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All sourcesNASA NTRSDOE OSTI
NASA NTRS1978

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.↗
NASA NTRS1974

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.↗
NASA NTRS2006

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↗
NASA NTRS1988

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↗
NASA NTRS1997

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↗
NASA NTRS1982

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.↗
NASA NTRS1971

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.↗
NASA NTRS1974

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.↗
NASA NTRS1981

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.↗
NASA NTRS1990

The augmented Lagrangian method for parameter estimation in elliptic systems

In this paper a new technique for the estimation of parameters in elliptic partial differential equations is developed. It is a hybrid method combining the output-least-squares and the equation error method. The new method is realized by an augmented Lagrangian formulation, and convergence as well as rate of convergence proofs are provided. Technically the critical step is the verification of a coercivity estimate of an appropriately defined Lagrangian functional. To obtain this coercivity estimate a seminorm regularization technique is used.

Ito, Kazufumi↗
NASA NTRS1990

A superlinear interior points algorithm for engineering design optimization

We present a quasi-Newton interior points algorithm for nonlinear constrained optimization. It is based on a general approach consisting of the iterative solution in the primal and dual spaces of the equalities in Karush-Kuhn-Tucker optimality conditions. This is done in such a way to have primal and dual feasibility at each iteration, which ensures satisfaction of those optimality conditions at the limit points. This approach is very strong and efficient, since at each iteration it only requires the solution of two linear systems with the same matrix, instead of quadratic programming subproblems. It is also particularly appropriate for engineering design optimization inasmuch at each iteration a feasible design is obtained. The present algorithm uses a quasi-Newton approximation of the second derivative of the Lagrangian function in order to have superlinear asymptotic convergence. We discuss theoretical aspects of the algorithm and its computer implementation.

Herskovits, J.↗
NASA NTRS1985

Lorentz-covariant dissipative Lagrangian systems

The concept of dissipative Hamiltonian system is converted to Lorentz-covariant form, with evolution generated jointly by two scalar functionals, the Lagrangian action and the global entropy. A bracket formulation yields the local covariant laws of energy-momentum conservation and of entropy production. The formalism is illustrated by a derivation of the covariant Landau kinetic equation.

Kaufman, A. N.↗
NASA NTRS1986

On the Lagrangian Method for Steady and Unsteady Flow

A new and general Lagrangian formulation of fluid motion is given in which the independent variables are three material functions and a Lagrangian time, which differs for different fluid particles and is distinct from the Eulerian time. For steady flow it requires only three independent variables - the Lagrangian time and two stream functions - in contrast with the conventional Lagrangian formulation which apparently still requires four independent variables for describing a steady flow. This places the Lagrangian formulation for steady flow on the same footing as the Eulerian. For unsteady flow, the new formulation includes the conventional formulation as a special case when the Lagrangian time is identified with the Eulerian time and when the material functions are taken to be the fluid particle's position at some given time. The distinction between the Lagrangian and Eulerian time, however, is found useful in applications, e.g., to problems involving a free boundary.

Hui, W. H.↗
NASA NTRS1979

Energy-state formulation of lumped volume dynamic equations with application to a simplified free piston Stirling engine

Lumped volume dynamic equations are derived using an energy state formulation. This technique requires that kinetic and potential energy state functions be written for the physical system being investigated. To account for losses in the system, a Rayleigh dissipation function is formed. Using these functions, a Lagrangian is formed and using Lagrange's equation, the equations of motion for the system are derived. The results of the application of this technique to a lumped volume are used to derive a model for the free piston Stirling engine. The model was simplified and programmed on an analog computer. Results are given comparing the model response with experimental data.

Daniele, C. J.↗
NASA NTRS1979

Energy-state formulation of lumped volume dynamic equations with application to a simplified free piston Stirling engine

Lumped volume dynamic equations are derived using an energy-state formulation. This technique requires that kinetic and potential energy state functions be written for the physical system being investigated. To account for losses in the system, a Rayleigh dissipation function is also formed. Using these functions, a Lagrangian is formed and using Lagrange's equation, the equations of motion for the system are derived. The results of the application of this technique to a lumped volume are used to derive a model for the free-piston Stirling engine. The model was simplified and programmed on an analog computer. Results are given comparing the model response with experimental data.

Daniele, C. J.↗