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.

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.

A hybrid heuristic for the multi-plant capacitated lot sizing problem with setup carry-over

This paper addresses the capacitated lot sizing problem (CLSP) with a single stage composed of multiple plants, items and periods with setup carry-over among the periods. The CLSP is well studied and many heuristics have been proposed to solve it. Nevertheless, few researches explored the multi-plant capacitated lot sizing problem (MPCLSP), which means that few solution methods were proposed to solve it. Furthermore, to our knowledge, no study of the MPCLSP with setup carry-over was found in the literature. This paper presents a mathematical model and a GRASP (Greedy Randomized Adaptive Search Procedure) with path relinking to the MPCLSP with setup carry-over. This solution method is an extension and adaptation of a previously adopted methodology without the setup carry-over. Computational tests showed that the improvement of the setup carry-over is significant in terms of the solution value with a low increase in computational time.

A FIRST CONSTRAINT ON THE THICK DISK SCALE LENGTH: DIFFERENTIAL RADIAL ABUNDANCES IN K GIANTS AT GALACTOCENTRIC RADII 4, 8, AND 12 kpc

Based on high-resolution spectra obtained with the MIKE spectrograph on the Magellan telescopes, we present detailed elemental abundances for 20 red giant stars in the outer Galactic disk, located at Galactocentric distances between 9 and 13 kpc. The outer disk sample is complemented with samples of red giants from the inner Galactic disk and the solar neighborhood, analyzed using identical methods. For Galactocentric distances beyond 10 kpc, we only find chemical patterns associated with the local thin disk, even for stars far above the Galactic plane. Our results show that the relative densities of the thick and thin disks are dramatically different from the solar neighborhood, and we therefore suggest that the radial scale length of the thick disk is much shorter than that of the thin disk. We make a first estimate of the thick disk scale length of L(thick) = 2.0 kpc, assuming L(thin) = 3.8 kpc for the thin disk. We suggest that radial migration may explain the lack of radial age, metallicity, and abundance gradients in the thick disk, possibly also explaining the link between the thick disk and the metal-poor bulge.

Financial distress, financial constraint and investment decision: Evidence from Brazil

This paper analyses the presence of financial constraint in the investment decisions of 367 Brazilian firms from 1997 to 2004, using a Bayesian econometric model with group-varying parameters. The motivation for this paper is the use of clustering techniques to group firms in a totally endogenous form. In order to classify the firms we used a hybrid clustering method, that is, hierarchical and non-hierarchical clustering techniques jointly. To estimate the parameters a Bayesian approach was considered. Prior distributions were assumed for the parameters, classifying the model in random or fixed effects. Ordinate predictive density criterion was used to select the model providing a better prediction. We tested thirty models and the better prediction considers the presence of 2 groups in the sample, assuming the fixed effect model with a Student t distribution with 20 degrees of freedom for the error. The results indicate robustness in the identification of financial constraint when the firms are classified by the clustering techniques. (C) 2010 Elsevier B.V. All rights reserved.

A hybrid-Trefftz formulation for plane elasticity with selective enrichment of the approximations

This work is related to the so-called non-conventional finite element formulations. Essentially, a methodology for the enrichment of the initial approximation which is typical of the meshless methods and based on the clouds concept is introduced in the hybrid-Trefftz formulation for plane elasticity. The formulation presented allows for the approximation and direct enrichment of two independent fields: stresses in the domains and displacements on the boundaries of the elements. Defined by a set of elements and interior boundaries sharing a common node, the cloud notion is employed to select the enrichment support for the approximation fields. The numerical analysis performed reveals an excellent performance of the resulting formulation, characterized by the good approximation ability and a reduced computational effort. Copyright (C) 2009 John Wiley & Sons, Ltd.

