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At least 19 records

First and second order convex approximation strategies in structural optimization

In this paper, various methods based on convex approximation schemes are discussed that have demonstrated strong potential for efficient solution of structural optimization problems. First, the convex linearization method (Conlin) is briefly described, as well as one of its recent generalizations, the method of moving asymptotes (MMA). Both Conlin and MMA can be interpreted as first-order convex approximation methods that attempt to estimate the curvature of the problem functions on the basis of semiempirical rules. Attention is next directed toward methods that use diagonal second derivatives in order to provide a sound basis for building up high-quality explicit approximations of the behavior constraints. In particular, it is shown how second-order information can be effectively used without demanding a prohibitive computational cost. Various first-order and second-order approaches are compared by applying them to simple problems that have a closed form solution.

Fleury, C.↗

Advances in dual algorithms and convex approximation methods

A new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.

Smaoui, H.↗

On the convergence of difference approximations to scalar conservation laws

A unified treatment of explicit in time, two level, second order resolution, total variation diminishing, approximations to scalar conservation laws are presented. The schemes are assumed only to have conservation form and incremental form. A modified flux and a viscosity coefficient are introduced and results in terms of the latter are obtained. The existence of a cell entropy inequality is discussed and such an equality for all entropies is shown to imply that the scheme is an E scheme on monotone (actually more general) data, hence at most only first order accurate in general. Convergence for total variation diminishing-second order resolution schemes approximating convex or concave conservation laws is shown by enforcing a single discrete entropy inequality.

Osher, S.↗

Structural optimization of an alternate design for the space shuttle solid rocket booster field joint

A structural optimization procedure is used to determine the shape of an alternate design for the shuttle solid rocket booster field joint. In contrast to the tang and clevis design of the existing joint, this alternate design consists of two flanges bolted together. Configurations with 150 studs of 1 1/8 in. diameter and 135 studs of 1 3/16 in. diameter are considered. Using a nonlinear programming procedure, the joint weight is minimized under constraints on either von Mises or maximum normal stresses, joint opening and geometry. The procedure solves the design problem by replacing it by a sequence of approximate (convex) subproblems; the pattern of contact between the joint halves is determined every few cycles by a nonliner displacement analysis. The minimum weight design has 135 studs of 1 3/16 in. diameter and is designed under constraints on normal stresses. It weighs 1144 lb per joint more than the current tang and clevis design.

Barthelemy, J.-F. M.↗

Structural optimization of an alternate design for the Space Shuttle solid rocket booster field joint

A structural optimization procedure is used to determine the shape of an alternate design for the Shuttle's solid rocket booster field joint. In contrast to the tang and clevis design of the existing joint, this alternate design consists of two flanges bolted together. Configurations with 150 studs of 1 1/8 in diameter and 135 studs of 1 3/16 in diameter are considered. Using a nonlinear programming procedure, the joint weight is minimized under constraints on either von Mises or maximum normal stresses, joint opening and geometry. The procedure solves the design problem by replacing it by a sequence of approximate (convex) subproblems; the pattern of contact between the joint halves is determined every few cycles by a nonlinear displacement analysis. The minimum weight design has 135 studs of 1 3/16 in diameter and is designed under constraints on normal stresses. It weighs 1144 lb per joint more than the current tang and clevis design.

Barthelemy, Jean-Francois M.↗

On the convergence of difference approximations to scalar conservation laws

A unified treatment is given for time-explicit, two-level, second-order-resolution (SOR), total-variation-diminishing (TVD) approximations to scalar conservation laws. The schemes are assumed only to have conservation form and incremental form. A modified flux and a viscosity coefficient are introduced to obtain results in terms of the latter. The existence of a cell entropy inequality is discussed, and such an equality for all entropies is shown to imply that the scheme is an E scheme on monotone (actually more general) data, hence at most only first-order accurate in general. Convergence for TVD-SOR schemes approximating convex or concave conservation laws is shown by enforcing a single discrete entropy inequality.

Osher, Stanley↗

Alternative regularizations for Outer-Approximation algorithms for convex MINLP

In this work, we extend the regularization framework from Kronqvist et al. (Math Program 180(1):285–310, 2020) by incorporating several new regularization functions and develop a regularized single-tree search method for solving convex mixed-integer nonlinear programming (MINLP) problems. We propose a set of regularization functions based on distance metrics and Lagrangean approximations, used in the projection problem for finding new integer combinations to be used within the Outer-Approximation (OA) method. The new approach, called Regularized Outer-Approximation (ROA), has been implemented as part of the open-source Mixed-integer nonlinear decomposition toolbox for Pyomo—MindtPy. We compare the OA method with seven regularization function alternatives for ROA. Moreover, we extend the LP/NLP Branch and Bound method proposed by Quesada and Grossmann (Comput Chem Eng 16(10–11):937–947, 1992) to include regularization in an algorithm denoted RLP/NLP. We provide convergence guarantees for both ROA and RLP/NLP. Finally, we perform an extensive computational experiment considering all convex MINLP problems in the benchmark library MINLPLib. The computational results show clear advantages of using regularization combined with the OA method.

