Dynamics Aggregation in Stochastic Control Problems

For stochastic control problems with mixed state-control constraints, we develop a dynamics aggregation method which replaces the stochastic differential or difference equation with a simpler constraint. Solutions of such simplified problems are used to construct a sequence of approximations to the original problem. Convergence properties of the method for both discrete-time and continuous-time models are analyzed in detail.     

Computing with multi-row Gomory cuts

Recent advances on the understanding of valid inequalities from the infinite group relaxation has opened the possibility of finding a computationally effective extension to GMI cuts. In this paper, we investigate the computational impact of using a subclass of minimally valid inequalities from this relaxation on a wide set of instances.     

Imposing symmetry in augmented linear systems

This paper discusses the methods of imposing symmetry in the augmented system formulation (ASF) for least‐squares (LS) problems. A particular emphasis is on upper Hessenberg problems, where the challenge lies in leaving all zero‐by‐definition elements of the LS matrix unperturbed. Analytical solutions for optimal perturbation matrices are given, including upper Hessenberg matrices. Finally, the upper Hessenberg LS problems represented by unsymmetric ASF that indicate a normwise backward stability of the problem (which is not the case in general) are identified. It is observed that such problems normally arise from Arnoldi factorization (for example, in the generalized minimal residual (GMRES) algorithm). The problem is illustrated with a number of practical (arising in the GMRES algorithm) and some ‘purpose‐built’ examples. Copyright © 2014 John Wiley & Sons, Ltd.     

An interior-point affine-scaling trust-region method for semismooth equations with box constraints

An algorithm for the solution of a semismooth system of equations with box constraints is described. The method is an affine-scaling trust-region method. All iterates generated by this method are strictly feasible. In this way, possible domain violations outside or on the boundary of the box are avoided. The method is shown to have strong global and local convergence properties under suitable assumptions, in particular, when the method is used with a special scaling matrix. Numerical results are presented for a number of problems arising from different areas.     

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.     

多约束膜结构截面优化及在MSC/Nastran上的程序实现

将准则法和数学规划法相结合,借助满应力准则将应力约束转化为动态尺寸约束,利用单位虚载荷法将位移约束转化为设计变量的显式表达式建立优化模型,然后用数学规划法求解;采用无量纲设计变量实现设计变量连接,对膜结构的厚度进行优化设计;根据对偶理论,应用对偶规划精确映射原问题,再按泰勒展式建立对偶问题的二阶近似。为了提高优化效率,采用射线步调整结构性态,运用粗选有效约束技术筛选约束,并采用主、被动变量循环确保收敛稳定。以MSC／Nastran软件作为结构分析的求解器,以MSC／Patran软件作为开发平台,完成了膜结构截面优化程序。对膜结构的单变位、多变位的结构优化问题进行了优化计算,并与MSC／Nastran优化模块的计算结果进行比较。算例结果表明程序的可靠性、高效性和稳定性以及理论算法的优越性。     

具有区域极点约束的柔性梁鲁棒H∞振动主动控制

本文基于H∞控制理论研究了传感器和作动器非同位配置情况下,柔性悬臂梁的多模态振动抑制问题。采用频域辨识方法获取低阶名义模型,合理选取加性不确定权函数和性能权函数,将鲁棒H∞控制问题转化为标准H∞控制问题。为了避免H∞控制器设计过程中产生的零极点对消问题,在求解过程中引入区域极点约束。比较了鲁棒H∞控制器和不考虑高阶未建模动态的非鲁棒H∞控制器的控制效果,实验结果表明,设计的鲁棒H∞控制器能够有效抑制柔性梁的前三阶模态振动,而且不会发生溢出问题。     

流形元法固定边界约束处理研究

在数值流形方法中,对于材料的固定边界,一般采用罚函数的方法进行处理,即在固定边界上设置刚性弹簧约束其位移来实现固定约束条件的近似满足。罚函数法在理论上不是严格的固定约束处理方法,罚弹簧的布置与弹簧刚度的大小对模拟的效果都会产生影响。基于流形单元上位移函数的组成提出了流形方法固定边界约束处理的新方法,在组成流形单元的物理覆盖上,通过取消相应的覆盖函数在流形单元位移函数中的组成来实现双向固定的约束条件,通过使用只包含单方向位移的覆盖函数使x向固定约束条件和y向固定约束条件得到实现,推导了相应固定约束条件下的流形单元刚度矩阵的数值计算格式。该方法严格满足固定约束的物理意义,简化了固定边界的处理,并经算例证明是有效和准确的,有利于数值流形方法的程序实现和工程应用。     

基于车辆运动约束的里程计误差在线标定方法

为了降低里程计误差对捷联惯导/里程计组合定位定向精度的影响,提出了基于车辆运动约束条件的里程计误差在线标定方法。通过对里程计标度因数误差进行建模,推导建立了航位推算的误差模型,将航位推算的速度输出沿车体横向、垂向的投影作为量测的一部分,将捷联惯导输出的速度、位置信息与航位推算输出的对应信息相减作为另一部分量测,通过卡尔曼滤波获得里程计标度因数误差等状态量的最优估计值,实现里程计误差的在线标定。仿真结果表明,该方法能够有效地标定出里程计标度因数误差,从而确保了捷联惯导/里程计组合定位定向的精度。