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Yoshihiro Kanno

Publications and source records attributed to Yoshihiro Kanno.

17 recordsLinked to original sources

A class of nonconvex semidefinite programming in which every KKT point is globally optimal

We consider a special class of nonconvex semidefinite programming problems and show that every point satisfying the Karush--Kuhn--Tucker (KKT) conditions is globally optimal despite nonconvexity. This property is related to pseudoconvex optimization and fractional programming. We also present several applications to robust fractional programming and generalized eigenvalue optimization appearing in topology optimization, network control, finance, etc.

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Second-order cone programming for distributionally robust compliance optimization of trusses considering input distribution uncertainty

Reliability-based design optimization (RBDO) is a methodology for designing systems and components under the consideration of probabilistic uncertainty. In practical engineering, the number of input data is often limited, which can damage the validity of the optimal results obtained by RBDO. Confidence-based design optimization (CBDO) has been proposed to account for the uncertainty of the input distribution. However, this approach faces challenges, computational cost and accuracy when dealing with highly nonlinear performance constraints. In this paper, we consider the compliance minimization problem of truss structures with uncertain external forces. Armed with the advanced risk measure, conditional Value-at-Risk (CVaR), we formulate a bi-objective optimization problem for the worst-case expected value and the worst-case CVaR of compliance, which allows us to account for the tail risk of performance functions not addressed in CBDO. Employing kernel density estimation for estimation of the input distribution allows us to eliminate the need for modeling the input distribution. We show that this problem reduces to a second-order cone programming when assigning either uniform kernel or triangular kernel. Finally, through numerical experiments, we obtain the Pareto front for the bi-objective optimization problem of the worst-case expected value and CVaR of compliance of truss structures, and confirm the changes in the Pareto solutions.

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Data-driven confidence bound for structural response using segmented least squares: a mixed-integer programming approach

As one of data-driven approaches to computational mechanics in elasticity, this paper presents a method finding a bound for structural response, taking uncertainty in a material data set into account. For construction of an uncertainty set, we adopt the segmented least squares so that a data set that is not fitted well by the linear regression model can be dealt with. Since the obtained uncertainty set is nonconvex, the optimization problem solved for the uncertainty analysis is nonconvex. We recast this optimization problem as a mixed-integer programming problem to find a global optimal solution. This global optimality, together with a fundamental property of the order statistics, guarantees that the obtained bound for the structural response is conservative, in the sense that, at least a specified confidence level, probability that the structural response is in this bound is no smaller than a specified target value. We present numerical examples for three different types of skeletal structures.

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Variational analysis of unbounded and discontinuous generalized eigenvalue functions with application to topology optimization

The maximum (or minimum) generalized eigenvalue of symmetric positive semidefinite matrices that depend on optimization variables often appears as objective or constraint functions in structural topology optimization when we consider robustness, vibration, and buckling. It can be an unbounded or discontinuous function where matrices become singular (where a topological change of the structural design occurs). Based on variational analysis, we redefine the maximum (and minimum) generalized eigenvalue function as an extended real-valued function and propose a real-valued continuous approximation of it. Then, we show that the proposed approximation epi-converges to the original redefined function, which justifies solving problems with the approximation instead. We consider two specific topology optimization problems: robust compliance optimization and eigenfrequency optimization and conduct simple numerical experiments.

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A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization

Smoothing accelerated gradient methods achieve faster convergence rates than that of the subgradient method for some nonsmooth convex optimization problems. However, Nesterov's extrapolation may require gradients at infeasible points, and thus they cannot be applied to some structural optimization problems. We introduce a variant of smoothing accelerated projected gradient methods where every variable is feasible. The $O(k^{-1}\log k)$ convergence rate is obtained using the Lyapunov function. We conduct a numerical experiment on the robust compliance optimization of a truss structure.

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On a minimization problem of the maximum generalized eigenvalue: properties and algorithms

We study properties and algorithms of a minimization problem of the maximum generalized eigenvalue of symmetric-matrix-valued affine functions, which is nonsmooth and quasiconvex, and has application to eigenfrequency optimization of truss structures. We derive an explicit formula of the Clarke subdifferential of the maximum generalized eigenvalue and prove the maximum generalized eigenvalue is a pseudoconvex function, which is a subclass of a quasiconvex function, under suitable assumptions. Then, we consider smoothing methods to solve the problem. We introduce a smooth approximation of the maximum generalized eigenvalue and prove the convergence rate of the smoothing projected gradient method to a global optimal solution in the considered problem. Also, some heuristic techniques to reduce the computational costs, acceleration and inexact smoothing, are proposed and evaluated by numerical experiments.

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Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the input distribution belong to a given convex set, we require that, for any realization of the input distribution, the failure probability of a structure should be no greater than a specified target value. We show that this distributionally-robust reliability constraint can be reduced equivalently to deterministic constraints. By using this reduction, we can treat a reliability-based design optimization problem under the distributionally-robust reliability constraint within the framework of deterministic optimization, specifically, nonlinear semidefinite programming. Two numerical examples are solved to show relation between the optimal value and either the target reliability or the uncertainty magnitude.

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Primal-dual algorithm for quasi-static contact problem with Coulomb's friction

This paper presents a fast first-order method for solving the quasi-static contact problem with the Coulomb friction. It is known that this problem can be formulated as a second-order cone linear complementarity problem, for which regularized or semi-smooth Newton methods are widely used. As an alternative approach, this paper develops a method based on an accelerated primal-dual algorithm. The proposed method is easy to implement, as most of computation consists of additions and multiplications of vectors and matrices. Numerical experiments demonstrate that this method outperforms a regularized and smoothed Newton method for the second-order cone complementarity problem.