Convex Mixed-integer nonlinear programming↗

A Convexification-Based Outer-Approximation Method for Convex and Nonconvex MINLP

The advancement of domain reduction techniques has significantly enhanced the performance of solvers in mathematical programming. This paper delves into the impact of integrating convexification and domain reduction techniques within the Outer-Approximation method. We propose a refined convexification-based Outer-Approximation method alongside a Branch-and-Bound method for both convex and nonconvex Mixed-Integer Nonlinear Programming problems. These methods have been developed and incorporated into the open-source Mixed-Integer Nonlinear Decomposition Toolbox for Pyomo-MindtPy. Comprehensive benchmark tests were conducted, validating the effectiveness and reliability of our proposed algorithms. These tests highlight the improvements achieved by incorporating convexification and domain reduction techniques into the Outer-Approximation and Branch-and-Bound methods.

Optimization↗

Proton dose approximation in arbitrary convex geometry

An expansion is derived for the solution to the transport equation in two dimensions subject to boundary conditions given for an arbitrary convex region. Questions of high-energy transport are considered along with the properties of the dose response function. The expansion of the solution of the transport equation is presented in terms of a parameter which measures the lateral dispersion of an unidirectional beam. This parameter is usually small and the expansion is expected to converge rapidly. The dominant term in the expansion is related to fluence-to-dose conversion factors in a semiinfinite slab for normal incidence. A convenient parameterization of the conversion factors is provided along with numerical examples.

Wilson, J. W.↗

Electromagnetic scattering by coated convex surfaces and wedges simulated by approximate boundary conditions

Asymptotic/high-frequency solutions are developed for analyzing the non-specular scattering mechanisms associated with coated convex surfaces and edges simulated by approximate boundary conditions. In particular, the standard impedance boundary conditions (SIBC's) and the second order generalized impedance boundary conditions (GIBC's) are employed for a characterization of the edge diffraction, creeping wave, and surface diffracted wave contributions. To study the creeping wave and surface diffracted wave mechanisms, rigorous UTD (uniform geometrical theory of diffraction) diffraction coefficients are developed for a convex coated cylinder simulated with SIBC's and GIBC's. The ray solutions obtained remain valid in the transition region and reduce uniformly to those in the deep lit and shadow regions. A uniform asymptotic solution is also presented for observations in the close vicinity of the cylinder. The diffraction coefficient for a convex cylinder are obtained via a generalization of the corresponding ones of the circular cylinder. To validate the asymptotic/high-frequency solution, integral equations are derived for both E and H-polarization and solved numerically using the method of moments. Results are presented for a single and three layered coated convex cylinder. Some insights are also provided on the accuracy of the employed GIBC's versus SIBC's for application to curved surfaces. To characterize the scattering by impedance wedges illuminated at skew incidence, diffraction coefficients are derived from an approximate solution of the governing functional difference equations. This solution exactly recovers the known ones for an impedance half plane or an arbitrary wedge at normal incidence, and to validate it for other wedge angles, a moment method code was used. Finally, to test the usefulness of the approximate skew incidence impedance wedge diffraction coefficient for three dimensional structures, equivalent currents are derived in the context of the physical theory of diffraction (PTD) for a finite length impedance wedge of arbitrary internal angles. These are incorporated in a standard general purpose PTD code and results are presented for a number of different impedance structures.

Syed, H. H.↗

Convex Interpolating Splines of Arbitrary Degree

Shape preserving approximations are constructed by interpolating the data with polynomial splines of arbitrary degree. A regularity condition is formulated on the data which insures the existence of such a shape preserving spline, an algorithm is presented for its construction, and the uniform norm of the error is bound which results when the algorithm is used to produce an approximation to a given f epsilon Ca,b.

Neuman, E.↗

Convergence of generalized MUSCL schemes

Semi-discrete generalizations of the second order extension of Godunov's scheme, known as the MUSCL scheme, are constructed, starting with any three point ""E" scheme. They are used to approximate scalar conservation laws in one space dimension. For convex conservation laws, each member of a wide class is proven to be a convergent approximation to the correct physical solution. Comparison with another class of high resolution convergent schemes is made.

Osher, S.↗

Convergence of generalized MUSCL schemes

Semi-discrete generalizations of the second order extension of Godunov's scheme, known as the MUSCL scheme, are constructed, starting with any three point E scheme. They are used to approximate scalar conservation laws in one space dimension. For convex conservation laws, each member of a wide class is proven to be a convergent approximation to the correct physical solution. Comparison with another class of high resolution convergent schemes is made.

