An enhanced subinterval analysis method for uncertain structural problems

This paper proposes an enhanced subinterval analysis method to predict the bounds of structural response with interval parameters, which could deal with problems with relatively large uncertainties of the parameters. The intervals are first divided into several subintervals, and two expansion routes are then constructed based on the sensitivity analysis. Two subinterval sets are selected according to the expansion points on the routes, and the first order Taylor expansion method is then adopted to complete the subinterval analysis. Based on the selected subinterval sets, the upper and lower bounds of the structural response are further obtained by employing the interval union operation. An adaptive convergence approach is presented to determine the appropriate number of subintervals. Four numerical examples are investigated to demonstrate the validity of the proposed method.     

Global convergence of conjugate gradient method

In this article, we consider the global convergence of the Polak–Ribiére–Polyak conjugate gradient method (abbreviated PRP method) for minimizing functions that have Lipschitz continuous partial derivatives. A novel form of non-monotone line search is proposed to guarantee the global convergence of the PRP method. It is also shown that the PRP method has linear convergence rate under some mild conditions when the non-monotone line search reduces to a related monotone line search. The new non-monotone line search needs to estimate the Lipschitz constant of the gradients of objective functions, for which two practical estimations are proposed to help us to find a suitable initial step size for the PRP method. Numerical results show that the new line search approach is efficient in practical computation.     

GOSH: derivative-free global optimization using multi-dimensional space-filling curves

Global optimization is a field of mathematical programming dealing with finding global (absolute) minima of multi-dimensional multiextremal functions. Problems of this kind where the objective function is non-differentiable, satisfies the Lipschitz condition with an unknown Lipschitz constant, and is given as a “black-box” are very often encountered in engineering optimization applications. Due to the presence of multiple local minima and the absence of differentiability, traditional optimization techniques using gradients and working with problems having only one minimum cannot be applied in this case. These real-life applied problems are attacked here by employing one of the mostly abstract mathematical objects—space-filling curves. A practical derivative-free deterministic method reducing the dimensionality of the problem by using space-filling curves and working simultaneously with all possible estimates of Lipschitz and Hölder constants is proposed. A smart adaptive balancing of local and global information collected during the search is performed at each iteration. Conditions ensuring convergence of the new method to the global minima are established. Results of numerical experiments on 1000 randomly generated test functions show a clear superiority of the new method w.r.t. the popular method DIRECT and other competitors.     

求解带二次约束的非凸二次规划的一种分支定界算法

本文提出了一种求解带二次约束和线性约束的二次规划的分支定界算法.在算法中,我们运用Lipschitz条件来确定目标函数和约束函数的在每个n矩形上的上下界,对于n矩形的分割,我们采用选择n矩形最长边的二分法,同时我们采用了一些矩形删除技术,在不大幅增加计算量的前提下,起到了加速算法收敛的效果.从理论上我们证明了算法的收敛性,同时数值实验表明该算法是有效的.     

Interval static analysis of multi-cracked beams with uncertain size and position of cracks

This paper deals with beams under static loads, in presence of multiple cracks with uncertain parameters. The crack is modelled as a linearly-elastic rotational spring and, following a non-probabilistic approach, both stiffness and position of the spring are taken as uncertain-but-bounded parameters.A novel approach is proposed to compute the bounds of the response. The key idea is a preliminary monotonicity test, which evaluates sensitivity functions of the beam response with respect to the separate variation of every uncertain parameter within the pertinent interval. Next, two alternative procedures calculate lower and upper bounds of the response. If the response is monotonic with respect to all the uncertain parameters, the bounds are calculated by a straightforward sensitivity-based method making use of the sensitivity functions built in the monotonicity test. In contrast, if the response is not monotonic with respect to even one parameter only, the bounds are evaluated via a global optimization technique. The presented approach applies for every response function and the implementation takes advantage of closed analytical forms for all response variables and related sensitivity functions.Numerical results prove efficiency and robustness of the approach, which provides very accurate bounds even for large uncertainties, avoiding the computational effort required by the vertex method and Monte Carlo simulation.     

Incrementally Updated Gradient Methods for Constrained and Regularized Optimization

We consider incrementally updated gradient methods for minimizing the sum of smooth functions and a convex function. This method can use a (sufficiently small) constant stepsize or, more practically, an adaptive stepsize that is decreased whenever sufficient progress is not made. We show that if the gradients of the smooth functions are Lipschitz continuous on the space of n-dimensional real column vectors or the gradients of the smooth functions are bounded and Lipschitz continuous over a certain level set and the convex function is Lipschitz continuous on its domain, then every cluster point of the iterates generated by the method is a stationary point. If in addition a local Lipschitz error bound assumption holds, then the method is linearly convergent.     

Robust adaptive anti-synchronization of two different hyperchaotic systems with external uncertainties

A novel robust control scheme is proposed to realize anti-synchronization of two different hyperchaotic systems with external uncertainties. By introducing a compensator, the novel robust control scheme is developed based on nonlinear control and adaptive control, which can eliminate the influence of uncertainties effectively and achieve adaptive anti-synchronization of the two different hyperchaotic systems globally and asymptotically with an arbitrarily small error bound. The adaptive laws of the unknown parameters are given, and the sufficient conditions are derived as well. Finally, numerical simulations are provided to verify the effectiveness and robustness of the proposed control scheme.     

