A New Strategy for Solving a Class of Constrained Nonlinear Optimization Problems Related to Weather and Climate Predictability

There are three common types of predictability problems in weather and climate, which each involve different constrained nonlinear optimization problems： the lower bound of maximum predictable time, the upper bound of maximum prediction error, and the lower bound of maximum allowable initial error and parameter error. Highly effcient algorithms have been developed to solve the second optimization problem. And this optimization problem can be used in realistic models for weather and climate to study the upper bound of the maximum prediction error. Although a filtering strategy has been adopted to solve the other two problems, direct solutions are very time-consuming even for a very simple model, which therefore limits the applicability of these two predictability problems in realistic models. In this paper, a new strategy is designed to solve these problems, involving the use of the existing highly effcient algorithms for the second predictability problem in particular. Furthermore, a series of comparisons between the older filtering strategy and the new method are performed. It is demonstrated that the new strategy not only outputs the same results as the old one, but is also more computationally effcient. This would suggest that it is possible to study the predictability problems associated with these two nonlinear optimization problems in realistic forecast models of weather or climate.

Nonlinear Optimization Method of Ship Floating Condition Calculation in Wave Based on Vector

Ship floating condition in regular waves is calculated. New equations controlling any ship＇s floating condition are proposed by use of the vector operation. This form is a nonlinear optimization problem which can be solved using the penalty function method with constant coefficients. And the solving process is accelerated by dichotomy. During the solving process, the ship＇s displacement and buoyant centre have been calculated by the integration of the ship surface according to the waterline. The ship surface is described using an accumulative chord length theory in order to determine the displacement, the buoyancy center and the waterline. The draught forming the waterline at each station can be found out by calculating the intersection of the ship surface and the wave surface. The results of an example indicate that this method is exact and efficient. It can calculate the ship floating condition in regular waves as well as simplify the calculation and improve the computational efficiency and the precision of results.

APPLICATIONS OF NONLINEAR OPTIMIZATION METHODTO NUMERICAL STUDIES OF ATMOSPHERICAND OCEANIC SCIENCES

Linear singular vector and linear singular value can only describe the evolution of sufficiently small perturbations during the period in which the tangent linear model is valid. With this in mind,the applications of nonlinear optimization methods to the atmospheric and oceanic sciences are introduced, which include nonlinear singular vector (NSV) and nonlinear singular value (NSVA), conditional nonlinear optimal perturbation (CNOP), and their applications to the studies of predictability in numerical weather and climate prediction. The results suggest that the nonlinear characteristics of the motions of atmosphere and oceans can be explored by NSV and CNOP. Also attentions are paid to the introduction of the classification of predictability problems, which are related to the maximum predictable time, the maximum prediction error, and the maximum allowing error of initial value and the parameters. All the information has the background of application to the evaluation of products of numerical weather and climate prediction. Furthermore the nonlinear optimization methods of the sensitivity analysis with numerical model are also introduced, which can give a quantitative assessment whether a numerical model is able to simulate the observations and find the initial field that yield the optimal simulation. Finally, the difficulties in the lack of ripe algorithms are also discussed, which leave future work to both computational mathematics and scientists in geophysics.

GLOBAL CONVERGENCE OF TRUST REGION ALGORITHM FOR EQUALITY AND BOUND CONSTRAINED NONLINEAR OPTIMIZATION

This paper presents a trust region two phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the global convergence of this algorithm is proved without assuming the linear independence of the gradient of active constraints. A numerical example is also presented.

A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS

In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique[1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm.

Nonlinear optimization of the modern synchrotron radiation storage ring based on frequency map analysis

In this paper, we present a rule to improve the nonlinear solution with frequency map analysis （FMA）, and without frequently revisiting the optimization algorithm. Two aspects of FMA are emphasized. The first one is the tune shift with amplitude, which can be used to improve the solution of harmonic sextupoles, and thus obtain a large dynamic aperture. The second one is the tune diffusion rate, which can be used to select a quiet tune. Application of these ideas is carried out in the storage ring of the Shanghai Synchrotron Radiation Facility （SSRF）, and the detailed processes, as well as better solutions, are presented in this paper. Discussions about the nonlinear behaviors of off-momentum particles are also presented.

