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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
181

Análise de contato entre dois corpos elásticos usando o Método dos Elementos de Contorno / Contact analysis between two elastic bodies using the Boundary Element Method

Shaterzadeh-Yazdi, Mohammad Hossein, 1991- 28 August 2018 (has links)
Orientadores: Paulo Sollero, Eder Lima de Albuquerque / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-28T12:08:28Z (GMT). No. of bitstreams: 1 Shaterzadeh-Yazdi_MohammadHossein_M.pdf: 5411191 bytes, checksum: 83da697ff892a31af99059f3e88bd338 (MD5) Previous issue date: 2015 / Resumo: Em problemas de contato mecânico entre dois corpos elásticos, o cálculo de tensões e deformações dos componentes é de grande importância. Em casos particulares os corpos estão sujeitos a cargas normal e tangencial na presença de atrito, o qual aumenta a complexidade do problema. O estudo do fenômeno e a modelagem do problema, empregando o método dos elementos de contorno (MEC), é apresentado neste trabalho. Devido à presença de atrito e restrições de contato, esse problema torna-se um caso não linear. A não linearidade do problema foi contornada com a aplicação incremental de carga e o uso de um método de resolução de sistemas não lineares. A zona de contato é uma das variáveis do problema e pode conter estados de adesão e escorregamento, simultaneamente. Esses estados dependem dos esforços normais e tangenciais no componente e podem variar durante o processo de aplicação de carga. Dessa forma, cada incremento de carga pode perturbar em relação ao estado anterior. Portanto, o cálculo de variáveis e a atualização do sistema de equações em cada iteração é indispensável. Por este motivo, um algoritmo robusto para definição dos estados de contato é proposto. Como o sistema de equações obtido é não linear, o uso de um método numérico adequado é exigido. Para a solução deste sistema, o método de Newton foi aplicado, o qual permite a verificação do estado de contato em cada incremento. A análise é feita com o uso de elementos quadráticos contínuos, apresentando resultados contínuos e sem oscilação. A comparação dos resultados com as soluções analíticas de Hertz e Mindlin-Cattaneo mostram boa concordância / Abstract: The computation of stresses and strains on the components is of great importance, when the contact mechanics problems between two elastic bodies are analyzed. In particular cases, bodies are subjected to normal and shear loading in the presence of friction, which increases the complexity of the problem. The study of the phenomenon and modeling of the problem, using the boundary element method (BEM), are presented in this work. Due to the presence of friction and natural restrictions, this problem becomes non-linear. The non-linearity of the problem was solved with an incremental applied load and with the use of solvers to non linear systems. The contact zone can contain stick and slip states, simultaneously. These states are dependent on the normal and shear forces on the component and can vary during the application load process. Thus, each load increment can violate the previous state and therefore, the evaluation of variables and the updating of the system of equations after each iteration is indispensable For this reason, a robust algorithm for contact state definition is suggested. Since a non linear system of equations is obtained, an appropriate numerical method is required. To solve this system, Newton¿s method is applied, which allows the verification of the state of contact at each increment. The analysis is done with the use of quadratic continuous elements and provides continuous and non-oscillatory results. Comparisons of the results with the analytical solutions of Hertz and Mindlin-Cattaneo show good agreement / Mestrado / Mecanica dos Sólidos e Projeto Mecanico / Mestre em Engenharia Mecânica
182

