992 resultados para AUGMENTED LAGRANGIAN ALGORITHMS
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In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Garciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition is sufficient for a convex problem, either for variational inequalities or optimization. Sequential necessary conditions are more suitable to iterative methods than usual punctual conditions relying on constraint qualifications. The AKKT property holds at a solution independently of the fulfillment of a constraint qualification, but when a weak one holds, we can guarantee the validity of the KKT conditions.
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We present two new constraint qualifications (CQs) that are weaker than the recently introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on the assumption that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set of gradients whose properties had to be preserved locally and that would still work as a CQ. This is done in the first new CQ, which we call the constant rank of the subspace component (CRSC) CQ. This new CQ also preserves many of the good properties of RCPLD, such as local stability and the validity of an error bound. We also introduce an even weaker CQ, called the constant positive generator (CPG), which can replace RCPLD in the analysis of the global convergence of algorithms. We close this work by extending convergence results of algorithms belonging to all the main classes of nonlinear optimization methods: sequential quadratic programming, augmented Lagrangians, interior point algorithms, and inexact restoration.
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Wireless sensor networks are posed as the new communication paradigm where the use of small, low-complexity, and low-power devices is preferred over costly centralized systems. The spectra of potential applications of sensor networks is very wide, ranging from monitoring, surveillance, and localization, among others. Localization is a key application in sensor networks and the use of simple, efficient, and distributed algorithms is of paramount practical importance. Combining convex optimization tools with consensus algorithms we propose a distributed localization algorithm for scenarios where received signal strength indicator readings are used. We approach the localization problem by formulating an alternative problem that uses distance estimates locally computed at each node. The formulated problem is solved by a relaxed version using semidefinite relaxation technique. Conditions under which the relaxed problem yields to the same solution as the original problem are given and a distributed consensusbased implementation of the algorithm is proposed based on an augmented Lagrangian approach and primaldual decomposition methods. Although suboptimal, the proposed approach is very suitable for its implementation in real sensor networks, i.e., it is scalable, robust against node failures and requires only local communication among neighboring nodes. Simulation results show that running an additional local search around the found solution can yield performance close to the maximum likelihood estimate.
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A new C-0 composite plate finite element based on Reddy's third order theory is used for large deformation dynamic analysis of delaminated composite plates. The inter-laminar contact is modeled with an augmented Lagrangian approach. Numerical results show that the widely used ``unconditionally stable'' beta-Newmark method presents instability problems in the transient simulation of delaminated composite plate structures with large deformation. To overcome this instability issue, an energy and momentum conserving composite implicit time integration scheme presented by Bathe and Baig is used. It is found that a proper selection of the penalty parameter is very crucial in the contact simulation. (C) 2014 Elsevier Ltd. All rights reserved.
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Inspired by key experimental and analytical results regarding Shape Memory Alloys (SMAs), we propose a modelling framework to explore the interplay between martensitic phase transformations and plastic slip in polycrystalline materials, with an eye towards computational efficiency. The resulting framework uses a convexified potential for the internal energy density to capture the stored energy associated with transformation at the meso-scale, and introduces kinetic potentials to govern the evolution of transformation and plastic slip. The framework is novel in the way it treats plasticity on par with transformation.
We implement the framework in the setting of anti-plane shear, using a staggered implicit/explict update: we first use a Fast-Fourier Transform (FFT) solver based on an Augmented Lagrangian formulation to implicitly solve for the full-field displacements of a simulated polycrystal, then explicitly update the volume fraction of martensite and plastic slip using their respective stick-slip type kinetic laws. We observe that, even in this simple setting with an idealized material comprising four martensitic variants and four slip systems, the model recovers a rich variety of SMA type behaviors. We use this model to gain insight into the isothermal behavior of stress-stabilized martensite, looking at the effects of the relative plastic yield strength, the memory of deformation history under non-proportional loading, and several others.
We extend the framework to the generalized 3-D setting, for which the convexified potential is a lower bound on the actual internal energy, and show that the fully implicit discrete time formulation of the framework is governed by a variational principle for mechanical equilibrium. We further propose an extension of the method to finite deformations via an exponential mapping. We implement the generalized framework using an existing Optimal Transport Mesh-free (OTM) solver. We then model the $\alpha$--$\gamma$ and $\alpha$--$\varepsilon$ transformations in pure iron, with an initial attempt in the latter to account for twinning in the parent phase. We demonstrate the scalability of the framework to large scale computing by simulating Taylor impact experiments, observing nearly linear (ideal) speed-up through 256 MPI tasks. Finally, we present preliminary results of a simulated Split-Hopkinson Pressure Bar (SHPB) experiment using the $\alpha$--$\varepsilon$ model.
