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 STUDY OF PENALTY FORMULATIONS USED IN THE NUMERICAL APPROXIMATION OF A RADIALLY SYMMETRIC ELASTICITY PROBLEM

We consider a class of two-dimensional problems in classical linear elasticity for which material overlapping occurs in the absence of singularities. Of course, material overlapping is not physically realistic, and one possible way to prevent it uses a constrained minimization theory. In this theory, a minimization problem consists of minimizing the total potential energy of a linear elastic body subject to the constraint that the deformation field must be locally invertible. Here, we use an interior and an exterior penalty formulation of the minimization problem together with both a standard finite element method and classical nonlinear programming techniques to compute the minimizers. We compare both formulations by solving a plane problem numerically in the context of the constrained minimization theory. The problem has a closed-form solution, which is used to validate the numerical results. This solution is regular everywhere, including the boundary. In particular, we show numerical results which indicate that, for a fixed finite element mesh, the sequences of numerical solutions obtained with both the interior and the exterior penalty formulations converge to the same limit function as the penalization is enforced. This limit function yields an approximate deformation field to the plane problem that is locally invertible at all points in the domain. As the mesh is refined, this field converges to the exact solution of the plane problem.

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.

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.

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.

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.

Cold nuclear matter effects on J/psi production as constrained by deuteron-gold measurements at root S(NN)=200 GeV

We present a new analysis of J/psi production yields in deuteron-gold collisions at root s(NN) =200 GeV using data taken from the PHENIX experiment in 2003 and previously published in S. S. Adler [Phys. Rev. Lett 96, 012304 (2006)]. The high statistics proton-proton J/psi data taken in 2005 are used to improve the baseline measurement and thus construct updated cold nuclear matter modification factors (R(dAu)). A suppression of J/psi in cold nuclear matter is observed as one goes forward in rapidity (in the deuteron-going direction), corresponding to a region more sensitive to initial-state low-x gluons in the gold nucleus. The measured nuclear modification factors are compared to theoretical calculations of nuclear shadowing to which a J/psi (or precursor) breakup cross section is added. Breakup cross sections of sigma(breakup)=2.8(-1.4)(+1.7) (2.2(-1.5)(+1.6)) mb are obtained by fitting these calculations to the data using two different models of nuclear shadowing. These breakup cross-section values are consistent within large uncertainties with the 4.2 +/- 0.5 mb determined at lower collision energies. Projecting this range of cold nuclear matter effects to copper-copper and gold-gold collisions reveals that the current constraints are not sufficient to firmly quantify the additional hot nuclear matter effect.

CMB in a box: Causal structure and the Fourier-Bessel expansion

This paper makes two points. First, we show that the line-of-sight solution to cosmic microwave anisotropies in Fourier space, even though formally defined for arbitrarily large wavelengths, leads to position-space solutions which only depend on the sources of anisotropies inside the past light cone of the observer. This foretold manifestation of causality in position (real) space happens order by order in a series expansion in powers of the visibility gamma = e(-mu), where mu is the optical depth to Thomson scattering. We show that the contributions of order gamma(N) to the cosmic microwave background (CMB) anisotropies are regulated by spacetime window functions which have support only inside the past light cone of the point of observation. Second, we show that the Fourier-Bessel expansion of the physical fields (including the temperature and polarization momenta) is an alternative to the usual Fourier basis as a framework to compute the anisotropies. The viability of the Fourier-Bessel series for treating the CMB is a consequence of the fact that the visibility function becomes exponentially small at redshifts z >> 10(3), effectively cutting off the past light cone and introducing a finite radius inside which initial conditions can affect physical observables measured at our position (x) over right arrow = 0 and time t(0). Hence, for each multipole l there is a discrete tower of momenta k(il) (not a continuum) which can affect physical observables, with the smallest momenta being k(1l) similar to l. The Fourier-Bessel modes take into account precisely the information from the sources of anisotropies that propagates from the initial value surface to the point of observation-no more, no less. We also show that the physical observables (the temperature and polarization maps), and hence the angular power spectra, are unaffected by that choice of basis. This implies that the Fourier-Bessel expansion is the optimal scheme with which one can compute CMB anisotropies.

