Active-set Newton methods for mathematical programs with vanishing constraints

Mathematical programs with vanishing constraints constitute a new class of difficult optimization problems with important applications in optimal topology design of mechanical structures. Vanishing constraints usually violate standard constraint qualifications, which gives rise to serious difficulties in theoretical and numerical treatment of these problems. In this work, we suggest several globalization strategies for the active-set Newton-type methods developed earlier by the authors for this problem class, preserving superlinear convergence rate of these methods under weak assumptions. Preliminary numerical results demonstrate that our approach is rather promising and competitive with respect to the existing alternatives.     

Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications

We consider a difficult class of optimization problems that we call a mathematical program with vanishing constraints. Problems of this kind arise in various applications including optimal topology design problems of mechanical structures. We show that some standard constraint qualifications like LICQ and MFCQ usually do not hold at a local minimum of our program, whereas the Abadie constraint qualification is sometimes satisfied. We also introduce a suitable modification of the standard Abadie constraint qualification as well as a corresponding optimality condition, and show that this modified constraint qualification holds under fairly mild assumptions. We also discuss the relation between our class of optimization problems with vanishing constraints and a mathematical program with equilibrium constraints.     

具有动应力、位移和稳定性约束的离散变量桁架结构布局优化设计算法

给出了在动应力、动位移和动稳定约束下离散变量结构布局优化设计问题的数学模型,用“拟静力”算法,将具有动应力约束、动位移约束和动稳定约束的离散变量结构布局优化设计问题化为静应力、静位移和静稳定约束的优化问题,然后利用两级优化算法求解该模型．优化过程由两级组成,拓扑级优化和形状级优化．在每一级,都使用了综合算法,并且在搜索过程中都根据两类设计变量的相对差商值进行搜索．对包含稳定约束和不包含稳定约束的优化结果做了比较,结果显示稳定性约束对优化结果产生较大的影响．     

A smoothing-regularization approach to mathematical programs with vanishing constraints

We consider a numerical approach for the solution of a difficult class of optimization problems called mathematical programs with vanishing constraints. The basic idea is to reformulate the characteristic constraints of the program via a nonsmooth function and to eventually smooth it and regularize the feasible set with the aid of a certain smoothing- and regularization parameter t>0 such that the resulting problem is more tractable and coincides with the original program for t=0. We investigate the convergence behavior of a sequence of stationary points of the smooth and regularized problems by letting t tend to zero. Numerical results illustrating the performance of the approach are given. In particular, a large-scale example from topology optimization of mechanical structures with local stress constraints is investigated.     

应力和位移约束下连续体结构拓扑优化

同时考滤应力和位移约束的连续体结构拓扑优化问题,很难用现有的均匀方法或变密度方法等求解。主要困难在于难以建立应力和位移约束与拓扑设计变量间显式关系式;即使建立了这种关系,也由于优化问题规模过大,利用常规的数学规划方法难以求解。隋允康、杨德庆曾提出了基于独立连续拓扑变量及映射变换（ＩＣＭ）的桁架结构拓扑优化模型。本文在此基础上,建立了以重量为目标,考虑应力和位移约束的连续体结构拓扑优化模型,并推导出     

Quadratic optimization problems in robust beamforming

This paper presents a class of constrained optimization problems whereby a quadratic cost function is to be minimized with respect to a weight vector subject to an inequality quadratic constraint on the weight vector. This class of constrained optimization problems arises as a result of a motivation for designing robust antenna array processors in the field of adaptive array processing. The constrained optimization problem is first solved by using the primal-dual method. Numerical techniques are presented to reduce the computational complexity of determining the optimal Lagrange multiplier and hence the optimal weight vector. Subsequently, a set of linear constraints or at most linear plus norm constraints are developed for approximating the performance achievable with the quadratic constraint. The use of linear constraints is very attractive, since they reduce the computational burden required to determine the optimal weight vector.     

