Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studi...Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.展开更多
In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by ad...In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by adopting an inexact augmented Lagrange multiplier (IALM) method. Additionally, a random projection accelerated technique (IALM+RP) was adopted to improve the success rate. From the preliminary numerical comparisons, it was indicated that for the standard robust principal component analysis (PCA) problem, IALM+RP was at least two to six times faster than IALM with an insignificant reduction in accuracy; and for the outlier pursuit (OP) problem, IALM+RP was at least 6.9 times faster, even up to 8.3 times faster when the size of matrix was 2 000×2 000.展开更多
The Lagrange multiplier method plays an important role in establishing generalized variational principles notonly in tluid mechallics. but also in elasticity. Sometimes, however, one may come across variational crisi...The Lagrange multiplier method plays an important role in establishing generalized variational principles notonly in tluid mechallics. but also in elasticity. Sometimes, however, one may come across variational crisis(somemultipliers vanish identically). failing to achieve his aim. The crisis is caused by the fact that the Inultipliers are treatedas independent variables in the process of variatioll. but after identification they become functions of the originalindependent variables. To overcome it, a Inodified Lagrange multiplier method or semi-inverse method has beenproposed to deduce generalized varistional principles. Some e-camples are given to illustrate its convenience andeffectiveness of the novel method.展开更多
The distributed Lagrange multiplier/fictitious domain(DLM/FD)-mixed finite element method is developed and analyzed in this paper for a transient Stokes interface problem with jump coefficients.The semi-and fully disc...The distributed Lagrange multiplier/fictitious domain(DLM/FD)-mixed finite element method is developed and analyzed in this paper for a transient Stokes interface problem with jump coefficients.The semi-and fully discrete DLM/FD-mixed finite element scheme are developed for the first time for this problem with a moving interface,where the arbitrary Lagrangian-Eulerian(ALE)technique is employed to deal with the moving and immersed subdomain.Stability and optimal convergence properties are obtained for both schemes.Numerical experiments are carried out for different scenarios of jump coefficients,and all theoretical results are validated.展开更多
A parameter-free approach is proposed to determine the Lagrange multiplier for the constraint of material volume in the level set method.It is inspired by the procedure of determining the threshold of sensitivity numb...A parameter-free approach is proposed to determine the Lagrange multiplier for the constraint of material volume in the level set method.It is inspired by the procedure of determining the threshold of sensitivity number in the BESO method.It first computes the difference between the volume of current design and the upper bound of volume.Then,the Lagrange multiplier is regarded as the threshold of sensitivity number to remove the redundant material.Numerical examples proved that this approach is effective to constrain the volume.More importantly,there is no parameter in the proposed approach,which makes it convenient to use.In addition,the convergence is stable,and there is no big oscillation.展开更多
In this paper, a modified version of the Classical Lagrange Multiplier method is developed for convex quadratic optimization problems. The method, which is evolved from the first order derivative test for optimality o...In this paper, a modified version of the Classical Lagrange Multiplier method is developed for convex quadratic optimization problems. The method, which is evolved from the first order derivative test for optimality of the Lagrangian function with respect to the primary variables of the problem, decomposes the solution process into two independent ones, in which the primary variables are solved for independently, and then the secondary variables, which are the Lagrange multipliers, are solved for, afterward. This is an innovation that leads to solving independently two simpler systems of equations involving the primary variables only, on one hand, and the secondary ones on the other. Solutions obtained for small sized problems (as preliminary test of the method) demonstrate that the new method is generally effective in producing the required solutions.展开更多
This paper, with a finite element method, studies the interaction of a coupled incompressible fluid-rigid structure system with a free surface subjected to external wave excitations. With this fully coupled model, the...This paper, with a finite element method, studies the interaction of a coupled incompressible fluid-rigid structure system with a free surface subjected to external wave excitations. With this fully coupled model, the rigid structure is taken as ＂fictitious＂ fluid with zero strain rate. Both fluid and structure are described by velocity and pressure. The whole domain, including fluid region and structure region, is modeled by the incompressible Navier-Stokes equations which are discretized with fixed Eulerian mesh. However, to keep the structure＇ s rigid body shape and behavior, a rigid body constraint is enforced on the ＂fictitious＂ fluid domain by use of the Distributed Lagrange Multipher/Fictitious Domain （DLM/ FD） method which is originally introduced to solve particulate flow problems by Glowinski et al. For the verification of the model presented herein, a 2D numerical wave tank is established to simulate small amplitude wave propagations, and then numerical results are compared with analytical solutions. Finally, a 2D example of fluid-structure interaction under wave dynamic forces provides convincing evidences for the method excellent solution quality and fidelity.展开更多
