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.

Improving ultimate convergence of an augmented Lagrangian method

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/.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Utilização de modelos de programação não-linear para sistematização de terras para irrigação em áreas regulares

Objetivou-se com este trabalho, desenvolver modelos de programação não-linear para sistematização de terras, aplicáveis para áreas com formato regular e que minimizem a movimentação de terra, utilizando o software GAMS para o cálculo. Esses modelos foram comparados com o Método dos Quadrados Mínimos Generalizado, desenvolvido por Scaloppi & Willardson (1986), sendo o parâmetro de avaliação o volume de terra movimentado. Concluiu-se que, ambos os modelos de programação não-linear desenvolvidos nesta pesquisa mostraram-se adequados para aplicação em áreas regulares e forneceram menores valores de movimentação de terra quando comparados com o método dos quadrados mínimos.

Estudo e implementação em plantas físicas de um controlador preditivo generalizado com restrições

This work shows a study about the Generalized Predictive Controllers with Restrictions and their implementation in physical plants. Three types of restrictions will be discussed: restrictions in the variation rate of the signal control, restrictions in the amplitude of the signal control and restrictions in the amplitude of the Out signal (plant response). At the predictive control, the control law is obtained by the minimization of an objective function. To consider the restrictions, this minimization of the objective function is done by the use of a method to solve optimizing problems with restrictions. The chosen method was the Rosen Algorithm (based on the Gradient-projection). The physical plants in this study are two didactical systems of water level control. The first order one (a simple tank) and another of second order, which is formed by two tanks connected in cascade. The codes are implemented in C++ language and the communication with the system to be done through using a data acquisition panel offered by the system producer

Otimização topológica de estruturas termoelásticas tridimensionais

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

Fluxo de potência ótimo reativo via método da função lagrangiana barreira modificada

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

Um método eficiente para resolução do problema de Despacho Ótimo de Reativos com controle discreto do TAP dos transformadores

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

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

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

Optimal reactive power flow via the modified barrier Lagrangian function approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Interior point method for long-term generation scheduling of large-scale hydrothermal systems

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

Multistage and coordinated planning of the expansion of transmission systems

In this paper, an efficient genetic algorithm (GA) is presented to solve the problem of multistage and coordinated transmission expansion planning. This is a mixed integer nonlinear programming problem, difficult for systems of medium and large size and high complexity. The GA presented has a set of specialized genetic operators and an efficient form of generation of the initial population that finds high quality suboptimal topologies for large size and high complexity systems. In these systems, multistage and coordinated planning present a lower investment than static planning. Tests results are shown in one medium complexity system and one large size high complexity system.

A Constructive Heuristic Algorithm for Distribution System Planning

A constructive heuristic algorithm (CHA) to solve distribution system planning (DSP) problem is presented. The DSP is a very complex mixed binary nonlinear programming problem. A CHA is aimed at obtaining an excellent quality solution for the DSP problem. However, a local improvement phase and a branching technique were implemented in the CHA to improve its solution. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution system. This sensitivity index is obtained by solving the DSP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. Results of two tests systems and one real distribution system are presented in this paper in order to show the ability of the proposed algorithm.

Imposing Radiality Constraints in Distribution System Optimization Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Efficient heuristic algorithm used for optimal capacitor placement in distribution systems

An efficient heuristic algorithm is presented in this work in order to solve the optimal capacitor placement problem in radial distribution systems. The proposal uses the solution from the mathematical model after relaxing the integrality of the discrete variables as a strategy to identify the most attractive bus to add capacitors to each step of the heuristic algorithm. The relaxed mathematical model is a nonlinear programming problem and is solved using a specialized interior point method, The algorithm still incorporates an additional strategy of local search that enables the finding of a group of quality solutions after small alterations in the optimization strategy. Proposed solution methodology has been implemented and tested in known electric systems getting a satisfactory outcome compared with metaheuristic methods.The tests carried out in electric systems known in specialized literature reveal the satisfactory outcome of the proposed algorithm compared with metaheuristic methods. (C) 2009 Elsevier Ltd. All rights reserved.