989 resultados para Augmented Lagrangian method


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This paper presents a new approach to separate colored signals mixed by FIR (finite impulse response) and MIMO (multiple-input multiple-output) channels. A cost function is proposed by employing linear constrainit to the de mixing vectors. The linear constraint is shown to be sufficient for avoiding trivial solution. The minimization of the cost function is performed using the Lagrangian method. Simulation results demonstrate the performance of the algorithm.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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This paper applies two methods of mathematical decomposition to carry out an optimal reactive power flow (ORPF) in a coordinated decentralized way in the context of an interconnected multi-area power system. The first method is based on an augmented Lagrangian approach using the auxiliary problem principle (APP). The second method uses a decomposition technique based on the Karush-Kuhn-Tucker (KKT) first-order optimality conditions. The viability of each method to be used in the decomposition of multi-area ORPF is studied and the corresponding mathematical models are presented. The IEEE RTS-96, the IEEE 118-bus test systems and a 9-bus didactic system are used in order to show the operation and effectiveness of the decomposition methods.

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This paper presents an analyze of numeric conditioning of the Hessian matrix of Lagrangian of modified barrier function Lagrangian method (MBFL) and primal-dual logarithmic barrier method (PDLB), which are obtained in the process of solution of an optimal power flow problem (OPF). This analyze is done by a comparative study through the singular values decomposition (SVD) of those matrixes. In the MBLF method the inequality constraints are treated by the modified barrier and PDLB methods. The inequality constraints are transformed into equalities by introducing positive auxiliary variables and are perturbed by the barrier parameter. The first-order necessary conditions of the Lagrangian function are solved by Newton's method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, allowing the limits of the inequality constraints to be reached. The electric systems IEEE 14, 162 and 300 buses were used in the comparative analysis. ©2007 IEEE.

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This paper describes a method for the decentralized solution of the optimal reactive power flow (ORPF) problem in interconnected power systems. The ORPF model is solved in a decentralized framework, consisting of regions, where the transmission system operator in each area operates its system independently of the other areas, obtaining an optimal coordinated but decentralized solution. The proposed scheme is based on an augmented Lagrangian approach using the auxiliary problem principle (APP). An implementation of an interior point method is described to solve the decoupled problem in each area. The described method is successfully implemented and tested using the IEEE two area RTS 96 test system. Numerical results comparing the solutions obtained by the traditional and the proposed decentralized methods are presented for validation. ©2008 IEEE.

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This paper is an elaboration of the simplex identification via split augmented Lagrangian (SISAL) algorithm (Bioucas-Dias, 2009) to blindly unmix hyperspectral data. SISAL is a linear hyperspectral unmixing method of the minimum volume class. This method solve a non-convex problem by a sequence of augmented Lagrangian optimizations, where the positivity constraints, forcing the spectral vectors to belong to the convex hull of the endmember signatures, are replaced by soft constraints. With respect to SISAL, we introduce a dimensionality estimation method based on the minimum description length (MDL) principle. The effectiveness of the proposed algorithm is illustrated with simulated and real data.

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Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

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Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

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In this work the immersed boundary method is applied to simulate incompressible turbulent flows around stationary and moving objects. The goal is to demonstrate that the immersed boundary technique along with a large eddy simulation approach is capable of simulating the effect of the so-called leading edge vortex (LEV), which can be found in flapping wing aerodynamics. A Lagrangian method is used to approximatethe solutions in the freshly cleared cells that lay within solid objects at one time step and emerge into fluid domain at the next time step. Flow around a stationary cylinder at ReD D 20, 40, and 3900 (based oncylinder diameter D) is first studied to validate the immersed boundary solver based on the finite volume scheme using a staggered grid. Then, a harmonically oscillating cylinder at ReD D 10 000 is considered to test the solver after the Lagrangian method is implemented to interpolate the solution in the freshly cleared cells. Finally, this approach is used to study flows around a stationary flat-plate at several angles of attack and fast pitching flat-plate. The rapidly pitching plate creates a dynamic LEV that can be used to improve the efficiency of flapping wings of micro air vehicle and to determine the optimum flapping frequency.

