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/.

An improved finite element space for discontinuous pressures

We consider incompressible Stokes flow with an internal interface at which the pressure is discontinuous, as happens for example in problems involving surface tension. We assume that the mesh does not follow the interface, which makes classical interpolation spaces to yield suboptimal convergence rates (typically, the interpolation error in the L(2)(Omega)-norm is of order h(1/2)). We propose a modification of the P(1)-conforming space that accommodates discontinuities at the interface without introducing additional degrees of freedom or modifying the sparsity pattern of the linear system. The unknowns are the pressure values at the vertices of the mesh and the basis functions are computed locally at each element, so that the implementation of the proposed space into existing codes is straightforward. With this modification, numerical tests show that the interpolation order improves to O(h(3/2)). The new pressure space is implemented for the stable P(1)(+)/P(1) mini-element discretization, and for the stabilized equal-order P(1)/P(1) discretization. Assessment is carried out for Poiseuille flow with a forcing surface and for a static bubble. In all cases the proposed pressure space leads to improved convergence orders and to more accurate results than the standard P(1) space. In addition, two Navier-Stokes simulations with moving interfaces (Rayleigh-Taylor instability and merging bubbles) are reported to show that the proposed space is robust enough to carry out realistic simulations. (c) 2009 Elsevier B.V. All rights reserved.

Front tracking with moving-least-squares surfaces

The representation of interfaces by means of the algebraic moving-least-squares (AMLS) technique is addressed. This technique, in which the interface is represented by an unconnected set of points, is interesting for evolving fluid interfaces since there is]to surface connectivity. The position of the surface points can thus be updated without concerns about the quality of any surface triangulation. We introduce a novel AMLS technique especially designed for evolving-interfaces applications that we denote RAMLS (for Robust AMLS). The main advantages with respect to previous AMLS techniques are: increased robustness, computational efficiency, and being free of user-tuned parameters. Further, we propose a new front-tracking method based on the Lagrangian advection of the unconnected point set that defines the RAMLS surface. We assume that a background Eulerian grid is defined with some grid spacing h. The advection of the point set makes the surface evolve in time. The point cloud can be regenerated at any time (in particular, we regenerate it each time step) by intersecting the gridlines with the evolved surface, which guarantees that the density of points on the surface is always well balanced. The intersection algorithm is essentially a ray-tracing algorithm, well-studied in computer graphics, in which a line (ray) is traced so as to detect all intersections with a surface. Also, the tracing of each gridline is independent and can thus be performed in parallel. Several tests are reported assessing first the accuracy of the proposed RAMLS technique, and then of the front-tracking method based on it. Comparison with previous Eulerian, Lagrangian and hybrid techniques encourage further development of the proposed method for fluid mechanics applications. (C) 2008 Elsevier Inc. All rights reserved.

A coupling cutting stock-lot sizing problem in the paper industry

An important production programming problem arises in paper industries coupling multiple machine scheduling with cutting stocks. Concerning machine scheduling: how can the production of the quantity of large rolls of paper of different types be determined. These rolls are cut to meet demand of items. Scheduling that minimizes setups and production costs may produce rolls which may increase waste in the cutting process. On the other hand, the best number of rolls in the point of view of minimizing waste may lead to high setup costs. In this paper, coupled modeling and heuristic methods are proposed. Computational experiments are presented.

Transport control in fusion plasmas by changing electric and magnetic field spatial profiles

For magnetically confined plasmas in tokamaks, we have numerically investigated how Lagrangian chaos at the plasma edge affects the plasma confinement. Initially, we have considered the chaotic motion of particles in an equilibrium electric field with a monotonic radial profile perturbed by drift waves. We have showed that an effective transport barrier may be created at the plasma edge by modifying the electric field radial profile. In the second place, we have obtained escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall with resonant modes due to the action of an ergodic magnetic limiter. For monotonic plasma current density profiles we have obtained distributions of field line connections to the wall and line escape channels with the same spatial pattern as the magnetic footprints on the tokamak walls. (c) 2008 Elsevier B.V. All rights reserved.

Chaotic transport in reversed shear tokamaks

For tokamak models using simplified geometries and reversed shear plasma profiles, we have numerically investigated how the onset of Lagrangian chaos at the plasma edge may affect the plasma confinement in two distinct but closely related problems. Firstly, we have considered the motion of particles in drift waves in the presence of an equilibrium radial electric field with shear. We have shown that the radial particle transport caused by this motion is selective in phase space, being determined by the resonant drift waves and depending on the parameters of both the resonant waves and the electric field profile. Moreover, we have shown that an additional transport barrier may be created at the plasma edge by increasing the electric field. In the second place, we have studied escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall, when there are resonant modes due to the action of an ergodic magnetic limiter. A non-monotonic safety factor profile has been used in the analysis of field line topology in a region of negative magnetic shear. We have observed that, if internal modes are perturbed, the distributions of field line connection lengths and magnetic footprints exhibit spatially localized escape channels. For typical physical parameters of a fusion plasma, the two Lagrangian chaotic processes considered in this work can be effective in usual conditions so as to influence plasma confinement. The reversed shear effects discussed in this work may also contribute to evaluate the transport barrier relevance in advanced confinement scenarios in future tokamak experiments.

On the effective potential in higher-derivatives superfield theories

we study the one-loop quantum corrections for higher-derivative superfield theories, generalizing the approach for calculating the superfield effective potential. In particular, we calculate the effective potential for two versions of higher-derivative chiral superfield models. We point out that the equivalence of the higher-derivative theory for the chiral superfield and the one without higher derivatives but with an extended number of chiral superfields occurs only when the mass term is contained in the general Lagrangian. The presence of divergences can be taken as an indication of that equivalence. (C) 2009 Elsevier B.V. All rights reserved.

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.

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.

New and improved results for packing identical unitary radius circles within triangles, rectangles and strips

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.

Proximal methods for nonlinear programming: double regularization and inexact subproblems

This paper describes the first phase of a project attempting to construct an efficient general-purpose nonlinear optimizer using an augmented Lagrangian outer loop with a relative error criterion, and an inner loop employing a state-of-the art conjugate gradient solver. The outer loop can also employ double regularized proximal kernels, a fairly recent theoretical development that leads to fully smooth subproblems. We first enhance the existing theory to show that our approach is globally convergent in both the primal and dual spaces when applied to convex problems. We then present an extensive computational evaluation using the CUTE test set, showing that some aspects of our approach are promising, but some are not. These conclusions in turn lead to additional computational experiments suggesting where to next focus our theoretical and computational efforts.

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.

Outer Trust-Region Method for Constrained Optimization

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.

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.

TAUT REPRESENTATIONS OF COMPACT SIMPLE LIE GROUPS

The concept of taut submanifold of Euclidean space is due to Carter and West, and can be traced back to the work of Chern and Lashof on immersions with minimal total absolute curvature and the subsequent reformulation of that work by Kuiper in terms of critical point theory. In this paper, we classify the reducible representations of compact simple Lie groups, all of whose orbits are tautly embedded in Euclidean space, with respect to Z(2)-coefficients.