Βελτιωμένες αλγοριθμικές τεχνικές επίλυσης συστημάτων μη γραμμικών εξισώσεων

Μαλιχουτσάκη, Ελευθερία 22 December 2009 (has links)
Σε αυτή την εργασία, ασχολούμαστε με το πρόβλημα της επίλυσης συστημάτων μη γραμμικών αλγεβρικών ή/και υπερβατικών εξισώσεων και συγκεκριμένα αναφερόμαστε σε βελτιωμένες αλγοριθμικές τεχνικές επίλυσης τέτοιων συστημάτων. Μη γραμμικά συστήματα υπάρχουν σε πολλούς τομείς της επιστήμης, όπως στη Μηχανική, την Ιατρική, τη Χημεία, τη Ρομποτική, τα Οικονομικά, κ.τ.λ. Υπάρχουν πολλές μέθοδοι για την επίλυση συστημάτων μη γραμμικών εξισώσεων. Ανάμεσά τους η μέθοδος Newton είναι η πιο γνωστή μέθοδος, λόγω της τετραγωνικής της σύγκλισης όταν υπάρχει μια καλή αρχική εκτίμηση και ο Ιακωβιανός πίνακας είναι nonsingular. Η μέθοδος Newton έχει μερικά μειονεκτήματα, όπως τοπική σύγκλιση, αναγκαιότητα υπολογισμού του Ιακωβιανού πίνακα και ακριβής επίλυση του γραμμικού συστήματος σε κάθε επανάληψη. Σε αυτή τη μεταπτυχιακή διπλωματική εργασία αναλύουμε τη μέθοδο Newton και κατηγοριοποιούμε μεθόδους που συμβάλλουν στην αντιμετώπιση των μειονεκτημάτων της μεθόδου Newton, π.χ. Quasi-Newton και Inexact-Newton μεθόδους. Μερικές πιο πρόσφατες μέθοδοι που περιγράφονται σε αυτή την εργασία είναι η μέθοδος MRV και δύο νέες μέθοδοι Newton χωρίς άμεσες συναρτησιακές τιμές, κατάλληλες για προβλήματα με μη ακριβείς συναρτησιακές τιμές ή με μεγάλο υπολογιστικό κόστος. Στο τέλος αυτής της μεταπτυχιακής εργασίας, παρουσιάζουμε τις βασικές αρχές της Ανάλυσης Διαστημάτων και τη Διαστηματική μέθοδο Newton. / In this contribution, we deal with the problem of solving systems of nonlinear algebraic or/and transcendental equations and in particular we are referred to improved algorithmic techniques of such kind of systems. Nonlinear systems arise in many domains of science, such as Mechanics, Medicine, Chemistry, Robotics, Economics, etc. There are several methods for solving systems of nonlinear equations. Among them Newton's method is the most famous, because of its quadratic convergence when a good initial guess exists and the Jacobian matrix is nonsingular. Newton's method has some disadvantages, such as local convergence, necessity of computation of Jacobian matrix and the exact solution of linear system at each iteration. In this master thesis we analyze Newton's method and we categorize methods that contribute to the treatment of drawbacks of Newton's method, e.g. Quasi-Newton and Inexact-Newton methods. Some more recent methods which are described in this thesis are the MRV method and two new Newton's methods without direct function evaluations, ideal for problems with inaccurate function values or high computational cost. At the end of this master thesis, we present the basic principles of Interval Analysis and Interval Newton's method.
183

Stable Bases for Kernel Based Methods

Pazouki, Maryam 13 June 2012 (has links)
No description available.
184

Newton's method for solving strongly regular generalized equation / Método de Newton para resolver equações generalizadas fortemente regulares

