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.

Accelerated Matrix Recovery via Random Projection Based on Inexact Augmented Lagrange Multiplier Method

In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by adopting an inexact augmented Lagrange multiplier (IALM) method. Additionally, a random projection accelerated technique (IALM+RP) was adopted to improve the success rate. From the preliminary numerical comparisons, it was indicated that for the standard robust principal component analysis (PCA) problem, IALM+RP was at least two to six times faster than IALM with an insignificant reduction in accuracy; and for the outlier pursuit (OP) problem, IALM+RP was at least 6.9 times faster, even up to 8.3 times faster when the size of matrix was 2 000×2 000.

Modified Lagrange Multiplier Method and Generalized Variational Principle in Fluid Mechanics

The Lagrange multiplier method plays an important role in establishing generalized variational principles notonly in tluid mechallics. but also in elasticity. Sometimes, however, one may come across variational crisis(somemultipliers vanish identically). failing to achieve his aim. The crisis is caused by the fact that the Inultipliers are treatedas independent variables in the process of variatioll. but after identification they become functions of the originalindependent variables. To overcome it, a Inodified Lagrange multiplier method or semi-inverse method has beenproposed to deduce generalized varistional principles. Some e-camples are given to illustrate its convenience andeffectiveness of the novel method.

Fully Coupled Fluid-Structure Interaction Model Based on Distributed Lagrange Multiplier/Fictitious Domain Method

This paper, with a finite element method, studies the interaction of a coupled incompressible fluid-rigid structure system with a free surface subjected to external wave excitations. With this fully coupled model, the rigid structure is taken as ＂fictitious＂ fluid with zero strain rate. Both fluid and structure are described by velocity and pressure. The whole domain, including fluid region and structure region, is modeled by the incompressible Navier-Stokes equations which are discretized with fixed Eulerian mesh. However, to keep the structure＇ s rigid body shape and behavior, a rigid body constraint is enforced on the ＂fictitious＂ fluid domain by use of the Distributed Lagrange Multipher/Fictitious Domain （DLM/ FD） method which is originally introduced to solve particulate flow problems by Glowinski et al. For the verification of the model presented herein, a 2D numerical wave tank is established to simulate small amplitude wave propagations, and then numerical results are compared with analytical solutions. Finally, a 2D example of fluid-structure interaction under wave dynamic forces provides convincing evidences for the method excellent solution quality and fidelity.

Base force element method of complementary energy principle for large rotation problems

Using the concept of the base forces, a new finite element method （base force element method, BFEM） based on the complementary energy principle is presented for accurate modeling of structures with large displacements and large rotations. First, the complementary energy of an element is described by taking the base forces as state variables, and is then separated into deformation and rotation parts for the case of large deformation. Second, the control equations of the BFEM based on the complementary energy principle are derived using the Lagrange multiplier method. Nonlinear procedure of the BFEM is then developed. Finally, several examples are analyzed to illustrate the reliability and accuracy of the BFEM.

Novel Method to Handle Inequality Constraints for Nonlinear Programming

By redefining the multiplier associated with inequality constraint as a positive definite function of the originally-defined multiplier, say, u2_i, i=1, 2, ..., m, nonnegative constraints imposed on inequality constraints in Karush-Kuhn-Tucker necessary conditions are removed. For constructing the Lagrange neural network and Lagrange multiplier method, it is no longer necessary to convert inequality constraints into equality constraints by slack variables in order to reuse those results dedicated to equality constraints, and they can be similarly proved with minor modification. Utilizing this technique, a new type of Lagrange neural network and a new type of Lagrange multiplier method are devised, which both handle inequality constraints directly. Also, their stability and convergence are analyzed rigorously.

Numerical modeling of large deformation and nonlinear frictional contact of excavation boundary of deep soft rock tunnel

Roadways excavated in soft rocks at great depth are difficult to be maintained due to large deformation of surrounding rocks, which greatly influences the safety and efficiency of deep resources exploitation. During the excavation process of a deep soft rock tunnel, the rock wall may be compacted due to large deformation. In this paper, the technique to address this problem by a two-dimensional (2D) finite element software, large deformation engineering analyses software (LDEAS 1.0), is provided. By using the Lagrange multiplier method, the kinematic constraint of non-penetrating condition and static constraint of Coulomb friction are introduced to the governing equations in the form of incremental displacement. The numerical example demonstrates the efficiency of this technology. Deformations of a transportation tunnel in inclined soft rock strata at the depth of 1 000 m in Qishan coal mine and a tunnel excavated to three different depths are analyzed by two models, i.e. the additive decomposition model and polar decomposition model. It can be found that the deformation of the transportation tunnel is asymmetrical due to the inclination of rock strata. For extremely soft rock, large deformation can converge only for the additive decomposition model. The deformation of surrounding rocks increases with the increase in the tunnel depth for both models. At the same depth, the deformation calculated by the additive decomposition model is smaller than that by the polar decomposition model.

