Augmented Lagrangian Methods for Numerical Solutions to Higher Order Differential Equations

A large number of problems in engineering can be formulated as the optimization of certain functionals. In this paper, we present an algorithm that uses the augmented Lagrangian methods for finding numerical solutions to engineering problems. These engineering problems are described by differential equations with boundary values and are formulated as optimization of some functionals. The algorithm achieves its simplicity and versatility by choosing linear equality relations recursively for the augmented Lagrangian associated with an optimization problem. We demonstrate the formulation of an optimization functional for a 4th order nonlinear differential equation with boundary values. We also derive the associated augmented Lagrangian for this 4th order differential equation. Numerical test results are included that match up with well-established experimental outcomes. These numerical results indicate that the new algorithm is fully capable of producing accurate and stable solutions to differential equations.

An Augmented Lagrangian based Semismooth Newton Method for a Class of Bilinear Programming Problems

This paper proposes a semismooth Newton method for a class of bilinear programming problems(BLPs)based on the augmented Lagrangian,in which the BLPs are reformulated as a system of nonlinear equations with original variables and Lagrange multipliers.Without strict complementarity,the convergence of the method is studied by means of theories of semismooth analysis under the linear independence constraint qualification and strong second order sufficient condition.At last,numerical results are reported to show the performance of the proposed method.

A New Augmented Lagrangian Objective Penalty Function for Constrained Optimization Problems

In this paper, a new augmented Lagrangian penalty function for constrained optimization problems is studied. The dual properties of the augmented Lagrangian objective penalty function for constrained optimization problems are proved. Under some conditions, the saddle point of the augmented Lagrangian objective penalty function satisfies the first-order Karush-Kuhn-Tucker (KKT) condition. Especially, when the KKT condition holds for convex programming its saddle point exists. Based on the augmented Lagrangian objective penalty function, an algorithm is developed for finding a global solution to an inequality constrained optimization problem and its global convergence is also proved under some conditions.

Conservative and Easily Implemented Finite Volume Semi-Lagrangian WENO Methods for 1D and 2D Hyperbolic Conservation Laws

The paper is devised to propose finite volume semi-Lagrange scheme for approximating linear and nonlinear hyperbolic conservation laws. Based on the idea of semi-Lagrangian scheme, we transform the integration of flux in time into the integration in space. Compared with the traditional semi-Lagrange scheme, the scheme devised here tries to directly evaluate the average fluxes along cell edges. It is this difference that makes the scheme in this paper simple to implement and easily extend to nonlinear cases. The procedure of evaluation of the average fluxes only depends on the high-order spatial interpolation. Hence the scheme can be implemented as long as the spatial interpolation is available, and no additional temporal discretization is needed. In this paper, the high-order spatial discretization is chosen to be the classical 5th-order weighted essentially non-oscillatory spatial interpolation. In the end, 1D and 2D numerical results show that this method is rather robust. In addition, to exhibit the numerical resolution and efficiency of the proposed scheme, the numerical solutions of the classical 5th-order WENO scheme combined with the 3rd-order Runge-Kutta temporal discretization (WENOJS) are chosen as the reference. We find that the scheme proposed in the paper generates comparable solutions with that of WENOJS, but with less CPU time.

A hybrid subcell-remapping algorithm for staggered multi-material arbitrary Lagrangian-Eulerian methods

A new flux-based hybrid subcell-remapping algorithm for staggered multimaterial arbitrary Lagrangian-Eulerian (MMALE) methods is presented. This new method is an effective generalization of the original subcell-remapping method to the multi-material regime (LOUBERE, R. and SHASHKOV,M. A subcell remapping method on staggered polygonal grids for arbitrary-Lagrangian-Eulerian methods. Journal of Computational Physics, 209, 105–138 (2005)). A complete remapping procedure of all fluid quantities is described detailedly in this paper. In the pure material regions, remapping of mass and internal energy is performed by using the original subcell-remapping method. In the regions near the material interfaces, remapping of mass and internal energy is performed with the intersection-based fluxes where intersections are performed between the swept regions and pure material polygons in the Lagrangian mesh, and an approximate approach is then introduced for constructing the subcell mass fluxes. In remapping of the subcell momentum, the mass fluxes are used to construct the momentum fluxes by multiplying a reconstructed velocity in the swept region. The nodal velocity is then conservatively recovered. Some numerical examples simulated in the full MMALE regime and several purely cyclic remapping examples are presented to prove the properties of the remapping method.

Augmented Lagrangian Methods for Convex Matrix Optimization Problems

In this paper,we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems(cMOP).Specifically,we reviewed two types of sufficient conditions for ensuring the quadratic growth conditions of a class of constrained convex matrix optimization problems regularized by nonsmooth spectral functions.Under a mild quadratic growth condition on the dual of cMOP,we further discussed the R-superlinear convergence of the Karush-Kuhn-Tucker(KKT)residuals of the sequence generated by the augmented Lagrangian methods(ALM)for solving convex matrix optimization problems.Implementation details of the ALM for solving core convex matrix optimization problems are also provided.

