156 resultados para Newton-Raphson method

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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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.

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This paper presents a domain boundary element formulation for inelastic saturated porous media with rate-independent behavior for the solid skeleton. The formulation is then applied to elastic-plastic behavior for the solid. Biot`s consolidation theory, extended to include irreversible phenomena is considered and the direct boundary element technique is used for the numerical solution after time discretization by the implicit Euler backward algorithm. The associated nonlinear algebraic problem is solved by the Newton-Raphson procedure whereby the loading/unloading conditions are fully taken into account and the consistent tangent operator defined. Only domain nodes (nodes defined inside the domain) are used to represent all domain values and the corresponding integrals are computed by using an accurate sub-elementation scheme. The developments are illustrated through the Drucker-Prager elastic-plastic model for the solid skeleton and various examples are analyzed with the proposed algorithms. (c) 2008 Elsevier B.V. All rights reserved.

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One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

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In this note we discuss the convergence of Newton`s method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hessian is positive definite at each step and yet the iterates converge to a non-stationary point. These examples answer a question posed by Fletcher in his 1987 book Practical methods of optimization.

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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/.

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This paper presents studies of cases in power systems by Sensitivity Analysis (SA) oriented by Optimal Power Flow (OPF) problems in different operation scenarios. The studies of cases start from a known optimal solution obtained by OPF. This optimal solution is called base case, and from this solution new operation points may be evaluated by SA when perturbations occur in the system. The SA is based on Fiacco`s Theorem and has the advantage of not be an iterative process. In order to show the good performance of the proposed technique tests were carried out on the IEEE 14, 118 and 300 buses systems. (C) 2010 Elsevier Ltd. All rights reserved.

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This paper presents a new approach, predictor-corrector modified barrier approach (PCMBA), to minimize the active losses in power system planning studies. In the PCMBA, the inequality constraints are transformed into equalities by introducing positive auxiliary variables. which are perturbed by the barrier parameter, and treated by the modified barrier method. The first-order necessary conditions of the Lagrangian function are solved by predictor-corrector Newton`s method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, reaching the limits of the inequality constraints. The feasibility of the proposed approach is demonstrated using various IEEE test systems and a realistic power system of 2256-bus corresponding to the Brazilian South-Southeastern interconnected system. The results show that the utilization of the predictor-corrector method with the pure modified barrier approach accelerates the convergence of the problem in terms of the number of iterations and computational time. (C) 2008 Elsevier B.V. All rights reserved.

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We study the problem of distributed estimation based on the affine projection algorithm (APA), which is developed from Newton`s method for minimizing a cost function. The proposed solution is formulated to ameliorate the limited convergence properties of least-mean-square (LMS) type distributed adaptive filters with colored inputs. The analysis of transient and steady-state performances at each individual node within the network is developed by using a weighted spatial-temporal energy conservation relation and confirmed by computer simulations. The simulation results also verify that the proposed algorithm provides not only a faster convergence rate but also an improved steady-state performance as compared to an LMS-based scheme. In addition, the new approach attains an acceptable misadjustment performance with lower computational and memory cost, provided the number of regressor vectors and filter length parameters are appropriately chosen, as compared to a distributed recursive-least-squares (RLS) based method.

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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.

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A combination of trajectory sensitivity method and master-slave synchronization was proposed to parameter estimation of nonlinear systems. It was shown that master-slave coupling increases the robustness of the trajectory sensitivity algorithm with respect to the initial guess of parameters. Since synchronization is not a guarantee that the estimation process converges to the correct parameters, a conditional test that guarantees that the new combined methodology estimates the true values of parameters was proposed. This conditional test was successfully applied to Lorenz's and Chua's systems, and the proposed parameter estimation algorithm has shown to be very robust with respect to parameter initial guesses and measurement noise for these examples. Copyright (C) 2009 Elmer P. T. Cari et al.

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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/.

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The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

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Despite the advances in bonding materials, many clinicians today still prefer to place bands on molar teeth. Molar bonding procedures need improvement to be widely accepted clinically. OBJECTIVE: The purpose of this study was to evaluate the shear bond strength when an additional adhesive layer was applied on the occlusal tooth/tube interface to provide reinforcement to molar tubes. MATERIAL AND METHODS: Sixty third molars were selected and allocated to the 3 groups: group 1 received a conventional direct bond followed by the application of an additional layer of adhesive on the occlusal tooth/tube interface, group 2 received a conventional direct bond, and group 3 received a conventional direct bond and an additional cure time of 10 s. The specimens were debonded in a universal testing machine. The results were analyzed statistically by ANOVA and Tukey's test (α=0.05). RESULTS: Group 1 had a significantly higher (p<0.05) shear bond strength compared to groups 2 and 3. No difference was detected between groups 2 and 3 (p>0.05). CONCLUSIONS: The present in vitro findings indicate that the application of an additional layer of adhesive on the tooth/tube interface increased the shear bond strength of the bonded molar tubes.

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The aims of this study were to demonstrate the synthesis of an experimental glass ionomer cement (GIC) by the non-hydrolytic sol-gel method and to evaluate its biocompatibility in comparison to a conventional glass ionomer cement (Vidrion R). Four polyethylene tubes containing the tested cements were implanted in the dorsal region of 15 rats, as follows: GI - experimental GIC and GII - conventional GIC. The external tube walls was considered the control group (CG). The rats were sacrificed 7, 21 and 42 days after implant placement for histopathological analysis. A four-point (I-IV) scoring system was used to graduate the inflammatory reaction. Regarding the experimental GIC sintherization, thermogravimetric and x-ray diffraction analysis demonstrated vitreous material formation at 110oC by the sol-gel method. For biocompatibility test, results showed a moderate chronic inflammatory reaction for GI (III), severe for GII (IV) and mild for CG (II) at 7 days. After 21 days, GI presented a mild reaction (II); GII, moderate (III) and CG, mild (II). At 42 days, GI showed a mild/absent inflammatory reaction (II to I), similar to GII (II to I). CG presented absence of chronic inflammatory reaction (I). It was concluded that the experimental GIC presented mild/absent tissue reaction after 42 days, being biocompatible when tested in the connective tissue of rats.

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This article describes and discusses a method to determine root curvature radius by using cone-beam computed tomography (CBCT). The severity of root canal curvature is essential to select instrument and instrumentation technique. The diagnosis and planning of root canal treatment have traditionally been made based on periapical radiography. However, the higher accuracy of CBCT images to identify anatomic and pathologic alterations compared to panoramic and periapical radiographs has been shown to reduce the incidence of false-negative results. In high-resolution images, the measurement of root curvature radius can be obtained by circumcenter. Based on 3 mathematical points determined with the working tools of Planimp® software, it is possible to calculate root curvature radius in both apical and coronal directions. The CBCT-aided method for determination of root curvature radius presented in this article is easy to perform, reproducible and allows a more reliable and predictable endodontic planning, which reflects directly on a more efficacious preparation of curved root canals.