THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

In this paper, a new algorithm-approximate penalty function method is designed, which can be used to solve a bilevel optimization problem with linear constrained function. In this kind of bilevel optimization problem. the evaluation of the objective function is very difficult, so that only their approximate values can be obtained. This algorithm is obtained by combining penalty function method and approximation in bilevel programming. The presented algorithm is completely different from existing methods. That convergence for this algorithm is proved.

A PENALTY FUNCTION METHOD FOR THE PRINCIPAL-AGENT PROBLEM WITH AN INFINITE NUMBER OF INCENTIVE-COMPATIBILITY CONSTRAINTS UNDER MORAL HAZARD

In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.

Exactness of penalization for exact minimax penalty function method in nonconvex programming

The exact minimax penalty function method is used to solve a noncon- vex differentiable optimization problem with both inequality and equality constraints. The conditions for exactness of the penalization for the exact minimax penalty function method are established by assuming that the functions constituting the considered con- strained optimization problem are invex with respect to the same function η （with the exception of those equality constraints for which the associated Lagrange multipliers are negative these functions should be assumed to be incave with respect to η）. Thus, a threshold of the penalty parameter is given such that, for all penalty parameters exceeding this threshold, equivalence holds between the set of optimal solutions in the considered constrained optimization problem and the set of minimizer in its associated penalized problem with an exact minimax penalty function. It is shown that coercivity is not suf- ficient to prove the results.

APPLICATION OF PENALTY FUNCTION METHOD IN ISOPARANIETRIC HYBRID FINITE ELEMENT ANALYSIS

By the aid of the penalty function method, the equilibrium restriction conditions were introduced to the isoparametric hybrid finite element analysis, and the concrete application course of the penalty function method in three-dimensional isoparametdc hybrid finite element was discussed. The separated penalty parameters method and the optimal hybrid element model with penalty balance were also presented. The penalty balance method can effectively refrain the parasitical stress on the premise of no additional degrees of freedom. The numeric experiment shows that the presented element not only is effective in improving greatly the numeric calculation precision of distorted grids but also has the universality.

A Smoothing Penalty Function Method for the Constrained Optimization Problem

In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.

Approximation-Exact Penalty Function Method for Solving a Class of Stochastic Programming

We present an approximation-exact penalty function method for solving the single stage stochastic programming problem with continuous random variable. The original problem is transformed into a determinate nonlinear programming problem with a discrete random variable sequence, which is obtained by some discrete method. We construct an exact penalty function and obtain an unconstrained optimization. It avoids the difficulty in solution by the rapid growing of the number of constraints for discrete precision. Under lenient conditions, we prove the equivalence of the minimum solution of penalty function and the solution of the determinate programming, and prove that the solution sequences of the discrete problem converge to a solution to the original problem.

PENALTY FUNCTION METHOD OF CONTINUUM SHAPE OPTIMIZAION

The penalty function method of continuum shape optimization and its sensitivity analysis technique are presented. A relatively simple integrated shape optimization system is developed and used to optimize the design of the inner frame shape of a three-axis test table. The result shows that the method converges well, and the system is stable and reliable.

A New Unified Path to Smoothing Nonsmooth Exact Penalty Function for the Constrained Optimization

We propose a new unified path to approximately smoothing the nonsmooth exact penalty function in this paper. Based on the new smooth penalty function, we give a penalty algorithm to solve the constrained optimization problem, and discuss the convergence of the algorithm under mild conditions.

Research on optimization of valve open time of the launch barge's ballast tanks

Launch barge is an effective tool for transporting ship segments from one place to another in shipyards. During shifting of segments onto a barge, the slideway on the barge＇s deck must be adjusted to maintain the same level as the wharf and also the barge must be kept level by adjusting the water in the ballast tanks. When to open the adjusting valves is an important factor influencing the barge＇s trim during the water-adjustment process. Because these adjustments are complex a mathematical model was formulated,after analyzing the characteristics of the process of moving the segments onto the barges deck, and considering the effects of this movement＇s speed and variations in tidal levels during the move. Then the model was solved by the penalty function method, the grid method, and improved simulated annealing, respectively. The best optimization model and its corresponding solution were then determined. Finally, it was proven that the model and the method adopted are correct and suitable, by calculating and analysing an example.

The improved element-free Galerkin method forthree-dimensional wave equation

The paper presents the improved element-free Galerkin （IEFG） method for three-dimensional wave propa- gation. The improved moving least-squares （IMLS） approx- imation is employed to construct the shape function, which uses an orthogonal function system with a weight function as the basis function. Compared with the conventional moving least-squares （MLS） approximation, the algebraic equation system in the IMLS approximation is not ill-conditioned, and can be solved directly without deriving the inverse matrix. Because there are fewer coefficients in the IMLS than in the MLS approximation, fewer nodes are selected in the IEFG method than in the element-free Galerkin method. Thus, the IEFG method has a higher computing speed. In the IEFG method, the Galerkin weak form is employed to obtain a dis- cretized system equation, and the penalty method is applied to impose the essential boundary condition. The traditional difference method for two-point boundary value problems is selected for the time discretization. As the wave equations and the boundary-initial conditions depend on time, the scal- ing parameter, number of nodes and the time step length are considered for the convergence study.

