868 resultados para Nonlinear constrained optimization problems


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The perturbation method is developed to deal with the effective nonlinear dielectric responses of weakly nonlinear graded composites, which consist of the graded inclusion with a linear dielectric function of spatial variables of inclusion material. For Kerr-like nonlinear graded composites, as an example in two dimensions, we have used the perturbation method to solve the boundary value problems of potentials, and studied the effective responses of nonlinear graded composites, where a cylindrical inclusion with linear dielectric function and nonlinear dielectric constant is randomly embedded in a homogeneous host with linear and nonlinear dielectric constants. For the exponential function and the power-law dielectric profiles of cylindrical inclusions, in the dilute limit, we have derived the formulae of effective nonlinear responses of both graded nonlinear composites.

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A fractional-step method of predictor-corrector difference-pseudospectrum with unconditional L(2)-stability and exponential convergence is presented. The stability and convergence of this method is strictly proved mathematically for a nonlinear convection-dominated flow. The error estimation is given and the superiority of this method is verified by numerical test.

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Micro-pore-throat, micro-fracture and low permeability are the most obvious characters of Xifeng ultra-low permeability reservoir, and threshold pressure gradient and medium deformation during the period of oilfield developing results non-linear seepage feature of the formation liquid flowing in the porous medium underground. It is impossible to solve some problems in the ultra-low permeability reservoir development by current Darcy filtration theory and development techniques. In the view of the characters of ultra-low permeability and powerful-diagenesis and fracture up-growth, the paper quantitatively characterizes of through-going scope for reservoir parameters together with some materials such as similarity field outcrop, rock core, drilling, well logging and production dynamic, which provides geological base for further development adjustment. Based on the displacement experiment of different kinds of seepage fluid and oil-water two phases, this paper proves the relationship between threshold pressure gradient and formation permeability in experiment and theory, which is power function and its index is about -1. The variation rule and the mechanism of oil-water two phases threshold pressure gradient are studied. At the same time, based on the experiment of medium deformation, the variation rule of formation physical property parameters and the deformation mechanism are researched, and the influential factors on the medium deformation are analyzed systematically. With elastic unsteady filtration theory, nonlinear mathematical models of the steady and unsteady flow of single phase as well as horizontal well flow and oil-water two phases flow are deduced with the influence of nonlinear factors including threshold pressure gradient and media deformation. The influences of nonlinear factors upon well deliverability and reservoir pressure distribution as well as the saturation variation pattern of oil-water front are analyzed. By means of the researches such as reasonable well pattern, reasonable well array ration, artificial fracture length optimization advisable water flood timing and feasibility of advanced water flooding, it is necessary to find out effective techniques in order to improve development result of this kind of reservoir. This research result develops and improves on low-velocity nonlinear seepage theory, and offers ways to study similar kind of reservoir; it is meaningful to the development of the ultra-low permeability oil and gas reservoir.

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Post-stack seismic impedance inversion is the key technology of reservoir prediction and identification. Geophysicists have done a lot of research for the problem, but the developed methods still cannot satisfy practical requirements completely. The results of different inversion methods are different and the results of one method used by different people are different too. The reasons are due to the quality of seismic data, inaccurate wavelet extraction, errors between normal incidence assumption and real situation, and so on. In addition, there are two main influence factors: one is the band-limited property of seismic data; the other is the ill-posed property of impedance inversion. Thus far, the most effective way to solve the band-limited problem is the constrained inversion. And the most effective way to solve ill-posed problems is the regularization method assisted with proper optimization techniques. This thesis systematically introduces the iterative regularization methods and numerical optimization methods for impedance inversion. A regularized restarted conjugate gradient method for solving ill-posed problems in impedance inversion is proposed. Theoretic simulations are made and field data applications are performed. It reveals that the proposed algorithm possesses the superiority to conventional conjugate gradient method. Finally, non-smooth optimization is proposed as the further research direction in seismic impedance inversion according to practical situation.