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Opening up a band gap and finding a suitable substrate material are two big challenges for building graphene-based nanodevices. Using state-of-the-art hybrid density functional theory incorporating long range dispersion corrections, we investigate the interface between optically active graphitic carbon nitride (g-C3N4) and electronically active graphene. We find an inhomogeneous planar substrate (g-C3N4) promotes electronrich and hole-rich regions, i.e., forming a well-defined electron−hole puddle, on the supported graphene layer. The composite displays significant charge transfer from graphene to the g-C3N4 substrate, which alters the electronic properties of both components. In particular, the strong electronic coupling at the graphene/g-C3N4 interface opens a 70 meV gap in g-C3N4-supported graphene, a feature that can potentially allow overcoming the graphene’s band gap hurdle in constructing field effect transistors. Additionally, the 2-D planar structure of g-C3N4 is free of dangling bonds, providing an ideal substrate for graphene to sit on. Furthermore, when compared to a pure g-C3N4 monolayer, the hybrid graphene/g-C3N4 complex displays an enhanced optical absorption in the visible region, a promising feature for novel photovoltaic and photocatalytic applications.

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The interaction of bare graphene nanoribbons (GNRs) was investigated by ab initio density functional theory calculations with both the local density approximation (LDA) and the generalized gradient approximation (GGA). Remarkably, two bare 8-GNRs with zigzag-shaped edges are predicted to form an (8, 8) armchair single-wall carbon nanotube (SWCNT) without any obvious activation barrier. The formation of a (10, 0) zigzag SWCNT from two bare 10-GNRs with armchair-shaped edges has activation barriers of 0.23 and 0.61 eV for using the LDA and the revised PBE exchange correlation functional, respectively, Our results suggest a possible route to control the growth of specific types SWCNT via the interaction of GNRs.

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The hydrogenation kinetics of Mg is slow, impeding its application for mobile hydrogen storage. We demonstrate by ab initio density functional theory (DFT) calculations that the reaction path can be greatly modified by adding transition metal catalysts. Contrasting with Ti doping, a Pd dopant will result in a very small activation barrier for both dissociation of molecular hydrogen and diffusion of atomic H on the Mg surface. This new computational finding supports for the first time by ab initio simulationthe proposed hydrogen spillover mechanism for rationalizing experimentally observed fast hydrogenation kinetics for Pd-capped Mg materials.

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In this work, ab initio density functional calculations were performed to explore the effect of surface lithium vacancies on the initial dehydrogenation kinetics of lithium borohydride. We found that some B−H bonds in neighboring BH4-1 complexes around the vacancy became elongated (weakened). The activation barriers for the recombination of H atoms to form H2 were decreased from 3.64 eV for the stoichiometrically complete LiBH4(010) surface to 1.53 and 0.23 eV in the presence of mono- and di-vacancies, respectively. Our results indicate that the creation of Li vacancies may play a critical role in accelerating the dehydrogenation kinetics of LiBH4.

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The Lagrangian particle tracking provides an effective method for simulating the deposition of nano- particles as well as micro-particles as it accounts for the particle inertia effect as well as the Brownian excitation. However, using the Lagrangian approach for simulating ultrafine particles has been limited due to computational cost and numerical difficulties. The aim of this paper is to study the deposition of nano-particles in cylindrical tubes under laminar condition using the Lagrangian particle tracking method. The commercial Fluent software is used to simulate the fluid flow in the pipes and to study the deposition and dispersion of nano-particles. Different particle diameters as well as different pipe lengths and flow rates are examined. The results show good agreement between the calculated deposition efficiency and different analytic correlations in the literature. Furthermore, for the nano-particles with higher diameters and when the effect of inertia has a higher importance, the calculated deposition efficiency by the Lagrangian method is less than the analytic correlations based on Eulerian method due to statistical error or the inertia effect.

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This work deals with the transient analysis of flexible multibody systems within a hybrid finite element framework. Hybrid finite elements are based on a two-field variational formulation in which the displacements and stresses are interpolated separately yielding very good coarse mesh accuracy. Most of the literature on flexible multibody systems uses beam-theory-based formulations. In contrast, the use of hybrid finite elements uses continuum-based elements, thus avoiding the problems associated with rotational degrees of freedom. In particular, any given three-dimensional constitutive relations can be directly used within the framework of this formulation. Since the coarse mesh accuracy as compared to a conventional displacement-based formulation is very high, the scheme is cost effective as well. A general formulation is developed for the constrained motion of a given point on a line manifold, using a total Lagrangian method. The multipoint constraint equations are implemented using Lagrange multipliers. Various kinds of joints such as cylindrical, prismatic, and screw joints are implemented within this general framework. Hinge joints such as spherical, universal, and revolute joints are obtained simply by using shared nodes between the bodies. In addition to joints, the formulation and implementation details for a DC motor actuator and for prescribed relative rotation are also presented. Several example problems illustrate the efficacy of the developed formulation.