Silva, Gilson do Nascimento 13 March 2017 (has links)
Submitted by JÚLIO HEBER SILVA (julioheber@yahoo.com.br) on 2017-03-22T20:23:25Z No. of bitstreams: 2 Tese - Gilson do Nascimento Silva - 2017.pdf: 2015008 bytes, checksum: e0148664ca46221978f71731aeabfa36 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-03-23T11:30:21Z (GMT) No. of bitstreams: 2 Tese - Gilson do Nascimento Silva - 2017.pdf: 2015008 bytes, checksum: e0148664ca46221978f71731aeabfa36 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-03-23T11:30:21Z (GMT). No. of bitstreams: 2 Tese - Gilson do Nascimento Silva - 2017.pdf: 2015008 bytes, checksum: e0148664ca46221978f71731aeabfa36 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-03-13 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / We consider Newton’s method for solving a generalized equation of the form f(x) + F(x) 3 0, where f : Ω → Y is continuously differentiable, X and Y are Banach spaces, Ω ⊆ X is open and F : X ⇒ Y has nonempty closed graph. Assuming strong regularity of the equation and that the starting point satisfies Kantorovich’s conditions, we show that the method is quadratically convergent to a solution, which is unique in a suitable neighborhood of the starting point. In addition, a local convergence analysis of this method is presented. Moreover, using convex optimization techniques introduced by S. M. Robinson (Numer. Math., Vol. 19, 1972, pp. 341-347), we prove a robust convergence theorem for inexact Newton’s method for solving nonlinear inclusion problems in Banach space, i.e., when F(x) = −C and C is a closed convex set. Our analysis, which is based on Kantorovich’s majorant technique, enables us to obtain convergence results under Lipschitz, Smale’s and Nesterov-Nemirovskii’s self-concordant conditions. / N´os consideraremos o m´etodo de Newton para resolver uma equa¸c˜ao generalizada da forma f(x) + F(x) 3 0, onde f : Ω → Y ´e continuamente diferenci´avel, X e Y s˜ao espa¸cos de Banach, Ω ⊆ X ´e aberto e F : X ⇒ Y tem gr´afico fechado n˜ao-vazio. Supondo regularidade forte da equa¸c˜ao e que o ponto inicial satisfaz as hip´oteses de Kantorovich, mostraremos que o m´etodo ´e quadraticamente convergente para uma solu¸c˜ao, a qual ´e ´unica em uma vizinhan¸ca do ponto inicial. Uma an´alise de convergˆencia local deste m´etodo tamb´em ´e apresentada. Al´em disso, usando t´ecnicas de otimiza¸c˜ao convexa introduzida por S. M. Robinson (Numer. Math., Vol. 19, 1972, pp. 341-347), provaremos um robusto teorema de convergˆencia para o m´etodo de Newton inexato para resolver problemas de inclus˜ao n˜ao–linear em espa¸cos de Banach, i.e., quando F(x) = −C e C ´e um conjunto convexo fechado. Nossa an´alise, a qual ´e baseada na t´ecnica majorante de Kantorovich, nos permite obter resultados de convergˆencia sob as condi¸c˜oes Lipschitz, Smale e Nesterov-Nemirovskii auto-concordante.
185

Résolution de problèmes de complémentarité. : Application à un écoulement diphasique dans un milieu poreux / Solving complementarity problems : Application to a diphasic flow in porous media

