15,971 research outputs found

    On Augmented Lagrangian Methods with General Lower-Level Constraints

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    Optimal mistuning for enhanced aeroelastic stability of transonic fans

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    An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom

    An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the AC Optimal Power Flow

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    A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy point computation. It is proven that the algorithm yields a sequence that globally converges to a critical point. As a result of some changes to the standard trust region method, namely a proximal regularisation of the trust region subproblem, it is shown that the local convergence rate is linear with an arbitrarily small ratio. Thus, convergence is locally almost superlinear, under standard regularity assumptions. The proposed method is successfully applied to compute local solutions to alternating current optimal power flow problems in transmission and distribution networks. Moreover, the new mechanism for computing a Cauchy point compares favourably against the standard projected search as for its activity detection properties

    An efficient method for multiobjective optimal control and optimal control subject to integral constraints

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    We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget" remaining to satisfy each constraint; the augmented Hamilton-Jacobi-Bellman PDE is then solved numerically. The efficiency of our approach hinges on the causality in that PDE, i.e., the monotonicity of characteristic curves in one of the newly added dimensions. A semi-Lagrangian "marching" method is used to approximate the discontinuous viscosity solution efficiently. We compare this to a recently introduced "weighted sum" based algorithm for the same problem. We illustrate our method using examples from flight path planning and robotic navigation in the presence of friendly and adversarial observers.Comment: The final version accepted by J. Comp. Math. : 41 pages, 14 figures. Since the previous version: typos fixed, formatting improved, one mistake in bibliography correcte
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