Augmented Lagrangian Methods for p-Harmonic Flows with the Generalized Penalization Terms and Application to Image Processing

In this paper,we propose a generalized penalization technique and a convex constraint minimization approach for the p-harmonic flow problem following the ideas in[Kang&March,IEEE T.Image Process.,16(2007),2251–2261].We use fast algorithms to solve the subproblems,such as the dual projection methods,primal-dual methods and augmented Lagrangian methods.With a special penalization term,some special algorithms are presented.Numerical experiments are given to demonstrate the performance of the proposed methods.We successfully show that our algorithms are effective and efficient due to two reasons:the solver for subproblem is fast in essence and there is no need to solve the subproblem accurately(even 2 inner iterations of the subproblem are enough).It is also observed that better PSNR values are produced using the new algorithms.

Modified Augmented Lagrange Multiplier Methods for Large-Scale Chemical Process Optimization

Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.

从非线性动力学的视角认识细长压杆的稳定性

工程上大部分机构和结构都处于动载的作用下,受压细长杆的失稳是复杂的动力破坏事件.应用 Lagrange描述法建立了两端角铰支受压细长杆的非线性动力学模型,通过对这种模型简化分别得到非线性静 力学模型、线性动力学模型和含三次非线性项的动力学模型.利用谱截断方法,讨论了线性动力学模型的局部 分岔.通过讨论平衡态存在性和稳定性,得到了含三次非线性项的动力学模型分岔条件.研究表明,受压细长 杆的非线性动力学模型中存在叉形分岔.

The Approximated Semi-Lagrangian WENO Methods Based on Flux Vector Splitting for Hyperbolic Conservation Laws

The paper is devised to combine the approximated semi-Lagrange weighted essentially non-oscillatory scheme and flux vector splitting. The approximated finite volume semi-Lagrange that is weighted essentially non-oscillatory scheme with Roe flux had been proposed. The methods using Roe speed to construct the flux probably generates entropy-violating solutions. More seriously, the methods maybe perform numerical instability in two-dimensional cases. A robust and simply remedy is to use a global flux splitting to substitute Roe flux. The combination is tested by several numerical examples. In addition, the comparisons of computing time and resolution between the classical weighted essentially non-oscillatory scheme (WENOJS-LF) and the semi-Lagrange weighted essentially non-oscillatory scheme (WENOEL-LF) which is presented (both combining with the flux vector splitting).

耦合拉格朗日-欧拉方法及其在海洋工程中的应用

Combining the strengths of Lagrangian and Eulerian descriptions,the coupled Lagrangian–Eulerian methods play an increasingly important role in various subjects.This work reviews their development and application in ocean engineering.Initially,we briefly outline the advantages and disadvantages of the Lagrangian and Eulerian descriptions and the main characteristics of the coupled Lagrangian–Eulerian approach.Then,following the developmental trajectory of these methods,the fundamental formulations and the frameworks of various approaches,including the arbitrary Lagrangian–Eulerian finite element method,the particle-in-cell method,the material point method,and the recently developed Lagrangian–Eulerian stabilized collocation method,are detailedly reviewed.In addition,the article reviews the research progress of these methods with applications in ocean hydrodynamics,focusing on free surface flows,numerical wave generation,wave overturning and breaking,interactions between waves and coastal structures,fluid–rigid body interactions,fluid–elastic body interactions,multiphase flow problems and visualization of ocean flows,etc.Furthermore,the latest research advancements in the numerical stability,accuracy,efficiency,and consistency of the coupled Lagrangian–Eulerian particle methods are reviewed;these advancements enable efficient and highly accurate simulation of complicated multiphysics problems in ocean and coastal engineering.By building on these works,the current challenges and future directions of the hybrid Lagrangian–Eulerian particle methods are summarized.

EXACT AUGMENTED LAGRANGIAN FUNCTION FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem. Furthermore, under some assumptions, the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem. Therefore, f^om the theoretical point of view, a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well-known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented.

Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming

In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo （DGALs） was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the uneonstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the eonstrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equslity-constralned problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers.

Augmented Lagrange方法在钢丝绳捻制成形摩擦接触数值模拟中的应用

钢丝绳中金属线间接触摩擦会影响捻制成形加工应力和结构强度。在经典的Coulom摩擦理论的基础上,本文采用AugmentedLagrange方法计算钢丝绳捻制过程中的法向接触力和摩擦接触力,并应用radial return径向回映法修正摩擦接触力试算值。以钢丝绳一次捻制成形过程为例,分析并讨论了摩擦系数和自扭转系数对接触应力和加工应力应变的影响,为钢丝绳成形工艺和结构强度的合理设计提供依据。

Improved Numerical Computing Method for the 3D Tidally Induced Lagrangian Residual Current and Its Application in a Model Bay with a Longitudinal Topography