Osher, S.↗

Gas Motion in a Local Supersonic Region and Conditions of Potential-Flow Breakdown

For a certain Mach number of the oncoming flow, the local velocity first reaches the value of the local velocity of sound (M = 1) at some point on the surface of the body located within the flow. This Mach number is designated the critical Mach number M(sub cr). By increasing the flow velocity, a supersonic local region is formed bounded by the body contour and the line of transition from subsonic to supersonic velocity. As is shown by observations with the Toepler apparatus, at a certain flow Mach number M > M(sub cr) a shock wave is formed near the body that closes the local supersonic region from behind. The formation of the shock wave is associated with the appearance of an additional resistance defined as the wave drag. In this paper, certain features are described of the flow in the local supersonic region, which is bounded by the contour of the body and the transition line, and conditions are sought for which the potential flow with the local supersonic region becomes impossible and a shock wave occurs. In the first part of the paper, the general properties of the potential flow in the local supersonic region, bounded by the contour of the profile and the transition line, are established. It is found that at the transition line, if it is not a line of discontinuity, the law of monotonic variation of the angle of inclination of the velocity vector holds (monotonic law). An approximation is given for the change in velocity at the contour of the body. The flow about a contour having a straight part is studied. In the second part of the paper, an approximation is given of the magnitudes of the accelerations at the interior points of the supersonic region. With the aid of these approximations, it is shown that for profiles convex to the flow the breakdown of the potential flow,associated with an increase of the Mach number of the oncoming flow, cannot be due to the formation of an envelope of the characteristics within the supersonic region. On the basis of the monotonic law, the transitional Mach number M is found, beyond which the potential flow with local supersonic region becomes impossible.

Nikolskii, A. A.↗

Model Predictive Control in the Three-body Problem Using Invariant Funnels As Terminal Sets

This paper describes a method for augmenting Model Predictive Control techniques using invariant funnels computed in the Circular Restricted Three-Body Problem. We use ellipsoids that roughly approximate the boundary of the invariant funnel as convex terminal sets for a short look-ahead optimization problem at each time step. We apply this method to a hypothetical low-thrust mission to land on Jupiter’s mooon Europa and show that including the invariant funnels as terminal sets reduces the amount of control effort required by almost an order of magnitude.

Close, Sigrid↗

Streamline-curvature effect in three-dimensional boundary layers

The effect of including wall and streamline curvature terms in swept-wing boundary-layer stability calculations is studied. The linear disturbance equations are cast on a fixed, body-intrinsic, curvilinear coordinate system. Those nonparallel terms which contribute mainly to the streamline-curvature effect are retained in this formulation and approximated by their local finite-difference values. Convex-wall curvature has a stabilizing effect, while streamline curvature is destabilizing if the curvature exceeds a critical value.

Reed, Helen L.↗

Minimal norm constrained interpolation

In computational fluid dynamics and in CAD/CAM, a physical boundary is usually known only discreetly and most often must be approximated. An acceptable approximation preserves the salient features of the data such as convexity and concavity. In this dissertation, a smooth interpolant which is locally concave where the data are concave and is locally convex where the data are convex is described. The interpolant is found by posing and solving a minimization problem whose solution is a piecewise cubic polynomial. The problem is solved indirectly by using the Peano Kernal theorem to recast it into an equivalent minimization problem having the second derivative of the interpolant as the solution. This approach leads to the solution of a nonlinear system of equations. It is shown that Newton's method is an exceptionally attractive and efficient method for solving the nonlinear system of equations. Examples of shape-preserving interpolants, as well as convergence results obtained by using Newton's method are also shown. A FORTRAN program to compute these interpolants is listed. The problem of computing the interpolant of minimal norm from a convex cone in a normal dual space is also discussed. An extension of de Boor's work on minimal norm unconstrained interpolation is presented.

Irvine, L. D.↗

A methodology for the synthesis of robust feedback systems

A new methodology is developed for the synthesis of linear, time-variant (LTI) controllers for multivariable LTI systems. The resulting closed-loop system is nominally stable and exhibits a known level of performance. In addition, robustness of the feedback system is guaranteed, i.e., stability and performance are retained in the presence of multiple unstructured uncertainty blocks located at various points in the feedback loop. The design technique is referred to as the Causality Recovery Methodology (CRM). The CRM relies on the Youla parameterization of all stabilizing compensators to ensure nominal stability of the feedback system. A frequency-domain inequality in terms of the structured singular value mu defines the robustness specification. The optimal compensator, with respect to the mu condition, is shown to be noncausal in general. The aim of the CRM is to find a stable, causal transfer function matrix that approximates the robustness characteristics of the optimal solution. The CRM, via a series of infinite-dimensional convex programs, produces a closed-loop system whose performance robustness is at least as good as that of any initial design. The algorithm is approximated by a finite dimensional process for the purposes of implementation. Two numerical examples confirm the potential viability of the CRM concept; however, the robustness improvement comes at the expense of increased computational burden and compensator complexity.

Milich, David Albert↗