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Traditional chemometrics techniques are augmented with algorithms tailored specifically for the de-noising and analysis of femtosecond duration pulse datasets. The new algorithms provide additional insights on sample responses to broadband excitation and multi-moded propagation phenomena.
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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.
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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.
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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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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.
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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.
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This work proposes a formulation for optimization of 2D-structure layouts submitted to mechanic and thermal shipments and applied an h-adaptive filter process which conduced to computational low spend and high definition structural layouts. The main goal of the formulation is to minimize the structure mass submitted to an effective state of stress of von Mises, with stability and lateral restriction variants. A criterion of global measurement was used for intents a parametric condition of stress fields. To avoid singularity problems was considerate a release on the stress restriction. On the optimization was used a material approach where the homogenized constructive equation was function of the material relative density. The intermediary density effective properties were represented for a SIMP-type artificial model. The problem was simplified by use of the method of finite elements of Galerkin using triangles with linear Lagrangian basis. On the solution of the optimization problem, was applied the augmented Lagrangian Method, that consists on minimum problem sequence solution with box-type restrictions, resolved by a 2nd orderprojection method which uses the method of the quasi-Newton without memory, during the problem process solution. This process reduces computational expends showing be more effective and solid. The results materialize more refined layouts with accurate topologic and shape of structure definitions. On the other hand formulation of mass minimization with global stress criterion provides to modeling ready structural layouts, with violation of the criterion of homogeneous distributed stress
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This work proposes a computational methodology to solve problems of optimization in structural design. The application develops, implements and integrates methods for structural analysis, geometric modeling, design sensitivity analysis and optimization. So, the optimum design problem is particularized for plane stress case, with the objective to minimize the structural mass subject to a stress criterion. Notice that, these constraints must be evaluated at a series of discrete points, whose distribution should be dense enough in order to minimize the chance of any significant constraint violation between specified points. Therefore, the local stress constraints are transformed into a global stress measure reducing the computational cost in deriving the optimal shape design. The problem is approximated by Finite Element Method using Lagrangian triangular elements with six nodes, and use a automatic mesh generation with a mesh quality criterion of geometric element. The geometric modeling, i.e., the contour is defined by parametric curves of type B-splines, these curves hold suitable characteristics to implement the Shape Optimization Method, that uses the key points like design variables to determine the solution of minimum problem. A reliable tool for design sensitivity analysis is a prerequisite for performing interactive structural design, synthesis and optimization. General expressions for design sensitivity analysis are derived with respect to key points of B-splines. The method of design sensitivity analysis used is the adjoin approach and the analytical method. The formulation of the optimization problem applies the Augmented Lagrangian Method, which convert an optimization problem constrained problem in an unconstrained. The solution of the Augmented Lagrangian function is achieved by determining the analysis of sensitivity. Therefore, the optimization problem reduces to the solution of a sequence of problems with lateral limits constraints, which is solved by the Memoryless Quasi-Newton Method It is demonstrated by several examples that this new approach of analytical design sensitivity analysis of integrated shape design optimization with a global stress criterion purpose is computationally efficient
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This work presents an optimization technique based on structural topology optimization methods, TOM, designed to solve problems of thermoelasticity 3D. The presented approach is based on the adjoint method of sensitivity analysis unified design and is intended to loosely coupled thermomechanical problems. The technique makes use of analytical expressions of sensitivities, enabling a reduction in the computational cost through the use of a coupled field adjoint equation, defined in terms the of temperature and displacement fields. The TOM used is based on the material aproach. Thus, to make the domain is composed of a continuous distribution of material, enabling the use of classical models in nonlinear programming optimization problem, the microstructure is considered as a porous medium and its constitutive equation is a function only of the homogenized relative density of the material. In this approach, the actual properties of materials with intermediate densities are penalized based on an artificial microstructure model based on the SIMP (Solid Isotropic Material with Penalty). To circumvent problems chessboard and reduce dependence on layout in relation to the final optimal initial mesh, caused by problems of numerical instability, restrictions on components of the gradient of relative densities were applied. The optimization problem is solved by applying the augmented Lagrangian method, the solution being obtained by applying the finite element method of Galerkin, the process of approximation using the finite element Tetra4. This element has the ability to interpolate both the relative density and the displacement components and temperature. As for the definition of the problem, the heat load is assumed in steady state, i.e., the effects of conduction and convection of heat does not vary with time. The mechanical load is assumed static and distributed
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)