Hybrid Method to Assess Sensitive Process Interruption Costs Due to Faults in Electric Power Distribution Networks

This paper shows a new hybrid method for risk assessment regarding interruptions in sensitive processes due to faults in electric power distribution systems. This method determines indices related to long duration interruptions and short duration voltage variations (SDVV), such as voltage sags and swells in each customer supplied by the distribution network. Frequency of such occurrences and their impact on customer processes are determined for each bus and classified according to their corresponding magnitude and duration. The method is based on information regarding network configuration, system parameters and protective devices. It randomly generates a number of fault scenarios in order to assess risk areas regarding long duration interruptions and voltage sags and swells in an especially inventive way, including frequency of events according to their magnitude and duration. Based on sensitivity curves, the method determines frequency indices regarding disruption in customer processes that represent equipment malfunction and possible process interruptions due to voltage sags and swells. Such approach allows for the assessment of the annual costs associated with each one of the evaluated power quality indices.

An EFG method for the nonlinear analysis of plates undergoing arbitrarily large deformations

The applicability of a meshfree approximation method, namely the EFG method, on fully geometrically exact analysis of plates is investigated. Based on a unified nonlinear theory of plates, which allows for arbitrarily large rotations and displacements, a Galerkin approximation via MLS functions is settled. A hybrid method of analysis is proposed, where the solution is obtained by the independent approximation of the generalized internal displacement fields and the generalized boundary tractions. A consistent linearization procedure is performed, resulting in a semi-definite generalized tangent stiffness matrix which, for hyperelastic materials and conservative loadings, is always symmetric (even for configurations far from the generalized equilibrium trajectory). Besides the total Lagrangian formulation, an updated version is also presented, which enables the treatment of rotations beyond the parameterization limit. An extension of the arc-length method that includes the generalized domain displacement fields, the generalized boundary tractions and the load parameter in the constraint equation of the hyper-ellipsis is proposed to solve the resulting nonlinear problem. Extending the hybrid-displacement formulation, a multi-region decomposition is proposed to handle complex geometries. A criterium for the classification of the equilibrium`s stability, based on the Bordered-Hessian matrix analysis, is suggested. Several numerical examples are presented, illustrating the effectiveness of the method. Differently from the standard finite element methods (FEM), the resulting solutions are (arbitrary) smooth generalized displacement and stress fields. (c) 2007 Elsevier Ltd. All rights reserved.

Effects of Nd:YAG Laser Irradiation on the Hybrid Layer of Different Adhesive Systems

Purpose: The aim of this in vitro study was to evaluate the microtensile bond strength (mu TBS) and hybrid layer morphology of different adhesive systems, either followed by treatment with Nd:YAG laser irradiation or not. Previous studies have shown the effects of Nd:YAG laser irradiation on the dentin surface at restoration margins, but there are few reports about the significance of the irradiation on the hybrid layer. Materials and Methods: The flattened coronal and root dentin samples of 24 bovine teeth were randomly divided into 8 groups, according to the adhesive system used - Scotchbond Multi Purpose (SBMP) or Clearfil SE Bond (CSEB) - and were either irradiated with Nd:YAG or not, with different parameters: 0.8 W/10 Hz, 0.8 W/20 Hz, 1.2 W/10 Hz, 1.2 W/20 Hz. The left sides of specimens were the control groups, and right sides were irradiated. A composite crown was built over bonded surfaces and stored in water (24 h at 37 degrees C). Specimens were sectioned vertically into slabs that were subjected to mu TBS testing and observed by SEM. Results: Control groups (27.81 +/- 1.38) showed statistically higher values than lased groups (21.37 +/- 0.99), and CSEB control group values (31.26 +/- 15.71) were statistically higher than those of SBMP (24.3 +/- 10.66). There were no significant differences between CSEB (20.34 +/- 10.01) and SBMP (22.43 +/- 9.82) lased groups. Among parameters tested, 0.8 W/10 Hz showed the highest value (25.54 +/- 11.74). Nd:YAG laser irradiation caused dentin to melt under the adhesive layer of both adhesive systems tested. Conclusion: With the parameters used in this study, Nd:YAG laser irradiation of the hybrid layer promoted morphological changes in dentin and negatively influenced the bond strength of both adhesive systems.