Ben Gharbia, Ibtihel 05 December 2012 (has links)
Les problèmes de complémentarité interviennent dans de nombreux domaines scientifiques : économie, mécanique des solides, mécanique des fluides. Ce n’est que récemment qu’ils ont commencé d’intéresser les chercheurs étudiant les écoulements et le transport en milieu poreux. Les problèmes de complémentarité sont un cas particulier des inéquations variationnelles. Dans cette thèse, on offre plusieurs contributions aux méthodes numériques pour résoudre les problèmes de complémentarité. Dans la première partie de cette thèse, on étudie les problèmes de complémentarité linéaires 0 6 x ⊥ (Mx+q) > 0 où, x l’inconnue est dans Rn et où les données sont q, un vecteur de Rn, et M, une matrice d’ordre n. L’existence et l’unicité de ce problème est obtenue quand la matrice M est une P-matrice. Une méthode très efficace pour résoudre les problèmes de complémentarité est la méthode de Newton-min, une extension de la méthode de Newton aux problèmes non lisses.Dans cette thèse on montre d’abord, en construisant deux familles de contre-exemples, que la méthode de Newton-min ne converge pas pour la classe des P-matrices, sauf si n= 1 ou 2. Ensuite on caractérise algorithmiquement la classe des P-matrices : c’est la classe des matrices qui sont telles que quel que, soit le vecteur q, l’algorithme de Newton-min ne fait pas de cycle de deux points. Enfin ces résultats de non-convergence nous ont conduit à construire une méthode de globalisation de l’algorithme de Newton-min dont nous avons démontré la convergence globale pour les P-matrices. Des résultats numériques montrent l’efficacité de cet algorithme et sa convergence polynomiale pour les cas considérés. Dans la deuxième partie de cette thèse, nous nous sommes intéressés à un exemple de problème de complémentarité non linéaire concernant les écoulements en milieu poreux. Il s’agit d’un écoulement liquide-gaz à deux composants eau-hydrogène que l’on rencontre dans le cadre de l’étude du stockage des déchets radioactifs en milieu géologique. Nous présentons un modèle mathématique utilisant des conditions de complémentarité non linéaires décrivant ces écoulements. D’une part, nous proposons une méthode de résolution et un solveur pour ce problème. D’autre part, nous présentons les résultats numériques que nous avons obtenus suite à la simulation des cas-tests proposés par l’ANDRA (Agence Nationale pour la gestion des Déchets Radioactifs) et le GNR MoMaS. En particulier, ces résultats montrent l’efficacité de l’algorithme proposé et sa convergence quadratique pour ces cas-tests / This manuscript deals with numerical methods for linear and nonlinear complementarity problems,and, more specifically, with solving gas phase appearance and disappearance modeled as a complementarity problem. In the first part of this manuscript, we focused on the plain Newton-min method to solve the linear complementarity problem (LCP for short) 0 6 x ⊥ (Mx+q) > 0 that can be viewed as a nonsmooth Newton algorithm without globalization technique to solve the system of piecewise linear equations min(x,Mx+q) = 0, which is equivalent to the LCP. When M is an M-matrix of order n, the algorithm was known to converge in at most n iterations. We show that this resultno longer holds when M is a P-matrix of order > 3. On the one hand, we offer counter-examplesshowing that the algorithm may cycle in those cases. P-matrices are interesting since they are thoseensuring the existence and uniqueness of the solution to the LCP for an arbitrary q. Incidentally,convergence occurs for a P-matrix of order 1 or 2. On the other hand, we provide a new algorithmic characterization of P-matricity : we show that a nondegenerate square real matrix M is a P-matrixif and only if, whatever is the real vector q, the Newton-min algorithm does not cycle between twopoints. In order to force the convergence of the Newton-min algorithm with P-matrices, we havederived a new method, which is robust, easy to describe, and simple to implement. It is globallyconvergent and the numerical results reported in this manuscript show that it outperforms a methodof Harker and Pang. In the second part of this manuscript, we consider the modeling of migration of hydrogen produced by the corrosion of the nuclear waste packages in an underground storage including the dissolution of hydrogen. It results in a set of nonlinear partial differential equations with nonlinear complementarity constraints. We show how to apply a robust and efficient solution strategy, the Newton-min method considered for LCP in the first part, to this geoscience problem and investigates its applicability and efficiency on this difficult problem. The practical interest of this solution technique is corroborated by numerical experiments from the Couplex Gas benchmark proposed by Andra and GNR MoMas. In particular, numerical results show that the Newton-min method is quadratically convergent for these problems
186

Heuristiques optimisées et robustes de résolution du problème de gestion d'énergie pour les véhicules électriques et hybrides / Optimized and robust heuristics for solving the problem of energy management for hybrid electric vehicles

