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Constraint identification and algorithm stabilization for degenerate nonlinear programs

MATHEMATICAL programming 2003年第1期95卷 137-160页

作者： Wright, SJ Univ Wisconsin Dept Comp Sci Madison WI 53706 USA

In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly active constraints. We show that this information can be used to modify the sequential quadratic programming algorithm so that it exhibits superlinear convergence to the solution under assumptions weaker than those made in previous analyses.

关键词： nonlinear programming problems degeneracy active constraint identification sequential quadratic programming

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Optimization of structural variables of a flextensional transducer by the statistical multiple regression analysis method

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JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA 2003年第3期114卷 1454-1461页

作者： Kang, KJ Roh, Y Kyungpook Natl Univ Dept Sensor Engn Taegu 702701 South Korea Kyungpook Natl Univ Sch Mech Engn Taegu 702701 South Korea

The performance of an acoustic transducer is determined by the effects of many structural variables, and in most cases the influences of these variables are not linearly independent of each other. To achieve optimal performance of an acoustic transducer, we must consider the cross-coupled effects of its structural variables. In this study, with the finite-element method, the variation of the operation frequency and sound pressure of a flextensional transducer in relation to its structural variables is analyzed. Through statistical multiple regression analysis of the results, functional forms of the operation frequency and sound pressure of the transducer in terms of the structural variables were derived, with which the optimal structure of the transducer was determined by means of a constrained optimization technique, the sequential quadratic programming method of Phenichny and Danilin. The proposed method can reflect all the cross-coupled effects of multiple structural variables, and can be extended to the design of general acoustic transducers. (C) 2003 Acoustical Society of America.

关键词： Transducers acoustic transducers regression analysis sound pressure Multiple regression analysis optimum performance cross coupling operating frequency sequential quadratic programming

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Two-layer network equivalent for electromagnetic transients

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IEEE TRANSACTIONS ON POWER DELIVERY 2003年第4期18卷 1328-1335页

作者： Abdel-Rahman, M Semlyen, A Iravani, MR Univ Toronto Dept Elect & Comp Engn Toronto ON M5S 3G4 Canada

The frequency spectrum of an external system used in the simulation of electromagnetic transients shows many peaks due to resonance effects of the leading transmission lines. Therefore, the two-level equivalent we developed contains simplified lines for the leading part of the system and lumped elements represented by rational functions as a correction for the rest of the external system This leads to a computationally more efficient model, over a wide frequency range, than the existing equivalents with only lumped parameter components. The paper describes how-the parameters of the new equivalent are optimized for most accurate fitting of the input admittance while assuring its positive realness and accuracy at dc and power frequency. Generators in the external system are represented in the equivalent as Norton current sources at the connecting terminals. The equivalents can be single or multiport.

关键词： external equivalents multiport system Norton equivalent positive realness quadratic programming rational approximation sequential quadratic programming

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Feasible interior methods using slacks for nonlinear optimization

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COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2003年第1期26卷 35-61页

作者： Byrd, RH Nocedal, J Waltz, RA Univ Colorado Dept Comp Sci Boulder CO 80309 USA Northwestern Univ Dept Elect & Comp Engn Evanston IL 60208 USA

A slack-based feasible interior point method is described which can be derived as a modification of infeasible methods. The modification is minor for most line search methods, but trust region methods require special attention. It is shown how the Cauchy point, which is often computed in trust region methods, must be modified so that the feasible method is effective for problems containing both equality and inequality constraints. The relationship between slack-based methods and traditional feasible methods is discussed. Numerical results using the KNITRO package show the relative performance of feasible versus infeasible interior point methods.

关键词： constrained optimization interior point method feasible method large-scale optimization nonlinear programming primal-dual method sequential quadratic programming barrier method trust region method

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Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming

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SIAM JOURNAL ON OPTIMIZATION 2003年第3期13卷 635-659页

作者： Fletcher, R Gould, NIM Leyffer, S Toint, PL Wächter, A Univ Dundee Dept Math Dundee Scotland Rutherford Appleton Lab Computat Sci & Engn Dept Didcot OX11 0QX Oxon England Univ Namur Dept Math Namur Belgium IBM Corp Thomas J Watson Res Ctr Dept Math Sci Yorktown Hts NY 10598 USA

A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239 269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLP-Filter Algorithm, Technical Report 98/13, Department of Mathematics, University of Namur, Namur, Belgium, 1998;On the Global Convergence of a Filter-SQP Algorithm, Technical Report 00/15, Department of Mathematics, University of Namur, Namur, Belgium, 2000] is considered. It is proved that, under reasonable conditions and for every possible choice of the starting point, the sequence of iterates has at least one first-order critical accumulation point.

关键词： nonlinear optimization sequential quadratic programming filter methods convergence theory

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Reliability and optimum design of structures with magnesium alloys

Reliability and optimum design of structures with magnesium ...

