Stabilization of Multiple Constraints in Multibody Dynamics Using Optimization and a Pseudo-inverse Matrix

An approach for solving the forward dynamics problem for mechanical systems with many closed kinematic chains is presented. The dynamic model takes the form of Differential-Algebraic Equations. An optimization method for stabilization of kinematic constraints using the pseudo-inverse mass matrix of the dynamic equations is suggested. The stabilization algorithm provides minimal deviations of the parameters and their velocities with respect to the solution of the differential equations. Estimation of independent coordinates is not required. The forward and inverse dynamic problems of a spatial mechanism and a spatial moving platform with many closed chains are solved. The effectiveness of the algorithm is analyzed.     

一类求解线性约束非线性规划问题的可行方向法

Wilson,Han和Powell提出的序列二次规划方法(简称SQP方法)是求解非线性规划问题的一个著名方法,这种方法每次迭代的搜索方向是通过求解一个二次规划子问题得到的,本文受[1]启发,得到二次规划子问题的一个近似解,进而给出了一类求解线性约束非线性规划问题的可行方向法,在约束集合满足正则性的条件下,证明了该算法对五种常用线性搜索方法具有全局收敛性。     

One-Parameter Families of Feasible Sets in Semi-infinite Optimization

Feasible sets in semi-infinite optimization are basically defined by means of infinitely many inequality constraints. We consider one-parameter families of such sets. In particular, all defin-ing functions - including those defining the index set of the inequality constraints - will depend on a parameter. We note that a semi-infinite problem is a two-level problem in the sense that a point is feasible if and only if all global minimizers of a corresponding marginal function are nonnegative. For a quite natural class of mappings we characterize changes in the global topological structure of the corresponding feasible set as the parameter varies. As long as the index set (-mapping) of the inequality constraints is lower semicontinuous, all changes in topology are those which generically appear in one-parameter sets defined by finitely many constraints. In the case, however, that some component of the mentioned index set is born (or vanishes), the topological change is of global nature and is not controllable. In fact, the change might be as drastic as that when adding or deleting an (arbitrary) inequality constraint.     

非线性非完整约束空间准坐标表示的系统的基本动力学方程

用与准坐标表示的一阶非线性非完整约束超曲面的基矢量共线的量和米歇尔斯基方程点来作为一阶非线性非完整约束变质量系统的基本动力学方程．由此可导出用准坐标表示的各种形式的运动微分方程．和约登（Jourdain）原理相容．举了例子．     

Mathematical Modeling of Human Walking on the Basis of Optimization of Controlled Processes in Biodynamical Systems

We propose a new statement of the problem of optimal control over a nonlinear dynamical system with phase restrictions concerning the mathematical modeling of human walking. We develop an algorithm for obtaining an approximate solution of the formulated problem of optimal control on the basis of the parametrization of independently varied functions by cubic smoothing splines and on the basis of the minimization of the objective function in orthogonal directions. The efficiency of the algorithm is illustrated by the numerical simulation of human walking at a normal pace along a horizontal surface.     

Topology Optimization of Flexible Multibody Systems Using Equivalent Static Loads and Displacement Fields

Topology optimization techniques are applied in most cases for static applications. However, recently topology optimization procedures for structures under dynamic loads have been the focus of several studies. In this work, a topology optimization scheme for flexible multibody systems using equivalent static loads and displacement fields is investigated. The optimization problem is formulated using a homogenization method, more precisely, the solid isotropic material with penalization (SIMP) approach. The objective function in the optimization problem is the compliance and the method of moving asymptotes is used as optimizer. The objective function and the sensitivities are computed directly from the displacement field computed in the dynamic simulation. The examples of a 2-arm manipulator and a slider-crank mechanism are presented and the results are discussed to verify the improved dynamical behavior through this optimization method. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the Stability of the Feasible Set in Linear Optimization

This paper deals with the stability of two families of linear optimization problems, each one formed by the dual problems to the members of the other family. We characterize the problems of these families that are stable in the sense that they remain consistent (inconsistent) under sufficiently small arbitrary perturbations of all the data. This characterization is established in terms of the lower semicontinuity property of the feasible set mapping and the boundedness of the optimal set of the corresponding coupled problem. Other continuity properties of the feasible set mapping are also derived. This stability theory extends some well-known theorems of Williams and Robinson on the stability of ordinary linear programming problems to linear optimization problems with infinitely many variables or constraints.     

Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions

We propose second-order necessary optimality conditions for optimal control problems with very general state and control constraints which hold true under weak regularity assumptions on the data. In particular the pure state constraints are general closed sets, the optimal control is supposed to be merely measurable and the dynamics may be discontinuous in the time variable as well. These results are obtained by an approach based on local perturbations of the reference process by second-order tangent directions. This method allows direct and quite simple proofs.     

Unicity Results for General Linear Semi-Infinite Optimization Problems Using a New Concept of Active Constraints

We consider parametric semi-infinite optimization problems without the usual asssumptions on the continuity of the involved mappings and on the compactness of the index set counting the inequalities. We establish a characterization of those optimization problems which have a unique or strongly unique solution and which are stable under small pertubations. This result generalizes a well-known theorem of Nürnberger. The crucial roles in our investigations are a new concept of active constraints, a generalized Slater's condition, and a Kuhn—Tucker-type theorem. Finally, we give some applications in vector optimization, for approximation problems in normed spaces, and in the stability of the minimal value. Accepted 5 August 1996     

Convex Optimization and Feasible Circulant Matrix Embeddings in Synthesis of Stationary Gaussian Fields

Circulant matrix embedding is one of the most popular and efficient methods for the exact generation of Gaussian stationary univariate series. Although the idea of circulant matrix embedding has also been used for the generation of Gaussian stationary random fields, there are many practical covariance structures of random fields where classical embedding methods break down. In this work, we propose a novel methodology that adaptively constructs feasible circulant embeddings based on convex optimization with an objective function measuring the distance of the covariance embedding to the targeted covariance structure over the domain of interest. The optimal value of the objective function will be zero if and only if there exists a feasible embedding for the a priori chosen embedding size.     