Loss minimization by the predictor-corrector modified barrier approach

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.

Chaotic communication based on the particle-in-a-box electronic circuit

A secure communication system based on the error-feedback synchronization of the electronic model of the particle-in-a-box system is proposed. This circuit allows a robust and simple electronic emulation of the mechanical behavior of the collisions of a particle inside a box, exhibiting rich chaotic behavior. The required nonlinearity to emulate the box walls is implemented in a simple way when compared with other analog electronic chaotic circuits. A master/slave synchronization of two circuits exhibiting a rich chaotic behavior demonstrates the potentiality of this system to secure communication. In this system, binary data stream information modulates the bifurcation parameter of the particle-in-a-box electronic circuit in the transmitter. In the receiver circuit, this parameter is estimated using Pecora-Carroll synchronization and error-feedback synchronization. The performance of the demodulation process is verified through the eye pattern technique applied on the recovered bit stream. During the demodulation process, the error-feedback synchronization presented better performance compared with the Pecora-Carroll synchronization. The application of the particle-in-a-box electronic circuit in a secure communication system is demonstrated.

Scheduling in a two-machine flowshop for the minimization of the mean absolute deviation from a common due date

This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

Universal Set-top Box: A Simple Design to Provide Accessible Services

This paper presents the design of a low cost accessible digital television set-top box. This set-top box was designed and tested to the International ISDB-T system and considered the adoption of solutions that would provide accessible services in digital television in the simplest digital television receiver. The accessible set-top box was evaluated regarding the processing and memory requirements impacts to provide the features for accessible services. The work presents also the access services bandwidth consumption analysis(1).

Some heuristic algorithms for total tardiness minimization in a flowshop with blocking

The flowshop scheduling problem with blocking in-process is addressed in this paper. In this environment, there are no buffers between successive machines: therefore intermediate queues of jobs waiting in the system for their next operations are not allowed. Heuristic approaches are proposed to minimize the total tardiness criterion. A constructive heuristic that explores specific characteristics of the problem is presented. Moreover, a GRASP-based heuristic is proposed and Coupled with a path relinking strategy to search for better outcomes. Computational tests are presented and the comparisons made with an adaptation of the NEH algorithm and with a branch-and-bound algorithm indicate that the new approaches are promising. (c) 2007 Elsevier Ltd. All rights reserved.

Nitrogen, phosphorus and potassium dose effect in the graft box of lemon tree (of the family Rutaceae) nutrition and production.

Nitrogen, phosphorus and potassium dose effect in the graft box of lemon tree (of the family Rutaceae) nutrition and production. The aim of the study was to evaluate the graft box of lemon tree (of the family Rutaceae) nutritional state and its components of growth in function of nitrogen, phosphorus and potassium dose by fertilization. The experimental outlining was entirely made casually in factorial scheme 3(3) + 1, being 3 factors (nitrogen, phosphorus and potassium - NPK), 3 doses and in evidence (without fertilization), with 3 repetitions. The experimental milt was constituted by two tubes of 2,8 cm diameter and 12,3 cm high with a graft box (Hipobioto) of lemon tree (of the family Rutaceae) in each tube. The doses used were constituted by doses of N (460; 920 e 18,10 mg dm(-3)), P (50; 100 e 200 mg dm(-3)) and K (395; 790 e 1580 mg dm(-3)). The fertilization with N and K was carried out by fertirrigations and the P added to the substract of Pinus rind and vermiculite before the seeding. when the plants were 133 days after the germination they were subdivided in radicular system and air part for the determinations of the dry matter mass, height, foliar area, stem diameter and contents of nutrients. The N, K and P doses of 920 mg dm(-3), 790 mg dm(-3), 100 mg dm(-3), respectively, were enough for the suitable development of the graft box of lemon tree (of the family Rutaceae) in tubes.