The exact extreme response and the confidence extreme response analysis of structures subjected to uncertain-but-bounded excitations

In this study, the methods for computing the exact bounds and the confidence bounds of the dynamic response of structures subjected to uncertain-but-bounded excitations are discussed. Here the Euclidean norm of the nodal displacement is considered as the measurement of the structural response. The problem of calculating the exact lower bound, the confidence (outer) approximation and the inner approximation of the exact upper bound, and the exact upper bound of the dynamic response are modeled as three convex QB (quadratic programming with box constraints) problems and a problem of quadratic programming with bivalent constraints at each time point, respectively. Accordingly, the DCA (difference of convex functions algorithm) and the vertex method are adopted to solve the above convex QB problems and the quadratic programming problem with bivalent constraints, respectively. Based on the inner approximation and the outer approximation of the exact upper bound, the error between the confidence upper bound and the exact upper bound of dynamic response could be yielded. Specially, we also investigate how to obtain the confidence bound of the dynamic response of structures subjected to harmonic excitations with uncertain-but-bounded excitation frequencies. Four examples are given to show the efficiency and accuracy of the proposed method.     

Chaos synchronization between two different chaotic systems with uncertainties, external disturbances, unknown parameters and input nonlinearities

In this paper, the problem of chaos synchronization between two different uncertain chaotic systems with input nonlinearities is investigated. Both master and slave systems are perturbed by model uncertainties, external disturbances and unknown parameters. The bounds of the model uncertainties and external disturbances are assumed to be unknown in advance. First, a simple linear sliding surface is selected. Then, appropriate adaptive laws are derived to tackle the model uncertainties, external disturbances and unknown parameters. Subsequently, based on the adaptive laws and Lyapunov stability theory, a robust adaptive sliding mode control law is designed to guarantee the existence of the sliding motion. Two illustrative examples are presented to verify the usefulness and applicability of the proposed technique.     

Adaptive robust synchronization of Rossler systems in the presence of unknown matched time-varying parameters

This paper deals with the problem of adaptive robust synchronization of chaotic systems based on the Lyapunov theory. A controller is designed for a feedback linearizable error system with matched uncertainties. The proposed method shows that the drive and response systems are synchronized and states of the response system track the states of the drive system as time tends to infinity. Since this approach does not require any information about the bound of uncertainties, this information is not needed in advance. In order to prevent the frequent switching phenomenon in the control signal, the method is modified such that the norm of tracking error is bounded. Numerical simulations on two uncertain Rossler systems with matched uncertainties show fast responses of tracking error, while the errors are Uniformly Ultimately Bounded, and the control signal is reasonably smooth.     

Modeling and control of nonlinear systems using novel fuzzy wavelet networks: The output adaptive control approach

This paper proposes an observer based self-structuring robust adaptive fuzzy wave-net (FWN) controller for a class of nonlinear uncertain multi-input multi-output systems. The control signal is comprised of two parts. The first part arises from an adaptive fuzzy wave-net based controller that approximates the system structural uncertainties. The second part comes from a robust H_∞ based controller that is used to attenuate the effect of function approximation error and disturbance. Moreover, a new self structuring algorithm is proposed to determine the location of basis functions. Simulation results are provided for a two DOF robot to show the effectiveness of the proposed method.     

The optimal robust finite-horizon Kalman filtering for multiple sensors with different stochastic failure rates

This work deals with the filtering problem for norm-bounded uncertain discrete dynamic systems with multiple sensors having different stochastic failure rates. For tackling the uncertainties of the covariance matrices of state and state estimation error simultaneously, their upper bounds containing a scaling parameter are derived, and then a robust finite-horizon filtering minimizing the upper bound of the estimation error covariance is proposed. Furthermore, an optimal scaling parameter is exploited to reduce the conservativeness of the upper bounds of the state and estimation error covariances, which leads to an optimal robust filtering for all possible missing measurements and all admissible parameter uncertainties. A numerical example illustrates the performance improvement over the traditional Kalman filtering method.     

Interval uncertainty analysis for static response of structures using radial basis functions

This paper proposes a new interval uncertainty analysis method for static response of structures with unknown-but-bounded parameters by using radial basis functions (RBFs). Recently, collocation methods (CM) which apply orthogonal polynomials are proposed to solve interval uncertainty quantification problems with high accuracy. These methods overcome the drawback of Taylor expansion based methods, which are prone to overestimate the response bounds. However, the form of orthogonal basis functions is very complicated in higher dimensions, which may restrict their application when there exist relatively more interval parameters. In contrast to orthogonal basis function, the form of radial basis function (RBF) is simple and stays the same in whatever dimension. This study introduces RBFs into interval analysis of structures and provides a relatively simple approach to solve structural response bounds accurately. A surrogate model of real structural response with respect to interval parameters is constructed with the RBFs. The extrema of the surrogate model can be calculated by some auxiliary methods. The static response bounds can be obtained accordingly. Two numerical examples are used to verify the proposed method. The engineering application of the proposed method is performed by a center wing-box. The results prove the effectiveness of the proposed method.     