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2nd International Conference on Platform Science and Technology for Advanced Magnesium Alloys

作者： Kogiso, N Matunaga, S Furuya, H Osaka Prefecture Univ Dept Aerosp Engn Sakai Osaka 5998531 Japan Tokyo Inst Technol Dept Mech & Aerosp Engn Meguro Ku Tokyo 1528552 Japan Tokyo Inst Technol Dept Built Environm Midori Ku Yokohama Kanagawa 2268502 Japan

ISBN: (纸本)0878499148

This study is concerned with the reliability-based optimum design of a stiffened panel made of magnesium alloy subject to natural frequency. The panel is regarded as failure when the natural frequency is lower than an allowable limit. Since the lowest mode may be shifted due to variations of random variables, the panel failure is modeled as a series system consisting of several vibration modes. The mode reliability is evaluated by the first order reliability method (FORM), where the Young's modulus and panel dimensions have variations. In order to avoid the reliabiltiy overestimation, the tunneling algorithm modified to the FORM is utilized. The system reliability is approximated by Ditlevsen's upper bound. The total weight is minimized subject to the system reliability constraints in terms of the panel dimensions. Through numerical calculations, the reliability-based optimum design is demonstrated to be different from the deterministic optimum design. The results show the importance of considering variations of the random variables for the safety in designing a magnesium alloy structure.

关键词： magnesium alloy stiffened panel natural frequency reliability-based optimization structural reliability first order reliability method mode tracking sequential quadratic programming

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A superlinearly convergent sequential quadratically constrained quadratic programming algorithm for degenerate nonlinear programming

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SIAM JOURNAL ON OPTIMIZATION 2002年第4期12卷 949-978页

作者： Anitescu, M Univ Pittsburgh Dept Math Pittsburgh PA 15213 USA

We present an algorithm that achieves superlinear convergence for nonlinear programs satisfying the Mangasarian-Fromovitz constraint qualification and the quadratic growth condition. This convergence result is obtained despite the potential lack of a locally convex augmented Lagrangian. The algorithm solves a succession of subproblems that have quadratic objectives and quadratic constraints, both possibly nonconvex. By the use of a trust-region constraint we guarantee that any stationary point of the subproblem induces superlinear convergence, which avoids the problem of computing a global minimum. We compare this algorithm with sequential quadratic programming algorithms on several degenerate nonlinear programs.

关键词： sequential quadratic programming degenerate constraints quadratic constraints superlinear convergence

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Nonlinear system identification tools applied to the modelling of submarine dynamics 1

Nonlinear system identification tools applied to the modelli...

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1st IFAC Workshop on Guidance and Control of Underwater Vehicles

作者： Furlong, ME Hearn, GE Veres, SM Rogers, E Univ Southampton Sch Engn Sci Southampton SO9 5NH Hants England

ISBN: (纸本)0080442021

This paper presents initial results on the use of nonlinear systems identification algorithms to estimate the hydrodynamic coefficients in fully coupled, nonlinear submarine motion equations. Parameter identification algorithms rely on the sequential quadratic programming technique. The paper briefly describes the form of the non-linear equations used in the submarine simulation, describes the system identification algorithms developed and then illustrates their application to three test cases of interest. These are based on horizontal motion only and aim to identify the model coefficients in the cases when these are completely unknown, partially known, and partially known but with an error on the known values respectively. Copyright (C) 2003 IFAC.

关键词： system identification sequential quadratic programming submarine/AUV hydrodynamic coefficients motion simulation

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Deterministic and reliability-based optimization of composite laminates for cryogenic environments

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AIAA JOURNAL 2003年第10期41卷 2029-2036页

作者： Qu, XY Haftka, RT Venkataraman, S Johnson, TF Univ Florida Dept Mech & Aerosp Engn Gainesville FL 32611 USA San Diego State Univ Dept Aerosp Engn & Engn Mech San Diego CA 92182 USA NASA Langley Res Ctr Mech & Durabil Branch Hampton VA 23681 USA

Designs of composite laminates are investigated for hydrogen tanks in cryogenic environments. Large residual strains, which can develop due to thermal mismatch between matrix and fibers, result in matrix cracking at cryogenic temperatures and increase hydrogen leakage through the tank wall. To reduce thermal mismatch, ply angles need to be close to each other, but this leads to a substantial weight increase under biaxial loading. First deterministic optimization is used to investigate possible weight reduction measures. Reducing axial loads on walls by auxiliary stiffening mechanisms led to significant weight reduction. Reliability-based optimizations were performed to identify the uncertainties in composite material properties with the largest influences on the optimum design. Then measures for reducing uncertainty in important parameters are examined. The results indicate that the most effective measure for reducing thickness is quality control.

关键词： Composite Laminates Material Properties Thermal Expansion Residual Strain Cryogenic Temperature Elastic Properties Statistical Distributions Monte Carlo Simulation Central Composite Designs sequential quadratic programming

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Nonlinear System Identification Tools Applied to the Modelling of Submarine Dynamics

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IFAC Proceedings Volumes 2003年第4期36卷 49-54页

作者： M.E. Furlong G.E. Hearn S.M. Veres E. Rogers School of Engineering Sciences University of Southampton UK Ocean Engineering Division Southampton Oceanography Centre UK Department of Electronics and Computer Science University of Southampton UK

关键词： system identification sequential quadratic programming submarine/AUV hydrodynamic coefficients motion simulation

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