A hybrid approach to learn with imbalanced classes using evolutionary algorithms

There is an increasing interest in the application of Evolutionary Algorithms (EAs) to induce classification rules. This hybrid approach can benefit areas where classical methods for rule induction have not been very successful. One example is the induction of classification rules in imbalanced domains. Imbalanced data occur when one or more classes heavily outnumber other classes. Frequently, classical machine learning (ML) classifiers are not able to learn in the presence of imbalanced data sets, inducing classification models that always predict the most numerous classes. In this work, we propose a novel hybrid approach to deal with this problem. We create several balanced data sets with all minority class cases and a random sample of majority class cases. These balanced data sets are fed to classical ML systems that produce rule sets. The rule sets are combined creating a pool of rules and an EA is used to build a classifier from this pool of rules. This hybrid approach has some advantages over undersampling, since it reduces the amount of discarded information, and some advantages over oversampling, since it avoids overfitting. The proposed approach was experimentally analysed and the experimental results show an improvement in the classification performance measured as the area under the receiver operating characteristics (ROC) curve.

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.

A Robust, Fully Adaptive Hybrid Level-Set/Front-Tracking Method for Two-Phase Flows with an Accurate Surface Tension Computation

We present a variable time step, fully adaptive in space, hybrid method for the accurate simulation of incompressible two-phase flows in the presence of surface tension in two dimensions. The method is based on the hybrid level set/front-tracking approach proposed in [H. D. Ceniceros and A. M. Roma, J. Comput. Phys., 205, 391400, 2005]. Geometric, interfacial quantities are computed from front-tracking via the immersed-boundary setting while the signed distance (level set) function, which is evaluated fast and to machine precision, is used as a fluid indicator. The surface tension force is obtained by employing the mixed Eulerian/Lagrangian representation introduced in [S. Shin, S. I. Abdel-Khalik, V. Daru and D. Juric, J. Comput. Phys., 203, 493-516, 2005] whose success for greatly reducing parasitic currents has been demonstrated. The use of our accurate fluid indicator together with effective Lagrangian marker control enhance this parasitic current reduction by several orders of magnitude. To resolve accurately and efficiently sharp gradients and salient flow features we employ dynamic, adaptive mesh refinements. This spatial adaption is used in concert with a dynamic control of the distribution of the Lagrangian nodes along the fluid interface and a variable time step, linearly implicit time integration scheme. We present numerical examples designed to test the capabilities and performance of the proposed approach as well as three applications: the long-time evolution of a fluid interface undergoing Rayleigh-Taylor instability, an example of bubble ascending dynamics, and a drop impacting on a free interface whose dynamics we compare with both existing numerical and experimental data.

Comparasion of two minimally invasive methods on the longevity of glass ionomer cement restorations: short-term results of a pilot study

The purpose of this study was to evaluate the clinical performance of glass ionomer cement (GIC) restorations comparing two minimally invasive methods in permanent teeth after 12 months. Fifty pregnant women (second trimester of pregnancy), mean age 22 ± 5.30 years, were treated by two previously trained operators. The treatment approaches tested were: chemomechanical method (CarisolvTM; MediTeam) and atraumatic restorative treatment (ART). A split-mouth study design was used in which the two treatments were randomly placed in 50 matched pairs of permanent teeth. The chemomechanical method (CM) was the test group and the ART was the control group. The treatments were performed in Public Health Centers. The tested restorative material was a high-strength GIC (Ketac Molar; 3M/ESPE). The restorations were placed according to the ART guidelines. Two calibrated independent examiners evaluated the restorations in accordance with ART criteria. The inter-examiner kappa was 0.97. Data were analyzed using 95% confidence interval on the binomial distribution and Fisher's exact test at 5% significance level. In a 12-month follow-up, 86% of the restorations were evaluated. In the test group (CM), 100% (CI=93.3-100%) of the restorations were considered successful. In the control group (ART) 97.6% (CI=87.4-99.9%) of the restorations were considered successful and 2.4% unsuccessful (marginal defect >0.5 mm). There was no statistically significant difference between the 12-mounth success rate for both groups (Fisher's exact test: P=0.49) and between the two operators (Fisher's exact test: P=1.00). Both minimally invasive methods, chemomechanical method and ART, showed a similar clinical performance after 12 months of follow up.

