Search NASA⌕ Search

SEARCH · Search NASA

Results for “Augmented Lagrangian method”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

The augmented Lagrangian method for parameter estimation in elliptic systems

In this paper a new technique for the estimation of parameters in elliptic partial differential equations is developed. It is a hybrid method combining the output-least-squares and the equation error method. The new method is realized by an augmented Lagrangian formulation, and convergence as well as rate of convergence proofs are provided. Technically the critical step is the verification of a coercivity estimate of an appropriately defined Lagrangian functional. To obtain this coercivity estimate a seminorm regularization technique is used.

Ito, Kazufumi↗

Application of augmented-Lagrangian methods in meteorology: Comparison of different conjugate-gradient codes for large-scale minimization

A Lagrange multiplier method using techniques developed by Bertsekas (1982) was applied to solving the problem of enforcing simultaneous conservation of the nonlinear integral invariants of the shallow water equations on a limited area domain. This application of nonlinear constrained optimization is of the large dimensional type and the conjugate gradient method was found to be the only computationally viable method for the unconstrained minimization. Several conjugate-gradient codes were tested and compared for increasing accuracy requirements. Robustness and computational efficiency were the principal criteria.

Navon, I. M.↗

Nonrecursive formulations of multibody dynamics and concurrent multiprocessing

Since the late 1980's, research in recursive formulations of multibody dynamics has flourished. Historically, much of this research can be traced to applications of low dimensionality in mechanism and vehicle dynamics. Indeed, there is little doubt that recursive order N methods are the method of choice for this class of systems. This approach has the advantage that a minimal number of coordinates are utilized, parallelism can be induced for certain system topologies, and the method is of order N computational cost for systems of N rigid bodies. Despite the fact that many authors have dismissed redundant coordinate formulations as being of order N(exp 3), and hence less attractive than recursive formulations, we present recent research that demonstrates that at least three distinct classes of redundant, nonrecursive multibody formulations consistently achieve order N computational cost for systems of rigid and/or flexible bodies. These formulations are as follows: (1) the preconditioned range space formulation; (2) penalty methods; and (3) augmented Lagrangian methods for nonlinear multibody dynamics. The first method can be traced to its foundation in equality constrained quadratic optimization, while the last two methods have been studied extensively in the context of coercive variational boundary value problems in computational mechanics. Until recently, however, they have not been investigated in the context of multibody simulation, and present theoretical questions unique to nonlinear dynamics. All of these nonrecursive methods have additional advantages with respect to recursive order N methods: (1) the formalisms retain the highly desirable order N computational cost; (2) the techniques are amenable to concurrent simulation strategies; (3) the approaches do not depend upon system topology to induce concurrency; and (4) the methods can be derived to balance the computational load automatically on concurrent multiprocessors. In addition to the presentation of the fundamental formulations, this paper presents new theoretical results regarding the rate of convergence of order N constraint stabilization schemes associated with the newly introduced class of methods.

Kurdila, Andrew J.↗

A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

We give a pattern search adaptation of an augmented Lagrangian method due to Conn, Gould, and Toint. The algorithm proceeds by successive bound constrained minimization of an augmented Lagrangian. In the pattern search adaptation we solve this subproblem approximately using a bound constrained pattern search method. The stopping criterion proposed by Conn, Gould, and Toint for the solution of this subproblem requires explicit knowledge of derivatives. Such information is presumed absent in pattern search methods; however, we show how we can replace this with a stopping criterion based on the pattern size in a way that preserves the convergence properties of the original algorithm. In this way we proceed by successive, inexact, bound constrained minimization without knowing exactly how inexact the minimization is. So far as we know, this is the first provably convergent direct search method for general nonlinear programming.

Lewis, Robert Michael↗

Numerical methods for multibody systems

This article gives a brief summary of some results obtained by Nasser on modeling and simulation of inequality problems in multibody dynamics. In particular, the augmented Lagrangian method discussed here is applied to a constrained motion problem with impulsive inequality constraints. A fundamental characteristic of the multibody dynamics problem is the lack of global convexity of its Lagrangian. The problem is transformed into a convex analysis problem by localization (piecewise linearization), where the augmented Lagrangian has been successfully used. A model test problem is considered and a set of numerical experiments is presented.

Glowinski, Roland↗

Finite element methods for nonlinear elastostatic problems in rubber elasticity

A number of finite element methods for the analysis of nonlinear problems in rubber elasticity are outlined. Several different finite element schemes are discussed. These include the augmented Lagrangian method, continuation or incremental loading methods, and associated Riks-type methods which have the capability of incorporating limit point behavior and bifurcations. Algorithms for the analysis of limit point behavior and bifurcations are described and the results of several numerical experiments are presented. In addition, a brief survey of some recent work on modelling contact and friction in elasticity problems is given. These results pertain to the use of new nonlocal and nonlinear friction laws.

