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 studi...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.展开更多
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 ad...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.展开更多
In this paper,a passive muzzle arc control device(PMACD)of the augmented railguns is studied.By discussing its performance at different numbers of extra rails,a parameter optimization model is proposed.Through the cal...In this paper,a passive muzzle arc control device(PMACD)of the augmented railguns is studied.By discussing its performance at different numbers of extra rails,a parameter optimization model is proposed.Through the calculation model,it is found that the PMACD works well in the simple railgun,which refers to the gun that there is only one pair of rails in the inner bore.The PMACD may decrease the simple railgun’s armature peak current and muzzle arc,but affect its muzzle velocity not much.However,in the augmented railguns it has different characteristics.If the parameters of the PMACD are not selected suitable.It may increase the armature peak current and muzzle arc,but greatly decrease the velocity.The reason for this problem is that the extra rails generate a strong magnetic field in front of the armature,which induces a large current to change the armature current.It is also found that when the resistance and inductance parameters of the PMACD satisfy with the optimization formula,the PMACD can also play a good role in arc suppression in the augmented railguns.Experiments of an augmented railgun with a stainless steel PMACD are carried out to verify this optimization method.Results show that the muzzle arc is obviously controlled.This work may provide a reference for the design of the muzzle arc control device.展开更多
A kind of improved contact frictional model on basis of traditional Coulomb Friction model is adopted. Corresponding contact element is also given. The contact algorithm on basis of augmented Lagrange method is introd...A kind of improved contact frictional model on basis of traditional Coulomb Friction model is adopted. Corresponding contact element is also given. The contact algorithm on basis of augmented Lagrange method is introduced and successfully applied to complex contact friction problem. Test example and actual engineering case all show that the algorithm of the model is efficient and computation results agree well with general rules.展开更多
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 va...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.展开更多
The successive overrelaxation-like (SOR-like) method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like (MSOR-like) method. The functional ...The successive overrelaxation-like (SOR-like) method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like (MSOR-like) method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like (Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel & Scientific Computations, 7(4), 453-462 (1999)) and the modified sym- metric SOR-like (MSSOR-like) methods (Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228(4), 424-433 (2009)).展开更多
Based on the numerical governing formulation and non-linear complementary conditions of contact and impact problems, a reduced projection augmented Lagrange bi- conjugate gradient method is proposed for contact and im...Based on the numerical governing formulation and non-linear complementary conditions of contact and impact problems, a reduced projection augmented Lagrange bi- conjugate gradient method is proposed for contact and impact problems by translating non-linear complementary conditions into equivalent formulation of non-linear program- ming. For contact-impact problems, a larger time-step can be adopted arriving at numer- ical convergence compared with penalty method. By establishment of the impact-contact formulations which are equivalent with original non-linear complementary conditions, a reduced projection augmented Lagrange bi-conjugate gradient method is deduced to im- prove precision and efficiency of numerical solutions. A numerical example shows that the algorithm we suggested is valid and exact.展开更多
The immersed boundary method is well-known,popular,and has had vast areas of applications due to its simplicity and robustness even though it is only first order accurate near the interface.In this paper,an immersed b...The immersed boundary method is well-known,popular,and has had vast areas of applications due to its simplicity and robustness even though it is only first order accurate near the interface.In this paper,an immersed boundary-augmented method has been developed for linear elliptic boundary value problems on arbitrary domains(exterior or interior)with a Dirichlet boundary condition.The new method inherits the simplicity,robustness,and first order convergence of the IB method but also provides asymptotic first order convergence of partial derivatives.Numerical examples are provided to confirm the analysis.展开更多
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...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.展开更多
This paper formulates a two-dimensional strip packing problem as a non- linear programming (NLP) problem and establishes the first-order optimality conditions for the NLP problem. A numerical algorithm for solving t...This paper formulates a two-dimensional strip packing problem as a non- linear programming (NLP) problem and establishes the first-order optimality conditions for the NLP problem. A numerical algorithm for solving this NLP problem is given to find exact solutions to strip-packing problems involving up to 10 items. Approximate solutions can be found for big-sized problems by decomposing the set of items into small-sized blocks of which each block adopts the proposed numerical algorithm. Numerical results show that the approximate solutions to big-sized problems obtained by this method are superior to those by NFDH, FFDH and BFDH approaches.展开更多