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The real earth is far away from an ideal elastic ball. The movement of structures or fluid and scattering of thin-layer would inevitably affect seismic wave propagation, which is demonstrated mainly as energy nongeometrical attenuation. Today, most of theoretical researches and applications take the assumption that all media studied are fully elastic. Ignoring the viscoelastic property would, in some circumstances, lead to amplitude and phase distortion, which will indirectly affect extraction of traveltime and waveform we use in imaging and inversion. In order to investigate the response of seismic wave propagation and improve the imaging and inversion quality in complex media, we need not only consider into attenuation of the real media but also implement it by means of efficient numerical methods and imaging techniques. As for numerical modeling, most widely used methods, such as finite difference, finite element and pseudospectral algorithms, have difficulty in dealing with problem of simultaneously improving accuracy and efficiency in computation. To partially overcome this difficulty, this paper devises a matrix differentiator method and an optimal convolutional differentiator method based on staggered-grid Fourier pseudospectral differentiation, and a staggered-grid optimal Shannon singular kernel convolutional differentiator by function distribution theory, which then are used to study seismic wave propagation in viscoelastic media. Results through comparisons and accuracy analysis demonstrate that optimal convolutional differentiator methods can solve well the incompatibility between accuracy and efficiency, and are almost twice more accurate than the same-length finite difference. They can efficiently reduce dispersion and provide high-precision waveform data. On the basis of frequency-domain wavefield modeling, we discuss how to directly solve linear equations and point out that when compared to the time-domain methods, frequency-domain methods would be more convenient to handle the multi-source problem and be much easier to incorporate medium attenuation. We also prove the equivalence of the time- and frequency-domain methods by using numerical tests when assumptions with non-relaxation modulus and quality factor are made, and analyze the reason that causes waveform difference. In frequency-domain waveform inversion, experiments have been conducted with transmission, crosshole and reflection data. By using the relation between media scales and characteristic frequencies, we analyze the capacity of the frequency-domain sequential inversion method in anti-noising and dealing with non-uniqueness of nonlinear optimization. In crosshole experiments, we find the main sources of inversion error and figure out how incorrect quality factor would affect inverted results. When dealing with surface reflection data, several frequencies have been chosen with optimal frequency selection strategy, with which we use to carry out sequential and simultaneous inversions to verify how important low frequency data are to the inverted results and the functionality of simultaneous inversion in anti-noising. Finally, I come with some conclusions about the whole work I have done in this dissertation and discuss detailly the existing and would-be problems in it. I also point out the possible directions and theories we should go and deepen, which, to some extent, would provide a helpful reference to researchers who are interested in seismic wave propagation and imaging in complex media.

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Resource Allocation Problems (RAPs) are concerned with the optimal allocation of resources to tasks. Problems in fields such as search theory, statistics, finance, economics, logistics, sensor & wireless networks fit this formulation. In literature, several centralized/synchronous algorithms have been proposed including recently proposed auction algorithm, RAP Auction. Here we present asynchronous implementation of RAP Auction for distributed RAPs.

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In this paper, we study the efficacy of genetic algorithms in the context of combinatorial optimization. In particular, we isolate the effects of cross-over, treated as the central component of genetic search. We show that for problems of nontrivial size and difficulty, the contribution of cross-over search is marginal, both synergistically when run in conjunction with mutation and selection, or when run with selection alone, the reference point being the search procedure consisting of just mutation and selection. The latter can be viewed as another manifestation of the Metropolis process. Considering the high computational cost of maintaining a population to facilitate cross-over search, its marginal benefit renders genetic search inferior to its singleton-population counterpart, the Metropolis process, and by extension, simulated annealing. This is further compounded by the fact that many problems arising in practice may inherently require a large number of state transitions for a near-optimal solution to be found, making genetic search infeasible given the high cost of computing a single iteration in the enlarged state-space.

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Introduction: Older individuals are particularly vulnerable to potentially inappropriate prescribing (PIP), drug related problems (DRPs) and adverse drug reactions (ADRs). A number of different interventions have been proposed to address these issues. However to-date there is a paucity of well-designed trials examining the impact of such interventions. Therefore the aims of this work were to: (i) establish a baseline PIP prevalence both nationally and internationally using the STOPP, Beers and PRISCUS criteria, (ii) identify the most comprehensive method of assessing PIP in older individuals, (iii) develop a structured pharmacist intervention supported by a computer decisions support system (CDSS) and (iv) examine the impact of this intervention on prescribing and incidence of ADRs. Results: This work identified high rates of PIP across all three healthcare settings in Ireland, 84.7% in the long term care, 70.7% in secondary care and 43.3% in primary care being reported. This work identified that for a comprehensive assessment of prescribing to be undertaken, an amalgamation of all three criteria should be deployed simultaneously. High prevalences of DRPs and PIP in older hospitalised individuals were identified. With 82.0% and 76.3% of patients reported to have at least one DRP or PIP instance respectively. The structured pharmacist intervention demonstrated a positive impact on prescribing, with a significant reduction MAI scores being reported. It also resulted in the intervention patients’ having a reduced risk of experiencing an ADR when compared to the control patients (absolute risk reduction of 6.8 (95% CI 1.5% - 12.3%)) and the number needed to treat = 15 (95% CI 8 - 68). However the intervention was found to have no significant effect on length of stay or mortality rate. Conclusion: This work shows that PIP is highly prevalent in older individuals across three healthcare settings in Ireland. This work also demonstrates that a structured pharmacist intervention support by a dedicated CDSS can significantly improve the appropriateness of prescribing and reduce the incidence of ADRs in older acutely ill hospitalised individuals.

