Consistency Constraint Allocation in Augmented Lagrangian Coordination

2010 ◽  
Vol 132 (7) ◽  
Author(s):  
James T. Allison ◽  
Panos Y. Papalambros

Many engineering systems are too complex to design as a single entity. Decomposition-based design optimization methods partition a system design problem into subproblems, and coordinate subproblem solutions toward an optimal system design. Recent work has addressed formal methods for determining an ideal system partition and coordination strategy, but coordination decisions have been limited to subproblem sequencing. An additional element in a coordination strategy is the linking structure of the partitioned problem, i.e., the allocation of constraints that guarantee that the linking variables among subproblems are consistent. There may exist many alternative linking structures for a decomposition-based strategy that can be selected for a given partition, and this selection should be part of an optimal simultaneous partitioning and coordination scheme. This article develops a linking structure theory for a particular class of decomposition-based optimization algorithms, augmented Lagrangian coordination (ALC). A new formulation and coordination technique for parallel ALC implementations is introduced along with a specific linking structure theory, yielding a partitioning and coordination selection method for ALC that includes consistency constraint allocation. This method is demonstrated using an electric water pump design problem.

Author(s):  
James T. Allison ◽  
Panos Y. Papalambros

Many engineering systems are too complex to design as a single entity. Decomposition-based design optimization methods partition a system design problem into subproblems, and co-ordinate subproblem solutions toward an optimal system design. Recent work has addressed formal methods for determining an ideal system partition and coordination strategy, but coordination decisions have been limited to subproblem sequencing. An additional element in a coordination strategy is the linking structure of the partitioned problem, i.e., the allocation of constraints that guarantee that the linking variables among subproblems are consistent. There can be many alternative linking structures for a decomposition-based strategy which can be selected for a given partition, and this selection should be part of an optimal simultaneous partitioning and coordination scheme. This paper develops a linking structure theory for a particular class of decomposition-based optimization algorithms, Augmented Lagrangian Coordination (ALC). A new formulation and coordination technique for parallel ALC implementations is introduced along with a specific linking structure theory, yielding a partitioning and coordination selection method for ALC that includes consistency constraint allocation. This method is demonstrated using an electric water pump design problem.


Author(s):  
James T. Allison ◽  
Sam Nazari

An often cited motivation for using decomposition-based optimization methods to solve engineering system design problems is the ability to apply discipline-specific optimization techniques. For example, structural optimization methods have been employed within a more general system design optimization framework. We propose an extension of this principle to a new domain: control design. The simultaneous design of a physical system and its controller is addressed here using a decomposition-based approach. An optimization subproblem is defined for both the physical system (i.e., plant) design and the control system design. The plant subproblem is solved using a general optimization algorithm, while the controls subproblem is solved using a new approach based on optimal control theory. The optimal control solution, which is derived using the the Minimum Principle of Pontryagin (PMP), accounts for coupling between plant and controller design by managing additional variables and penalty terms required for system coordination. Augmented Lagrangian Coordination is used to solve the system design problem, and is demonstrated using a circuit design problem.


2015 ◽  
Vol 137 (6) ◽  
Author(s):  
Meng Xu ◽  
Georges Fadel ◽  
Margaret M. Wiecek

Centralized augmented Lagrangian coordination (ALC) has drawn much attention due to its parallel computation capability, efficiency, and flexibility. The initial setting and update strategy of the penalty weights in this method are critical to its performance. The traditional weight update strategy always increases the weights and research shows that inappropriate initial weights may cause optimization failure. Making use of the Karush–Kuhn–Tucker (KKT) optimality conditions for the all-in-one (AIO) and decomposed problems, the terms “primal residual” and “dual residual” are introduced into the centralized ALC, and a new update strategy considering both residuals and thus guaranteeing the unmet optimality condition in the traditional update is introduced. Numerical tests show a decrease in the iteration number and significant improvements in solution accuracy with both calculated and fine-tuned initial weights using the new update. Additionally, the proposed approach is capable to start from a wide range of possible weights and achieve optimality, and therefore brings robustness to the centralized ALC.


2019 ◽  
Vol 119 (4) ◽  
pp. 743-773 ◽  
Author(s):  
Duxian Nie ◽  
Ting Qu ◽  
Yang Liu ◽  
Congdong Li ◽  
G.Q. Huang

Purpose The purpose of this paper is to study various combination forms of the three basic sharing elements (i.e. orders sharing, manufacturers capacity sharing and suppliers capacity sharing) in the cluster supply chain (CSC), formulate a distributed model to protect enterprises’ decision privacy and seek to develop an effective method for solving the distributed complex model. Design/methodology/approach A distributed assembly cluster supply chain configuration (ACSCC) model is formulated. An improved augmented Lagrangian coordination (ALC) is proposed and used to solve the ACSCC model. A series of experiments are conducted to validate the improved ALC and the model. Findings Two major findings are obtained. First, the market order’s quantity change and the sales price of the product have a great impact on both the optimal results of the ACSCC and the cooperative strategy, especially, when the market order increases sharply, enterprises have to adopt multiple cooperative strategies to complete the order; meanwhile, the lower sales price of the product helps independent suppliers to get more orders. Second, the efficiency and computational accuracy of the improved ALC method are validated as compared to the centralized ALC and Lingo11. Research limitations/implications This paper formulated the single-period ACSCC model under certain assumptions, yet a multi-period ACSCC model is to be developed, a more comprehensive investigation of the relationships among combination forms is to be extended further and a rigid proof of the improved ALC is necessary. Practical implications Enterprises in the industrial cluster should adopt different cooperative strategies in terms of the market order’s quantity change and the sales price of the product. Social implications The proposed various combination forms of sharing elements and the formulated ACSCC model provide guidance to managers in the industrial cluster to choose the proper policy. Originality/value This research studies various combination forms of the three basic sharing elements in the CSC. A distributed ACSCC model has been established considering simultaneously multiple sharing elements. An improved ALC is presented and applied to the ACSCC problem.


2006 ◽  
pp. 2053-2062
Author(s):  
Vedat Verter ◽  
Abdullah Dasci ◽  
A. Akif Bulgak

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