An algorithm for global optimization of Lipschitz continuous functions

An algorithm is presented which locates the global minimum or maximum of a function satisfying a Lipschitz condition. The algorithm uses lower bound functions defined on a partitioned domain to generate a sequence of lower bounds for the global minimum. Convergence is proved, and some numerical results are presented.     

Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds

Speed and memory requirements of branch and bound algorithms depend on the selection strategy of which candidate node to process next. The goal of this paper is to experimentally investigate this influence to the performance of sequential and parallel branch and bound algorithms. The experiments have been performed solving a number of multidimensional test problems for global optimization. Branch and bound algorithm using simplicial partitions and combination of Lipschitz bounds has been investigated. Similar results may be expected for other branch and bound algorithms.     

Adaptive fuzzy output feedback control for a class of uncertain nonlinear systems with unknown backlash-like hysteresis

An output feedback controller is proposed for a class of uncertain nonlinear systems preceded by unknown backlash-like hysteresis, where the hysteresis is modeled by a differential equation. The unknown nonlinear functions are approximated by fuzzy systems based on universal approximation theorem, where both the premise and the consequent parts of the fuzzy rules are tuned with adaptive schemes. The proposed approach does not need the availability of the states, which is essential in practice, and uses an observer to estimate the states. An adaptive robust structure is used to cope with lumped uncertainties generated by state estimation error, approximation error of fuzzy systems and external disturbances. Due to its adaptive structure the bound of lumped uncertainties does not need to be known and at the same time the chattering is attenuated effectively. The strictly positive real (SPR) Lyapunov synthesis approach is used to guarantee asymptotic stability of the closed-loop system. In order to show the effectiveness of the proposed method simulation results are illustrated.     

Robust synchronization of drive–response chaotic systems via adaptive sliding mode control

A robust adaptive sliding control scheme is developed in this study to achieve synchronization for two identical chaotic systems in the presence of uncertain system parameters, external disturbances and nonlinear control inputs. An adaptation algorithm is given based on the Lyapunov stability theory. Using this adaptation technique to estimate the upper-bounds of parameter variation and external disturbance uncertainties, an adaptive sliding mode controller is then constructed without requiring the bounds of parameter and disturbance uncertainties to be known in advance. It is proven that the proposed adaptive sliding mode controller can maintain the existence of sliding mode in finite time in uncertain chaotic systems. Finally, numerical simulations are presented to show the effectiveness of the proposed control scheme.     

Dynamical analysis of the hyperchaos Lorenz system

This article deals with the ultimate bound on the trajectories of the hyperchaos Lorenz system based on Lyapunov stability theory. The innovation of this article lies in that the method of constructing Lyapunov functions applied to the former chaotic systems is not applicable to this hyperchaos system, and moreover, one Lyapunov function can not estimate the bounds of this hyperchaos Lorenz system. We successfully estimate the bounds of this hyperchaos system by constructing three generalized Lyapunov functions step by step. Some computer simulations are also given to show the effectiveness of the proposed scheme. © 2016 Wiley Periodicals, Inc. Complexity 21: 440–445, 2016     

A variant of forward-backward splitting method for the sum of two monotone operators with a new search strategy

In this paper, we propose variants of Forward-Backward splitting method for finding a zero of the sum of two operators. A classical modification of Forward-Backward method was proposed by Tseng, which is known to converge when the forward and the backward operators are monotone and with Lipschitz continuity of the forward operator. The conceptual algorithm proposed here improves Tseng’s method in some instances. The first and main part of our approach, contains an explicit Armijo-type search in the spirit of the extragradient-like methods for variational inequalities. During the iteration process, the search performs only one calculation of the forward-backward operator in each tentative of the step. This achieves a considerable computational saving when the forward-backward operator is computationally expensive. The second part of the scheme consists in special projection steps. The convergence analysis of the proposed scheme is given assuming monotonicity on both operators, without Lipschitz continuity assumption on the forward operator.     

Performance Bounds with Curvature for Batched Greedy Optimization

The batched greedy strategy is an approximation algorithm to maximize a set function subject to a matroid constraint. Starting with the empty set, the batched greedy strategy iteratively adds to the current solution set a batch of elements that results in the largest gain in the objective function while satisfying the matroid constraints. In this paper, we develop bounds on the performance of the batched greedy strategy relative to the optimal strategy in terms of a parameter called the total batched curvature. We show that when the objective function is a polymatroid set function, the batched greedy strategy satisfies a harmonic bound for a general matroid constraint and an exponential bound for a uniform matroid constraint, both in terms of the total batched curvature. We also study the behavior of the bounds as functions of the batch size. Specifically, we prove that the harmonic bound for a general matroid is nondecreasing in the batch size and the exponential bound for a uniform matroid is nondecreasing in the batch size under the condition that the batch size divides the rank of the uniform matroid. Finally, we illustrate our results by considering a task scheduling problem and an adaptive sensing problem.