Neuro-fuzzy based constraint programming

Constraint programming models appear in many sciences including mathematics, engineering and physics. These problems aim at optimizing a cost function joint with some constraints. Fuzzy constraint programming has been developed for treating uncertainty in the setting of optimization problems with vague constraints. In this paper, a new method is presented into creation fuzzy concept for set of constraints. Unlike to existing methods, instead of constraints with fuzzy inequalities or fuzzy coefficients or fuzzy numbers, vague nature of constraints set is modeled using learning scheme with adaptive neural-fuzzy inference system (ANFIS). In the proposed approach, constraints are not limited to differentiability, continuity, linearity; also the importance degree of each constraint can be easily applied. Unsatisfaction of each weighted constraint reduces membership of certainty for set of constraints. Monte-Carlo simulations are used for generating feature vector samples and outputs for construction of necessary data for ANFIS. The experimental results show the ability of the proposed approach for modeling constrains and solving parametric programming problems.     

Multi-phase dynamic constraint aggregation for set partitioning type problems

Dynamic constraint aggregation is an iterative method that was recently introduced to speed up the linear relaxation solution process of set partitioning type problems. This speed up is mostly due to the use, at each iteration, of an aggregated problem defined by aggregating disjoint subsets of constraints from the set partitioning model. This aggregation is updated when needed to ensure the exactness of the overall approach. In this paper, we propose a new version of this method, called the multi-phase dynamic constraint aggregation method, which essentially adds to the original method a partial pricing strategy that involves multiple phases. This strategy helps keeping the size of the aggregated problem as small as possible, yielding a faster average computation time per iteration and fewer iterations. We also establish theoretical results that provide some insights explaining the success of the proposed method. Tests on the linear relaxation of simultaneous bus and driver scheduling problems involving up to 2,000 set partitioning constraints show that the partial pricing strategy speeds up the original method by an average factor of 4.5.     

A phase field approach to shape optimization in Navier–Stokes flow with integral state constraints

We consider the shape optimization of an object in Navier–Stokes flow by employing a combined phase field and porous medium approach, along with additional perimeter regularization. By considering integral control and state constraints, we extend the results of earlier works concerning the existence of optimal shapes and the derivation of first order optimality conditions. The control variable is a phase field function that prescribes the shape and topology of the object, while the state variables are the velocity and the pressure of the fluid. In our analysis, we cover a multitude of constraints which include constraints on the center of mass, the volume of the fluid region, and the total potential power of the object. Finally, we present numerical results of the optimization problem that is solved using the variable metric projection type (VMPT) method proposed by Blank and Rupprecht, where we consider one example of topology optimization without constraints and one example of maximizing the lift of the object with a state constraint, as well as a comparison with earlier results for the drag minimization.     

A global optimization approach for the linear two-level program

Linear two-level programming deals with optimization problems in which the constraint region is implicity determined by another optimization problem. Mathematical programs of this type arise in connection with policy problems to which the Stackelberg leader-follower game is applicable. In this paper, the linear two-level programming problem is restated as a global optimization problem and a new solution method based on this approach is developed. The most important feature of this new method is that it attempts to take full advantage of the structure in the constraints using some recent global optimization techniques. A small example is solved in order to illustrate the approach.The paper was completed while this author was visiting the Department of Mathematics of Linköping University.     

Global State Space Approach for the Efficient Numerical Solution of State-Constrained Trajectory Optimization Problems

A new approach based on a global state space form is introduced for solving trajectory optimization problems with state inequality constraints via indirect methods. The use of minimal coordinates on a boundary arc of the state constraint eliminates severe problems, which occur for standard methods and are due to the appearance of differential-algebraic boundary-value problems. Together with a hybrid approach and a careful treatment of some interior-point conditions, we obtain an efficient and reliable solution method.     