In this paper,we propose a mortar element method with Lagrange multiplier for incompressible Stokes problem,i.e.,the matching constraints of velocity on mortar edges are expressed in terms of Lagrange multipliers.We a...In this paper,we propose a mortar element method with Lagrange multiplier for incompressible Stokes problem,i.e.,the matching constraints of velocity on mortar edges are expressed in terms of Lagrange multipliers.We also present P_1 noncon- forming element attached to the subdomains.By proving inf-sup condition,we derive optimal error estimates for velocity and pressure.Moreover,we obtain satisfactory approximation for normal derivatives of the velocity across the interfaces.展开更多
A novel algorithm, i.e. the fast alternating direction method of multipliers （ADMM）, is applied to solve the classical total-variation （ TV ）-based model for image reconstruction. First, the TV-based model is refo...A novel algorithm, i.e. the fast alternating direction method of multipliers （ADMM）, is applied to solve the classical total-variation （ TV ）-based model for image reconstruction. First, the TV-based model is reformulated as a linear equality constrained problem where the objective function is separable. Then, by introducing the augmented Lagrangian function, the two variables are alternatively minimized by the Gauss-Seidel idea. Finally, the dual variable is updated. Because the approach makes full use of the special structure of the problem and decomposes the original problem into several low-dimensional sub-problems, the per iteration computational complexity of the approach is dominated by two fast Fourier transforms. Elementary experimental results indicate that the proposed approach is more stable and efficient compared with some state-of-the-art algorithms.展开更多
Electrical capacitance tomography(ECT)has been applied to two-phase flow measurement in recent years.Image reconstruction algorithms play an important role in the successful applications of ECT.To solve the ill-posed ...Electrical capacitance tomography(ECT)has been applied to two-phase flow measurement in recent years.Image reconstruction algorithms play an important role in the successful applications of ECT.To solve the ill-posed and nonlinear inverse problem of ECT image reconstruction,a new ECT image reconstruction method based on fast linearized alternating direction method of multipliers(FLADMM)is proposed in this paper.On the basis of theoretical analysis of compressed sensing(CS),the data acquisition of ECT is regarded as a linear measurement process of permittivity distribution signal of pipe section.A new measurement matrix is designed and L1 regularization method is used to convert ECT inverse problem to a convex relaxation problem which contains prior knowledge.A new fast alternating direction method of multipliers which contained linearized idea is employed to minimize the objective function.Simulation data and experimental results indicate that compared with other methods,the quality and speed of reconstructed images are markedly improved.Also,the dynamic experimental results indicate that the proposed algorithm can ful fill the real-time requirement of ECT systems in the application.展开更多
The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be ...The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be characterized as a matrix and a 2,1-norm involved convex minimization problem.However,solving the resulting problem is full of challenges due to the non-smoothness of the objective function.One of the earliest solvers is an 3-block alternating direction method of multipliers(ADMM)which updates each variable in a Gauss-Seidel manner.In this paper,we present three variants of ADMM for the 3-block separable minimization problem.More preciously,whenever one variable is derived,the resulting problems can be regarded as a convex minimization with 2 blocks,and can be solved immediately using the standard ADMM.If the inner iteration loops only once,the iterative scheme reduces to the ADMM with updates in a Gauss-Seidel manner.If the solution from the inner iteration is assumed to be exact,the convergence can be deduced easily in the literature.The performance comparisons with a couple of recently designed solvers illustrate that the proposed methods are effective and competitive.展开更多
A kind of improved contact frictional model on basis of traditional Coulomb Friction model is adopted. Corresponding contact element is also given. The contact algorithm on basis of augmented Lagrange method is introd...A kind of improved contact frictional model on basis of traditional Coulomb Friction model is adopted. Corresponding contact element is also given. The contact algorithm on basis of augmented Lagrange method is introduced and successfully applied to complex contact friction problem. Test example and actual engineering case all show that the algorithm of the model is efficient and computation results agree well with general rules.展开更多
Recently many research works have been conducted and published regarding fractional order differential equations. There are several approaches available for numerical approximations of the solution of fractional order...Recently many research works have been conducted and published regarding fractional order differential equations. There are several approaches available for numerical approximations of the solution of fractional order diffusion equations. Spectral collocation method based on Lagrange’s basis polynomials to approximate numerical solutions of one-dimensional (1D) space fractional diffusion equations are introduced in this research paper. The proposed form of approximate solution satisfies non-zero Dirichlet’s boundary conditions on both boundaries. Collocation scheme produce a system of first order Ordinary Differential Equations (ODE) from the fractional diffusion equation. We applied this method with four different sets of collocation points to compare their performance.展开更多