Frictional contact algorithm study on the numerical simulation of large deformations in deep soft rock tunnels

There exist three types of nonlinear problems in large deformation processes of deep softrock engineering, i.e., nonlin- earity caused by material, geometrical and contact boundary. In this paper, the numerical method to tackle the nonlinear eontact and large deformation problem in A Software on Large Deformation Analysis for Soft Rock Engineering at Great Depth was presented. In the software, based on Lagrange multiplier method and Coulomb friction law, kinematic constraints on contact boundaries were introduced in functional function, and the finite element equations was established for two incremental large deformation analyses models, polar decomposition model and additive decomposition model. For every incremental loading step, by searching for the contact points in the potential contact interfaces （the excavation boundaries）, the Lagrange multipliers, i.e., contact forces are cal- culated iteratively by Gauss-Seidel method, and justified through satisfy the inequalities of static constraint on contact boundaries. With the software, large deformation and frictional contact of a transport roadway were analyzed numerically by the two models. The numerical examples demonstrated the efficiency of the method used in the software.

Active set truncated-Newton algorithm for simultaneous optimization of distillation column

An active set truncated-Newton algorithm (ASTNA) is proposed to solve the large-scale bound constrained sub-problems. The global convergence of the algorithm is obtained and two groups of numerical experiments are made for the various large-scale problems of varying size. The comparison results between ASTNA and the subspace limited memory quasi-Newton algorithm and between the modified augmented Lagrange multiplier methods combined with ASTNA and the modified barrier function method show the stability and effectiveness of ASTNA for simultaneous optimization of distillation column.

Estimating the bound for the generalized Lorenz system

A chaotic system is bounded, and its trajectory is confined to a certain region which is called the chaotic attractor. No matter how unstable the interior of the system is, the trajectory never exceeds the chaotic attractor. In the present paper, the sphere bound of the generalized Lorenz system is given, based on the Lyapunov function and the Lagrange multiplier method. Furthermore, we show the actual parameters and perform numerical simulations.

COUPLED VARIATIONAL PRINCIPLES AND GENERALIZED COUPLED VARIATIONAL PRINCIPLES IN PHOTOELASTICITY

In this paper, by applying Lagrange, multiplier method and high order Lagrange multiplier method [1], we systematically derive coupled potential energy principle.coupled complementary energy principle,and generalized coupled potential energy principles and generalized coupled complementary energy principles with two and three kinds of variables in photoelasticity.

A Novel Algorithm of Solving the Optimal Slope on Rate-distortion Curve for the Given Rate Budget

Rate-distortion optimization greatly improves the performance of compression coding system so that it pervades all of the source coding from an informationtheoretic standpoint and for the design of practical coding systems. For the case of rate-distortion optimization, Lagrange multiplier method provides the efficient and nearly optimal solution. In this paper, a fast and efficient algorithm is proposed to solve the optimal slope λ＊ of the rate-distortion curve at the given bit budget. Based on Lagrange multiplier method, the presented algorithm find λ＊ using the golden-ratio search. Compared with the Bisection method that only adapts to the system with the dense operational points on the rate-distortion curve, the proposed algorithm can be adapted to the system whether the operational points are populated densely or not. Thus it can be applied to both the wavelet coding system and the video coding standards such as H. 264, where Bisection method can not work well. In particular, the algorithm has been verified on the platform of the quadtree classified and trellis coded quantized （QTCQ） wavelet image compression system and the newest video coding standard H. 264. The experimental results are provided to demonstrate the efficiency of the algorithm. The proposed algorithm can improve the performance. A gain abour 0.6 - 0.7 dB can be achieved with the same rate in H. 264. In addition, it converges as fast as Bisection method, with almost the same ctinplexity.

Sedimentation of a single particle between two parallel walls

The sedimentation of a single circular particle between two parallel walls was studied by means of direct numerical simulation (DNS) and experiment. The improved implementation of distributed Lagrange multiplier/fictitious domain method used in our DNS is a promising new way for simulation of particulate flows. The settling behaviors of the particle are presented ranging in Reynolds number from 0 to about 700, which showed that our results for low Reynolds numbers agreed well with that reported before. Nevertheless, for higher Reynolds numbers our results were different from theirs. The long-term mean equilibrium positions in our results were all on the centerline, but not at off-center position as reported before. In order to validate our simulation, experiments were also conducted. The results showed that the sedimenting behavior simulated in this paper agreed well with our experiment result.

