An interior point technique for solving bilevel programming problems

This paper deals with bilevel programs with strictly convex lower level problems. We present the theoretical basis of a kind of necessary and sufficient optimality conditions that involve a single-level mathematical program satisfying the linear independence constraint qualification. These conditions are obtained by replacing the inner problem by their optimality conditions and relaxing their inequality constraints. An algorithm for the bilevel program, based on a well known technique for classical smooth constrained optimization, is also studied. The algorithm obtains a solution of this problem with an effort similar to that required by a classical well-behaved nonlinear constrained optimization problem. Several illustrative problems which include linear, quadratic and general nonlinear functions and constraints are solved, and very good results are obtained for all cases.     

基于线性规划的电力系统经济分配新方法

在求解电力系统经济分配问题时,常用凸二次函数或线性函数表示火电机组的煤耗成本。分段线性函数可以更精确地描述机组煤耗成本,但在求解时不便于使用。为提高经济分配问题的模型精度和解质量,本文直接采用分段线性凸函数形式的煤耗成本模型;其次,在备用约束的处理方面,通过分析机组实际可提供备用与机组实际出力之间非线性函数关系,在不引入新约束的前提下直接处理备用约束;最后,基于理论分析将模型成功转化为线性规划问题进行求解,提出了两种求解方法:凸组合系数法和功率增量法。新模型和相应算法在模型精度和解质量方面的性能均有提高,实际系统的算例测试也验证了相关方法的有效性。     

一类基于函数值的有理三次样条曲线的形状控制

将插值曲线约束于给定的区域之内是曲线形状控制中的重要问题.构造了一种基于函数值的分母为二次的C1连续有理三次插值样条.这种有理三次插值样条中含有调节参数,因而给约束控制带来了方便.给出了将该种插值曲线约束于给定的折线、二次曲线之上、之下或之间的充分条件及将其约束于给定折线之上、之下或之间的充分必要条件.     

一类加权有理三次样条的区域控制

将插值曲线约束于给定的区域之内是曲线形状控制中的重要问题.本文利用分母为二次的有理三次插值样条和仅基于函数值的有理三次插值样条构造了一类加权有理三次插值样条函数,这类新的插值样条中含有权系数,因而增加了处理问题的灵活性,给约束控制带来了方便.给出了将该种插值曲线约束于给定的折线、二次曲线之上、之下或之间的充分条件及将其约束于给定折线之上、之下或之间的充分必要条件.证明了满足约束条件的加权有理样条的存在性.     

Response surface optimization for a nonlinearly constrained irregular experimental design space

Finding optimum conditions for process factors in an engineering optimization problem with response surface functions requires structured data collection using experimental design. When the experimental design space is constrained owing to external factors, its design space may form an asymmetrical and irregular shape and thus standard experimental design methods become ineffective. Computer-generated optimal designs, such as D-optimal designs, provide alternatives. While several iterative exchange algorithms for D-optimal designs are available for a linearly constrained irregular design space, it has not been clearly understood how D-optimal design points need to be generated when the design space is nonlinearly constrained and how response surface models are optimized. This article proposes an algorithm for generating the D-optimal design points that satisfy both feasibility and optimality conditions by using piecewise linear functions on the design space. The D-optimality-based response surface design models are proposed and optimization procedures are then analysed.     

Optimization of the Second Order Logarithmic Machining Economics Problem by Extended Geometric Programming Part I—Unconstrained

An extended theory of geometric programming is applied to the machining economics problem utilizing a more accurate tool-life equation that is quadratic in the logarithms of the machining variables. The tool-life equation and corresponding unit cost or productivity functions are classified as quadratic posylognomials (QPL). By comparison, the extended Taylor tool-life equation and corresponding objective functions are classified as posynomials. Necessary conditions for a minimum of the unconstrained cost or productivity functions are given and are related to the R-T (Removal Rate-Tool Life) characteristic curve. Sufficient conditions for a minimum are also given and the problem is characterized in terms of the matrix of the second-order coefficients in the logarithmic tool-life equation. The computational aspects are illustrated with a peripheral end-milling example constructed from an experimentally derived tool-life equation from the literature. The theory and solution techniques for the unconstrained problem in Part I form a basis for solution of the machining economics problem with posynomial constraints in Part II (to appear in the September issue).     

Optimal Scheduling in a Multistage Flowshop

The combinatorial approach to solve the n-job, .M-machine flowshop scheduling problem is examined. The mathematical developments of the Dudek-Teuton algorithm shown are correct and valid if correctly interpreted. However, the optimality conditions developed by these authors are too stringent and as such the combinatorial analysis for the flowshop scheduling problem is extended and an algorithm is proposed for the solution of the multistage flowshop scheduling problem, where the objective is to minimize a specified measure of total production cost and jobs have their associated start and stop lags.     

