Continuation method for nonlinear complementarity problems via normal maps

Cataloged from PDF version of article.In a recent paper by Chen and Mangasarian (C. Chen, O.L. Mangasarian, A class of smoothing functions for nonlinear and mixed complementarity problems, Computational Optimization and Applications 2 (1996), 97±138) a class of parametric smoothing functions has been proposed to approximate the plus function present in many optimization and complementarity related problems. This paper uses these smoothing functions to approximate the normal map formulation of nonlinear complementarity problems (NCP). Properties of the smoothing function are investigated based on the density functions that de®nes the smooth approximations. A continuation method is then proposed to solve the NCPs arising from the approximations. Su cient conditions are provided to guarantee the boundedness of the solution trajectory. Furthermore, the structure of the subproblems arising in the proposed continuation method is analyzed for di erent choices of smoothing functions. Computational results of the continuation method are reported. Ó 1999 Elsevier Science B.V. All rights reserved

Numerical Methods for Mixed-Integer Optimal Control with Combinatorial Constraints

This thesis is concerned with numerical methods for Mixed-Integer Optimal Control Problems with Combinatorial Constraints. We establish an approximation theorem relating a Mixed-Integer Optimal Control Problem with Combinatorial Constraints to a continuous relaxed convexified Optimal Control Problems with Vanishing Constraints that provides the basis for numerical computations. We develop a a Vanishing- Constraint respecting rounding algorithm to exploit this correspondence computationally. Direct Discretization of the Optimal Control Problem with Vanishing Constraints yield a subclass of Mathematical Programs with Equilibrium Constraints. Mathematical Programs with Equilibrium Constraint constitute a class of challenging problems due to their inherent non-convexity and non-smoothness. We develop an active-set algorithm for Mathematical Programs with Equilibrium Constraints and prove global convergence to Bouligand stationary points of this algorithm under suitable technical conditions. For efficient computation of Newton-type steps of Optimal Control Problems, we establish the Generalized Lanczos Method for trust region problems in a Hilbert space context. To ensure real-time feasibility in Online Optimal Control Applications with tracking-type Lagrangian objective, we develop a Gauß-Newton preconditioner for the iterative solution method of the trust region problem. We implement the proposed methods and demonstrate their applicability and efficacy on several benchmark problems

Relaxations and Approximations for Mixed-Integer Optimal Control

This thesis treats different aspects of the class of Mixed-Integer Optimal Control Problems (MIOCPs). These are optimization problems that combine the difficulties of underlying dynamic processes with combinatorial decisions. Typically, these combinatorial decisions are realized as switching decisions between the system’s different operations modes. During the last decades, direct methods emerged as the state-of-the-art solvers for MIOCPs. The formulation of a valid, tight and dependable integral relaxation, i.e., the formulation of a model for fractional values, plays an important role for these direct solution methods. We give detailed insight into several relaxation approaches for MIOCPs and compare them with regard to their respective structures. In particular, these are the typical solution’s structures and properties as convexity, problem size and numerical behavior. From these structural properties, we deduce some required specifications of a solver. Additionally, the modeling and subsequent limitation of the switching process directly tackle the class-specific typical issue of chattering solutions. One of the relaxation methods for MIOCPs is the outer convexification, where the binary variables only enter affinely. For the approximation of this relaxation’s solution, we took up on the control approximation problem in integral sense derived by Sager as part of a decomposition approach for MIOCPs with affine binary controls. This problem describes the optimal approximation of fractional controls with binary controls such that the corresponding dynamic process is changed as little as possible. For the multi-dimensional problem, we developed a new heuristic, which for the first time gives a bound that only depends on the control grid and not anymore on the number of the system’s controls. For the generalization of the control approximation problem with additional constraints, we derived a tailored branch-and-bound algorithm, which is based on the properties of the Lagrangian relaxation of the one-dimensional problem. This algorithm beats state-of-the-art commercial solvers for Mixed-Integer Linear Programs (MILPs) for this special approximation problem by several orders of magnitude. Overall, we present several, partially new modeling approaches for MIOCPs together with the accompanying structural properties. On this basis, we develop new theories for the approximation of certain relaxed solutions. We discuss the efficient implementation of the resulting structure exploiting algorithms. This leads to a deeper and better understanding of MIOCPs. We show the practicability of the theoretical observations with the help of four prototypical problems. The presented methods and algorithms allow on their basis the direct development of decision support and analysis tools in practice

