An Augmented Lagrange Multiplier Based Method for Mixed Integer Discrete Continuous Optimization and its Applications to Mechanical Design

Contributors

Pump location optimization is a key issue in the design of water pipe networks to reduce energy consumptions and associated costs. The pump location variables in previous papers were typically discrete, resulting in potentially sub-optimal solutions. If the discrete variables are densified, the solving time increases substantially. To overcome the shortcomings of the discrete pump location optimization method, a novel continuous location optimization method is proposed. The hydraulic calculations of pipes and operation of pumps are coupled in the model to make it practical. The objective function minimizes the installation and operating costs of pumps. A branch and a looped water pipe network are studied. The proposed continuous location optimization method is compared with the previous discrete method. The results show that the proposed method has advantages regarding cost-minimization and it reduces the time required to produce solutions. The method is generic and can be applied to other real cases to determine the optimal pump locations to achieve the goals of cost-minimization and energy saving.

The Model Predictive Control (MPC) framework has shown great potential for the control of Variable Speed Limits (VSLs) and Ramp Metering (RM) installations. However, the implementation to large freeway networks remains challenging. One major reason is that, by considering the VSLs to be discrete decision variables, an extremely difficult Mixed Integer Nonlinear Programming (MINLP) optimization problem has to be solved within every controller sampling interval. Consequently, many related papers relax the MINLP problems by considering the VSLs to be continuous variables. This paper proposes two novel MPC algorithms for coordinated control of discrete VSLs and continuous RM rates that do not make this relaxation. The proposed algorithms use a distributed control architecture and an alternating optimization scheme to relax the MINLP optimization problems but still consider the VSLs as discrete variables and, hence, offer a trade-off between computational complexity and system performance. The performance of the proposed algorithms is evaluated in a case study. The case study shows that relaxing the VSLs to be continuous variables with a distributed architecture results in a significant performance loss. Furthermore, both proposed algorithms have a lower computational complexity than the more conventional centralized approach and, as a result, they do manage to solve all optimization problems within the sampling intervals. Moreover, one of the proposed algorithms has a system performance that is remarkably similar to the optimal performance of the centralized approach.

At present, the conjugate gradient (CG) method of Hager and Zhang (Hager and Zhang, SIAM Journal on Optimization, 16(2005)) is regarded as one of the most effective CG methods for optimization problems. In order to further study the CG method, we develop the Hager and Zhang's CG method and present two modified CG formulas, where the given formulas possess the value information of not only the gradient but also the function. Moreover, the sufficient descent condition will be holden without any line search. The global convergence is established for nonconvex function under suitable conditions. Numerical results show that the proposed methods are competitive to the normal conjugate gradient method.

In this paper, we consider a general class of nonlinear mixed discrete programming problems. By introducing continuous variables to replace the discrete variables, the problem is first transformed into an equivalent nonlinear continuous optimization problem subject to original constraints and additional linear and quadratic constraints. Then, an exact penalty function is employed to construct a sequence of unconstrained optimization problems, each of which can be solved effectively by unconstrained optimization techniques, such as conjugate gradient or quasi-Newton methods. It is shown that any local optimal solution of the unconstrained optimization problem is a local optimal solution of the transformed nonlinear constrained continuous optimization problem when the penalty parameter is sufficiently large. Numerical experiments are carried out to test the efficiency of the proposed method.

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In this paper we consider a particular class of nonlinear optimization problems involving both continuous and discrete variables. The distinguishing feature of this class of nonlinear mixed variable optimization problems is that the structure and the number of variables of the problem depend on the values of some discrete variables. In particular, we define a general algorithm model for the solution of this class of problems, that draws inspiration from the approach recently proposed by Audet and Dennis [SIAM J. Optim., 11 (2001), pp. 573--594], and is based on the strategy of combining in a suitable way a local search with respect to the continuous variables and a local search with respect to the discrete variables. We prove global convergence of the algorithm model without specifying the local continuous search, but only identifying some reasonable requirements. Moreover, we define a particular derivative-free algorithm for solving mixed variable programming problems where the continuous variables are linearly constrained and derivative information is not available. Finally, we report numerical results obtained by the proposed algorithm in solving a real optimal design problem. These results show the effectiveness of the approach.

Abstract: The conjugate gradient (CG) method is a one of the common approaches for solving unconstrained optimization problems, notably known for its suitability for large scale problems. Many recent studies show that this method is also useful for problems of smaller scale. One of the methods used for improving the performance of CG method is hybrid approach, where a CG method is combined with another method. In this study, the ARM CG method is combined with the SMR CG method and tested under exact line search. The resulting hybrid algorithm is globally convergent under exact line search and shown to perform well numerically in comparison to other tested CG methods.

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This paper presents a gradient based topology optimization method for Discrete Material and Thickness Optimization of laminated composite structures, labelled the DMTO method. The capabilities of the proposed method are demonstrated on mass minimization, subject to constraints on the structural criteria; buckling load factors, eigenfrequencies, and limited displacements. Furthermore, common design guidelines or rules, referred to as manufacturing constraints, are included explicitly in the optimization problem as series of linear inequalities. The material selection and thickness variation are optimized simultaneously through interpolation functions with penalization. Numerical results for several parameterizations of a finite element model of a generic main spar from a wind turbine blade are presented. The different parameterizations represent different levels of complexity with respect to manufacturability. The results will thus give insight into the relation between potential weight saving and design complexity. The results show that the DMTO method is capable of solving the problems robustly with only few intermediate valued design variables.

To find a solution of unconstrained optimization problems, we normally use a conjugate gradient (CG) method since it does not cost memory or storage of second derivative like Newton’s method or Broyden–Fletcher–Goldfarb–Shanno (BFGS) method. Recently, a new modification of Polak and Ribiere method was proposed with new restart condition to give a so-call AZPRP method. In this paper, we propose a new modification of AZPRP CG method to solve large-scale unconstrained optimization problems based on a modification of restart condition. The new parameter satisfies the descent property and the global convergence analysis with the strong Wolfe-Powell line search. The numerical results prove that the new CG method is strongly aggressive compared with CG_Descent method. The comparisons are made under a set of more than 140 standard functions from the CUTEst library. The comparison includes number of iterations and CPU time.

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The conjugate gradient (CG) method is one of the most popular methods to solve nonlinear unconstrained optimization problems. The Hestenes-Stiefel (HS) CG formula is considered one of the most efficient methods developed in this century. In addition, the HS coefficient is related to the conjugacy condition regardless of the line search method used. However, the HS parameter may not satisfy the global convergence properties of the CG method with the Wolfe-Powell line search if the descent condition is not satisfied. In this paper, we use the original HS CG formula with a mild condition to construct a CG method with restart using the negative gradient. The convergence and descent properties with the strong Wolfe-Powell (SWP) and weak Wolfe-Powell (WWP) line searches are established. Using this condition, we guarantee that the HS formula is non-negative, its value is restricted, and the number of restarts is not too high. Numerical computations with the SWP line search and some standard optimization problems demonstrate the robustness and efficiency of the new version of the CG parameter in comparison with the latest and classical CG formulas. An example is used to describe the benefit of using different initial points to obtain different solutions for multimodal optimization functions.

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