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We propose and experimentally validate a first-principles based model for the nonlinear piezoelectric response of an electroelastic energy harvester. The analysis herein highlights the importance of modeling inherent piezoelectric nonlinearities that are not limited to higher order elastic effects but also include nonlinear coupling to a power harvesting circuit. Furthermore, a nonlinear damping mechanism is shown to accurately restrict the amplitude and bandwidth of the frequency response. The linear piezoelectric modeling framework widely accepted for theoretical investigations is demonstrated to be a weak presumption for near-resonant excitation amplitudes as low as 0.5 g in a prefabricated bimorph whose oscillation amplitudes remain geometrically linear for the full range of experimental tests performed (never exceeding 0.25% of the cantilever overhang length). Nonlinear coefficients are identified via a nonlinear least-squares optimization algorithm that utilizes an approximate analytic solution obtained by the method of harmonic balance. For lead zirconate titanate (PZT-5H), we obtained a fourth order elastic tensor component of c1111p =-3.6673× 1017 N/m2 and a fourth order electroelastic tensor value of e3111 =1.7212× 108 m/V. © 2010 American Institute of Physics.

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In this paper, we propose a framework for robust optimization that relaxes the standard notion of robustness by allowing the decision maker to vary the protection level in a smooth way across the uncertainty set. We apply our approach to the problem of maximizing the expected value of a payoff function when the underlying distribution is ambiguous and therefore robustness is relevant. Our primary objective is to develop this framework and relate it to the standard notion of robustness, which deals with only a single guarantee across one uncertainty set. First, we show that our approach connects closely to the theory of convex risk measures. We show that the complexity of this approach is equivalent to that of solving a small number of standard robust problems. We then investigate the conservatism benefits and downside probability guarantees implied by this approach and compare to the standard robust approach. Finally, we illustrate theme thodology on an asset allocation example consisting of historical market data over a 25-year investment horizon and find in every case we explore that relaxing standard robustness with soft robustness yields a seemingly favorable risk-return trade-off: each case results in a higher out-of-sample expected return for a relatively minor degradation of out-of-sample downside performance. © 2010 INFORMS.

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Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.

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Quasi-Newton methods are applied to solve interface problems which arise from domain decomposition methods. These interface problems are usually sparse systems of linear or nonlinear equations. We are interested in applying these methods to systems of linear equations where we are not able or willing to calculate the Jacobian matrices as well as to systems of nonlinear equations resulting from nonlinear elliptic problems in the context of domain decomposition. Suitability for parallel implementation of these algorithms on coarse-grained parallel computers is discussed.

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A novel three-dimensional finite volume (FV) procedure is described in detail for the analysis of geometrically nonlinear problems. The FV procedure is compared with the conventional finite element (FE) Galerkin approach. FV can be considered to be a particular case of the weighted residual method with a unit weighting function, where in the FE Galerkin method we use the shape function as weighting function. A Fortran code has been developed based on the finite volume cell vertex formulation. The formulation is tested on a number of geometrically nonlinear problems. In comparison with FE, the results reveal that FV can reach the FE results in a higher mesh density.

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This paper demonstrates a modeling and design approach that couples computational mechanics techniques with numerical optimisation and statistical models for virtual prototyping and testing in different application areas concerning reliability of eletronic packages. The integrated software modules provide a design engineer in the electronic manufacturing sector with fast design and process solutions by optimizing key parameters and taking into account complexity of certain operational conditions. The integrated modeling framework is obtained by coupling the multi-phsyics finite element framework - PHYSICA - with the numerical optimisation tool - VisualDOC into a fully automated design tool for solutions of electronic packaging problems. Response Surface Modeling Methodolgy and Design of Experiments statistical tools plus numerical optimisaiton techniques are demonstrated as a part of the modeling framework. Two different problems are discussed and solved using the integrated numerical FEM-Optimisation tool. First, an example of thermal management of an electronic package on a board is illustrated. Location of the device is optimized to ensure reduced junction temperature and stress in the die subject to certain cooling air profile and other heat dissipating active components. In the second example thermo-mechanical simulations of solder creep deformations are presented to predict flip-chip reliability and subsequently used to optimise the life-time of solder interconnects under thermal cycling.