Constraint incorporation in optimization

Numerical methods for solving constrained optimization problems need to incorporate the constraints in a manner that satisfies essentially competing interests; the incorporation needs to be simple enough that the solution method is tractable, yet complex enough to ensure the validity of the ultimate solution. We introduce a framework for constraint incorporation that identifies a minimal acceptable level of complexity and defines two basic types of constraint incorporation which (with combinations) cover nearly all popular numerical methods for constrained optimization, including trust region methods, penalty methods, barrier methods, penalty-multiplier methods, and sequential quadratic programming methods. The broad application of our framework relies on addition and chain rules for constraint incorporation which we develop here.     

Protein Conformation of a Lattice Model Using Tabu Search

We apply tabu search techniques to the problem of determining the optimal configuration of a chain of protein sequences on a cubic lattice. The problem under study is difficult to solve because of the large number of possible conformations and enormous amount of computations required. Tabu search is an iterative heuristic procedure which has been shown to be a remarkably effective method for solving combinatorial optimization problems. In this paper, an algorithm is designed for the cubic lattice model using tabu search. The algorithm has been tested on a chain of 27 monomers. Computational results show that our method outperforms previously reported approaches for the same model.     

Nonlinear and chaotic oscillations of a constrained cantilevered pipe conveying fluid: A full nonlinear analysis

In this paper, the planar dynamics of a nonlinearly constrained pipe conveying fluid is examined numerically, by considering the full nonlinear equation of motions and a refined trilinear-spring model for the impact constraints—completing the circle of several studies on the subject. The effect of varying system parameters is investigated for the two-degree-of-freedom (N=2) model of the system, followed by less extensive similar investigations forN=3 and 4. Phase portraits, bifurcation diagrams, power spectra and Lyapunov exponents are presented for a selected set of system parameters, showing some rather interesting, and sometimes unexpected, results. The numerical results are compared with experimental ones obtained previously. It is found that in the parameter space that includesN, there exists a subspace wherein excellent qualitative, and reasonably good (N=2) to excellent (N=4) quantitative agreement with experiment. In the latter case, excellent agreement is not only obtained in the threshold flow velocities (u) for the key bifurcations, but the inclusion of the nonlinear terms improves agreement with experiment in terms of amplitudes of motion and by capturing features of behaviour not hitherto predicted by theory.     

聚醚醚酮链结构与反应的模型化合物的量子化学研究

利用ＡＭ１方法对聚醚醚酮模型化合物全优化，结果为：芳环平均相互扭转角为３３．０度，桥键角１１７．０－１１８．０度，其分子结构拓扑图形表明：所有苯环（核）为平面构型，但其内角扭曲；其氢原子对苯环构型无实质性贡献，在更长链的计算中，冻结苯核与氢原子也得出满意结果，根据Ｍｕｌｌｉｋｅｎ键序与电荷讨论了醚交换与磺化反应。     

Invariants of chaotic Hamiltonian systems

The invariants of chaotic bounded Hamiltonian systems and their relation to the solutions of the first variational equations of the equations of motion are studied. We show that these invariants are characterized by the fact that they either lose the property of differentiability as functions on phase space or that a certain formal power series defined in terms of the derivatives of the invariants has zero radius of convergence. For a specific example, we show that the former possibility appears to apply.     

Combinatorial Optimization by Dynamic Contraction

A heuristic optimization methodology, Dynamic Contraction (DC), is introduced as an approach for solving a wide variety of hard combinatorial problems. Contraction is an operation that maps an instance of a problem to a smaller instance of the same problem. DC is an iterative improvement strategy that relies on contraction as a mechanism for escaping local minima. As a byproduct of contraction, efficiency is improved due to a reduction of problem size. Effectiveness of DC is shown through simple applications to two classical combinatorial problems: The graph bisection problem and the traveling salesman problem.     

Numerical solution of eigenvalue problems for Hamiltonian systems

This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations. Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f.     

等式与界约束非线性优化信赖域算法的全局收敛

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉｚａｔｉｏｎｐｒｏｂｌｅｍ :ｍｉｎｉｍｉｚｅｆ(ｘ)ｓｕｂｊｅｃｔｔｏＣ(ｘ) =0 ,　ａ≤ｘ≤ｂ ,( 1 .1 )ｗｈｅｒｅｆ(ｘ) :Ｒｎ→Ｒ ,Ｃ(ｘ) =(ｃ1(ｘ) ,ｃ2 (ｘ) ,...,ｃｍ(ｘ) ) Ｔ:Ｒｎ→Ｒｍ ａｒｅｔｗｉｃｅｃｏｎｔｉｎｕｏｕｓｌｙｄｉｆｆｅｒｅｎｔｉａｂｌｅ,ｍ≤ｎ ,ａ ,ｂ∈Ｒｎ.Ｔｒｕｓｔｒｅｇｉｏｎａｌｇｏｒｉｔｈｍｓａｒｅｖｅｒｙｅｆｆｅｃｔｉｖｅｆｏｒｓｏｌｖｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉ…     

A closed-form representation of mixed-integer program value functions

We identify a class of formulas computable in polynomial time such that the functions defined by these formulas are precisely the value functions of mixed-integer programs with rational constraint coefficients.     

Manufacturing cell formation using similarity coefficients and a parallel genetic TSP algorithm: Formulation and comparison

Many algorithms have been proposed to form manufacturing cells from component routings. However, many of these do not have the capability of solving large problems. We propose a procedure using similarity coefficients and a parallel genetic implementation of a TSP algorithm that is capable of solving large problems of up to 1000 parts and 1000 machines. In addition, we also compare our procedure with many existing procedures using nine well-known problems from the literature.

The results show that the proposed procedure compares well with the existing procedures and should be useful to practitioners and researchers.