By combining the classical appropriate functions “1, x, x 2” with the method of multiplier enlargement, this paper establishes a theorem to approximate any unbounded continuous functions with modified positive...By combining the classical appropriate functions “1, x, x 2” with the method of multiplier enlargement, this paper establishes a theorem to approximate any unbounded continuous functions with modified positive linear operators. As an example, Hermite Fejér interpolation polynomial operators are analysed and studied, and a general conclusion is obtained.展开更多
In this paper, a distributed algorithm is proposed to solve a kind of multi-objective optimization problem based on the alternating direction method of multipliers. Compared with the centralized algorithms, this algor...In this paper, a distributed algorithm is proposed to solve a kind of multi-objective optimization problem based on the alternating direction method of multipliers. Compared with the centralized algorithms, this algorithm does not need a central node. Therefore, it has the characteristics of low communication burden and high privacy. In addition, numerical experiments are provided to validate the effectiveness of the proposed algorithm.展开更多
In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduced for solving nonlinear programming problems with equality constrained and inequality constrained. It is proved that ...In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduced for solving nonlinear programming problems with equality constrained and inequality constrained. It is proved that a solution of the original constrained problem and corresponding values of Lagrange multipliers can be found by solving an unconstrained minimization of the augmented Lagrange function. Meanwhile, a new Lagrangian multiplier method corresponding with new augmented Lagrangian function is proposed. And this method is implementable and convergent.展开更多
Based on the numerical governing formulation and non-linear complementary conditions of contact and impact problems, a reduced projection augmented Lagrange bi- conjugate gradient method is proposed for contact and im...Based on the numerical governing formulation and non-linear complementary conditions of contact and impact problems, a reduced projection augmented Lagrange bi- conjugate gradient method is proposed for contact and impact problems by translating non-linear complementary conditions into equivalent formulation of non-linear program- ming. For contact-impact problems, a larger time-step can be adopted arriving at numer- ical convergence compared with penalty method. By establishment of the impact-contact formulations which are equivalent with original non-linear complementary conditions, a reduced projection augmented Lagrange bi-conjugate gradient method is deduced to im- prove precision and efficiency of numerical solutions. A numerical example shows that the algorithm we suggested is valid and exact.展开更多
The Jacobi last multiplier method for holonomic and nonholonomic mechanical systems is studied and some examples are given to attempt applications of the method.
文摘Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.
基金Supported by National Natural Science Foundation of China (No.51275348)College Students Innovation and Entrepreneurship Training Program of Tianjin University (No.201210056339)
文摘In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by adopting an inexact augmented Lagrange multiplier (IALM) method. Additionally, a random projection accelerated technique (IALM+RP) was adopted to improve the success rate. From the preliminary numerical comparisons, it was indicated that for the standard robust principal component analysis (PCA) problem, IALM+RP was at least two to six times faster than IALM with an insignificant reduction in accuracy; and for the outlier pursuit (OP) problem, IALM+RP was at least 6.9 times faster, even up to 8.3 times faster when the size of matrix was 2 000×2 000.
文摘The Lagrange multiplier method plays an important role in establishing generalized variational principles notonly in tluid mechallics. but also in elasticity. Sometimes, however, one may come across variational crisis(somemultipliers vanish identically). failing to achieve his aim. The crisis is caused by the fact that the Inultipliers are treatedas independent variables in the process of variatioll. but after identification they become functions of the originalindependent variables. To overcome it, a Inodified Lagrange multiplier method or semi-inverse method has beenproposed to deduce generalized varistional principles. Some e-camples are given to illustrate its convenience andeffectiveness of the novel method.
基金P.Sun was supported by NSF Grant DMS-1418806C.S.Zhang was partially supported by the National Key Research and Development Program of China(Grant No.2016YFB0201304)+1 种基金the Major Research Plan of National Natural Science Foundation of China(Grant Nos.91430215,91530323)the Key Research Program of Frontier Sciences of CAS.
文摘The distributed Lagrange multiplier/fictitious domain(DLM/FD)-mixed finite element method is developed and analyzed in this paper for a transient Stokes interface problem with jump coefficients.The semi-and fully discrete DLM/FD-mixed finite element scheme are developed for the first time for this problem with a moving interface,where the arbitrary Lagrangian-Eulerian(ALE)technique is employed to deal with the moving and immersed subdomain.Stability and optimal convergence properties are obtained for both schemes.Numerical experiments are carried out for different scenarios of jump coefficients,and all theoretical results are validated.