Principal component analysis and generalized low rank approximation of matrices are two different dimensionality reduction methods. Two different dimensionality reduction algorithms are applied to the L1-CSVM model ba...Principal component analysis and generalized low rank approximation of matrices are two different dimensionality reduction methods. Two different dimensionality reduction algorithms are applied to the L1-CSVM model based on augmented Lagrange method to explore the variation of running time and accuracy of the model in dimensionality reduction space. The results show that the improved algorithm can greatly reduce the running time and improve the accuracy of the algorithm.展开更多
We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting ...We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstrate the efficiency and accuracy of the methods. In these examples we use the proposed augmentation method to solve large scale linear systems resulting from the recently developed wavelet Galerkin methods and fast collocation methods applied to integral equations of the secondkind. Our numerical results confirm that this augmentation method is particularly efficient for solving large scale linear systems induced from wavelet compression schemes.展开更多
Over the years, a number of methods have been proposed for the generation of uniform and globally optimal Pareto frontiers in multi-objective optimization problems. This has been the case irrespective of the problem d...Over the years, a number of methods have been proposed for the generation of uniform and globally optimal Pareto frontiers in multi-objective optimization problems. This has been the case irrespective of the problem definition. The most commonly applied methods are the normal constraint method and the normal boundary intersection method. The former suffers from the deficiency of an uneven Pareto set distribution in the case of vertical (or horizontal) sections in the Pareto frontier, whereas the latter suffers from a sparsely populated Pareto frontier when the optimization problem is numerically demanding (ill-conditioned). The method proposed in this paper, coupled with a simple Pareto filter, addresses these two deficiencies to generate a uniform, globally optimal, well-populated Pareto frontier for any feasible bi-objective optimization problem. A number of examples are provided to demonstrate the performance of the algorithm.展开更多
The augmented Lagrangian function and the corresponding augmented Lagrangian method are constructed for solving a class of minimax optimization problems with equality constraints.We prove that,under the linear indepen...The augmented Lagrangian function and the corresponding augmented Lagrangian method are constructed for solving a class of minimax optimization problems with equality constraints.We prove that,under the linear independence constraint qualification and the second-order sufficiency optimality condition for the lower level problem and the second-order sufficiency optimality condition for the minimax problem,for a given multiplier vectorμ,the rate of convergence of the augmented Lagrangian method is linear with respect to||μu-μ^(*)||and the ratio constant is proportional to 1/c when the ratio|μ-μ^(*)||/c is small enough,where c is the penalty parameter that exceeds a threshold c_(*)>O andμ^(*)is the multiplier corresponding to a local minimizer.Moreover,we prove that the sequence of multiplier vectors generated by the augmented Lagrangian method has at least Q-linear convergence if the sequence of penalty parameters(ck)is bounded and the convergence rate is superlinear if(ck)is increasing to infinity.Finally,we use a direct way to establish the rate of convergence of the augmented Lagrangian method for the minimax problem with a quadratic objective function and linear equality constraints.展开更多
Diagnosis methods based on machine learning and deep learning are widely used in the field of motor fault diagnosis.However,due to the fact that the data imbalance caused by the high cost of obtaining fault data will ...Diagnosis methods based on machine learning and deep learning are widely used in the field of motor fault diagnosis.However,due to the fact that the data imbalance caused by the high cost of obtaining fault data will lead to insufficient generalization performance of the diagnosis method.In response to this problem,a motor fault monitoring system is proposed,which includes a fault diagnosis method(Xgb_LR)based on the optimized gradient boosting decision tree(Xgboost)and logistic regression(LR)fusion model and a data augmentation method named data simulation neighborhood interpolation(DSNI).The Xgb_LR method combines the advantages of the two models and has positive adaptability to imbalanced data.Simultaneously,the DSNI method can be used as an auxiliary method of the diagnosis method to reduce the impact of data imbalance by expanding the original data(signal).Simulation experiments verify the effectiveness of the proposed methods.展开更多
Efficient optimization strategy of multibody systems is developed in this paper. Aug- mented Lagrange method is used to transform constrained optimal problem into unconstrained form firstly. Then methods based on seco...Efficient optimization strategy of multibody systems is developed in this paper. Aug- mented Lagrange method is used to transform constrained optimal problem into unconstrained form firstly. Then methods based on second order sensitivity are used to solve the unconstrained problem, where the sensitivity is solved by hybrid method. Generalized-α method and generalized-α projection method for the differential-algebraic equation, which shows more efficient properties with the lager time step, are presented to get state variables and adjoint variables during the optimization procedure. Numerical results validate the accuracy and efficiency of the methods is presented.展开更多
文摘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.