Guemri, Mouloud 16 December 2013 (has links)
Le système étudié durant cette thèse est un véhicule électrique hybride avec deux sources d’énergies (Pile à combustible et Super-capacité). L’objectif fixé est de minimiser la consommation du carburant tout en satisfaisant la demande instantanée en puissance sous des contraintes de puissance et de capacité et de stockage. Le problème a été modélisé sous la forme d’un problème d’optimisation globale. Nous avons développé de nouvelles méthodes heuristiques pour le résoudre et proposé le calcul d’une borne inférieure de consommation, en apportant de meilleurs résultats que ceux trouvés dans la littérature. En plus, une étude de robustesse a été réalisée afin de minimiser la consommation de pire-cas suite à une perturbation ou du fait d’incertitudes sur les données d’entrée, précisément sur la puissance demandée. Le but de cette étude est de prendre en compte les perturbations dès la construction des solutions afin d’éviter l’infaisabilité des solutions non robustes en situation perturbée. Les heuristiques de résolution du problème robuste modélisé sous la forme d’un problème de Minimax ont fourni des solutions moins sensibles aux perturbations que les solutions classiques. / The system studied in this thesis is a hybrid electrical vehicle with two energy sources (fuel cell system and super-capacitor). The first goal is to minimize the fuel consumption whilst satisfying the requested power for each instant, taking into account constraints on the availability and the state of charge of the storage element. The system was modeled as a global optimization problem. The heuristics developped for obtaining the best power split between the two sources and the lower bound consumption computation proposed provide better results than those found in the literature. The second goal of the thesis is the study of the robustness of the solutions in order to minimize the worst-case consumption when perturbation happens or uncertainty is added to the input data. In this study the uncertainty concerns the power required for traction. The objective is to maintain the feasibility of solutions and limit the worst consumption that can happen due to a demand fluctuation. Dedicated heuristics are proposed for solving the identified robust variant of the problem, modeled as a Minimax problem. The solutions provided are less sensitive to the perturbations than the previous ones.
187

Filtrations de Hodge-Newton, décomposition cellulaire et cohomologie de certains espaces de modules p-adiques / Hodge-Newton filtrations, cell decomposition and cohomology of certain p-adic moduli spaces

Shen, Xu 06 December 2012 (has links)
Dans cette thèse, nous étudions la géométrie analytique p-adique et la cohomologie l-adique de certains espaces de Rapoport-Zink, en utilisant la théorie des filtrations de Harder-Narasimhan des schémas en groupes finis et plats élaborée par Fargues.Cette thèse se compose de trois parties. La première partie traite de certains espaces de Rapoport-Zink non-basiques, qui satisfont à la condition que leur polygone de Newton et polygone de Hodge ont un point de contact non-trivial, qui est un point de rupture pour le polygone de Newton. Sous cette hypothèse, nous prouvons que ces espaces de Rapoport-Zink peuvent être décomposés en une somme directe d'espaces de modules des types de Rapoport-Zink associés à certains sous-groupes paraboliques appropriés, donc leurs cohomologie l-adique sont des induites paraboliques et en particulier ne contiennent pas de représentations supercuspidales. Nous prouvons ces faits en démontrant d'abord un théorème sur la filtration de Hodge-Newton pour les groupes p-divisibles avec des structures additionelles sur des anneaux de valuation complets de rang un et de caractéristique mixte (0,p).Dans la deuxième partie, nous considérons les espaces de Rapoport-Zink basiques de signature (1,n-1) pour les groupes unitaires associés à l'extension quadratique non ramifiée de Qp. On étudie l'action de Hecke sur ces espaces en détails. En utilisant la théorie des filtrations de Harder-Narasimhan des schémas en groupes finis et plats, et la stratification de Bruhat-Tits de la fibre spéciale réduite Mred étudié par Vollaard-Wedhorn, on trouve un certain domaine analytique compact DK telle que ses itérés dans le groupe G(Qp)×Jb(Qp) forme un recouvrement localement fini de tout l'espace MK. Nous appelons un tel phénomène une décomposition cellulaire localement finie.Dans la troisième partie, nous démontrons une formule de Lefschetz pour ces espaces pour l'action des éléments semi-simples réguliers elliptiques, en tenant compte de l'action de ces éléments sur les cellules et en appliquant le théorème principal de Mieda. De la même manière, nous pouvons aussi reprouver la formule de Lefschetz pour les espaces de Lubin-Tate précédemment obtenue par Strauch et Mieda. Cette formule de Lefschetz devrait caractériser la réalisation de correspondances de Jacquet-Langlands locales pour les groupes unitaires dans la cohomologie l-adique de ces espaces de Rapoport-Zink, dès que certains problèmes correspondants de théorie des représentations auront été résolus. / In this thesis we study p-adic analytic geometry and l-adic cohomology of some Rapoport-Zink spaces, using the theory of Harder-Narasimhan filtration of finite flat group schemes developed by Fargues .This thesis consists of three parts. The first part deals with some non-basic Rapoport-Zink spaces, which satisfy the condition that their Newton polygon and Hodge polygon have a non-trivial contact point, which is a breakpoint for the Newton polygon. Under this hypothesis, we prove these Rapoport-Zink spaces can be decomposed as a direct sum of smaller Rapoport-Zink spaces associated to some suitable parabolic subgroups, thus their l-adic cohomology is parabolically induced and in particular contain no supercuspidal representations. We prove these facts by first proving a theorem about the Hodge-Newton filtration for p-divisible groups with additional structures over complete valuation rings of rank one and mixed characteristic (0,p).In the second part, we consider the basic Rapoport-Zink spaces with signature (1,n-1) for the unitary groups associated to the unramified quadratic extension of Qp. We study the Hecke action on these spaces in details. By using the theory of Harder-Narasimhan filtrations of finite flat group schemes, and the Bruhat-Tits stratification of the reduced special fiber Mred studied by Vollaard-Wedhorn, we find some compact analytic domain DK such that its translates under the group G(Qp)×Jb(Qp) form a locally finite cover of the whole space MK. We call such a phenomenon a locally finite cell decomposition.In the third part we prove a Lefschetz trace formula for these spaces for the action of regular semi-simple elliptic elements, by considering the action of these elements on the cells and applying Mieda's main theorem. In the same way we can also reprove the Lefschetz trace formula for Lubin-Tate spaces as previously obtained by Strauch and by Mieda. This Lefschetz trace formula should characterize the realization of local Jacquet-Langlands correspondences for unitary groups in the l-adic cohomology of these Rapoport-Zink spaces, as soon as some corresponding representation theoretic problems are solved.
188

