30 resultados para BOUND-CONSTRAINED MINIMIZATION
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
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/.
Resumo:
The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.
Resumo:
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.
Resumo:
The Tiete River and its tributary Pinheiros River receive a highly complex organic and inorganic pollutants load from sanitary sewage and industrial sources, as well as agricultural and agroindustrial activities. The aim of the present study was to evaluate the embryotoxic and teratogenic effects of sediments from selected locations in the Tiete River Basin by means of the sediment contact embryo toxicity assay with Danio rerio, in order to provide a comprehensive and realistic insight into the bioavailable hazard potential of these sediment samples. Lethal and sub-lethal effects were recorded, and high embryo toxicity could be found in the samples not only in the vicinity of the megacity Sao Paulo (Billings reservoir and Pinheiros River samples), but also downstream (in the reservoirs Barra Bonita, Promissao and Tres Irmaos). Results confirm that most toxicity is due to the discharges of the metropolitan area of Sao Paulo. However, they also indicate additional sources of pollutants along the river course, probably from industrial, agricultural and agroindustrial residues, which contribute to the degradation of each area. The sediment contact fish embryo test showed to be powerful tool to detect embryo toxicity in sediments, not only by being a sensitive method, but also for taking into account bioavailability. This test provides an ecological highly realistic and relevant exposure scenario, and should therefore be added in ecotoxicological sediment quality assessments. (C) 2011 Elsevier Inc. All rights reserved.
Resumo:
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/.
Resumo:
At very high energies we expect that the hadronic cross sections satisfy the Froissart bound, which is a well-established property of the strong interactions. In this energy regime we also expect the formation of the Color Glass Condensate, characterized by gluon saturation and a typical momentum scale: the saturation scale Q(s). In this paper we show that if a saturation window exists between the nonperturbative and perturbative regimes of Quantum Chromodynamics (QCD), the total cross sections satisfy the Froissart bound. Furthermore, we show that our approach allows us to described the high energy experimental data on pp/p (p) over bar total cross sections.
Resumo:
Results of systematic tunable-frequency ESR studies of the spin dynamics in NiCl2-4SC(NH2)(2) (known as DTN), a gapped S = 1 chain system with easy-plane anisotropy dominating over the exchange coupling (large-D chain), are presented. We have obtained direct evidence for two-magnon bound states, predicted for S = 1 large-D spin chains in the fully spin-polarized (FSP) phase. The frequency-field dependence of the corresponding excitations was calculated using the set of parameters obtained earlier [S.A. Zvyagin, et al., Phys. Rev. Lett. 98 (2007) 047205]. Very good agreement between the calculations and the experiment was obtained. It is argued that the observation of transitions from the ground to two-magnon bound states might indicate a more complex picture of magnetic interactions in DTN, involving a finite in-plane anisotropy. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
We show that halo effects enhance fusion cross sections of weakly bound systems, comparing with the situation when there is no-halo. We introduce dimensionless fusion functions and energy variable quantity to investigate systematical trends in the fusion cross sections of weakly bound nuclei at near-barrier energies. We observe very clearly complete fusion suppression at energies above the barrier due to dynamic effects of the breakup on fusion. We explain this suppression in terms of the repulsive polarization potential produced by the breakup.
Resumo:
An experimental overview of reactions induced by the stable, but weakly-bound nuclei (6)Li, (7)Li and (9)Be, and by the exotic, halo nuclei (6)He, (8)B, (11)Be and (17)F On medium-mass targets, such as (58)Ni, (59)Co or (64)Zn, is presented. Existing data on elastic scattering, total reaction cross sections, fusion, breakup and transfer channels are discussed in the framework of a CDCC approach taking into account the breakup degree of freedom.
Reaction mechanisms for weakly-bound, stable nuclei and unstable, halo nuclei on medium-mass targets
Resumo:
An experimental overview of reactions induced by the stable, but weakly-bound nuclei (6)Li, (7)Li and (9)Be, and by the exotic, halo nuclei (6)He, (8)B, (11)Be and (17)F on medium-mass targets, such as (58)Ni, (59)Co or (64)Zn, is presented. Existing data on elastic scattering, total reaction cross sections, fusion processes, breakup and transfer channels are discussed in the framework of a CDCC approach taking into account the breakup degree of freedom.