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Research on an augmented Lagrangian penalty function algorithm for nonlinear programming

The augmented Lagrangian (ALAG) Penalty Function Algorithm for optimizing nonlinear mathematical models is discussed. The mathematical models of interest are deterministic in nature and finite dimensional optimization is assumed. A detailed review of penalty function techniques in general and the ALAG technique in particular is presented. Numerical experiments are conducted utilizing a number of nonlinear optimization problems to identify an efficient ALAG Penalty Function Technique for computer implementation.

Frair, L.↗

Electromagnetic and gravitational interactions from Lagrangian mechanics

Highlights: • Background Maxwell and Einstein fields are universal features of Lagrangian systems. • The Lagrangian function is promoted to a dynamic field. • The Einstein–Maxwell theory is derived from Lagrangian mechanics. Background fields of electromagnetic and gravitational type emerge in the low kinetic energy limit of any regular Lagrangian system and, in particular, in the corresponding limit of any spacetime theory in which the free motion of test particles is described by an unspecified regular Lagrangian. Electromagnetic and gravitational type interactions are therefore a universal feature of low kinetic energy Lagrangian systems. These background interactions can be consistently turned into dynamic Einstein–Maxwell fields by promoting the Lagrangian function to a dynamic scalar field on the tangent bundle of the configuration space. Accordingly, Einstein–Maxwell theory can be deduced from the assumption that the motion of elementary test particles in spacetime is described by Lagrangian mechanics. For higher kinetic energy-type values, identified with the square of the invariant mass of the particle, the Lagrangian induces higher rank interactions that seem however too weak to have been detected in spacetime physics, but which might prove relevant at the Planck scale.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Lagrangian methods in plasma dynamics. II - Construction of Lagrangians for plasmas

Consideration of the construction of suitable Lagrangian functions for the dynamics of a cold plasma in such a way as to retain the relativistically covariant formalism. In one method, this is achieved by the introduction of a set of three variables which label the world lines of the particles. A second method results in a Clebsch-type representation. Sturrock's relativistic Lagrangian and Low's hot plasma Lagrangian are also briefly discussed in the context of the present work. The behavior of the canonical stress tensor is considered. The applicability of many of the general results in part I (Dougherty, 1970) is ensured by establishing the existence of the Lagrangian function.

Dougherty, J. P.↗

Distributed Constrained Optimization with Semicoordinate Transformations

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of "semicoordinate" variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for &sat constraint satisfaction problems and for unconstrained minimization of NK functions.

Macready, William↗

Efficient approximation concepts using second order information

The application of second derivative information for solving structural optimization problems is considered. In the present method, rather than building approximate nonlinear forms for the objective function and constraints, only linear approximations are used. A separable quadratic approximation of the Lagrangian function is included in the subproblem statement. The method has been successfully used for simple problems that can be solved in closed form, in addition to the sizing optimization of trusses, and it is shown to converge faster than the convex linearization method or the method of moving asymptotes.

Fleury, Claude↗

Admitting the Inadmissible: Adjoint Formulation for Incomplete Cost Functionals in Aerodynamic Optimization

We derive the adjoint equations for problems in aerodynamic optimization which are improperly considered as "inadmissible." For example, a cost functional which depends on the density, rather than on the pressure, is considered "inadmissible" for an optimization problem governed by the Euler equations. We show that for such problems additional terms should be included in the Lagrangian functional when deriving the adjoint equations. These terms are obtained from the restriction of the interior PDE to the control surface. Demonstrations of the explicit derivation of the adjoint equations for "inadmissible" cost functionals are given for the potential, Euler, and Navier-Stokes equations.

Arian, Eyal↗

Three-dimensional relativistic field-electron interaction in a multicavity high-power klystron. 1: Basic theory

A theoretical investigation of three dimensional relativistic klystron action is described. The relativistic axisymmetric equations of motion are derived from the time-dependent Lagrangian function for a charged particle in electromagnetic fields. An analytical expression of the fringing RF electric and magnetic fields within and in the vicinity of the interaction gap and the space-charge forces between axially and radially elastic deformable rings of charges are both included in the formulation. This makes an accurate computation of electron motion through the tunnel of the cavities and the drift tube spaces possible. Method of analysis is based on Lagrangian formulation. Bunching is computed using a disk model of electron stream in which the electron stream is divided into axisymmetric disks of equal charge and each disk is assumed to consist of a number of concentric rings of equal charges. The Individual representative groups of electrons are followed through the interaction gaps and drift tube spaces. Induced currents and voltages in interacting cavities are calculated by invoking the Shockley-Ramo theorem.

