Proximal methods for nonlinear programming: double regularization and inexact subproblems

This paper describes the first phase of a project attempting to construct an efficient general-purpose nonlinear optimizer using an augmented Lagrangian outer loop with a relative error criterion, and an inner loop employing a state-of-the art conjugate gradient solver. The outer loop can also employ double regularized proximal kernels, a fairly recent theoretical development that leads to fully smooth subproblems. We first enhance the existing theory to show that our approach is globally convergent in both the primal and dual spaces when applied to convex problems. We then present an extensive computational evaluation using the CUTE test set, showing that some aspects of our approach are promising, but some are not. These conclusions in turn lead to additional computational experiments suggesting where to next focus our theoretical and computational efforts.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Outer Trust-Region Method for Constrained Optimization

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ""greediness phenomenon"" of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.

An effective recursive partitioning approach for the packing of identical rectangles in a rectangle

In this work, we deal with the problem of packing (orthogonally and without overlapping) identical rectangles in a rectangle. This problem appears in different logistics settings, such as the loading of boxes on pallets, the arrangements of pallets in trucks and the stowing of cargo in ships. We present a recursive partitioning approach combining improved versions of a recursive five-block heuristic and an L-approach for packing rectangles into larger rectangles and L-shaped pieces. The combined approach is able to rapidly find the optimal solutions of all instances of the pallet loading problem sets Cover I and II (more than 50 000 instances). It is also effective for solving the instances of problem set Cover III (almost 100 000 instances) and practical examples of a woodpulp stowage problem, if compared to other methods from the literature. Some theoretical results are also discussed and, based on them, efficient computer implementations are introduced. The computer implementation and the data sets are available for benchmarking purposes. Journal of the Operational Research Society (2010) 61, 306-320. doi: 10.1057/jors.2008.141 Published online 4 February 2009

Algorithms for two-dimensional cutting stock and strip packing problems using dynamic programming and column generation

We investigate several two-dimensional guillotine cutting stock problems and their variants in which orthogonal rotations are allowed. We first present two dynamic programming based algorithms for the Rectangular Knapsack (RK) problem and its variants in which the patterns must be staged. The first algorithm solves the recurrence formula proposed by Beasley; the second algorithm - for staged patterns - also uses a recurrence formula. We show that if the items are not so small compared to the dimensions of the bin, then these algorithms require polynomial time. Using these algorithms we solved all instances of the RK problem found at the OR-LIBRARY, including one for which no optimal solution was known. We also consider the Two-dimensional Cutting Stock problem. We present a column generation based algorithm for this problem that uses the first algorithm above mentioned to generate the columns. We propose two strategies to tackle the residual instances. We also investigate a variant of this problem where the bins have different sizes. At last, we study the Two-dimensional Strip Packing problem. We also present a column generation based algorithm for this problem that uses the second algorithm above mentioned where staged patterns are imposed. In this case we solve instances for two-, three- and four-staged patterns. We report on some computational experiments with the various algorithms we propose in this paper. The results indicate that these algorithms seem to be suitable for solving real-world instances. We give a detailed description (a pseudo-code) of all the algorithms presented here, so that the reader may easily implement these algorithms. (c) 2007 Elsevier B.V. All rights reserved.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

Reliability properties under a stopping time shift

Considering a series representation of a coherent system using a shift transform of the components lifetime T-i, at its critical level Y-i, we study two problems. First, under such a shift transform, we analyse the preservation properties of the non-parametric distribution classes and secondly the association preserving property of the components lifetime under such transformations. (c) 2007 Elsevier B.V. All rights reserved.

On Approximate KKT Condition and its Extension to Continuous Variational Inequalities

In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Garciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition is sufficient for a convex problem, either for variational inequalities or optimization. Sequential necessary conditions are more suitable to iterative methods than usual punctual conditions relying on constraint qualifications. The AKKT property holds at a solution independently of the fulfillment of a constraint qualification, but when a weak one holds, we can guarantee the validity of the KKT conditions.

Electrodeposition of copper on titanium wires: Taguchi experimental design approach

Electrodeposition of thin copper layer was carried out on titanium wires in acidic sulphate bath. The influence of titanium surface preparation, cathodic current density, copper sulphate and sulphuric acid concentrations, electrical charge density and stirring of the solution on the adhesion of the electrodeposits was studied using the Taguchi statistical method. A L(16) orthogonal array with the six factors of control at two levels each and three interactions was employed. The analysis of variance of the mean adhesion response and signal-to-noise ratio showed the great influence of cathodic current density on adhesion. on the contrary, the other factors as well as the three investigated interactions revealed low or no significant effect. From this study optimized electrolysis conditions were defined. The copper electrocoating improved the electrical conductivity of the titanium wire. This shows that copper electrocoated titanium wires could be employed for both electrical purpose and mechanical reinforcement in superconducting magnets. (C) 2008 Elsevier B.V. All rights reserved.