基金Supported by National Natural Science Foundation of China (No.51275348)College Students Innovation and Entrepreneurship Training Program of Tianjin University (No.201210056339)
文摘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.
基金acknowledge the Fundamental Research Funds for the Central Universities(Grants No 309190112102)the Natural Science Foundation of Jiangsu Province(Grants No BK20200493).
文摘In this paper,a passive muzzle arc control device(PMACD)of the augmented railguns is studied.By discussing its performance at different numbers of extra rails,a parameter optimization model is proposed.Through the calculation model,it is found that the PMACD works well in the simple railgun,which refers to the gun that there is only one pair of rails in the inner bore.The PMACD may decrease the simple railgun’s armature peak current and muzzle arc,but affect its muzzle velocity not much.However,in the augmented railguns it has different characteristics.If the parameters of the PMACD are not selected suitable.It may increase the armature peak current and muzzle arc,but greatly decrease the velocity.The reason for this problem is that the extra rails generate a strong magnetic field in front of the armature,which induces a large current to change the armature current.It is also found that when the resistance and inductance parameters of the PMACD satisfy with the optimization formula,the PMACD can also play a good role in arc suppression in the augmented railguns.Experiments of an augmented railgun with a stainless steel PMACD are carried out to verify this optimization method.Results show that the muzzle arc is obviously controlled.This work may provide a reference for the design of the muzzle arc control device.
文摘A kind of improved contact frictional model on basis of traditional Coulomb Friction model is adopted. Corresponding contact element is also given. The contact algorithm on basis of augmented Lagrange method is introduced and successfully applied to complex contact friction problem. Test example and actual engineering case all show that the algorithm of the model is efficient and computation results agree well with general rules.
基金Supported by the National Natural Science Foundation of China(No.11671183)the Fundamental Research Funds for the Central Universities(No.2018IB016,2019IA004,No.2019IB010)
文摘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.
基金supported by the National Natural Science Foundation of China(No.10771031)the Fundamental Research Funds for Central Universities(No.090405013)
文摘The successive overrelaxation-like (SOR-like) method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like (MSOR-like) method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like (Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel & Scientific Computations, 7(4), 453-462 (1999)) and the modified sym- metric SOR-like (MSSOR-like) methods (Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228(4), 424-433 (2009)).
文摘Based on the numerical governing formulation and non-linear complementary conditions of contact and impact problems, a reduced projection augmented Lagrange bi- conjugate gradient method is proposed for contact and impact problems by translating non-linear complementary conditions into equivalent formulation of non-linear program- ming. For contact-impact problems, a larger time-step can be adopted arriving at numer- ical convergence compared with penalty method. By establishment of the impact-contact formulations which are equivalent with original non-linear complementary conditions, a reduced projection augmented Lagrange bi-conjugate gradient method is deduced to im- prove precision and efficiency of numerical solutions. A numerical example shows that the algorithm we suggested is valid and exact.
文摘The immersed boundary method is well-known,popular,and has had vast areas of applications due to its simplicity and robustness even though it is only first order accurate near the interface.In this paper,an immersed boundary-augmented method has been developed for linear elliptic boundary value problems on arbitrary domains(exterior or interior)with a Dirichlet boundary condition.The new method inherits the simplicity,robustness,and first order convergence of the IB method but also provides asymptotic first order convergence of partial derivatives.Numerical examples are provided to confirm the analysis.
文摘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.
基金State Foundstion of Ph.D Units of China(2003-05)under Grant 20020141013the NNSF(10471015)of Liaoning Province,China.
文摘This paper formulates a two-dimensional strip packing problem as a non- linear programming (NLP) problem and establishes the first-order optimality conditions for the NLP problem. A numerical algorithm for solving this NLP problem is given to find exact solutions to strip-packing problems involving up to 10 items. Approximate solutions can be found for big-sized problems by decomposing the set of items into small-sized blocks of which each block adopts the proposed numerical algorithm. Numerical results show that the approximate solutions to big-sized problems obtained by this method are superior to those by NFDH, FFDH and BFDH approaches.