Sobre a força de Lorentz, os conceitos de campo e a \"essência\" do eletromagnetismo clássico / On the Lorentz\'s force, the concepts of field and the \"essence\" of the classical electromagnetism

Ribeiro, José Edmar Arantes 28 March 2008 (has links)
Este trabalho aponta os caminhos distintos que foram utilizados historicamente para a obtenção da expressão hoje denominada força de Lorentz e analisa os conceitos de força propostos por Newton e Mach e os vários significados já propostos para campo. Além disso, realiza uma comparação entre as teorias de Lorentz e Einstein sobre o Eletromagnetismo, descreve um modelo de éter do início do século XX que parece não ter sido ainda refutado, e faz um esboço das concepções de alguns renomados físicos sobre o éter. Como conclusões gerais, constatamos que por vezes os fundamentos da Dinâmica e do Eletromagnetismo não são exatamente apresentados de uma perspectiva histórica nos livros didáticos, que ocorrem alguns equívocos históricos nestes livros, e que a hipótese de existência de um éter merece maiores estudos. / In this work the Lorentz\'s force historical backgrounds was investigated. Moreover, the concepts of force as proposed by Newton and Mach were analyzed, and the several already proposed meanings for field were also compared. A comparison between the theories of Lorentz and Einstein on the foundations of Electromagnetism was also carried out. A model of ether proposed in the beginning of the century XX was discussed and it seems it has not been refuted so far. Outlines of the conceptions of famous physicists on ether had been supplied. As general conclusions we observe that sometimes the bases of the Dynamic and the Electromagnetism in nowadays text books do not seem to be exactly presented from a historical perspective, that some historical mistakes are found within these books, and that the hypothesis about the existence of some kind of ether deserves more studies.
189

O método da função Lagrangiana barreira modificada/penalidade / The penalty/modified barrier Lagrangian function method