Kosmahl, H. G.↗

Online Optimization as a Feedback Controller: Stability and Tracking

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the algorithm is based on continuous-time primal-dual dynamics, properly modified to incorporate feedback from the LTI dynamical system, applied to a proximal augmented Lagrangian function. The resultant closed-loop algorithm tracks the solution of the time-varying optimization problem without requiring knowledge of (time-varying) disturbances in the dynamical system. The analysis leverages integral quadratic constraints to provide linear matrix inequality (LMI) conditions that guarantee global exponential stability and bounded tracking error. Analytical results show that, under a sufficient time-scale separation between the dynamics of the LTI dynamical system and the algorithm, the LMI conditions can be always satisfied. The paper further proposes a modified algorithm that can track an approximate solution trajectory of the constrained optimization problem under less restrictive assumptions. As an illustrative example, the proposed algorithms are showcased for power transmission systems, to compress the time scales between secondary and tertiary control, and allow to simultaneously power re-balancing and tracking of DC optimal power flow points.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Generalized Graph Laplacian Based Anomaly Detection for Spatiotemporal MicroPMU Data

This letter develops a novel anomaly detection method using the generalized graph Laplacian (GGL) matrix to visualize the spatiotemporal relationship of distribution-level phasor measurement unit (uPMU) data. The uPMU data in a specific time horizon is segregated into multiple segments. An optimization problem formulated as a Lagrangian function is utilized to estimate the GGL matrix. During the iterative process, an optimal update is constituted as a quadratic program (QP) problem. To perform the uPMU-based spatiotemporal analysis, normalized diagonal elements of GGL matrix are proposed as a quantitative metric. The effectiveness of the developed method is demonstrated through real-world uPMU measurements gathered from test feeders in Riverside, CA.

97 MATHEMATICS AND COMPUTING↗

Online Primal-Dual Methods With Measurement Feedback for Time-Varying Convex Optimization

This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints that may evolve over time. The emerging timevarying convex optimization formalism is leveraged to model optimal operational trajectories of the systems, as well as explicit local and network-level operational constraints. Departing from existing batch and feed-forward optimization approaches, the design of the algorithms capitalizes on an online implementation of primal-dual projected-gradient methods; the gradient steps are, however, suitably modified to accommodate feedback from the system in the form of measurements - hence, the term 'online optimization with feedback.' By virtue of this approach, the resultant algorithms can cope with model mismatches in the algebraic representation of the system states and outputs, they avoid pervasive measurements of exogenous inputs, and they naturally lend themselves to a distributed implementation. Under suitable assumptions, analytical convergence claims are established in terms of dynamic regret. Furthermore, when the synthesis of the feedback-based online algorithms is based on a regularized Lagrangian function, Q-linear convergence to solutions of the time-varying optimization problem is shown.

97 MATHEMATICS AND COMPUTING↗

Spatially homogeneous rotating world models.

The mathematical problem encountered when looking for the simplest expanding and rotating model of the universe without the compactness condition for the space sections is formulated. The Lagrangian function is derived for four different rotating universes simultaneously. These models correspond in a certain sense to Godel's (1950) ?symmetric case.'

Ozsvath, I.↗

Conservation of wave action

It is pointed out that two basic principles appear in the theory of wave propagation, including the existence of a phase variable and a law governing the intensity, in terms of a conservation law. The concepts underlying such a conservation law are explored. The waves treated are conservative in the sense that they obey equations derivable from a variational principle applied to a Lagrangian functional. A discrete oscillating system is considered. The approach employed also permits in a natural way the definition of a local action density and flux in problems in which the waves are modal or general.

Hayes, W. D.↗

Optimality criteria solution strategies in multiple constraint design optimization

Procedures and solution strategies are described to solve the conventional structural optimization problem using the Lagrange multiplier technique. The multipliers, obtained through solution of an auxiliary nonlinear optimization problem, lead to optimality criteria to determine the design variables. It is shown that this procedure is essentially equivalent to an alternative formulation using a dual method Lagrangian function objective. Although mathematical formulations are straight-forward, successful applications and computational efficiency depend upon execution procedure strategies. Strategies examined, with application examples, include selection of active constraints, move limits, line search procedures, and side constraint boundaries.

Levy, R.↗