文摘Principal component analysis and generalized low rank approximation of matrices are two different dimensionality reduction methods. Two different dimensionality reduction algorithms are applied to the L1-CSVM model based on augmented Lagrange method to explore the variation of running time and accuracy of the model in dimensionality reduction space. The results show that the improved algorithm can greatly reduce the running time and improve the accuracy of the algorithm.
基金Supported in part by the Natural Science Foundation of China under grants 10371137and 10201034Foundation of Doctoral Program of National Higher Education of China under under grant 20030558008Guangdong Provincial Natural Science Foundation of China u
文摘We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstrate the efficiency and accuracy of the methods. In these examples we use the proposed augmentation method to solve large scale linear systems resulting from the recently developed wavelet Galerkin methods and fast collocation methods applied to integral equations of the secondkind. Our numerical results confirm that this augmentation method is particularly efficient for solving large scale linear systems induced from wavelet compression schemes.
文摘Over the years, a number of methods have been proposed for the generation of uniform and globally optimal Pareto frontiers in multi-objective optimization problems. This has been the case irrespective of the problem definition. The most commonly applied methods are the normal constraint method and the normal boundary intersection method. The former suffers from the deficiency of an uneven Pareto set distribution in the case of vertical (or horizontal) sections in the Pareto frontier, whereas the latter suffers from a sparsely populated Pareto frontier when the optimization problem is numerically demanding (ill-conditioned). The method proposed in this paper, coupled with a simple Pareto filter, addresses these two deficiencies to generate a uniform, globally optimal, well-populated Pareto frontier for any feasible bi-objective optimization problem. A number of examples are provided to demonstrate the performance of the algorithm.
基金the National Natural Science Foundation of China(Nos.11991020,11631013,11971372,11991021,11971089 and 11731013)the Strategic Priority Research Program of Chinese Academy of Sciences(No.XDA27000000)Dalian High-Level Talent Innovation Project(No.2020RD09)。
文摘The augmented Lagrangian function and the corresponding augmented Lagrangian method are constructed for solving a class of minimax optimization problems with equality constraints.We prove that,under the linear independence constraint qualification and the second-order sufficiency optimality condition for the lower level problem and the second-order sufficiency optimality condition for the minimax problem,for a given multiplier vectorμ,the rate of convergence of the augmented Lagrangian method is linear with respect to||μu-μ^(*)||and the ratio constant is proportional to 1/c when the ratio|μ-μ^(*)||/c is small enough,where c is the penalty parameter that exceeds a threshold c_(*)>O andμ^(*)is the multiplier corresponding to a local minimizer.Moreover,we prove that the sequence of multiplier vectors generated by the augmented Lagrangian method has at least Q-linear convergence if the sequence of penalty parameters(ck)is bounded and the convergence rate is superlinear if(ck)is increasing to infinity.Finally,we use a direct way to establish the rate of convergence of the augmented Lagrangian method for the minimax problem with a quadratic objective function and linear equality constraints.
基金supported by the National Natural Science Foundation of China(No.61873032)。
文摘Diagnosis methods based on machine learning and deep learning are widely used in the field of motor fault diagnosis.However,due to the fact that the data imbalance caused by the high cost of obtaining fault data will lead to insufficient generalization performance of the diagnosis method.In response to this problem,a motor fault monitoring system is proposed,which includes a fault diagnosis method(Xgb_LR)based on the optimized gradient boosting decision tree(Xgboost)and logistic regression(LR)fusion model and a data augmentation method named data simulation neighborhood interpolation(DSNI).The Xgb_LR method combines the advantages of the two models and has positive adaptability to imbalanced data.Simultaneously,the DSNI method can be used as an auxiliary method of the diagnosis method to reduce the impact of data imbalance by expanding the original data(signal).Simulation experiments verify the effectiveness of the proposed methods.
基金supported by the National Natural Science Foundation of China (11002075 and 10972110)
文摘Efficient optimization strategy of multibody systems is developed in this paper. Aug- mented Lagrange method is used to transform constrained optimal problem into unconstrained form firstly. Then methods based on second order sensitivity are used to solve the unconstrained problem, where the sensitivity is solved by hybrid method. Generalized-α method and generalized-α projection method for the differential-algebraic equation, which shows more efficient properties with the lager time step, are presented to get state variables and adjoint variables during the optimization procedure. Numerical results validate the accuracy and efficiency of the methods is presented.