Mantle flow beneath the Asian continent and its force to the crust

The mantle unsteady flows, which are in an incompressible and isoviscous spherical shell, are investigated by using algorithms of the parallel Lagrange multiplier dissonant decomposition method (LMDDM) and the parallel Lagrange multiplier discontinuous deformation analyses (LMDDA) in this paper. Some physical fields about mantle flows such as velocity, pressure, temperature, stress and the force to the crust of the Asian continent are calculated on a parallel computer.

INTERACTIONS BETWEEN TWO SEDIMENTING PARTICLES WITH DIFFERENT SIZES

An improved implementation of Distributed Lagrange multiplier/fictitious domain method was presented and used to simulate the interactions between two circular particles sedimenting in a two_dimensional channel. The simulation results were verified by comparison with experiments. The results show that the interactions between two particles with different sizes can be described as drafting, kissing, tumbling and separating. Only for small diameter ratio, the two particles will interact undergoing repeated DKT (Drafting, Kissing and Tumbling) process. Otherwise, the two particles will separate after their tumbling. The results also show that, during the interaction process, the motion of the small particle is strongly affected while the large particle is affected slightly.

Direct numerical simulation of the motion of circular pollutant particles in Newtonian fluid

An improved implementation of distributed multiplier/fictitious domain method is presented for the direct numerical simulation of particulate flow. The key improvement is to replace a finite element triangulation for the velocity and a “twice coarser' triangulation for the pressure with a rectangular discretization for the velocity and pressure. For code validation, the sedimentation of a single particle in a two dimensional channel was simulated. The results showed that the simulation is independent of the mesh size as well as the time step. The comparison between experimental data and this simulation showed that our code can give a more accurate simulation on the motion of particles than previous DLM code. The code was then applied to simulate the sedimentation of 600 particles in a rectangular box. The falling course is presented and discussed. At the same time, this simulation also demonstrates that the method presented in this paper can be used for solving the initial problems involving a lager number of particles exactly with computing durations kept at acceptable levels.

Base force element method (BFEM) on complementary energy principle for linear elasticity problem

Using the concept of base forces as state variables,a new finite element method-the base force element method (BFEM) on complementary energy principle for linear elasticity problems is presented.Firstly,an explicit expression of compliance matrix for an element is derived through base forces by dyadic vectors.Then,the explicit control equations of finite element method of complementary energy principle are derived using Lagrange multiplier method.Thereafter,the base forces element procedure for linear elasticity is developed.Finally,several examples are analyzed to illustrate the reliability and accuracy of the formulation and the procedure.

An Augmented Lagrangian Uzawa IterativeMethod for Solving Double Saddle-Point Systems with Semidefinite(2,2)Block and its Application to DLM/FDMethod for Elliptic Interface Problems

.In this paper,an augmented Lagrangian Uzawa iterative method is developed and analyzed for solving a class of double saddle-point systems with semidefinite(2,2)block.Convergence of the iterativemethod is proved under the assumption that the double saddle-point problem exists a unique solution.An application of the iterative method to the double saddle-point systems arising from the distributed Lagrange multiplier/fictitious domain(DLM/FD)finite element method for solving elliptic interface problems is also presented,in which the existence and uniqueness of the double saddle-point system is guaranteed by the analysis of the DLM/FD finite element method.Numerical experiments are conducted to validate the theoretical results and to study the performance of the proposed iterative method.

DIRECT NUMERICAL SIMULATION OF PARTICULATE FLOWS

In this paper, a new method-Distributed La-grange Multiplier/fictitiousdomain (DLM) method for partic-ulate flows was improved. A rectangular mesh was introduced todiscretize the domain, and the buoyant force was considered for predicting the positions ofparticles. In order to validate the presented algorithm, the sedimentation of a single circularparticle was simulated using different mesh sizes and time steps firstly. The results show that thesimulation is independent of the mesh size as well as the time step. And then, the interactionsbetween two falling particles, including drafting, kissing and tumbling, and the sedimentation of 18particles also have been simulated with the code.

SEDIMENTATION OF CIRCULAR PARTICLES IN OLDROYDB FLUID

The sedimentation of circular particles in a vertical channel filled withOldroyd ― B fluid was studied by an improved Distributed Lagrange Multiplier/fictitious domain(DLM) method. The sedimenting behaviors of two particles are presented firstly, which shows that,when the particles are dropped in a viscoealstic fluid, the stable configuration is the one wherethe particles are aligned parallel to the flow direction when the Mach number Mis less than 1 andthe elasticity number E is greater than 1. This agrees well with the known experimental in Ref. [1]and simulation results in Ref. [2]. Our simulations also show that, as in Newtonian fluid, thesedimentation of the particles will be accelerated due to the .interaction between particles in aviscoealstic fluid.