On Metric Regularity and the Boundary of the Feasible Set in Linear Optimization

This paper deals with semi-infinite linear inequality systems in ? ⁿ and studies the stability of the boundary of their feasible sets. We analyze the equivalence between the metric regularity of the inverse of the boundary set mapping, $\mathcal{N}$ , and the stability of the feasible set mapping in the sense of the maintenance of the consistency. In doing this we provide operational formulae for distances from points to some useful sets. We also include relationships between the regularity moduli corresponding to the mappings $\mathcal{N}$ and the inverse, $\mathcal{M}$ , of the feasible set mapping, and prove their equality for finite systems and some special cases in the semi-infinite framework. Moreover, we provide conditions to assure that the metric regularity of $\mathcal{N}$ is equivalent to the lower semi-continuity of the boundary set mapping, which is important because the latter property has many characterizations. Since the boundary of a feasible set may not be convex, we cannot make use of the general theory for mappings with convex graph, as for example, the Robinson–Ursescu theorem.     

Calmness and Exact Penalization in Vector Optimization with Cone Constraints

In this paper, a (local) calmness condition of order α is introduced for a general vector optimization problem with cone constraints in infinite dimensional spaces. It is shown that the (local) calmness is equivalent to the (local) exact penalization of a vector-valued penalty function for the constrained vector optimization problem. Several necessary and sufficient conditions for the local calmness of order α are established. Finally, it is shown that the local calmness of order 1 implies the existence of normal Lagrange multipliers. Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December 9–11, 2004 This work is supported by the Postdoctoral Fellowship of Hong Kong Polytechnic University.     

On the Stability of the Boundary of the Feasible Set in Linear Optimization

This paper analizes the relationship between the stability properties of the closed convex sets in finite dimensions and the stability properties of their corresponding boundaries. We consider a given closed convex set represented by a certain linear inequality system whose coefficients can be arbitrarily perturbed, and we measure the size of these perturbations by means of the pseudometric of the uniform convergence. It is shown that the feasible set mapping is Berge lower semicontinuous at if and only if the boundary mapping satisfies the same property. Moreover, if the boundary mapping is semicontinuous in any sense (lower or upper; Berge or Hausdorff) at , then it is also closed at . All the mentioned stability properties are equivalent when the feasible set is a convex body.     

An Overview of Strategy and Tactics in System Dynamics Optimization

A review of the methods and purposes of optimization in system dynamics models is undertaken. It is suggested that, given the typical client set involved, an optimization strategy embracing search-based techniques is preferable to one based on optimal control methods. When conducting an optimization, various tactical problems may need to be resolved and ways of doing this are described. The resolution of the problems is independent of the particular software tool being used for search-based optimization. A range of studies is discussed and these studies both calibrate and exemplify the adoption of a search routine to optimize a system dynamics model.     

Analysis of Calving Events in Antarctic Ice Shelves Using Configurational Forces

Previous studies on the sensitivity of cracks in ice shelves with different boundary conditions, stress states and density profiles revealed the need for further analyses. As the transfer of boundary conditions from dynamic ice flow simulations to the linear elastic fracture analyses proved to be a critical point in previous studies, a new approach to relate viscous and elastic material behaviour is proposed. The numerical simulations are conducted using Finite Elements utilizing the concept of configurational forces. To show the applicability of the approach, a 2-dimensional plane stress geometry with volume loads due to the ice shelf flow is analyzed. The resulting crack path is compared to available crack paths from satellite images. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

费用约束下产品寿命试验与退化试验优化

针对Wiener退化失效型产品寿命试验与退化试验优化问题,以Wiener过程和逆高斯分布为依据,用分位寿命渐近方差作为可靠性指标进行了分析.首先比较了退化试验与定时截尾寿命试验的试验设计变量之间关系.然后考虑实际情况,研究试验费用有限情况下,寿命试验和退化试验分别达到渐近方差最小时的最优试验方案设计,发现退化试验的效率高于寿命试验.研究为小子样条件下长寿命产品可靠性试验设计提供了依据.     

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     

求解非定常非完整约束多体系统动力学的一种方法

通过对约束矩阵进行奇异值分解,将系统的动力学方程沿与约束相容和不相容的两个方向上投影,求解受非定常非完整约束的多体系统动力学问题,并给出了求约束反力的公式和避免违约的一种方法;这种解法不仅不依赖于描述系统的坐标选择,而且计算效率高。最后举了一个说明性例子。     

Portfolio Optimization with Stochastic Volatilities and Constraints: An Application in High Dimension

In this paper we are interested in an investment problem with stochastic volatilities and portfolio constraints on amounts. We model the risky assets by jump diffusion processes and we consider an exponential utility function. The objective is to maximize the expected utility from the investor terminal wealth. The value function is known to be a viscosity solution of an integro-differential Hamilton-Jacobi-Bellman (HJB in short) equation which could not be solved when the risky assets number exceeds three. Thanks to an exponential transformation, we reduce the nonlinearity of the HJB equation to a semilinear equation. We prove the existence of a smooth solution to the latter equation and we state a verification theorem which relates this solution to the value function. We present an example that shows the importance of this reduction for numerical study of the optimal portfolio. We then compute the optimal strategy of investment by solving the associated optimization problem.