A relaxed constant positive linear dependence constraint qualification and applications

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

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.

On Approximate KKT Condition and its Extension to Continuous Variational Inequalities

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.

Synchrophasor-Based Islanding Detection for Distributed Generation Systems Using Systematic Principal Component Analysis Approaches

Systematic principal component analysis (PCA) methods are presented in this paper for reliable islanding detection for power systems with significant penetration of distributed generations (DGs), where synchrophasors recorded by Phasor Measurement Units (PMUs) are used for system monitoring. Existing islanding detection methods such as Rate-of-change-of frequency (ROCOF) and Vector Shift are fast for processing local information, however with the growth in installed capacity of DGs, they suffer from several drawbacks. Incumbent genset islanding detection cannot distinguish a system wide disturbance from an islanding event, leading to mal-operation. The problem is even more significant when the grid does not have sufficient inertia to limit frequency divergences in the system fault/stress due to the high penetration of DGs. To tackle such problems, this paper introduces PCA methods for islanding detection. Simple control chart is established for intuitive visualization of the transients. A Recursive PCA (RPCA) scheme is proposed as a reliable extension of the PCA method to reduce the false alarms for time-varying process. To further reduce the computational burden, the approximate linear dependence condition (ALDC) errors are calculated to update the associated PCA model. The proposed PCA and RPCA methods are verified by detecting abnormal transients occurring in the UK utility network.

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.

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 method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

TWO NEW WEAK CONSTRAINT QUALIFICATIONS AND APPLICATIONS

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.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Characterization and Performance Study of Packaged Micropump for Drug Delivery

In this work, we present the characterization and performance studies of self-priming peristaltic pump for drug delivery application. Conventional materials and methods have been used to fabricate single cam mechanism based peristaltic micropump. To control the fluid flow precisely in micro liter range, a single cam mechanism has been used instead of conventional roller mechanism. The fabricated pump is suitable for liquid, gas and foam. Using water as a fluid medium, a flow rate of 12.5 mu l/rpm is achieved using a flexible silicone tube of inner diameter 1.5 mm and outer diameter 2.5 mm. Other than water, higher viscosity fluids showed a decrease in the flow rate. The designed micropump exhibits a linear dependence of flow rate in the voltage range of 2.5V to 5V. Drug delivery using micropump demands that the micropump has to pump against the blood pressure (maximum of 25kPa) with constant flow rate. Here the designed pump is able to pump the liquid with a constant flow rate of 500 mu l/min (water) up to a backpressure of 40kPa. It was observed that, by increasing the backpressure above 40kPa, flow rate of the pump gradually decreased to 125 mu l/min at 120kPa. In addition, Micropump based drug delivery demands that the micropump should be normally in closed condition in all the positions to avoid drug leakage and bleeding. Hence, micropump has been characterized for normally closed condition in all positions (0 degrees to 360 degrees). However, a minute leak of 0.14 % was found for an inlet pressure of 140kPa. Also, the normally closed region with no leak is observed up to 60kPa of pressure in all positions (0 degrees to 360 degrees).

A FLOW-THROUGH ACOUSTIC WAVEGUIDE FOR TWO-PHASE BUBBLY FLOW VOID FRACTION MEASUREMENT

In the Spallation Neutron Source (SNS) facility at Oak Ridge National Laboratory (ORNL), the deposition of a high-energy proton beam into the liquid mercury target forms bubbles whose asymmetric collapse cause Cavitation Damage Erosion (CDE) to the container walls, thereby reducing its usable lifetime. One proposed solution for mitigation of this damage is to inject a population of microbubbles into the mercury, yielding a compliant and attenuative medium that will reduce the resulting cavitation damage. This potential solution presents the task of creating a diagnostic tool to monitor bubble population in the mercury flow in order to correlate void fraction and damage. Details of an acoustic waveguide for the eventual measurement of two-phase mercury-helium flow void fraction are discussed. The assembly’s waveguide is a vertically oriented stainless steel cylinder with 5.08cm ID, 1.27cm wall thickness and 40cm length. For water experiments, a 2.54cm thick stainless steel plate at the bottom supports the fluid, provides an acoustically rigid boundary condition, and is the mounting point for a hydrophone. A port near the bottom is the inlet for the fluid of interest. A spillover reservoir welded to the upper portion of the main tube allows for a flow-through design, yielding a pressure release top boundary condition for the waveguide. A cover on the reservoir supports an electrodynamic shaker that is driven by linear frequency sweeps to excite the tube. The hydrophone captures the frequency response of the waveguide. The sound speed of the flowing medium is calculated, assuming a linear dependence of axial mode number on modal frequency (plane wave). Assuming that the medium has an effective-mixture sound speed, and that it contains bubbles which are much smaller than the resonance radii at the highest frequency of interest (Wood’s limit), the void fraction of the flow is calculated. Results for water and bubbly water of varying void fraction are presented, and serve to demonstrate the accuracy and precision of the apparatus.

Integral approach and numerical improvement to calculate the carbon concentration profiles in carburising process

In the present work, the carbon diffusion in steel, where the carbon diffusivity varies with the carbon content, was solved with the integral methods under the third boundary condition. The variation of carbon diffusivity in steel with the carbon content was described with two different functions ie. linear dependence and exponential dependence. The integral approximation for both cases was improved with the numerical computation to more accurately predict the carbon profiles. The integral solution is more accurate than the formulation based on the assumption of a constant diffusivity or those based on the assumption of a constant diffusivity and/or constant carbon content at part surface. It is also more easily used in practice than the numerical method to describe the carburising process and predict the carbon content at steel surface and carbon profiles in treated layer.

Integral approach and numerical improvement to calculate carbon concentration profiles in carburising

The carbon diffusion in steel, where the carbon diffusivity varies with the carbon content, was solved with the integral methods under the third boundary condition. The variation of carbon diffusivity in steel with the carbon content was described with two different functions, linear dependence and exponential dependence. The integral approximation for both cases was improved with the numerical computation to more accurately predict the carbon profiles. The integral solution is more accurate than the formulation based on the assumption of a constant diffusivity or those based on the assumption of a constant diffusivity and/or constant carbon content at part surface. It is also more easily used in practice than the numerical method to describe the carburising process and predict the carbon content at steel surface and carbon profiles in treated layer.