Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

Lipschitz gradients for global optimization in a one-point-based partitioning scheme

A global optimization problem is studied where the objective function $f(x)$ is a multidimensional black-box function and its gradient $f'(x)$ satisfies the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant $K$. Different methods for solving this problem by using an a priori given estimate of $K$, its adaptive estimates, and adaptive estimates of local Lipschitz constants are known in the literature. Recently, the authors have proposed a one-dimensional algorithm working with multiple estimates of the Lipschitz constant for $f'(x)$ (the existence of such an algorithm was a challenge for 15 years). In this paper, a new multidimensional geometric method evolving the ideas of this one-dimensional scheme and using an efficient one-point-based partitioning strategy is proposed. Numerical experiments executed on 800 multidimensional test functions demonstrate quite a promising performance in comparison with popular DIRECT-based methods.Comment: 25 pages, 4 figures, 5 tables. arXiv admin note: text overlap with arXiv:1103.205

A scalable parallel finite element framework for growing geometries. Application to metal additive manufacturing

This work introduces an innovative parallel, fully-distributed finite element framework for growing geometries and its application to metal additive manufacturing. It is well-known that virtual part design and qualification in additive manufacturing requires highly-accurate multiscale and multiphysics analyses. Only high performance computing tools are able to handle such complexity in time frames compatible with time-to-market. However, efficiency, without loss of accuracy, has rarely held the centre stage in the numerical community. Here, in contrast, the framework is designed to adequately exploit the resources of high-end distributed-memory machines. It is grounded on three building blocks: (1) Hierarchical adaptive mesh refinement with octree-based meshes; (2) a parallel strategy to model the growth of the geometry; (3) state-of-the-art parallel iterative linear solvers. Computational experiments consider the heat transfer analysis at the part scale of the printing process by powder-bed technologies. After verification against a 3D benchmark, a strong-scaling analysis assesses performance and identifies major sources of parallel overhead. A third numerical example examines the efficiency and robustness of (2) in a curved 3D shape. Unprecedented parallelism and scalability were achieved in this work. Hence, this framework contributes to take on higher complexity and/or accuracy, not only of part-scale simulations of metal or polymer additive manufacturing, but also in welding, sedimentation, atherosclerosis, or any other physical problem where the physical domain of interest grows in time

Recent Advances in Graph Partitioning

We survey recent trends in practical algorithms for balanced graph partitioning together with applications and future research directions

A bi-level model of dynamic traffic signal control with continuum approximation

This paper proposes a bi-level model for traffic network signal control, which is formulated as a dynamic Stackelberg game and solved as a mathematical program with equilibrium constraints (MPEC). The lower-level problem is a dynamic user equilibrium (DUE) with embedded dynamic network loading (DNL) sub-problem based on the LWR model (Lighthill and Whitham, 1955; Richards, 1956). The upper-level decision variables are (time-varying) signal green splits with the objective of minimizing network-wide travel cost. Unlike most existing literature which mainly use an on-and-off (binary) representation of the signal controls, we employ a continuum signal model recently proposed and analyzed in Han et al. (2014), which aims at describing and predicting the aggregate behavior that exists at signalized intersections without relying on distinct signal phases. Advantages of this continuum signal model include fewer integer variables, less restrictive constraints on the time steps, and higher decision resolution. It simplifies the modeling representation of large-scale urban traffic networks with the benefit of improved computational efficiency in simulation or optimization. We present, for the LWR-based DNL model that explicitly captures vehicle spillback, an in-depth study on the implementation of the continuum signal model, as its approximation accuracy depends on a number of factors and may deteriorate greatly under certain conditions. The proposed MPEC is solved on two test networks with three metaheuristic methods. Parallel computing is employed to significantly accelerate the solution procedure