Effect of different ferrule designs on the fracture resistance and failure pattern of endodontically treated teeth restored with fiber posts and all-ceramic crowns

OBJECTIVE: This study investigated the effect of different ferrule heights on endodontically treated premolars. MATERIAL AND METHODS: Fifty sound mandibular first premolars were endodontically treated and then restored with 7-mm fiber post (FRC Postec Plus #1 Ivoclar-Vivadent) luted with self-polymerized resin cement (Multilink, Ivoclar Vivadent) while the coronal section was restored with hybrid composite core build-up material (Tetric Ceram, Ivoclar-Vivadent), which received all-ceramic crown. Different ferrule heights were investigated: 1-mm circumferential ferrule without post and core (group 1 used as control), a circumferential 1-mm ferrule (group 2), non-uniform ferrule 2-mm buccally and 1-mm lingually (group 3), non-uniform ferrule 3-mm buccally and 2-mm lingually (group 4), and finally no ferrule preparation (group 5). The fracture load and failure pattern of the tested groups were investigated by applying axial load to the ceramic crowns (n=10). Data were analyzed statistically by one-way ANOVA and Tukey's post-hoc test was used for pair-wise comparisons (α=0.05). RESULTS: There were no significant differences among the failure load of all tested groups (P<0.780). The control group had the lowest fracture resistance (891.43±202.22 N) and the highest catastrophic failure rate (P<0.05). Compared to the control group, the use of fiber post reduced the percentage of catastrophic failure while increasing the ferrule height did not influence the fracture resistance of the restored specimens. CONCLUSIONS: Within the limitations of this study, increasing the ferrule length did not influence the fracture resistance of endodontically treated teeth restored with glass ceramic crowns. Insertion of a fiber post could reduce the percentage of catastrophic failure of these restorations under function.

Effect of deproteinization and tubular occlusion on microtensile bond strength and marginal microleakage of resin composite restorations

Dentin adhesion procedure presents limitations, especially regarding to lifetime stability of formed hybrid layer. Alternative procedures have been studied in order to improve adhesion to dentin. OBJECTIVE: The aim of this study was to evaluate in vitro the influence of deproteinization or dentin tubular occlusion, as well as the combination of both techniques, on microtensile bond strength (µTBS) and marginal microleakage of composite resin restorations. MATERIAL AND METHODS: Extracted erupted human third molars were randomly divided into 4 groups. Dentin surfaces were treated with one of the following procedures: (A) 35% phosphoric acid gel (PA) + adhesive system (AS); (B) PA + 10% NaOCl + AS; (C) PA + oxalate + AS and (D) PA + oxalate + 10% NaOCl + AS. Bond strength data were analyzed statistically by two-way ANOVA and Tukey's test. The microleakage scores were analyzed using Kruskal-Wallis and Mann-Whitney non-parametric tests. Significance level was set at 0.05 for all analyses. RESULTS: µTBS data presented statistically lower values for groups D and B, ranking data as A>C>B>D. The use of oxalic acid resulted in microleakage reduction along the tooth/restoration interface, being significant when used alone. On the other hand, the use of 10% NaOCl alone or in combination with oxalic acid, resulted in increased microleakage. CONCLUSIONS: Dentin deproteinization with 10% NaOCl or in combination with oxalate significantly compromised both the adhesive bond strength and the microleakage at interface. Tubular occlusion prior to adhesive system application seems to be a useful technique to reduce marginal microleakage.