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Exploiting Lagrange duality for topology optimization with frictionless unilateral contact

This paper presents tractable reformulations of topology optimization problems of structures subject to frictionless unilateral contact conditions. Specifically, we consider stiffness maximization problems of trusses and continua. Based on the Lagrange duality theory, we derive formulations that do not involve complementarity constraints. It is often that a structural optimization problem with contact conditions is formulated as a mathematical programming problem with complementarity constraints (MPCC problem). However, MPCC usually requires special treatment for numerical solution, because it does not satisfy standard constraint qualifications. In contrast, to the formulation presented in this paper, we can apply standard optimization approaches. Numerical experiments of trusses and continua are performed to examine efficiency of the proposed approach.

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A Note on a Family of Proximal Gradient Methods for Quasi-static Incremental Problems in Elastoplastic Analysis

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these methods can outperform conventional optimization-based approaches in computational plasticity. However, in literature these algorithms are described individually for specific yield criteria, and hence there exists no guide for application of the algorithms to other yield criteria. This short paper presents a general form of algorithm design, independent of specific forms of yield criteria, that unifies the existing proximal gradient methods. Clear interpretation is also given to each step of the presented general algorithm so that each update rule is linked to the underlying physical laws in terms of mechanical quantities.

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Mixed-Integer Programming Formulation of a Data-Driven Solver in Computational Elasticity

This paper presents a mixed-integer quadratic programming formulation of an existing data-driven approach to computational elasticity. This formulation is suitable for application of a standard mixed-integer programming solver, which finds a global optimal solution. Therefore, the results obtained by the presented method can be used as benchmark instances for any other algorithm. Preliminary numerical experiments are performed to compare quality of solutions obtained by the proposed method and a heuristic used in the data-driven computational mechanics.

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An Accelerated Uzawa Method for Application to Frictionless Contact Problem

The Uzawa method is a method for solving constrained optimization problems, and is often used in computational contact mechanics. The simplicity of this method is an advantage, but its convergence is slow. This paper presents an accelerated variant of the Uzawa method. The proposed method can be viewed as application of an accelerated projected gradient method to the Lagrangian dual problem. Preliminary numerical experiments suggest that the convergence of the proposed method is much faster than the original Uzawa method.

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Simple Heuristic for Data-Driven Computational Elasticity with Material Data Involving Noise and Outliers: A Local Robust Regression Approach

Data-driven computing in applied mechanics utilizes the material data set directly, and hence is free from errors and uncertainties stemming from the conventional material modeling. This paper presents a data-driven approach that is robust against noise and outliers in the data set. For each structural element, we extract the material property from some nearest data points. Using the nearest neighbors reduces the influence of noise, compared with the existing method that uses a single data point. Also, the robust regression is adopted to reduce the influence of the outliers. Numerical experiments on static equilibrium analysis of trusses are performed to illustrate that the proposed method is robust against the presence of noise and outliers and, hence, is effective for dealing with real-world data.

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Robust Truss Topology Optimization via Semidefinite Programming with Complementarity Constraints: A Difference-of-Convex Programming Approach

The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very time-consuming. This paper presents an alternative formulation, semidefinite programming with complementarity constraints, and proposes an efficient heuristic. The proposed method is based upon the convex-concave procedure for DC (difference-of-convex) programming. It is shown that the method can often find a practically reasonable truss design within the computational cost of solving some dozen of convex optimization subproblems.

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Alternating Direction Method of Multipliers for Truss Topology Optimization with Limited Number of Nodes: A Cardinality-Constrained Second-Order Cone Programming Approach

This paper addresses the compliance minimization of a truss, where the number of available nodes is limited. It is shown that this optimization problem can be recast as a second-order cone programming with a cardinality constraint. We propose a simple heuristic based on the alternative direction method of multipliers. The efficiency of the proposed method is compared with a global optimization approach based on mixed-integer second-order cone programming. Numerical experiments demonstrate that the proposed method often finds a solution having a good objective value with small computational cost.

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Redundancy Optimization of Finite-Dimensional Structures: A Concept and a Derivative-Free Algorithm

Redundancy is related to the amount of functionality that the structure can sustain in the worst-case scenario of structural degradation. This paper proposes a widely-applicable concept of redundancy optimization of finite-dimensional structures. The concept is consistent with the robust structural optimization, as well as the quantitative measure of structural redundancy based on the information-gap theory. A derivative-free algorithm is proposed based on the sequential quadratic programming (SQP) method, where we use the finite-difference method with adaptively varying the difference increment. Preliminary numerical experiments show that an optimal solution of the redundancy optimization problem possibly has multiple worst-case scenarios.

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A Fast First-Order Optimization Approach to Elastoplastic Analysis of Skeletal Structures

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic programming problem. Alternatively, this paper presents a different formulation, an unconstrained nonsmooth convex optimization problem, and proposes to solve it with an accelerated gradient-like method. Specifically, we adopt an accelerated proximal gradient method, that has been developed for a regularized least squares problem. Numerical experiments show that the presented algorithm is effective for large-scale elastoplastic analysis. Also, a simple warm-start strategy can speed up the algorithm when the path-dependent incremental analysis is carried out.

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