Numerical Solution of Optimal Control Problems with Explicit and Implicit Switches

This dissertation deals with the efficient numerical solution of switched optimal control problems whose dynamics may coincidentally be affected by both explicit and implicit switches. A framework is being developed for this purpose, in which both problem classes are uniformly converted into a mixed–integer optimal control problem with combinatorial constraints. Recent research results relate this problem class to a continuous optimal control problem with vanishing constraints, which in turn represents a considerable subclass of an optimal control problem with equilibrium constraints. In this thesis, this connection forms the foundation for a numerical treatment. We employ numerical algorithms that are based on a direct collocation approach and require, in particular, a highly accurate determination of the switching structure of the original problem. Due to the fact that the switching structure is a priori unknown in general, our approach aims to identify it successively. During this process, a sequence of nonlinear programs, which are derived by applying discretization schemes to optimal control problems, is solved approximatively. After each iteration, the discretization grid is updated according to the currently estimated switching structure. Besides a precise determination of the switching structure, it is of central importance to estimate the global error that occurs when optimal control problems are solved numerically. Again, we focus on certain direct collocation discretization schemes and analyze error contributions of individual discretization intervals. For this purpose, we exploit a relationship between discrete adjoints and the Lagrange multipliers associated with those nonlinear programs that arise from the collocation transcription process. This relationship can be derived with the help of a functional analytic framework and by interrelating collocation methods and Petrov–Galerkin finite element methods. In analogy to the dual-weighted residual methodology for Galerkin methods, which is well–known in the partial differential equation community, we then derive goal–oriented global error estimators. Based on those error estimators, we present mesh refinement strategies that allow for an equilibration and an efficient reduction of the global error. In doing so we note that the grid adaption processes with respect to both switching structure detection and global error reduction get along with each other. This allows us to distill an iterative solution framework. Usually, individual state and control components have the same polynomial degree if they originate from a collocation discretization scheme. Due to the special role which some control components have in the proposed solution framework it is desirable to allow varying polynomial degrees. This results in implementation problems, which can be solved by means of clever structure exploitation techniques and a suitable permutation of variables and equations. The resulting algorithm was developed in parallel to this work and implemented in a software package. The presented methods are implemented and evaluated on the basis of several benchmark problems. Furthermore, their applicability and efficiency is demonstrated. With regard to a future embedding of the described methods in an online optimal control context and the associated real-time requirements, an extension of the well–known multi–level iteration schemes is proposed. This approach is based on the trapezoidal rule and, compared to a full evaluation of the involved Jacobians, it significantly reduces the computational costs in case of sparse data matrices

Cosmology in the Presence of Non-Gaussianity

Modern observational cosmology relies on statistical inference, which models measurable quantities (including their systematic and statistical uncertainties) as random variates, examples are model parameters (`cosmological parameters') to be estimated via regression, as well as the observable data itself. In various contexts, these exhibit non-Gaussian distribution properties, e.g., the Bayesian joint posterior distribution of cosmological parameters from different data sets, or the random fields affected by late-time nonlinear structure formation like the convergence of weak gravitational lensing or the galaxy density contrast. Gaussianisation provides us with a powerful toolbox to model this non-Gaussian structure: a non-linear transformation from the original non-Gaussian random variate to an auxiliary random variate with (approximately) Gaussian distribution allows one to capture the full distribution structure in the first and second moments of the auxiliary. We consider parametric families of non-linear transformations, in particular Box-Cox transformations and generalisations thereof. We develop a framework that allows us to choose the optimally-Gaussianising transformation by optimising a loss function, and propose methods to assess the quality of the optimal transform a posteriori. First, we apply our maximum-likelihood framework to the posterior distribution of Planck data, and demonstrate how to reproduce the contours of credible regions without bias - our method significantly outperforms the current gold standard, kernel density estimation. Next, we use Gaussianisation to compute the model evidence for a combination of CFHTLenS and BOSS data, and compare to standard techniques. Third, we find Gaussianising transformations for simulated weak lensing convergence maps. This increases the information content accessible to two-point statistics (e.g., the power spectrum) and potentially allows for rapid production of independent mock maps with non-Gaussian correlation structure. With these examples, we demonstrate how Gaussianisation expands our current inference toolbox, and permits us to accurately extract information from non-Gaussian contexts