基金This research work is supported by the National Natural Science Foundation of China(Grant No.51975227).
文摘A parameter-free approach is proposed to determine the Lagrange multiplier for the constraint of material volume in the level set method.It is inspired by the procedure of determining the threshold of sensitivity number in the BESO method.It first computes the difference between the volume of current design and the upper bound of volume.Then,the Lagrange multiplier is regarded as the threshold of sensitivity number to remove the redundant material.Numerical examples proved that this approach is effective to constrain the volume.More importantly,there is no parameter in the proposed approach,which makes it convenient to use.In addition,the convergence is stable,and there is no big oscillation.
文摘In this paper, a modified version of the Classical Lagrange Multiplier method is developed for convex quadratic optimization problems. The method, which is evolved from the first order derivative test for optimality of the Lagrangian function with respect to the primary variables of the problem, decomposes the solution process into two independent ones, in which the primary variables are solved for independently, and then the secondary variables, which are the Lagrange multipliers, are solved for, afterward. This is an innovation that leads to solving independently two simpler systems of equations involving the primary variables only, on one hand, and the secondary ones on the other. Solutions obtained for small sized problems (as preliminary test of the method) demonstrate that the new method is generally effective in producing the required solutions.
基金This study is supported by the National Natural Science Foundation of China (Grant No50579046) the Science Foundation of Tianjin Municipal Commission of Science and Technology (Grant No043114711)
文摘This paper, with a finite element method, studies the interaction of a coupled incompressible fluid-rigid structure system with a free surface subjected to external wave excitations. With this fully coupled model, the rigid structure is taken as ＂fictitious＂ fluid with zero strain rate. Both fluid and structure are described by velocity and pressure. The whole domain, including fluid region and structure region, is modeled by the incompressible Navier-Stokes equations which are discretized with fixed Eulerian mesh. However, to keep the structure＇ s rigid body shape and behavior, a rigid body constraint is enforced on the ＂fictitious＂ fluid domain by use of the Distributed Lagrange Multipher/Fictitious Domain （DLM/ FD） method which is originally introduced to solve particulate flow problems by Glowinski et al. For the verification of the model presented herein, a 2D numerical wave tank is established to simulate small amplitude wave propagations, and then numerical results are compared with analytical solutions. Finally, a 2D example of fluid-structure interaction under wave dynamic forces provides convincing evidences for the method excellent solution quality and fidelity.
基金This work is supported by the National Natural Science Foundation of China under grants （10471067） the Scientific Research Foundation of University under grants （NY207096）.
文摘In this paper,we propose a mortar element method with Lagrange multiplier for incompressible Stokes problem,i.e.,the matching constraints of velocity on mortar edges are expressed in terms of Lagrange multipliers.We also present P_1 noncon- forming element attached to the subdomains.By proving inf-sup condition,we derive optimal error estimates for velocity and pressure.Moreover,we obtain satisfactory approximation for normal derivatives of the velocity across the interfaces.
基金The Scientific Research Foundation of Nanjing University of Posts and Telecommunications(No.NY210049)
文摘A novel algorithm, i.e. the fast alternating direction method of multipliers （ADMM）, is applied to solve the classical total-variation （ TV ）-based model for image reconstruction. First, the TV-based model is reformulated as a linear equality constrained problem where the objective function is separable. Then, by introducing the augmented Lagrangian function, the two variables are alternatively minimized by the Gauss-Seidel idea. Finally, the dual variable is updated. Because the approach makes full use of the special structure of the problem and decomposes the original problem into several low-dimensional sub-problems, the per iteration computational complexity of the approach is dominated by two fast Fourier transforms. Elementary experimental results indicate that the proposed approach is more stable and efficient compared with some state-of-the-art algorithms.