A heuristic solution for fuzzy mixed-model line balancing problem

This paper addresses the mixed-model line balancing problem with fuzzy processing time. A fuzzy binary linear programming model is formulated for the problem. This fuzzy model is then transformed to a mixed zero–one program. Due to the complexity nature in handling fuzzy computation, new approximated fuzzy arithmetic operation is presented. A fuzzy heuristic is developed to solve this problem based on the aggregating fuzzy numbers and combined precedence constraints. The general idea of our approach is to arrange the jobs in a sequence by a varying-section exchange procedure. Then jobs are allocated into workstations based on these aggregated fuzzy times with the considerations of technological constraint and cycle time limit. Promising results are obtained by experiments.     

Handling equality constraints in evolutionary optimization

Over the last few decades several methods have been proposed for handling functional constraints while solving optimization problems using evolutionary algorithms (EAs). However, the presence of equality constraints makes the feasible space very small compared to the entire search space. As a consequence, the handling of equality constraints has long been a difficult issue for evolutionary optimization methods. This paper presents a Hybrid Evolutionary Algorithm (HEA) for solving optimization problems with both equality and inequality constraints. In HEA, we propose a new local search technique with special emphasis on equality constraints. The basic concept of the new technique is to reach a point on the equality constraint from the current position of an individual solution, and then explore on the constraint landscape. We believe this new concept will influence the future research direction for constrained optimization using population based algorithms. The proposed algorithm is tested on a set of standard benchmark problems. The results show that the proposed technique works very well on those benchmark problems.     

Using artificial reaction force to design compliant mechanism with multiple equality displacement constraints

Monolithic compliant mechanisms are elastic workpieces which transmit force and displacement from an input position to an output position. Continuum topology optimization is suitable to generate the optimized topology, shape and size of such compliant mechanisms. The optimization strategy for a single input single output compliant mechanism under volume constraint is known to be best implemented using an optimality criteria or similar mathematical programming method. In this standard form, the method appears unsuitable for the design of compliant mechanisms which are subject to multiple outputs and multiple constraints. Therefore an optimization model that is subject to multiple design constraints is required. With regard to the design problem of compliant mechanisms subject to multiple equality displacement constraints and an area constraint, we here present a unified sensitivity analysis procedure based on artificial reaction forces, in which the key idea is built upon the Lagrange multiplier method. Because the resultant sensitivity expression obtained by this procedure already compromises the effects of all the equality displacement constraints, a simple optimization method, such as the optimality criteria method, can then be used to implement an area constraint. Mesh adaptation and anisotropic filtering method are used to obtain clearly defined monolithic compliant mechanisms without obvious hinges. Numerical examples in 2D and 3D based on linear small deformation analysis are presented to illustrate the success of the method.     

Increasing the Efficiency of Selected Grid Search Procedures Through the Introduction of a Best Step Mechanism

In this paper, several new developments are suggested in order to increase the efficiency of grid search procedures used within vertex enumeration solution algorithms based on both the classical cobweb technique (a two constraint approach) and a single constraint approach. The gains in efficiency (and robustness) are demonstrated by incorporating the developments into a grid search procedure (which is a part of a heuristic solution algorithm used to obtain solutions to a non-linear bi-level multi-period model of an aluminium smelter) and applying it to a test suite of problems. The classical cobweb technique is shown to have some serious problems when used in this application but with step size improvements suggested in the paper, is shown to be very competitive. The developments are also incorporated into a single constraint based approach which does not suffer from the cobweb specific difficulties. The improvements considered include the use of a step mechanism initially with a step size calculated {a priori} and then finally with a tailored (best) one. The latter development when applied to the cobweb approach, requires the approximation of the two constraints (and hence the intersection of their graphs) using second degree polynomials.     