Innovative mathematical and numerical models for studying the deformation of shells during industrial forming processes with the Finite Element Method

The doctoral thesis "Innovative mathematical and numerical models for studying the deformation of shells during industrial forming processes with the Finite Element Method" aims to contribute to the development of finite element methods for the analysis of stamping processes, a problematic area with a clear industrial application. To achieve the proposed objectives, the first part of this thesis covers the solid-shell elements. This type of element is attractive for the simulation of forming processes, since any type of three-dimensional constitutive law can be formulated without the need to consider any additional conjecture. Additionally, the contact of both sides can be easily treated. This work first presents the development of a triangular prismatic solid-sheet element, for the analysis of thick and thin sheets with capacity for large deformations. This element is in total Lagrangian formulation, and uses neighboring elements to compute a field of quadratic displacements. In the original formulation, a modified right Cauchy tensor was obtained; however, in this work, the formulation is extended obtaining a modified strain gradient, which allows the concepts of push-forward and pull-back to be used. These concepts provide a mathematically consistent method for the definition of temporary derivatives of tensors and, therefore, can be used, for example, to work with elasto-plasticity. This work continues with the development of the contact formulation used, a methodology found in the bibliography on computational contact mechanics for implicit simulations. This formulation consists of an exact integration of the contact interface using mortar methods, which allows obtaining the most consistent integration possible between the integration domains, as well as the most exact possible solution. The most notable contribution of this work is the consideration of dual augmented Lagrange multipliers as an optimization method. To solve the system of equations, a semi-smooth Newton method is considered, which consists of an active set strategy, also extensible in the case of friction problems. The formulation is functional for both frictionless and friction problems, which is essential for simulating stamping processes. This frictional formulation is framed in traditional friction models, such as Coulomb friction, but the development presented can be extended to any type of friction model. The remaining necessary component for the simulation of industrial processes are the constitutive models. In this work, this is materialized in the formulation of plasticity considered. These constitutive models will be considered plasticity models for large deformations, with an arbitrary combination of creep surfaces and plastic potentials: the so-called non-associative models. To calculate the tangent tensor corresponding to these general laws, numerical implementations based on perturbation methods have been considered. Another fundamental contribution of this work is the development of techniques for adaptive remeshing, of which different approaches will be presented. On the one hand, metric-based techniques, including the level-set and Hessian approaches. These techniques are general-purpose and can be considered in both structural problems and fluid mechanics problems. On the other hand, the SPR error estimation method, more conventional than the previous ones, is presented. In this area, the contribution of this work consists in the estimation of error using the Hessian and SPR techniques for the application to numerical contact problems.La tesis doctoral "Modelos matemáticos y numéricos innovadores para el estudio de la deformación de láminas durante los procesos de conformado industrial por el Método de los Elementos Finitos" pretende contribuir al desarrollo de métodos de elementos finitos para el análisis de procesos de estampado, un área problemática con una clara aplicación industrial. De hecho, este tipo de problemas multidisciplinares requieren el conocimiento de múltiples disciplinas, como la mecánica de medios continuos, la plasticidad, la termodinámica y los problemas de contacto, entre otros. Para alcanzar los objetivos propuestos, la primera parte de esta tesis abarca los elementos de sólido lámina. Este tipo de elemento resulta atractivo para la simulación de procesos de conformado, dado que cualquier tipo de ley constitutiva tridimensional puede ser formulada sin necesidad de considerar ninguna conjetura adicional. Además, este tipo de elementos permite realizar una descripción tridimensional del cuerpo deformable, por tanto, el contacto de ambas caras puede ser tratado fácilmente. Este trabajo presenta en primer lugar el desarrollo de un elemento de sólido-lámina prismático triangular, para el análisis de láminas gruesas y delgadas con capacidad para grandes deformaciones. Este elemento figura en formulación Lagrangiana total, y emplea los elementos vecinos para poder computar un campo de desplazamientos cuadráticos. En la formulación original, se obtenía un tensor de Cauchy derecho modificado (¯C); sin embargo, en este trabajo, la formulación se extiende obteniendo un gradiente de deformación modificado (¯F), que permite emplear los conceptos de push-forward y pull-back. Dichos conceptos proveen de un método matemáticamente consistente para la definición de derivadas temporales de tensores y, por tanto, puede ser usado, por ejemplo, para trabajar con elasto-plasticidad. El elemento se basa en tres modificaciones: (a) una aproximación clásica de deformaciones transversales de corte mixtas impuestas; (b) una aproximación de deformaciones impuestas para las Componentes en el plano tangente