基金Supported by the National Natural Science Foundation of China(61203021)the Key Science and Technology Program of Liaoning Province(2011216011)+1 种基金the Natural Science Foundation of Liaoning Province(2013020024)the Program for Liaoning Excellent Talents in Universities(LJQ2015061)
文摘Electrical capacitance tomography(ECT)has been applied to two-phase flow measurement in recent years.Image reconstruction algorithms play an important role in the successful applications of ECT.To solve the ill-posed and nonlinear inverse problem of ECT image reconstruction,a new ECT image reconstruction method based on fast linearized alternating direction method of multipliers(FLADMM)is proposed in this paper.On the basis of theoretical analysis of compressed sensing(CS),the data acquisition of ECT is regarded as a linear measurement process of permittivity distribution signal of pipe section.A new measurement matrix is designed and L1 regularization method is used to convert ECT inverse problem to a convex relaxation problem which contains prior knowledge.A new fast alternating direction method of multipliers which contained linearized idea is employed to minimize the objective function.Simulation data and experimental results indicate that compared with other methods,the quality and speed of reconstructed images are markedly improved.Also,the dynamic experimental results indicate that the proposed algorithm can ful fill the real-time requirement of ECT systems in the application.
基金Supported by the National Natural Science Foundation of China(Grant No.11971149,11871381)Natural Science Foundation of Henan Province for Youth(Grant No.202300410146)。
文摘The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be characterized as a matrix and a 2,1-norm involved convex minimization problem.However,solving the resulting problem is full of challenges due to the non-smoothness of the objective function.One of the earliest solvers is an 3-block alternating direction method of multipliers(ADMM)which updates each variable in a Gauss-Seidel manner.In this paper,we present three variants of ADMM for the 3-block separable minimization problem.More preciously,whenever one variable is derived,the resulting problems can be regarded as a convex minimization with 2 blocks,and can be solved immediately using the standard ADMM.If the inner iteration loops only once,the iterative scheme reduces to the ADMM with updates in a Gauss-Seidel manner.If the solution from the inner iteration is assumed to be exact,the convergence can be deduced easily in the literature.The performance comparisons with a couple of recently designed solvers illustrate that the proposed methods are effective and competitive.
文摘A kind of improved contact frictional model on basis of traditional Coulomb Friction model is adopted. Corresponding contact element is also given. The contact algorithm on basis of augmented Lagrange method is introduced and successfully applied to complex contact friction problem. Test example and actual engineering case all show that the algorithm of the model is efficient and computation results agree well with general rules.
文摘Recently many research works have been conducted and published regarding fractional order differential equations. There are several approaches available for numerical approximations of the solution of fractional order diffusion equations. Spectral collocation method based on Lagrange’s basis polynomials to approximate numerical solutions of one-dimensional (1D) space fractional diffusion equations are introduced in this research paper. The proposed form of approximate solution satisfies non-zero Dirichlet’s boundary conditions on both boundaries. Collocation scheme produce a system of first order Ordinary Differential Equations (ODE) from the fractional diffusion equation. We applied this method with four different sets of collocation points to compare their performance.
文摘By combining the classical appropriate functions “1, x, x 2” with the method of multiplier enlargement, this paper establishes a theorem to approximate any unbounded continuous functions with modified positive linear operators. As an example, Hermite Fejér interpolation polynomial operators are analysed and studied, and a general conclusion is obtained.
文摘In this paper, a distributed algorithm is proposed to solve a kind of multi-objective optimization problem based on the alternating direction method of multipliers. Compared with the centralized algorithms, this algorithm does not need a central node. Therefore, it has the characteristics of low communication burden and high privacy. In addition, numerical experiments are provided to validate the effectiveness of the proposed algorithm.
文摘In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduced for solving nonlinear programming problems with equality constrained and inequality constrained. It is proved that a solution of the original constrained problem and corresponding values of Lagrange multipliers can be found by solving an unconstrained minimization of the augmented Lagrange function. Meanwhile, a new Lagrangian multiplier method corresponding with new augmented Lagrangian function is proposed. And this method is implementable and convergent.
文摘Based on the numerical governing formulation and non-linear complementary conditions of contact and impact problems, a reduced projection augmented Lagrange bi- conjugate gradient method is proposed for contact and impact problems by translating non-linear complementary conditions into equivalent formulation of non-linear program- ming. For contact-impact problems, a larger time-step can be adopted arriving at numer- ical convergence compared with penalty method. By establishment of the impact-contact formulations which are equivalent with original non-linear complementary conditions, a reduced projection augmented Lagrange bi-conjugate gradient method is deduced to im- prove precision and efficiency of numerical solutions. A numerical example shows that the algorithm we suggested is valid and exact.
基金Supported by the National Natural Science Foundation of China under Grant Nos 10972127,10772025 and 10932002the Foundation of Key Discipline of General Mechanics,and Mechanics Foundation of Beijing.
文摘The Jacobi last multiplier method for holonomic and nonholonomic mechanical systems is studied and some examples are given to attempt applications of the method.