Method for electromagnetic detection satellites scheduling based on genetic algorithm with alterable penalty coefficient

The electromagnetic detection satellite （EDS） is a type of earth observation satellites （EOSs）. The Information collected by EDSs plays an important role in some fields, such as industry, science and military. The scheduling of EDSs is a complex combinatorial optimization problem. Current research mainly focuses on the scheduling of imaging satellites and SAR satellites, but little work has been done on the scheduling of EDSs for its specific characteristics. A multi-satellite scheduling model is established, in which the specific constrains of EDSs are considered, then a scheduling algorithm based on the genetic algorithm （GA） is proposed. To deal with the specific constrains of EDSs, a penalty function method is introduced. However, it is hard to determine the appropriate penalty coefficient in the penalty function. Therefore, an adaptive adjustment mechanism of the penalty coefficient is designed to solve the problem, as well as improve the scheduling results. Experimental results are used to demonstrate the correctness and practicability of the proposed scheduling algorithm.

Optimization Mathematical Model of Pile Forces for Offshore Piled Breasting Dolphins

An optimization mathematical model of the pile forces for piled breasting dolphins in the open sea under various loading conditions is presented. The optimum layout with the well distributed pile forces and the least number of piles is achieved by the multiplier penalty function method. Several engineering cases have been calculated and compared with the result of the conventional design method. It is shown that the number of piles can be reduced at least by 10%～20% and the piles' bearing state is improved greatly.

ITERATION SOLUTION OF THE MIXED FORMULATION IN NONLINEAR FEM

Various mixed formulations of the finite element method (FEM) yield matrix equations involving zero diagonal entries. They are then dealt with by a penaltymethod so that they become non-zero but near zero terms. However, the penalty has tobe chosen properly. If it is too large, the matrix equation may become ill-conditioned. Onthe other hand, the matrix equation may give incorrect answer if the penalty is too small.In non-linear regime, the difficulty is more serious because the magnitude order of the matrix varies considerably in the entire loading history. The paper suggests an iteration solution and applies it to non-linear FEM of rubber-like hyper-elasticity. This type of analysisis highly non-linear both in physics and in geometry as well as the strong constraint of incompressibility. The iteration solution is demonstrated to possess super precision and excellent convergence characteristics.

Numerical Simulation Using GEM for the Optimization Problem as a System of FDEs

In this paper, we introduce a numerical treatment using generalized Euler method (GEM) for the non-linear programming problem which is governed by a system of fractional differential equations (FDEs). The appeared fractional derivatives in these equations are in the Caputo sense. We compare our numerical solutions with those numerical solutions using RK4 method. The obtained numerical results of the optimization problem model show the simplicity and the efficiency of the proposed scheme.

The Cost Functional and Its Gradient in Optimal Boundary Control Problem for Parabolic Systems

The problems of optimal control (OCPs) related to PDEs are a very active area of research. These problems deal with the processes of mechanical engineering, heat aeronautics, physics, hydro and gas dynamics, the physics of plasma and other real life problems. In this paper, we deal with a class of the constrained OCP for parabolic systems. It is converted to new unconstrained OCP by adding a penalty function to the cost functional. The existence solution of the considering system of parabolic optimal control problem (POCP) is introduced. In this way, the uniqueness theorem for the solving POCP is introduced. Therefore, a theorem for the sufficient differentiability conditions has been proved.

Dynamic Analysis of A Deepwater Drilling Riser with A New Hang-off System

The safety of risers in hang-off states is a vital challenge in offshore oil and gas engineering.A new hang-off system installed on top of risers is proposed for improving the security of risers.This approach leads to a challenging problem:coupling the dynamics of risers with a new hang-off system combined with multiple structures and complex constraints.To accurately analyze the dynamic responses of the coupled system,a coupled dynamic model is established based on the Euler-Bernoulli beam-column theory and penalty function method.A comprehensive analysis method is proposed for coupled dynamic analysis by combining the finite element method and the Newmarkβmethod.An analysis program is also developed in MATLAB for dynamic simulation.The simulation results show that the dynamic performances of the risers at the top part are significantly improved by the new hang-off system,especially the novel design,which includes the centralizer and articulation joint.The bending moment and lateral deformation of the risers at the top part decrease,while the hang-off joint experiences a great bending moment at the bottom of the lateral restraint area which requires particular attention in design and application.The platform navigation speed range under the safety limits of risers expands with the new hang-off system in use.

基于罚函数法和Backofen模型的刚粘塑性有限元列式推导

讨论了刚粘塑性有限元法,对其基于罚函数法和Backofen模型的求解列式进行了详细的推导。

An improved local radial point interpolation method for transient heat conduction analysis

The smoothing thin plate spline （STPS） interpolation using the penalty function method according to the optimization theory is presented to deal with transient heat conduction problems. The smooth conditions of the shape functions and derivatives can be satisfied so that the distortions hardly occur. Local weak forms are developed using the weighted residual method locally from the partial differential equations of the transient heat conduction. Here the Heaviside step function is used as the test function in each sub-domain to avoid the need for a domain integral. Essential boundary conditions can be implemented like the finite element method （FEM） as the shape functions possess the Kronecker delta property. The traditional two-point difference method is selected for the time discretization scheme. Three selected numerical examples are presented in this paper to demonstrate the availability and accuracy of the present approach comparing with the traditional thin plate spline （TPS） radial basis functions.

Optimum design of welding transformer

Welding transformer is widely used in industry manufacturing, depleting a large portion of electricity energy.Based on modern computer technology and mathematical programming, optimum design of electro-magnetic devices leads to highly efficient use of energy and materials. Are welding transformer is optimized here. A mathematical model,considering both productive cost and operating losses, which is called or Economical-through-Life transformer, is established. Mixed penalty function method, mixed dispersing variable method and improved orthogonal method have been applied to carry out the optimization calculations. Result shows that the power factor is quite important in an Economi-cal-through-Life transformer, and that some principles must be followed in the design work. Also discussed are the advantages and disadvantages of the three methods. In the end, the prospect of optimum design of welding transformer is forecast.

An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.