de la lámina; y (c) una aproximación de deformaciones impuestas mejoradas en la dirección normal a través del espesor, mediante la consideración de un grado de libertad adicional. Los objetivos son poder utilizar el elemento para la simulación de láminas sin bloquear por cortante, mejorar el comportamiento membranal del elemento en el plano tangente, eliminar el bloqueo por efecto Poisson y poder tratar materiales elasto-plásticos con un flujo plástico incompresible, así como materiales elásticos cuasi-incompresibles o materiales con flujo plástico isocórico. El elemento considera un único punto de Gauss en el plano, mientras que permite considerar un número cualquiera de puntos de integración en su eje, con el objetivo de poder considerar problemas con una significativa no linealidad en cuanto a plasticidad. Este trabajo continúa con el desarrollo de la formulación de contacto empleada, una metodología que se encuentra en la bibliografía sobre la mecánica de contacto computacional para simulaciones implícitas. Dicha formulación consiste en una integración exacta de la interfaz de contacto mediante métodos de mortero, lo que permite obtener la integración más consistente posible entre los dominios de integración, así como la solución más exacta posible. La implementación también considera varios algoritmos de optimización, como la optimización mediante penalización. La contribución más notable de este trabajo es la consideración de multiplicadores de Lagrange aumentados duales como método de optimización. Estos permiten condensar estáticamente el sistema de ecuaciones, lo que permite eliminar los multiplicadores de Lagrange de la resolución y, por lo tanto, permite la consideración de solvers iterativos. Además, la formulación ha sido adecuadamente linealizada, asegurando la convergencia cuadrática del problema. Para resolver el sistema de ecuaciones, se considera un método de Newton semi-smooth, que consiste en una estrategia de set activo, extensible también en el caso de problemas friccionales. La formulación es funcional tanto para problemas sin fricción como para problemas friccionales, lo que es esencial para la simulación de procesos de estampado. Esta formulación friccional se enmarca en los modelos de fricción tradicionales, como la fricción de Coulomb, pero el desarrollo presentado puede extenderse a cualquier tipo de modelo de fricción. Esta formulación de contacto es totalmente compatible con el elemento sólido-lámina introducido en este trabajo. El componente necesario restante para la simulación de procesos industriales son los modelos constitutivos. En este trabajo, esto se ve materializado en la formulación de plasticidad considerada. Estos modelos constitutivos se considerarán modelos de plasticidad para grandes deformaciones, con una combinación arbitraria de superficies de fluencia y potenciales plásticos: los llamados modelos no asociados. Para calcular el tensor tangente correspondiente a estas leyes generales, se han considerado implementaciones numéricas basadas en métodos de perturbación. Otra contribución fundamental de este trabajo es el desarrollo de técnicas para el remallado adaptativo, de las que se presentarán distintos enfoques. Por un lado, las técnicas basadas en métricas, incluyendo los enfoques level-set y Hessiano. Estas técnicas son de propósito general y pueden considerarse tanto en la aplicación de problemas estructurales como en problemas de mecánica de fluidos. Por otro lado, se presenta el método de estimación de errores SPR, más convencional que los anteriores. En este ámbito, la contribución de este trabajo consiste en la estimación de error mediante las técnicas de Hessiano y SPR para la aplicación a problemas de contacto numérico. Con los desarrollos previamente introducidos, estaremos en disposición de introducir los casos de aplicación centrados en el contexto de procesos de estampado. Es relevante destacar que estos ejemplos son comparados con las soluciones de referencia disponibles en la bibliografía como forma de validar los desarrollos presentados hasta este punto. El presente documento está organizado de la siguiente manera. El primer capítulo establece los objetivos y revisa la bibliografía acerca de los temas clave de este trabajo. El segundo capítulo hace una introducción de la mecánica de medios continuos y los conceptos relativos al Método de los Elementos Finitos (MEF), necesarios en los desarrollos que se presentarán en los capítulos siguientes. El tercer capítulo aborda la formulación del elemento sólido-lámina, así como del elemento de lámina sin grados de libertad de rotación que inspira el sólido-lámina desarrollado. Esta parte muestra varios ejemplos académicos que son comúnmente empleados en la bibliografía como problemas de referencia de láminas. El cuarto capítulo presenta la formulación desarrollada para la resolución de problemas de contacto numérico, consistente en una formulación implícita de integración exacta mediante métodos mortero y multiplicadores de Lagrange aumentados duales. Este capítulo incluye, asimismo, varios ejemplos comúnmente encontrados en la bibliografía, que generalmente son considerados para su validación. El quinto capítulo presenta la formulación de plasticidad empleada, incluyendo algunos detalles técnicos desde el punto de vista de la implementación, así como varios ejemplos de validación. El sexto capítulo muestra los algoritmos de remallado adaptativo desarrollados en el contexto de este trabajo, y presenta varios ejemplos, que incluyen no solo casos estructurales, sino también de mecánica de fluidos. El séptimo capítulo encapsula algunos casos de validación y aplicación para procesos de estampado. El capítulo final comprende las conclusiones, así como los trabajos que podrían continuar el presente estudio.Postprint (published version