Improved nonlinear optimization in the storage ring of the modern synchrotron radiation light source

In the storage ring of the third generation light sources, nonlinear optimization is an indispensable course in order to obtain ample dynamic acceptances and to reach high injection efficiency and long beam lifetime, especially in a low emittance lattice. An improved optimization algorithm based on the single resonance approach, which takes relative weight and initial Harmonic Sextupole Integral Strength （HSIS） as search variables, is discussed in this paper. Applications of the improved method in several test lattices are presented. Detailed analysis of the storage ring of the Shanghai Synchrotron Radiation Facility （SSRF） is particularly emphasized. Furthermore, cancellation of the driving terms is investigated to reveal the physical mechanism of the harmonic sextupole compensation. Sensitivity to the weight and the initial HSIS as well as dependence of the optimum solution on the convergent factor is analyzed.

A GENERAL TWO-LEVEL SUBSPACE METHOD FOR NONLINEAR OPTIMIZATION

A new two-level subspace method is proposed for solving the general unconstrained minimization formulations discretized from infinite-dimensional optimization problems. At each iteration, the algorithm executes either a direct step on the current level or a coarse subspace correction step. In the coarse subspace correction step, we augment the traditional coarse grid space by a two-dimensional subspace spanned by the coordinate direction and the gradient direction at the current point. Global convergence is proved and convergence rate is studied under some mild conditions on the discretized functions. Preliminary numerical experiments on a few variational problems show that our two-level subspace method is promising.

An Application of the Stability Theory in Constrained Nonlinear Optimization

This paper addresses an ordinary differential equations (ODE) approach to constrained nonlinear optimization problem. First, it proposes a method of finding the local optimal points for the problem with equality and inequality constraints. We prove the asymptotical stability of the singular points about partial variables. The condition of overall uniform asymptotical stability is also given.

A Numerical Embedding Method for Solving the Nonlinear Optimization Problem

A numerical embedding method was proposed for solving the nonlinear optimization problem. By using the nonsmooth theory, the existence and the continuation of the following path for the corresponding homotopy equations were proved. Therefore the basic theory for the algorithm of the numerical embedding method for solving the non-linear optimization problem was established. Based on the theoretical results, a numerical embedding algorithm was designed for solving the nonlinear optimization problem, and prove its convergence carefully. Numerical experiments show that the algorithm is effective.

A New Sensitivity Analysis Approach Using Conditional Nonlinear Optimal Perturbations and Its Preliminary Application

Simulations and predictions using numerical models show considerable uncertainties,and parameter uncertainty is one of the most important sources.It is impractical to improve the simulation and prediction abilities by reducing the uncertainties of all parameters.Therefore,identifying the sensitive parameters or parameter combinations is crucial.This study proposes a novel approach:conditional nonlinear optimal perturbations sensitivity analysis(CNOPSA)method.The CNOPSA method fully considers the nonlinear synergistic effects of parameters in the whole parameter space and quantitatively estimates the maximum effects of parameter uncertainties,prone to extreme events.Results of the analytical g-function test indicate that the CNOPSA method can effectively identify the sensitivity of variables.Numerical results of the theoretical five-variable grassland ecosystem model show that the maximum influence of the simulated wilted biomass caused by parameter uncertainty can be estimated and computed by employing the CNOPSA method.The identified sensitive parameters can easily change the simulation or prediction of the wilted biomass,which affects the transformation of the grassland state in the grassland ecosystem.The variance-based approach may underestimate the parameter sensitivity because it only considers the influence of limited parameter samples from a statistical view.This study verifies that the CNOPSA method is effective and feasible for exploring the important and sensitive physical parameters or parameter combinations in numerical models.

Multiobjective evolutionary algorithm for dynamic nonlinear constrained optimization problems

A new method to solve dynamic nonlinear constrained optimization problems （DNCOP） is proposed. First, the time （environment） variable period of DNCOP is divided into several equal subperiods. In each subperiod, the DNCOP is approximated by a static nonlinear constrained optimization problem （SNCOP）. Second, for each SNCOP, inspired by the idea of multiobjective optimization, it is transformed into a static bi-objective optimization problem. As a result, the original DNCOP is approximately transformed into several static bi-objective optimization problems. Third, a new multiobjective evolutionary algorithm is proposed based on a new selection operator and an improved nonuniformity mutation operator. The simulation results indicate that the proposed algorithm is effective for DNCOP.

An Improved Control Vector Iteration Approach for Nonlinear Dynamic Optimization. II. Problems with Path Constraints

This paper considers dealing with path constraints in the framework of the improved control vector iteration （CVI） approach. Two available ways for enforcing equality path constraints are presented, which can be directly incorporated into the improved CVI approach. Inequality path constraints are much more difficult to deal with, even for small scale problems, because the time intervals where the inequality path constraints are active are unknown in advance. To overcome the challenge, the ll penalty function and a novel smoothing technique are in-troduced, leading to a new effective approach. Moreover, on the basis of the relevant theorems, a numerical algo-rithm is proposed for nonlinear dynamic optimization problems with inequality path constraints. Results obtained from the classic batch reaCtor operation problem are in agreement with the literature reoorts, and the comoutational efficiency is also high.

