Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem

A new approach for solving the optimal power flow (OPF) problem is established by combining the reduced gradient method and the augmented Lagrangian method with barriers and exploring specific characteristics of the relations between the variables of the OPF problem. Computer simulations on IEEE 14-bus and IEEE 30-bus test systems illustrate the method. (c) 2007 Elsevier Inc. 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.

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.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Partial spectral projected gradient method with active-set strategy for linearly constrained optimization

A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/.

Continuous GRASP with a local active-set method for bound-constrained global optimization

Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic-based on the CGRASP and GENCAN methods-for finding approximate solutions for continuous global optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP-GENCAN on a set of benchmark multimodal test functions.

Orthogonal packing of identical rectangles within isotropic convex regions

A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

New and improved results for packing identical unitary radius circles within triangles, rectangles and strips

The focus of study in this paper is the class of packing problems. More specifically, it deals with the placement of a set of N circular items of unitary radius inside an object with the aim of minimizing its dimensions. Differently shaped containers are considered, namely circles, squares, rectangles, strips and triangles. By means of the resolution of non-linear equations systems through the Newton-Raphson method, the herein presented algorithm succeeds in improving the accuracy of previous results attained by continuous optimization approaches up to numerical machine precision. The computer implementation and the data sets are available at http://www.ime.usp.br/similar to egbirgin/packing/. (C) 2009 Elsevier Ltd, All rights reserved.

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.

Front tracking with moving-least-squares surfaces

The representation of interfaces by means of the algebraic moving-least-squares (AMLS) technique is addressed. This technique, in which the interface is represented by an unconnected set of points, is interesting for evolving fluid interfaces since there is]to surface connectivity. The position of the surface points can thus be updated without concerns about the quality of any surface triangulation. We introduce a novel AMLS technique especially designed for evolving-interfaces applications that we denote RAMLS (for Robust AMLS). The main advantages with respect to previous AMLS techniques are: increased robustness, computational efficiency, and being free of user-tuned parameters. Further, we propose a new front-tracking method based on the Lagrangian advection of the unconnected point set that defines the RAMLS surface. We assume that a background Eulerian grid is defined with some grid spacing h. The advection of the point set makes the surface evolve in time. The point cloud can be regenerated at any time (in particular, we regenerate it each time step) by intersecting the gridlines with the evolved surface, which guarantees that the density of points on the surface is always well balanced. The intersection algorithm is essentially a ray-tracing algorithm, well-studied in computer graphics, in which a line (ray) is traced so as to detect all intersections with a surface. Also, the tracing of each gridline is independent and can thus be performed in parallel. Several tests are reported assessing first the accuracy of the proposed RAMLS technique, and then of the front-tracking method based on it. Comparison with previous Eulerian, Lagrangian and hybrid techniques encourage further development of the proposed method for fluid mechanics applications. (C) 2008 Elsevier Inc. All rights reserved.

Ab initio study of the EFG at the N sites in imidazole

We study the nuclear quadrupole interaction at the nitrogen sites in the molecular and crystalline phases of the imidazole compound. We use PAW which is a state-of-the-art method to calculate the electronic structure and electric field gradient at the nucleus in the framework of the density functional theory. The quadrupole frequencies at both imino and amino N sites are in excellent agreement with measurements. This is the first time that the electric field gradient at crystalline imidazole is correctly treated by an ab initio theoretical approach.

Driving forces for the adsorption of cyclopentene on InP(001)

In this work the interaction of cyclopentene with a set of InP(001) surfaces is investigated by means of the density functional theory. We propose a simple approach for evaluating the surface strain and based on it we have found a linear relation between bond and strain energies and the adsorption energy. Our results also indicate that the higher the bond energy, the more disperse the charge distribution is around the adsorption site associated to the high occupied state, a key feature that characterizes the adsorption process. Different adsorption coverages are used to evaluate the proposed equation. Our results suggest that the proposed approach might be extended to other systems where the interaction of the semiconductor surface and the molecule is restricted to first neighbor sites. (C) 2011 Elsevier B.V. All rights reserved.

Semiconductor nanoparticle modeling via density functional theory

In this work, a 2.0 nm nanoparticle (low limit synthesized system) is compared to possible simplified models: passivated clusters, small (1.3 nm) nanoparticles and sets of plane surfaces. Our density functional theory results suggest that even when geometric aspects are properly described by the simplifications considered, electronic properties might be very different, especially when edge atoms are not properly taken into account in the nanoparticle`s modeling. In addition, we propose a protocol that might help future theoretical descriptions of nanoparticles.