Oden, J. T.↗

The Role of Multiphysics Simulation in Multidisciplinary Analysis

This article describes the applications of the Spectrum(Tm) Solver in Multidisciplinary Analysis (MDA). Spectrum, a multiphysics simulation software based on the finite element method, addresses compressible and incompressible fluid flow, structural, and thermal modeling as well as the interaction between these disciplines. Multiphysics simulation is based on a single computational framework for the modeling of multiple interacting physical phenomena. Interaction constraints are enforced in a fully-coupled manner using the augmented-Lagrangian method. Within the multiphysics framework, the finite element treatment of fluids is based on Galerkin-Least-Squares (GLS) method with discontinuity capturing operators. The arbitrary-Lagrangian-Eulerian method is utilized to account for deformable fluid domains. The finite element treatment of solids and structures is based on the Hu-Washizu variational principle. The multiphysics architecture lends itself naturally to high-performance parallel computing. Aeroelastic, propulsion, thermal management and manufacturing applications are presented.

Rifai, Steven M.↗

Optimal control of thermally coupled Navier Stokes equations

The optimal boundary temperature control of the stationary thermally coupled incompressible Navier-Stokes equation is considered. Well-posedness and existence of the optimal control and a necessary optimality condition are obtained. Optimization algorithms based on the augmented Lagrangian method with second order update are discussed. A test example motivated by control of transport process in the high pressure vapor transport (HVPT) reactor is presented to demonstrate the applicability of our theoretical results and proposed algorithm.

Ito, Kazufumi↗

Unsteady Cascade Aerodynamic Response Using a Multiphysics Simulation Code

The multiphysics code Spectrum(TM) is applied to calculate the unsteady aerodynamic pressures of oscillating cascade of airfoils representing a blade row of a turbomachinery component. Multiphysics simulation is based on a single computational framework for the modeling of multiple interacting physical phenomena, in the present case being between fluids and structures. Interaction constraints are enforced in a fully coupled manner using the augmented-Lagrangian method. The arbitrary Lagrangian-Eulerian method is utilized to account for deformable fluid domains resulting from blade motions. Unsteady pressures are calculated for a cascade designated as the tenth standard, and undergoing plunging and pitching oscillations. The predicted unsteady pressures are compared with those obtained from an unsteady Euler co-de refer-red in the literature. The Spectrum(TM) code predictions showed good correlation for the cases considered.

Lawrence, C.↗

Multiplier-continuation algorthms for constrained optimization

Several path following algorithms based on the combination of three smooth penalty functions, the quadratic penalty for equality constraints and the quadratic loss and log barrier for inequality constraints, their modern counterparts, augmented Lagrangian or multiplier methods, sequential quadratic programming, and predictor-corrector continuation are described. In the first phase of this methodology, one minimizes the unconstrained or linearly constrained penalty function or augmented Lagrangian. A homotopy path generated from the functions is then followed to optimality using efficient predictor-corrector continuation methods. The continuation steps are asymptotic to those taken by sequential quadratic programming which can be used in the final steps. Numerical test results show the method to be efficient, robust, and a competitive alternative to sequential quadratic programming.

Lundberg, Bruce N.↗

Optimal mistuning for enhanced aeroelastic stability of transonic fans

An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom.

Hall, K. C.↗

Structural optimization - Challenges and opportunities

A review of developments in structural optimization techniques and their interface with growing computer capabilities is presented. Structural design steps comprise functional definition of an object, an evaluation phase wherein external influences are quantified, selection of the design concept, material, object geometry, and the internal layout, and quantification of the physical characteristics. Optimization of a fully stressed design is facilitated by use of nonlinear mathematical programming which permits automated definition of the physics of a problem. Design iterations terminate when convergence is acquired between mathematical and physical criteria. A constrained minimum algorithm has been formulated using an Augmented Lagrangian approach and a generalized reduced gradient to obtain fast convergence. Various approximation techniques are mentioned. The synergistic application of all the methods surveyed requires multidisciplinary teamwork during a design effort.

Sobieszczanski-Sobieski, J.↗

Structural optimization: Challenges and opportunities

A review of developments in structural optimization techniques and their interface with growing computer capabilities is presented. Structural design steps comprise functional definition of an object, an evaluation phase wherein external influences are quantified, selection of the design concept, material, object geometry, and the internal layout, and quantification of the physical characteristics. Optimization of a fully stressed design is facilitated by use of nonlinear mathematical programming which permits automated definition of the physics of a problem. Design iterations terminate when convergence is acquired between mathematical and physical criteria. A constrained minimum algorithm has been formulated using an Augmented Lagrangian approach and a generalized reduced gradient to obtain fast convergence. Various approximation techniques are mentioned. The synergistic application of all the methods surveyed requires multidisciplinary teamwork during a design effort.