Pereira, Aguinaldo Aparecido 27 September 2007 (has links)
Neste trabalho propomos uma abordagem que utiliza o método de barreira modificada/penalidade para a resolução de problemas restritos gerais de otimização. Para isso, foram obtidos dados teóricos, a partir de um levantamento bibliográfico, que explicitaram os métodos primal-dual barreira logarítmica e método de barreira modificada. Nesta abordagem, as restrições de desigualdade canalizadas são tratadas pela função barreira de Frisch modificada, ou por uma extrapolação quadrática e as restrições de igualdade do problema através da função Lagrangiana. A implementação consiste num duplo estágio de aproximação: um ciclo externo, onde o problema restrito é convertido em um problema irrestrito, usando a função Lagrangiana barreira modificada/penalidade; e um ciclo interno, onde o método de Newton é utilizado para a atualização das variáveis primais e duais. É apresentada também uma função barreira clássica extrapolada para a inicialização dos multiplicadores de Lagrange. A eficiência do método foi verificada utilizando um problema teste e em problemas de fluxo de potência ótimo (FPO). / In this paper, we propose an approach that utilizes the penalty/modified barrier method to solve the general constrained problems. On this purpose, theoretical data were obtained, from a bibliographical review, which enlightened the logarithmic barrier primal-dual method and modified barrier method. In this approach, the bound constraints are handled by the modified log-barrier function, or by quadratic extrapolation and the equality constraints of the problem through Lagrangian function. The method, as implemented, consists of a two-stage approach: an outer cycle, where the constrained problem is transformed into unconstrained problem, using penalty/modified barrier Lagrangian function; and an inner cycle, where the Newton\'s method is used for update the primal and dual variables. Also, it is presented a classical barrier extrapolated function for initialization of Lagrange multipliers. The effectiveness of the proposed approach has been examined by solving a test problem and optimal power flow problems (OPF).
190

Tópicos em penalidades exatas diferenciáveis / Topics in differentiable exact penalties

Ellen Hidemi Fukuda 11 March 2011 (has links)
Durante as décadas de 70 e 80, desenvolveram-se métodos baseados em penalidades exatas diferenciáveis para resolver problemas de otimização não linear com restrições. Uma desvantagem dessas penalidades é que seus gradientes contêm termos de segunda ordem em suas fórmulas, o que impede a utilização de métodos do tipo Newton para resolver o problema. Para contornar essa dificuldade, utilizamos uma ideia de construção de penalidade exata para desigualdades variacionais, introduzida recentemente por André e Silva. Essa construção consiste em incorporar um estimador de multiplicadores, proposto por Glad e Polak, no lagrangiano aumentado para desigualdades variacionais. Nesse trabalho, estendemos o estimador de multiplicadores para restrições gerais de igualdade e desigualdade, e enfraquecemos a hipótese de regularidade. Como resultado, obtemos uma função penalidade exata continuamente diferenciável e uma nova reformulação do sistema KKT associado a problemas não lineares. A estrutura dessa reformulação permite a utilização do método de Newton semi-suave, e a taxa de convergência local superlinear pode ser provada. Além disso, verificamos que a penalidade exata construída pode ser usada para globalizar o método, levando a uma abordagem do tipo Gauss-Newton. Por fim, realizamos experimentos numéricos baseando-se na coleção CUTE de problemas de teste. / During the 1970\'s and 1980\'s, methods based on differentiable exact penalty functions were developed to solve constrained optimization problems. One drawback of these functions is that they contain second-order terms in their gradient\'s formula, which do not allow the use of Newton-type methods. To overcome such difficulty, we use an idea for construction of exact penalties for variational inequalities, introduced recently by André and Silva. This construction consists on incorporating a multipliers estimate, proposed by Glad and Polak, in the augmented Lagrangian function for variational inequalities. In this work, we extend the multipliers estimate to deal with both equality and inequality constraints and we weaken the regularity assumption. As a result, we obtain a continuous differentiable exact penalty function and a new equation reformulation of the KKT system associated to nonlinear problems. The formula of such reformulation allows the use of semismooth Newton method, and the local superlinear convergence rate can be also proved. Besides, we note that the exact penalty function can be used to globalize the method, resulting in a Gauss-Newton-type approach. We conclude with some numerical experiments using the collection of test problems CUTE.

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