Toughened ZrO2 ceramics sintered with a La2O3-rich glass as additive

In this study, the influence of the glass addition and sintering parameters on the densification and mechanical properties of tetragonal zirconia polycrystals (3Y-TZP) ceramics were evaluated. High-purity tetragonal ZrO2 powder and La2O3-rich glass were used as starting powders. Two compositions based on ZrO2 and containing 5wt.% and 10wt.% of La2O3-rich glass were studied in this work. The starting powders were mixed/milled by planetary milling, dried at 90 degrees C for 24 h, sieved through a 60 mesh screen and uniaxially cold pressed under 80 MPa. The samples were sintered in air at 1200 degrees C, 1300 degrees C, 1400 degrees C for 60 min and at 1450 degrees C for 120 min, with heating and cooling rates of 10 degrees C/min. Sintered samples were characterized by relative density, X-ray diffraction (XRD) and scanningelectron microscopy (SEM). Hardness and fracture toughness were obtained by Vickers indentation method. Dense sintered samples were obtained for all conditions. Furthermore, only tetragonal-ZrO2 was identified as crystalline phase in sintered samples, independently of the conditions studied. Samples sintered at 1300 degrees C for 60 min presented the optimal mechanical properties with hardness and fracture toughness values near to 12 GPa and 8.5 MPa m(1/2) respectively. (c) 2007 Elsevier B.V, All rights reserved.

A simulation-based evolutionary multiobjective approach to manufacturing cell formation

The purpose of this paper is to propose a multiobjective optimization approach for solving the manufacturing cell formation problem, explicitly considering the performance of this said manufacturing system. Cells are formed so as to simultaneously minimize three conflicting objectives, namely, the level of the work-in-process, the intercell moves and the total machinery investment. A genetic algorithm performs a search in the design space, in order to approximate to the Pareto optimal set. The values of the objectives for each candidate solution in a population are assigned by running a discrete-event simulation, in which the model is automatically generated according to the number of machines and their distribution among cells implied by a particular solution. The potential of this approach is evaluated via its application to an illustrative example, and a case from the relevant literature. The obtained results are analyzed and reviewed. Therefore, it is concluded that this approach is capable of generating a set of alternative manufacturing cell configurations considering the optimization of multiple performance measures, greatly improving the decision making process involved in planning and designing cellular systems. (C) 2010 Elsevier Ltd. All rights reserved.

Experimental analysis of wheel/workpiece dynamic interactions in grinding

The aim of this work is to study the wheel/workpiece dynamic interactions in high-speed grinding using vitrified CBN wheel and DTG (difficult to grind) work materials. This problem is typical in the grinding of engine valve heads. The influence of tangential force per abrasive grain was investigated as an important control variable for the determination of G ratio. Experiments were carried out to observe the influence of vibrations in the wheel wear. The measurements of acoustic emission (AE) and vibration signals helped in identifying the correlation between the dynamic interactions (produced by forced random excitation) and the wheel wear. The wheel regenerative chatter phenomenon was observed by using the wheel mapping technique. (c) 2008 CIRP.

Mechanical strength evaluation for Nd-YAG laser and electric resistance spot weld (ERSW) joint under multiaxial loading

This work presents a comparison between laser weld (LBW) and electric resistance spot weld (ERSW) processes used for assemblies of components in a body-in-white (BIW) at a world class automotive industry. It is carried out by evaluating the mechanical strength modeled both by experimental and numerical methods. An ""Arcan"" multiaxial test was designed and manufactured in order to enable 0 degrees, 45 degrees and 90 degrees directional loadings. The welded specimens were uncoated low carbon steel sheets (S-y = 170 MPa) used currently at the automotive industry, with two different thicknesses: 0.80 and 1.20 mm. A numerical analysis was carried out using the finite element method (FEM) through LS-DYNA code. (c) 2007 Elsevier B.V. All rights reserved.

Texture and mechanical properties evolution of a deep drawing medium carbon steel during cold rolling and subsequent recrystallization

Medium carbon steels are mostly used for simple applications; however, new applications have been developed for which good sheet metal formability is required. These types of steels have an inherent low formability. A medium-carbon hot-rolled SAE 1050 steel was selected for this study. It has been cold rolled with thickness reductions varying between 7 and 80%. The samples obtained were used to evaluate the strain hardening curve. For samples with a 50 and 80% thickness reduction, an annealing heat treatment was performed to achieve recrystallization. The material was characterized in the ""as-received"", cold rolled and annealed conditions using several methods: optical metallography, X-ray diffraction (texture), Vickers hardness, and tensile testing. For large thickness reductions, the SAE 1050 steel presented low elongation, less than 2%, and yield strength (YS) and tensile strength (TS) around 1400 MPa. Texture in the ""as-received"" condition showed strong components on the {001} plane, in the < 100 >, < 210 > and (110) directions. After cold rolling, the texture did not present any significant changes for small thickness reductions, however. It changed completely for large ones, where gamma, < 111 >//ND, alpha, < 110 > HRD, and gamma prime, < 223 >//ND, fibres were strengthened. After annealing, the microstructure of the SAE 1050 steel was characterized by recrystallized ferrite and globular cementite. There was little change in the alpha fibre for the 50% reduction, whereas for the 80% reduction, its intensity increased. Both gamma and gamma prime fibres vanished upon annealing for 50 and 80% reductions alike. (c) 2008 Elsevier B.V. All rights reserved.

Optimal conditions for the wetting balance test

Wetting balance tests of copper sheets submerged in tin solder baths were carried out in a completely automatic wetting balance. Wetting curves were examined for three different values of sheet thickness and four different solder bath temperatures. Most of the wetting curves showed a distorted shape relative to that of a standard curve, preventing calculation of important wetting parameters, such as the wetting rate and the wetting force. The wetting tests showed that the distortion increased for a thicker sheet thickness and a lower solder bath temperature, being the result of solder bath solidification around the submerged sheet substrate. (C) 2008 Elsevier B.V. All rights reserved.