objective optimizers.

Exact correlation functions in particle-reaction models with immobile particles

Exact results on particle densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through pair annihilation where each particle interacts once at most throughout its entire history. The resulting large number of stationary states leads to a non-vanishing configurational entropy. Our results are established for arbitrary initial conditions and are derived via a generating function method. The single-species model is the dual of the 1D zero-temperature kinetic Ising model with Kimball-Deker-Haake dynamics. In this way, both in finite and semi-infinite chains and also the Bethe lattice can be analysed. The relationship with the random sequential adsorption of dimers and weakly tapped granular materials is discussed.

Optimization of in situ derivatization SPME by experimental design for GC-MS multi-residue analysis of pharmaceutical drugs in wastewater

This paper presents the development of a procedure, which enables the analysis of nine pharmaceutical drugs in wastewater using gas chromatography-mass spectrometry (GC-MS) associated with solid-phase microextraction (SPME) for the sample preparation. Experimental design was applied to optimize the in situ derivatization and the SPME extraction conditions. Ethyl chloroformate (ECF) was employed as derivatizing agent and polydimethylsiloxane-divinylbenzene (PDMS-DVB) as the SPME fiber coating. A fractional factorial design was used to evaluate the main factors for the in situ derivatization and SPME extraction. Thereafter, a Doehlert matrix design was applied to find out the best experimental conditions. The method presented a linear range from 0.5 to 10 mu g/L, and the intraday and interday precision were lower than 16%. Applicability of the method was verified from real influent and effluent samples of a wastewater treatment plant, as well as from samples of an industry wastewater and a river.

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.

Linear parameter varying control design for rotating systems supported by journal bearings

Linear parameter varying (LPV) control is a model-based control technique that takes into account time-varying parameters of the plant. In the case of rotating systems supported by lubricated bearings, the dynamic characteristics of the bearings change in time as a function of the rotating speed. Hence, LPV control can tackle the problem of run-up and run-down operational conditions when dynamic characteristics of the rotating system change significantly in time due to the bearings and high vibration levels occur. In this work, the LPV control design for a flexible shaft supported by plain journal bearings is presented. The model used in the LPV control design is updated from unbalance response experimental results and dynamic coefficients for the entire range of rotating speeds are obtained by numerical optimization. Experimental implementation of the designed LPV control resulted in strong reduction of vibration amplitudes when crossing the critical speed, without affecting system behavior in sub- or supercritical speeds. (C) 2012 Elsevier Ltd. All rights reserved.

Optimization of Large-Scale Hydrothermal System Operation

This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

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.

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.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

On response time reduction of electrothermomechanical MEMS using topology optimization

Electrothermomechanical MEMS are essentially microactuators that operate based on the thermoelastic effect induced by the Joule heating of the structure. They can be easily fabricated and require relatively low excitation voltages. However, the actuation time of an electrothermomechanical microdevice is higher than the actuation times related to electrostatic and piezoelectric actuation principles. Thus, in this research, we propose an optimization framework based on the topology optimization method applied to transient problems, to design electrothermomechanical microactuators for response time reduction. The objective is to maximize the integral of the output displacement of the actuator, which is a function of time. The finite element equations that govern the time response of the actuators are provided. Furthermore, the Solid Isotropic Material with Penalization model and Sequential Linear Programming are employed. Finally, a smoothing filter is implemented to control the solution. Results aiming at two distinct applications suggest the proposed approach can provide more than 50% faster actuators. (C) 2012 Elsevier B.V. All rights reserved.

Infinite dimensional Lie algebra associated with conformal transformations of the two-point velocity correlation tensor from isotropic turbulence

We deal with homogeneous isotropic turbulence and use the two-point velocity correlation tensor field (parametrized by the time variable t) of the velocity fluctuations to equip an affine space K3 of the correlation vectors by a family of metrics. It was shown in Grebenev and Oberlack (J Nonlinear Math Phys 18:109–120, 2011) that a special form of this tensor field generates the so-called semi-reducible pseudo-Riemannian metrics ds2(t) in K3. This construction presents the template for embedding the couple (K3, ds2(t)) into the Euclidean space R3 with the standard metric. This allows to introduce into the consideration the function of length between the fluid particles, and the accompanying important problem to address is to find out which transformations leave the statistic of length to be invariant that presents a basic interest of the paper. Also we classify the geometry of the particles configuration at least locally for a positive Gaussian curvature of this configuration and comment the case of a negative Gaussian curvature.

