Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments 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.

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.

A semi-Lagrangian finite volume method for Newtonian contraction flows

A new finite volume method for solving the incompressible Navier--Stokes equations is presented. The main features of this method are the location of the velocity components and pressure on different staggered grids and a semi-Lagrangian method for the treatment of convection. An interpolation procedure based on area-weighting is used for the convection part of the computation. The method is applied to flow through a constricted channel, and results are obtained for Reynolds numbers, based on half the flow rate, up to 1000. The behavior of the vortex in the salient corner is investigated qualitatively and quantitatively, and excellent agreement is found with the numerical results of Dennis and Smith [Proc. Roy. Soc. London A, 372 (1980), pp. 393-414] and the asymptotic theory of Smith [J. Fluid Mech., 90 (1979), pp. 725-754].

Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem

A new approach for solving the optimal power flow (OPF) problem is established by combining the reduced gradient method and the augmented Lagrangian method with barriers and exploring specific characteristics of the relations between the variables of the OPF problem. Computer simulations on IEEE 14-bus and IEEE 30-bus test systems illustrate the method. (c) 2007 Elsevier Inc. All rights reserved.

An investigation of Nano-particle deposition in cylindrical tubes under Laminar condition using Lagrangian transport model

Aerosol deposition in cylindrical tubes is a subject of interest to researchers and engineers in many applications of aerosol physics and metrology. Investigation of nano-particles in different aspects such as lungs, upper airways, batteries and vehicle exhaust gases is vital due the smaller size, adverse health effect and higher trouble for trapping than the micro-particles. 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. In this paper, the deposition of nano-particles in cylindrical tubes under laminar condition is studied 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 flow rates are examined. The point analysis in a uniform flow is performed for validating the Brownian motion. The results show good agreement between the calculated deposition efficiency and the analytic correlations in the literature. Furthermore, for the nano-particles with the diameter more than 40 nm, 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.

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.

Primal-dual logarithmic barrier and augmented Lagrangian function to the loss minimization in power systems

This article presents a new approach to minimize the losses in electrical power systems. This approach considers the application of the primal-dual logarithmic barrier method to voltage magnitude and tap-changing transformer variables, and the other inequality constraints are treated by augmented Lagrangian method. The Lagrangian function aggregates all the constraints. The first-order necessary conditions are reached by Newton's method, and by updating the dual variables and penalty factors. Test results are presented to show the good performance of this approach.

Logarithmic barrier-augmented Lagrangian function to the optimal power flow problem

This paper presents a new approach to solve the Optimal Power Flow problem. This approach considers the application of logarithmic barrier method to voltage magnitude and tap-changing transformer variables and the other constraints are treated by augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. (C) 2005 Elsevier Ltd. All rights reserved.

Analysis of numeric conditioning of Hessian matrix of Lagrangian via singular values

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.

Influence of pipe length and flow rate on nano-particle deposition in laminar circular pipe flows

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.

A hybrid finite element formulation for flexible multibody dynamics

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.

Flow properties of a dusty-gas point source in a supersonic free stream

By using Lagrangian method, the flow properties of a dusty-gas point source in a supersonic free stream were studied and the particle parameters in the near-symmetry-axis region were obtained. It is demonstrated that fairly inertial particles travel along oscillating and intersecting trajectories between the bow and termination shock waves. In this region,formation of "multi-layer structure" in particle distribution with alternating low- and highdensity layers is revealed. Moreover, sharp accumulation of particles occurs near the envelopes of particle trajectories.

Dust-Cloud Structures behind a Shock Wave Moving Over a Deposited Layer of Fine Particles

The present paper investigates dispersed-phase flow structures of a dust cloud induced by a normal shock wave moving at a constant speed over a flat surface deposited with fine particles. In the shock-fitted coordinates, the general equations of dusty-gas