Remarks on a benchmark nonlinear constrained optimization problem

Remarks on a benchmark nonlinear constrained optimization problem are made. Due to a citation error, two absolutely different results for the benchmark problem are obtained by independent researchers. Parallel simulated annealing using simplex method is employed in our study to solve the benchmark nonlinear constrained problem with mistaken formula and the best-known solution is obtained, whose optimality is testified by the Kuhn Tucker conditions.

An Improved Control Vector Iteration Approach for Nonlinear Dynamic Optimization (Ⅰ) Problems Without Path Constraints

This study proposes an efficient indirect approach for general nonlinear dynamic optimization problems without path constraints. The approach incorporates the virtues both from indirect and direct methods: it solves the optimality conditions like the traditional indirect methods do, but uses a discretization technique inspired from direct methods. Compared with other indirect approaches, the proposed approach has two main advantages: (1) the discretized optimization problem only employs unconstrained nonlinear programming (NLP) algorithms such as BFGS (Broyden-Fletcher-Goldfarb-Shanno), rather than constrained NLP algorithms, therefore the computational efficiency is increased; (2) the relationship between the number of the discretized time intervals and the integration error of the four-step Adams predictor-corrector algorithm is established, thus the minimal number of time intervals that under desired integration tolerance can be estimated. The classic batch reactor problem is tested and compared in detail with literature reports, and the results reveal the effectiveness of the proposed approach. Dealing with path constraints requires extra techniques, and will be studied in the second paper.

Convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems

The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives of the multiplier mapping and the solution mapping of the proposed algorithm are discussed via the technique of the singular value decomposition of matrix. Based on the estimates, the local convergence results and the rate of convergence of the algorithm are presented when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions. Furthermore, the condition number of the Hessian of the nonlinear Lagrange function with respect to the decision variables is analyzed, which is closely related to efficiency of the algorithm. Finally, the preliminary numericM results for several typical test problems are reported.

Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints

An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Lowner operator associated with a potential function for the optimization problems with inequality constraints.The favorable properties of both the Lowner operator and the corresponding augmented Lagrangian are discussed.And under some mild assumptions,the rate of convergence of the augmented Lagrange algorithm is studied in detail.

Blending Scheduling under Uncertainty Based on Particle Swarm Optimization Algorithm

Blending is an important unit operation in process industry. Blending scheduling is nonlinear optimiza- tion problem with constraints. It is difficult to obtain optimum solution by other general optimization methods. Particle swarm optimization (PSO) algorithm is developed for nonlinear optimization problems with both contin- uous and discrete variables. In order to obtain a global optimum solution quickly, PSO algorithm is applied to solve the problem of blending scheduling under uncertainty. The calculation results based on an example of gasoline blending agree satisfactory with the ideal values, which illustrates that the PSO algorithm is valid and effective in solving the blending scheduling problem.

Support vector machine based nonlinear model multi-step-ahead optimizing predictive control

A support vector machine with guadratic polynomial kernel function based nonlinear model multi-step-ahead optimizing predictive controller was presented. A support vector machine based predictive model was established by black-box identification. And a quadratic objective function with receding horizon was selected to obtain the controller output. By solving a nonlinear optimization problem with equality constraint of model output and boundary constraint of controller output using Nelder-Mead simplex direct search method, a sub-optimal control law was achieved in feature space. The effect of the controller was demonstrated on a recognized benchmark problem and a continuous-stirred tank reactor. The simulation results show that the multi-step-ahead predictive controller can be well applied to nonlinear system, with better performance in following reference trajectory and disturbance-rejection.

A New Subdivision Algorithm for the Bernstein Polynomial Approach to Global Optimization

In this paper, an improved algorithm is proposed for unconstrained global optimization to tackle non-convex nonlinear multivariate polynomial programming problems. The proposed algorithm is based on the Bernstein polynomial approach. Novel features of the proposed algorithm are that it uses a new rule for the selection of the subdivision point, modified rules for the selection of the subdivision direction, and a new acceleration device to avoid some unnecessary subdivisions. The performance of the proposed algorithm is numerically tested on a collection of 16 test problems. The results of the tests show the proposed algorithm to be superior to the existing Bernstein algorithm in terms of the chosen performance metrics.