带有界约束非凸二次规划问题的整体优化方法

通过研究带有界约束非凸二次规划问题，给出了求解该问题的整体最优 解的分枝定界方法及其收敛性，提出了定界的紧，松驰策略，把球约束二次规划问题作为子问题来确定原问题的整体最优值下界和上界，应用分枝定界方法达到了对原问题的求解。     

Multiparameter shape optimization of elastic bars in torsion

The problem of optimal design of the shape of an internal or external boundry of an elastic bar in torsion is formulated by assuming the boundary shape is described by a set of prescribed shape functions and a set of shape parameters. The optimization procedure is reduced to determination of these parameters. For constant volume or material cost constraint, the optimality conditions are derived for the case of maximizing of torsional rigidity of elastic bars of linear material. The optimal shape problem is next formulated by means of the finite element method and the interative solution algorithm is discussed by using the optimality crieria. Several simple numerical examples are included.     

Structural‐acoustic coupling on non‐conforming meshes with quadratic shape functions

Fully coupled finite element/boundary element models are a popular choice when modelling structures that are submerged in heavy fluids. To achieve coupling of subdomains with non‐conforming discretizations at their common interface, the coupling conditions are usually formulated in a weak sense. The coupling matrices are evaluated by integrating products of piecewise polynomials on independent meshes. The case of interfacing elements with linear shape functions on unrelated meshes has been well covered in the literature. This paper presents a solution to the problem of evaluating the coupling matrix for interfacing elements with quadratic shape functions on unrelated meshes. The isoparametric finite elements have eight nodes (Serendipity) and the discontinuous boundary elements have nine nodes (Lagrange). Results using linear and quadratic shape functions on conforming and non‐conforming meshes are compared for an example of a fluid‐loaded point‐excited sphere. It is shown that the coupling error decreases when quadratic shape functions are used. Copyright © 2012 John Wiley & Sons, Ltd.     

D.C.集(凸集的差)约束的非凸二次规划的最优解集

本文研究D.C.集(凸集的差)上极小化非凸二次规划问题的最优解。我们首先证明了该问题的Lagrange对偶的稳定性,即不存在对偶间隙;接着利用该性质得到问题的全局最优性条件和最优解集,它可以像凸规划那样,借助它的对偶问题的解集精确地描述出来。最后,通过一个例子来说明这些结论。     

Convex optimisation for aggregate production planning

This paper presents a new solution approach to the problem of aggregate production planning (APP). As identified by many researchers, the APP cost function is convex and piecewise. Thus, the convex optimisation approach can be applied to the APP problem. Solving the APP problem using convex optimisation is attractive since it leads to an improved solution over the classical solution methods and it can be applied to a wider range of functions. The classical Linear Decision Rule model of APP is solved using convex optimisation and the resulting solution is compared to three solution approaches which have been historically used to solve this model. The results suggest that convex optimisation may be an effective approach for solving certain types of planning models.     

On sequential approximate simultaneous analysis and design in classical topology optimization

We study the simultaneous analysis and design (SAND) formulation of the ‘classical’ topology optimization problem subject to linear constraints on material density variables. Based on a dual method in theory, and a primal‐dual method in practice, we propose a separable and strictly convex quadratic Lagrange–Newton subproblem for use in sequential approximate optimization of the SAND‐formulated classical topology design problem. The SAND problem is characterized by a large number of nonlinear equality constraints (the equations of equilibrium) that are linearized in the approximate convex subproblems. The availability of cheap second‐order information is exploited in a Lagrange–Newton sequential quadratic programming‐like framework. In the spirit of efficient structural optimization methods, the quadratic terms are restricted to the diagonal of the Hessian matrix; the subproblems have minimal storage requirements, are easy to solve, and positive definiteness of the diagonal Hessian matrix is trivially enforced. Theoretical considerations reveal that the dual statement of the proposed subproblem for SAND minimum compliance design agrees with the ever‐popular optimality criterion method – which is a nested analysis and design formulation. This relates, in turn, to the known equivalence between rudimentary dual sequential approximate optimization algorithms based on reciprocal (and exponential) intervening variables and the optimality criterion method. Copyright © 2016 John Wiley & Sons, Ltd.     

G~1保凸分段二次多项式插值参数曲线

给定平面上一列凸数据点,导出了用具有一阶几何连续性的分段二次多项式参数曲线插值各型值点且具有保凸性的充分必要条件.并用一些实例进行验证.结果表明,这种方法是正确和有效的.     