Proceedings of the ECCOMAS Thematic Conference on Multibody Dynamics 2015

This volume contains the full papers accepted for presentation at the ECCOMAS Thematic Conference on Multibody Dynamics 2015 held in the Barcelona School of Industrial Engineering, Universitat Politècnica de Catalunya, on June 29 - July 2, 2015. The ECCOMAS Thematic Conference on Multibody Dynamics is an international meeting held once every two years in a European country. Continuing the very successful series of past conferences that have been organized in Lisbon (2003), Madrid (2005), Milan (2007), Warsaw (2009), Brussels (2011) and Zagreb (2013); this edition will once again serve as a meeting point for the international researchers, scientists and experts from academia, research laboratories and industry working in the area of multibody dynamics. Applications are related to many fields of contemporary engineering, such as vehicle and railway systems, aeronautical and space vehicles, robotic manipulators, mechatronic and autonomous systems, smart structures, biomechanical systems and nanotechnologies. The topics of the conference include, but are not restricted to: ● Formulations and Numerical Methods ● Efficient Methods and Real-Time Applications ● Flexible Multibody Dynamics ● Contact Dynamics and Constraints ● Multiphysics and Coupled Problems ● Control and Optimization ● Software Development and Computer Technology ● Aerospace and Maritime Applications ● Biomechanics ● Railroad Vehicle Dynamics ● Road Vehicle Dynamics ● Robotics ● Benchmark ProblemsPostprint (published version