Singularity-free augmented Lagrangian algorithms for constrained multibody dynamics

After a general review of the methods currently available for the dynamics of constrained multibody systems in the context of numerical efficiency and ability to solve the differential equations of motion in singular positions, we examine the acceleration based augmented Lagrangian formulations, and propose a new one for holonomic and non-holonomic systems that is based on the canonical equations of Hamilton. This new one proves to be more stable and accurate that the acceleration based counterpart under repetitive singular positions. The proposed algorithms are numerically efficient, can use standard conditionally stable numerical integrators and do not fail in singular positions, as the classical formulations do. The reason for the numerical efficiency and better behavior under singularities relies on the fact that the leading matrix of the resultant system of ODEs is sparse, symmetric, positive definite, and its rank is independent of that of the Jacobian of the constraint equations. The latter fact makes the proposed method particularly suitable for singular configurations.     

Motion Planning for a Wheeled Robot (Kinematic Approximation)

The motion-planning problem for a wheeled robot is solved in kinematic approximation. The solution is given for robots with one and two steering wheels. The results of solving the problem for a specific system are compared with the results obtained by other authors__________Translated from Prikladnaya Mekhanika, Vol. 41, No. 2, pp. 91–102, February 2005.     

A method for calculating rheological and morphological properties of constant-volume polymer blend models in inhomogeneous shear fields

We show how to formulate two-point boundary-value problems in order to compute fully-developed laminar channel and tube flow profiles for viscoelastic fluid models. The formulation is applied to Couette and pressure-driven flows separately, or a combination of both. The application of this methodology is illustrated analytically for the Upper-Convected Maxwell Model, and it is applied computationally for the Phan-Thien/Tanner and Giesekus Models. Numerical solutions exist for the last two models [J.Y. Yoo, H.C. Choi, On the steady simple shear flows of the one-mode Giesekus fluid, Rheol. Acta 28 (1989) 13–24; P.J. Oliveira, F.T. Pinho, Analytical solution for fully developed channel and pipe flow of Phan-Thien–Tanner fluids, J. Fluid Mech. 387 (1999) 271–280; M.A. Alves, F.T. Pinho, P.J. Oliveira, Study of steady pipe and channel flows of a single-mode Phan-Thien–Tanner fluid, J. Non-Newtonian Fluid Mech. 101 (2001) 55–76], allowing verification of the computational technique. Subsequently, the computational algorithm is applied to the constant-volume polymer blend models of Maffettone and Minale [P.L. Maffettone, M. Minale, Equation of change for ellipsoidal drops in viscous flow, J. Non-Newtonian Fluid Mech. 84 (1999) 105–106 (Erratum), J. Non-Newtonian Fluid Mech. 78 (1998) 227–241] and Dressler and Edwards [M. Dressler, B.J. Edwards, The influence of matrix viscoelasticity on the rheology of polymer blends, Rheol. Acta 43 (2004) 257–282; M. Dressler, B.J. Edwards, Rheology of polymer blends with matrix-phase viscoelasticity and a narrow droplet size distribution, J. Non-Newtonian Fluid Mech. 120 (2004) 189–205]. Rheological and morphological properties of the model blends are thus obtained as functions of the spatial position within the channel, applied pressure drop, and shear rate at the wall.     

Breaking parameter degeneracy in interacting dark energy models from observations

We study the interacting dark energy model with time varying dark energy equation of state. We examine the stability in the perturbation formalism and the degeneracy among the coupling between dark sectors, the time-dependent dark energy equation of state and dark matter abundance in the cosmic microwave background radiation. Further we discuss the possible ways to break such degeneracy by doing global fitting using the latest observational data and we get a tight constraint on the interaction between dark sectors.     

The stochastic bid generation problem in combinatorial transportation auctions

In this paper, we deal with the generation of bundles of loads to be submitted by carriers participating in combinatorial auctions in the context of long-haul full truckload transportation services. We develop a probabilistic optimization model that integrates the bid generation and pricing problems together with the routing of the carrier’s fleet. We propose two heuristic procedures that enable us to solve models with up to 400 auctioned loads.     

Requiem for the Miller–Tucker–Zemlin subtour elimination constraints?

The Miller–Tucker–Zemlin (MTZ) Subtour Elimination Constraints (SECs) and the improved version by Desrochers and Laporte (DL) have been and are still in regular use to model a variety of routing problems. This paper presents a systematic way of deriving inequalities that are more complicated than the MTZ and DL inequalities and that, in a certain way, “generalize” the underlying idea of the original inequalities. We present a polyhedral approach that studies and analyses the convex hull of feasible sets for small dimensions. This approach allows us to generate generalizations of the MTZ and DL inequalities, which are “good” in the sense that they define facets of these small polyhedra. It is well known that DL inequalities imply a subset of Dantzig–Fulkerson–Johnson (DFJ) SECs for two-node subsets. Through the approach presented, we describe a generalization of these inequalities which imply DFJ SECs for three-node subsets and show that generalizations for larger subsets are unlikely to exist. Our study presents a similar analysis with generalizations of MTZ inequalities and their relation with the lifted circuit inequalities for three node subsets.     

A computational analysis of multidimensional piecewise-linear models with applications to oil production optimization

Production optimization of gas-lifted oil wells under facility, routing and pressure constraints is a challenging problem, which has attracted the interest of operations engineers aiming to drive economic gains and scientists for its inherent complexity. The hardness of this problem rests on the non-linear characteristics of the multidimensional well-production and pressure-drop functions, as well as the discrete routing decisions. To this end, this work develops several formulations in Mixed-Integer Linear Programming (MILP) using multidimensional piecewise-linear models to approximate the non-linear functions with domains spliced in hypercubes and simplexes. Computational and simulation analyses were performed considering a synthetic but realistic oil field modeled with a multiphase-flow simulator. The purpose of the analyses was to assess the relative performance of the MILP formulations and their impact on the simulated oil production.     

Flexible capacity strategy with multiple market periods under demand uncertainty and investment constraint

We establish a flexible capacity strategy model with multiple market periods under demand uncertainty and investment constraints. In the model, a firm makes its capacity decision under a financial budget constraint at the beginning of the planning horizon which embraces n market periods. In each market period, the firm goes through three decision-making stages: the safety production stage, the additional production stage and the optimal sales stage. We formulate the problem and obtain the optimal capacity, the optimal safety production, the optimal additional production and the optimal sales of each market period under different situations. We find that there are two thresholds for the unit capacity cost. When the capacity cost is very low, the optimal capacity is determined by its financial budget; when the capacity cost is very high, the firm keeps its optimal capacity at its safety production level; and when the cost is in between of the two thresholds, the optimal capacity is determined by the capacity cost, the number of market periods and the unit cost of additional production. Further, we explore the endogenous safety production level. We verify the conditions under which the firm has different optimal safety production levels. Finally, we prove that the firm can benefit from the investment only when the designed planning horizon is longer than a threshold. Moreover, we also derive the formulae for the above three thresholds.     

60 Years of portfolio optimization: Practical challenges and current trends

The concepts of portfolio optimization and diversification have been instrumental in the development and understanding of financial markets and financial decision making. In light of the 60 year anniversary of Harry Markowitz’s paper “Portfolio Selection,” we review some of the approaches developed to address the challenges encountered when using portfolio optimization in practice, including the inclusion of transaction costs, portfolio management constraints, and the sensitivity to the estimates of expected returns and covariances. In addition, we selectively highlight some of the new trends and developments in the area such as diversification methods, risk-parity portfolios, the mixing of different sources of alpha, and practical multi-period portfolio optimization.