Design methodology of piezoelectric energy-harvesting skin using topology optimization

Abstract This paper describes a design methodology for piezoelectric energy harvester s that thinly encapsulate the mechanical devices and expl oit resonances from higher- order vibrational modes. The direction of polarization determines the sign of the pi ezoelectric tensor to avoid cancellations of electric fields from opposite polarizations in the same circuit. The resultant modified equations of state are solved by finite element method (FEM). Com- bining this method with the solid isotropic material with penalization (SIMP) method for piezoelectric material, we have developed an optimization methodology that optimizes the piezoelectric material layout and polarization direc- tion. Updating the density function of the SIMP method is performed based on sensitivity analysis, the sequen- tial linear programming on the early stage of the opti- mization, and the phase field method on the latter stage

Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks

Semi-qualitative probabilistic networks (SQPNs) merge two important graphical model formalisms: Bayesian networks and qualitative probabilistic networks. They provade a very Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks and qualitative probabilistic networks. They provide a very general modeling framework by allowing the combination of numeric and qualitative assessments over a discrete domain, and can be compactly encoded by exploiting the same factorization of joint probability distributions that are behind the bayesian networks. This paper explores the computational complexity of semi-qualitative probabilistic networks, and takes the polytree-shaped networks as its main target. We show that the inference problem is coNP-Complete for binary polytrees with multiple observed nodes. We also show that interferences can be performed in time linear in the number of nodes if there is a single observed node. Because our proof is construtive, we obtain an efficient linear time algorithm for SQPNs under such assumptions. To the best of our knowledge, this is the first exact polynominal-time algorithm for SQPn. Together these results provide a clear picture of the inferential complexity in polytree-shaped SQPNs.

Numeric reconstruction of cytoskeleton with finite element method and topology optimization method

The importance of mechanical aspects related to cell activity and its environment is becoming more evident due to their influence in stem cell differentiation and in the development of diseases such as atherosclerosis. The mechanical tension homeostasis is related to normal tissue behavior and its lack may be related to the formation of cancer, which shows a higher mechanical tension. Due to the complexity of cellular activity, the application of simplified models may elucidate which factors are really essential and which have a marginal effect. The development of a systematic method to reconstruct the elements involved in the perception of mechanical aspects by the cell may accelerate substantially the validation of these models. This work proposes the development of a routine capable of reconstructing the topology of focal adhesions and the actomyosin portion of the cytoskeleton from the displacement field generated by the cell on a flexible substrate. Another way to think of this problem is to develop an algorithm to reconstruct the forces applied by the cell from the measurements of the substrate displacement, which would be characterized as an inverse problem. For these kind of problems, the Topology Optimization Method (TOM) is suitable to find a solution. TOM is consisted of an iterative application of an optimization method and an analysis method to obtain an optimal distribution of material in a fixed domain. One way to experimentally obtain the substrate displacement is through Traction Force Microscopy (TFM), which also provides the forces applied by the cell. Along with systematically generating the distributions of focal adhesion and actin-myosin for the validation of simplified models, the algorithm also represents a complementary and more phenomenological approach to TFM. As a first approximation, actin fibers and flexible substrate are represented through two-dimensional linear Finite Element Method. Actin contraction is modeled as an initial stress of the FEM elements. Focal adhesions connecting actin and substrate are represented by springs. The algorithm was applied to data obtained from experiments regarding cytoskeletal prestress and micropatterning, comparing the numerical results to the experimental ones

Development of heat sink device by using topology optimization

Small scale fluid flow systems have been studied for various applications, such as chemical reagent dosages and cooling devices of compact electronic components. This work proposes to present the complete cycle development of an optimized heat sink designed by using Topology Optimization Method (TOM) for best performance, including minimization of pressure drop in fluid flow and maximization of heat dissipation effects, aiming small scale applications. The TOM is applied to a domain, to obtain an optimized channel topology, according to a given multi-objective function that combines pressure drop minimization and heat transfer maximization. Stokes flow hypothesis is adopted. Moreover, both conduction and forced convection effects are included in the steady-state heat transfer model. The topology optimization procedure combines the Finite Element Method (to carry out the physical analysis) with Sequential Linear Programming (as the optimization algorithm). Two-dimensional topology optimization results of channel layouts obtained for a heat sink design are presented as example to illustrate the design methodology. 3D computational simulations and prototype manufacturing have been carried out to validate the proposed design methodology.