An exact solution approach for disassembly line balancing problem under uncertainty of the task processing times

The purpose of this work is to efficiently design disassembly lines taking into account the uncertainty of task processing times. The main contribution of the paper is the development of a decision tool that allows decision-makers to choose the best disassembly alternative (process), for an End of Life product (EOL), and assign the corresponding disassembly tasks to the workstations of the line under precedence and cycle time constraints. Task times are assumed to be random variables with known normal probability distributions. The case of presence of hazardous parts is studied and cycle time constraints are to be jointly satisfied with at least a certain probability level, or service level, fixed by the decision-maker. An AND/OR graph is used to model the precedence relationships among tasks. The objective is to minimise the line cost composed of the workstation operation costs and additional costs of workstations handling hazardous parts of the EOL product. To deal with task time uncertainties, lower and upper-bounding schemes using second-order cone programming and approximations with convex piecewise linear functions are developed. The applicability of the proposed solution approach is shown by solving to optimality a set of disassembly problem instances (EOL industrial products) from the literature.     

Distributed algorithm for optimal sequence and power allocation in uplink code division multiple access systems

An alternative approach is presented for centralised algorithms that design optimal sequences and powers under quality of service constraints in the uplink of a code division multiple access systems. The authors propose a distributed algorithm, where each user designs its optimal codeword in such a way to transmit minimum power, based on certain feedback information sent from the base station. The authors define the user cost function, which is the user power written as a convex function of user codewords for a defined signal-to-interference plus noise ratio target. For the constrained optimisation problem, optimal codewords are designed based on feasible direction method and the optimal user powers are the minimum values of the user cost functions. For the optimal configuration, the matched filter employed at receiver will have the same performance as the minimum mean squared error filter. Even if the optimal user powers are unique, the optimal codewords do not correspond to a unique allocation, but rather to an entire class of codewords that can be related by unitary transformations. The algorithm works properly in the presence of multiple access interference with white or coloured additive noise and requires no ordering. The proposed algorithm is analysed and illustrated with numerical examples obtained from simulations.     

Maximizing pseudoconvex transportation problem: a special type

The paper discusses a non-concave fractional programming problem aiming at maximization of a pseudoconvex function under standard transportation conditions. The pseudoconvex function considered here is the product of two linear functions contrasted with a positive valued linear function. It has been established that optimal solution of the problem is attainable at an extreme point of the convex feasible region. The problem is shown to be related to indefinite quadratic programming which deals with maximization of a convex function over the given feasible region. It has been further established that the local maximum point of this quadratic programming problem is the global maximum point under certain conditions, and its optimal solution provides an upper bound on the optimal value of the main problem. The extreme point solutions of the indefinite quadratic program are ranked to tighten the bounds on the optimal value of the main problem and a convergent algorithm is developed to obtain the optimal solution.     

带非凸二次约束的二次规划问题的全局优化方法

利用二次函数的线形下界函数对带有非凸二次约束的二次规划(QP)提出一种新的求其全局最优解的分支定界算法.为改进算法的收敛性,根据问题的最优性和可行性提出一新的区域剪枝准则以排除(QP)的可行域中不存在全局解的部分.数值算例表明该准则能有效地加速算法的收敛性.     

A fast first-order optimization approach to elastoplastic analysis of skeletal structures

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic programming problem. Alternatively, this paper presents a different formulation, an unconstrained nonsmooth convex optimization problem, and proposes to solve it with an accelerated gradient-like method. Specifically, we adopt an accelerated proximal gradient method, that has been developed for a regularized least squares problem. Numerical experiments show that the presented algorithm is effective for large-scale elastoplastic analysis. Also, a simple warm-start strategy can speed up the algorithm when the path-dependent incremental analysis is carried out.     

A closed-form method for integrating weight functions for part-through cracks subject to Mode I loading

Numerical integration of weight functions tends to be computationally inefficient because of the singularity in a typical weight function expression. An alternative technique has been developed for surface and corner cracks, which greatly improves both efficiency and accuracy of K_I estimates. Exact analytical solutions for the weight function integral are obtained over discrete intervals, and then summed to obtain the stress intensity factor. The only numerical approximation in this approach is the way in which the variation in stress between discrete known values is treated. Closed-form weight function integration methods are presented for three approximations of the stress distribution: (1) constant stress over each integration interval, (2) a piecewise linear representation, and (3) a piecewise quadratic fit. A series of benchmark analyses were performed to validate the approach and to infer convergence rates. The quadratic method is the most computationally efficient, and converges with a small number of integration increments. The piecewise linear method gives good results with a modest number of stress data points on the crack plane. The constant-stress approximation is the least accurate of the three methods, but gives acceptable results if there are sufficient stress data points.