On M-stationary points for mathematical programs with equilibrium constraints

Mathematical programs with equilibrium constraints are optimization problems which violate most of the standard constraint qualifications. Hence the usual Karush-Kuhn-Tucker conditions cannot be viewed as first order optimality conditions unless relatively strong assumptions are satisfied. This observation has lead to a number of weaker first order conditions, with M-stationarity being the strongest among these weaker conditions. Here we show that M-stationarity is a first order optimality condition under a very weak Abadie-type constraint qualification. Our approach is inspired by the methodology employed by Jane Ye, who proved the same result using results from optimization problems with variational inequality constraints. In the course of our investigation, several concepts are translated to an MPEC setting, yielding in particular a very strong exact penalization result.     

A semismooth sequential quadratic programming method for lifted mathematical programs with vanishing constraints

Mathematical programs with vanishing constraints are a difficult class of optimization problems with important applications to optimal topology design problems of mechanical structures. Recently, they have attracted increasingly more attention of experts. The basic difficulty in the analysis and numerical solution of such problems is that their constraints are usually nonregular at the solution. In this paper, a new approach to the numerical solution of these problems is proposed. It is based on their reduction to the so-called lifted mathematical programs with conventional equality and inequality constraints. Special versions of the sequential quadratic programming method are proposed for solving lifted problems. Preliminary numerical results indicate the competitiveness of this approach.     

A Zero-One Goal-Programming Algorithm Using Partitioning and Constraint Aggregation

This paper offers a new approach to the solution of zero-one goal-programming problems. The number of non-zero variables required to satisfy a constraint completely is used to identify the priority levels that can be completely achieved, and also determine redundant constraints and invariant decision-variables. The priority levels that are so identified form the basis for a subprogramme of completely achievable constraints. These constraints are aggregated to form a single constraint, and a set of necessary and sufficient conditions are developed to generate the optimal solution. The algorithm has been coded in Pascal and compared with the Lee and Morris algorithm. The virtual CPU time required to solve those problems tested was less than 10 per cent of that required by the Lee and Morris algorithm. The algorithm may also be useful in solving other types of zero-one formulations.     

Topology optimization of space vehicle structures considering attitude control effort

The topology optimization of load-bearing structural components for reducing attitude control efforts of miniature space vehicles is investigated. Based on the derivation of the cold gas consumption rate of three-axis stabilization actuators, it is pointed out that the attitude control efforts associated with cold gas micro thrusters are closely related to the mass moment inertia of the system. Therefore, the need to restrict the mass moments of inertia of the structural components is highlighted in the design of the load-bearing structural components when the attitude control performance is concerned. The optimal layout design of the space vehicle structure considering attitude control effort is, thus, reformulated as a topology optimization problem for minimum compliance under constraints on mass moments of inertia. Numerical techniques for the optimization problem are discussed. For the case of a single constraint on the mass moment of inertia about a given axis, a design variable updating scheme based on the Karush–Kuhn–Tucker optimality criteria is used to solve the minimization problem. For the problem with multiple constraints, mathematical programming approach is employed to seek the optimum. Numerical examples will be given to demonstrate the validity and applicability of the present problem statement.     

Topology optimization of periodic Mindlin plates

Periodic structures exhibit unique dynamic characteristics that make them act as tunable mechanical filters for wave propagation. As a result, waves can propagate along the periodic structures only within specific frequency bands called the ‘pass bands’ and wave propagation is completely blocked within other frequency bands called the ‘stop bands’ or ‘band gaps’. The spectral width of these bands can be optimized using topology optimization. In this paper, topology optimization is used to maximize the fundamental natural frequency of Mindlin plates while enforcing periodicity. A finite element model for Mindlin plates is presented and used along with an optimization algorithm that accounts for the periodicity constraint in order to determine the optimal topologies of plates with various periodic configurations. The obtained results demonstrate the effectiveness of the proposed design optimization approach in generating periodic plates with optimal natural frequency and wide stop bands. The presented approach can be invaluable design tool for many structures in order to control the wave propagation in an attempt to stop/confine the propagation of undesirable disturbances.