Sobieszczanski-Sobieski, J.↗

Modified ICED-ALE method for astrogeophysical plasma flows

The Implicit-Continuous-Eulerian-Difference Mesh-Arbitrary-Lagrangian-Eulerian (ICED-ALE) algorithm of Brackbill and Pracht (1973) is modified for the study of astrophysical plasma flows in which dynamical effects are important. In the present study the general-energy-conservation law is directly applied to the iteration process, with the total (kinetic-, specific-internal-, and magnetic-) energy density being obtained implicitly at the end of the process. An example is computed in which the convergence speed of the latter method is substantially faster than that of the former. The initializing calculation, or explicit phase, in which the electric current density, magnetic diffusion of field, energy augmentation, and zero-order approximation of the flow velocity are given, is described. Consideration is given to the iteration process, or implicit phase, from which the exact Lagrangian solution for energy density, velocity, and a magnetic field is obtained.

Wu, S. T.↗

Design optimization of space structures

The topology-shape-size optimization of space structures is investigated through Kikuchi's homogenization method. The method starts from a 'design domain block,' which is a region of space into which the structure is to materialize. This domain is initially filled with a finite element mesh, typically regular. Force and displacement boundary conditions corresponding to applied loads and supports are applied at specific points in the domain. An optimal structure is to be 'carved out' of the design under two conditions: (1) a cost function is to be minimized, and (2) equality or inequality constraints are to be satisfied. The 'carving' process is accomplished by letting microstructure holes develop and grow in elements during the optimization process. These holes have a rectangular shape in two dimensions and a cubical shape in three dimensions, and may also rotate with respect to the reference axes. The properties of the perforated element are obtained through an homogenization procedure. Once a hole reaches the volume of the element, that element effectively disappears. The project has two phases. In the first phase the method was implemented as the combination of two computer programs: a finite element module, and an optimization driver. In the second part, focus is on the application of this technique to planetary structures. The finite element part of the method was programmed for the two-dimensional case using four-node quadrilateral elements to cover the design domain. An element homogenization technique different from that of Kikuchi and coworkers was implemented. The optimization driver is based on an augmented Lagrangian optimizer, with the volume constraint treated as a Courant penalty function. The optimizer has to be especially tuned to this type of optimization because the number of design variables can reach into the thousands. The driver is presently under development.

Felippa, Carlos↗

Numerical Predictions of Dust-Induced Heat Flux Augmentation in Hypersonic Blunt-Body Flows Using a Discontinuous Galerkin Multiphase Flow Solver

Recent interest in human-scale missions to Mars has motivated the need for high-fidelity simulations of reentry flows. During a dust storm, there can be high levels of suspended dust in the Martian atmosphere, which cannot only enhance erosion of thermal protection systems but also transfer energy and momentum to the shock layer, thereby significantly augmenting the surface heat flux. Second-order finite-volume schemes are typically employed for hypersonic flow simulations, but such schemes suffer from a number of disadvantages. An attractive alternative is discontinuous Galerkin methods, which benefit from arbitrarily high spatial order of accuracy, geometric flexibility, and other properties. To enable accurate computations of high-speed particle-laden flows, an Euler-Lagrange methodology was developed in which the Eulerian field of the carrier gas is calculated using a discontinuous Galerkin scheme while the disperse phase is treated with Lagrangian particle tracking. We discuss challenges associated with coupling these two formulations and how to handle them. Momentum and energy transfer between the carrier gas and the particle phase is considered, and the importance of accounting for interparticle collisions is assessed. In addition, we describe the physical model of the particle phase and examine effects of its uncertainties on the numerical solution. We demonstrate the performance of the Euler-Lagrange method in representative testcases, with focus on the accurate prediction of particle trajectories and heating augmentation. Quantitative comparisons with experiments are provided.

Ching, Eric J.↗

Non-recursive augmented Lagrangian algorithms for the forward and inverse dynamics of constrained flexible multibodies

A technique is presented for solving the inverse dynamics of flexible planar multibody systems. This technique yields the non-causal joint efforts (inverse dynamics) as well as the internal states (inverse kinematics) that produce a prescribed nominal trajectory of the end effector. A non-recursive global Lagrangian approach is used in formulating the equations for motion as well as in solving the inverse dynamics equations. Contrary to the recursive method previously presented, the proposed method solves the inverse problem in a systematic and direct manner for both open-chain as well as closed-chain configurations. Numerical simulation shows that the proposed procedure provides an excellent tracking of the desired end effector trajectory.

Bayo, Eduardo↗