Design optimization applied in structural dynamics

This paper introduces the design optimization strategies, especially for structures which have dynamic constraints. Design optimization involves first the modeling and then the optimization of the problem. Utilizing the Finite Element (FE) model of a structure directly in an optimization process requires a long computation time. Therefore the Backpropagation Neural Networks (NNs) are introduced as a so called surrogate model for the FE model. Optimization techniques mentioned in this study cover the Genetic Algorithm (GA) and the Sequential Quadratic Programming (SQP) methods. For the applications of the introduced techniques, a multisegment cantilever beam problem under the constraints of its first and second natural frequency has been selected and solved using four different approaches

A Primal-Dual Augmented Lagrangian

Nonlinearly constrained optimization problems can be solved by minimizing a sequence of simpler unconstrained or linearly constrained subproblems. In this paper, we discuss the formulation of subproblems in which the objective is a primal-dual generalization of the Hestenes-Powell augmented Lagrangian function. This generalization has the crucial feature that it is minimized with respect to both the primal and the dual variables simultaneously. A benefit of this approach is that the quality of the dual variables is monitored explicitly during the solution of the subproblem. Moreover, each subproblem may be regularized by imposing explicit bounds on the dual variables. Two primal-dual variants of conventional primal methods are proposed: a primal-dual bound constrained Lagrangian (pdBCL) method and a primal-dual $\ell$1 linearly constrained Lagrangian (pd$\ell$1-LCL) method

A second derivative SQP method: local convergence

In [19], we gave global convergence results for a second-derivative SQP method for minimizing the exact ℓ1-merit function for a fixed value of the penalty parameter. To establish this result, we used the properties of the so-called Cauchy step, which was itself computed from the so-called predictor step. In addition, we allowed for the computation of a variety of (optional) SQP steps that were intended to improve the efficiency of the algorithm. \ud \ud Although we established global convergence of the algorithm, we did not discuss certain aspects that are critical when developing software capable of solving general optimization problems. In particular, we must have strategies for updating the penalty parameter and better techniques for defining the positive-definite matrix Bk used in computing the predictor step. In this paper we address both of these issues. We consider two techniques for defining the positive-definite matrix Bk—a simple diagonal approximation and a more sophisticated limited-memory BFGS update. We also analyze a strategy for updating the penalty paramter based on approximately minimizing the ℓ1-penalty function over a sequence of increasing values of the penalty parameter.\ud \ud Algorithms based on exact penalty functions have certain desirable properties. To be practical, however, these algorithms must be guaranteed to avoid the so-called Maratos effect. We show that a nonmonotone varient of our algorithm avoids this phenomenon and, therefore, results in asymptotically superlinear local convergence; this is verified by preliminary numerical results on the Hock and Shittkowski test set

A sequential semidefinite programming method and an application in passive reduced-order modeling

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more complicated than the solution of standard nonlinear programs. In particular, a suitable symmetrization procedure needs to be chosen for the linearization of the complementarity condition. The choice of the symmetrization procedure can be shifted in a very natural way to certain linear semidefinite subproblems, and can thus be reduced to a well-studied problem. The resulting sequential semidefinite programming (SSP) method is a generalization of the well-known SQP method for standard nonlinear programs. We present a sensitivity result for nonlinear semidefinite programs, and then based on this result, we give a self-contained proof of local quadratic convergence of the SSP method. We also describe a class of nonlinear semidefinite programs that arise in passive reduced-order modeling, and we report results of some numerical experiments with the SSP method applied to problems in that class

An interior-point method for mpecs based on strictly feasible relaxations.

An interior-point method for solving mathematical programs with equilibrium constraints (MPECs) is proposed. At each iteration of the algorithm, a single primaldual step is computed from each subproblem of a sequence. Each subproblem is defined as a relaxation of the MPEC with a nonempty strictly feasible region. In contrast to previous approaches, the proposed relaxation scheme preserves the nonempty strict feasibility of each subproblem even in the limit. Local and superlinear convergence of the algorithm is proved even with a less restrictive strict complementarity condition than the standard one. Moreover, mechanisms for inducing global convergence in practice are proposed. Numerical results on the MacMPEC test problem set demonstrate the fast-local convergence properties of the algorithm

Constrained optimization in seismic reflection tomography: a Gauss-Newton augmented Lagrangian approach

International audienceS U M M A R Y Seismic reflection tomography is a method for determining a subsurface velocity model from the traveltimes of seismic waves reflecting on geological interfaces. From an optimization viewpoint , the problem consists in minimizing a non-linear least-squares function measuring the mismatch between observed traveltimes and those calculated by ray tracing in this model. The introduction of a priori information on the model is crucial to reduce the under-determination. The contribution of this paper is to introduce a technique able to take into account geological a priori information in the reflection tomography problem expressed as inequality constraints in the optimization problem. This technique is based on a Gauss-Newton (GN) sequential quadratic programming approach. At each GN step, a solution to a convex quadratic optimization problem subject to linear constraints is computed thanks to an augmented Lagrangian algorithm. Our choice for this optimization method is motivated and its original aspects are described. First applications on real data sets are presented to illustrate the potential of the approach in practical use of reflection tomography

OPTIMIZATION FOR STRUCTURAL EQUATION MODELING: APPLICATIONS TO SUBSTANCE USE DISORDERS

Substance abuse is a serious issue in both modern and traditional societies. Besides health complications such as depression, cancer and HIV, social complications such as loss of concentration, loss of job, and legal problems are among the numerous hazards substance use disorder imposes on societies. Understanding the causes of substance abuse and preventing its negative effects continues to be the focus of much research. Substance use behaviors, symptoms and signs are usually measured in form of ordinal data, which are often modeled under threshold models in Structural Equation Modeling (SEM). In this dissertation, we have developed a general nonlinear optimizer for the software package OpenMx, which is a SEM package in widespread use in the fields of psychology and genetics. The optimizer solves nonlinearly constrained optimization problems using a Sequential Quadratic Programming (SQP) algorithm. We have tested the performance of our optimizer on ordinal data and compared the results with two other optimizers (implementing SQP algorithm) available in the OpenMx package. While all three optimizers reach the same minimum, our new optimizer is faster than the other two. We then applied OpenMx with our optimization engine to a very large population-based drug abuse dataset, collected in Sweden from over one million pairs, to investigate the effects of genetic and environmental factors on liability to drug use. Finally, we investigated the reasons behind better performance of our optimizer by profiling all three optimizers as well as analyzing their memory consumption. We found that objective function evaluation is the most expensive task for all three optimizers, and that our optimizer needs fewer number of calls to this function to find the minimum. In terms of memory consumption, the optimizers use the same amount of memory