An improved method for computing the three-dimensional(3 D)first-order Lagrangian residual velocity(uL)is estab-lished.The method computes tidal body force using the harmonic constants of the zeroth-order tidal current.Compared with using the tidal-averaging method to compute the tidal body force,the proposed method filters out the clutter other than the single-frequency tidal input from the open boundary and obtains uL that is more consistent with the analytic solution.Based on the new method,uL is calculated for a wide bay with a longitudinal topography.The strength and pattern of uL are mostly determined by the parts of the tidal body force related to the vertical mixing of the Stokes’drift and the Coriolis effect,with a minor contribution from the advection effect.The geometrical shape of the bay can influence uL through the topographic gradient.The magnitude of uL increases with the increases in tidal energy input and vertical eddy viscosity and decreases in terms of the bottom friction coefficient.

The third-order asymptotic solutions in the Lagrangian description for interfacial internal waves in a three layer fluid system

In this paper,we discuss the interfacial internal waves with a rigid boundary in a three-layer fluid system,where the density of the upper layer fluid is smaller than that of the lower layer.With the Lagrangian matching conditions at the interfaces,the first-order solutions,the second-order solutions and the third-order asymptotic solutions for the interfacial internal waves are obtained in the Lagrangian description using the perturbation method,and the mass transport velocity,the wave frequency,the mean level and the particle trajectory are also given.The results show that the discontinuities across the interfaces appear for the mass transport velocity,wave frequency and mean level,but we find that these discontinuities may disappear if the water depth ratio and the density ratio of the three layer fluids satisfy certain conditions.

一般约束非线性优化的增广Lagrangian算法

构造了一个求解一般约束非线性优化问题的增广Lagrangian算法 ,通过引进函数 φ(x) =max{g(x) ,- λr}可直接处理不等式的约束情形 .并且每次只需近似地求出对应增广Lagrangian罚函数的局部最小点 .在一般假设下 ,算法产生的点列的任意聚点都是问题的K

Lagrangian Relaxation Method for Multiobjective Optimization Methods: Solution Approaches

This paper introduces the Lagrangian relaxation method to solve multiobjective optimization problems. It is often required to use the appropriate technique to determine the Lagrangian multipliers in the relaxation method that leads to finding the optimal solution to the problem. Our analysis aims to find a suitable technique to generate Lagrangian multipliers, and later these multipliers are used in the relaxation method to solve Multiobjective optimization problems. We propose a search-based technique to generate Lagrange multipliers. In our paper, we choose a suitable and well-known scalarization method that transforms the original multiobjective into a scalar objective optimization problem. Later, we solve this scalar objective problem using Lagrangian relaxation techniques. We use Brute force techniques to sort optimum solutions. Finally, we analyze the results, and efficient methods are recommended.

适用欧拉-拉格朗日方法模拟气液泡状流的气泡破碎模型

欧拉-拉格朗日方法已被广泛应用于模拟鼓泡塔等气-液反应器内的流型、气泡尺寸(或气含率)及其分布。文献中该方法主要基于临界Weber数观点来描述气泡破碎行为,且破碎后的子气泡尺寸由随机数确定。但现有实验和理论研究表明,临界Weber数约束不能体现气体密度等物性参数和泡内气体重分布对气泡破碎行为的影响。针对这些不足,提出了适用欧拉-拉格朗日框架且考虑泡内气体重分布贡献的气泡破碎机理模型,并利用开源软件OpenFOAM开发了基于新破碎模型的求解器。新模型预测结果能较好地吻合实验测量的时均轴向液速、气泡尺寸及其分布等实验数据。特别地,考虑泡内气体重分布现象的破碎机理模型成功预测了实验观测的气泡尺寸双峰分布特征。

考虑出行成本不确定性的路网交通疏散策略

为提高应急管理水平,考虑突发事件影响下的交通出行成本不确定性,对城市交通疏散问题进行研究。首先,根据交通疏散问题的时空特性创建时空耦合网络图,并且结合行程时间成本和冲突风险成本,提出了城市交通路网出行成本的量化方法。进一步考虑路段资源权重上限的影响,通过增加边际约束,构建基于预算不确定集的先验疏散策略的鲁棒优化模型,以最小化路网疏散过程的总交通出行成本。然后运用模型重构技术,将搭建的鲁棒模型转化为混合整数线性规划模型,并设计改进的拉格朗日松弛方法进行解耦求解。最后以SiouxFalls网络进行算例分析,数值结果表明,随着不确定集和模型规模的增大,行程时间成本和冲突风险成本的增速分别提高约29.13%和236.46%,模型预算参数控制在一定的区间,能够较好地权衡解的鲁棒性与最优性。通过南京部分区域路网案例测试验证所述方法在更大规模网络算例的适用性,研究结果表明:相比于传统拉格朗日松弛方法,所提出的改良方法可以在较少的迭代次数内得到高质量的可行解。研究结果可以为应急指挥部门制定可靠的交通疏散策略提供思路。