一种二阶锥线性化方法在上限有限元中的应用研究

对于平面应变条件下岩土稳定性分析,基于线性规划的上限有限元需对常用的摩尔-库仑屈服准则形成的二阶锥约束进行线性化,直接地处理方法是以外接多边形替代锥体投影形成的圆域。为了提高线性化精度往往需直接增加外接多边形边数,从而造成线性规划模型中决策变量包含大量的塑性乘子变量,使计算难度大为增加甚至变得不可行。为此,引入Ben-Tal和Nemirovsky提出的一种二阶锥线性化方法,并将其嵌入到自编的上限有限元程序。经算例分析发现,该法与外接多边形线性化方法所获计算结果相互印证,且其通过适量的增加决策变量和等式约束数目,能保证摩尔-库仑屈服准则线性化精度,同时形成的线性规划规模更小,可望应用于基于线性规划模型的上限有限元中。     

Closed-loop reservoir management on the Brugge test case

This paper proposes an augmented Lagrangian method for production optimization in which the cost function to be maximized is defined as an augmented Lagrangian function consisting of the net present value (NPV) and all the equality and inequality constraints except the bound constraints. The bound constraints are dealt with using a trust-region gradient projection method. The paper also presents a way to eliminate the need to convert the inequality constraints to equality constraints with slack variables in the augmented Lagrangian function, which greatly reduces the size of the optimization problem when the number of inequality constraints is large. The proposed method is tested in the context of closed-loop reservoir management benchmark problem based on the Brugge reservoir setup by TNO. In the test, we used the ensemble Kalman filter (EnKF) with covariance localization for data assimilation. Production optimization is done on the updated ensemble mean model from EnKF. The production optimization resulted in a substantial increase in the NPV for the expected reservoir life compared to the base case with reactive control.     

下限分析有限单元法的非线性规划求解

下限分析有限单元法将下限定理这一数学变分问题转化为一个数学规划问题,克服了人为构造可静应力场的困难,在实际工程中具有广阔的应用前景。通过有限元离散得到的非线性下限规划模型中包含大量的优化变量与约束条件,常规优化算法难以求解。为此,在分析非线性下限规划模型自身特点的基础上,引入可行弧技术和Wolfe非精确搜索技术改进其优化求解效率。算例分析表明,基于可行弧技术和Wolfe非精确搜索技术,下限分析有限单元法优化求解程序的收敛速度和步长搜索效率得到明显的提升,并且其数值稳定性良好、计算精度较高,可以较好地适应实际工程问题的计算。     

Upper bound limit analysis using linear finite elements and non‐linear programming

A new method for computing rigorous upper bounds on the limit loads for one‐, two‐ and three‐dimensional continua is described. The formulation is based on linear finite elements, permits kinematically admissible velocity discontinuities at all interelement boundaries, and furnishes a kinematically admissible velocity field by solving a non‐linear programming problem. In the latter, the objective function corresponds to the dissipated power (which is minimized) and the unknowns are subject to linear equality constraints as well as linear and non‐linear inequality constraints. Provided the yield surface is convex, the optimization problem generated by the upper bound method is also convex and can be solved efficiently by applying a two‐stage, quasi‐Newton scheme to the corresponding Kuhn–Tucker optimality conditions. A key advantage of this strategy is that its iteration count is largely independent of the mesh size. Since the formulation permits non‐linear constraints on the unknowns, no linearization of the yield surface is necessary and the modelling of three‐dimensional geometries presents no special difficulties. The utility of the proposed upper bound method is illustrated by applying it to a number of two‐ and three‐dimensional boundary value problems. For a variety of two‐dimensional cases, the new scheme is up to two orders of magnitude faster than an equivalent linear programming scheme which uses yield surface linearization. Copyright © 2001 John Wiley & Sons, Ltd.     

Upper bound limit analysis using finite elements and linear programming

This paper describes a technique for computing rigorous upper bounds on limit loads under conditions of plane strain. The method assumes a perfectly plastic soil model, which is either purely cohesive or cohesive-frictional, and employs finite elements in conjunction with the upper bound theorem of classical plasticity theory. The computational procedure uses three-noded triangular elements with the unknown velocities as the nodal variables. An additional set of unknowns, the plastic multiplier rates, is associated with each element. Kinematically admissible velocity discontinuities are permitted along specified planes within the grid. The finite element formulation of the upper bound theorem leads to a classical linear programming problem where the objective function, which is to be minimized, corresponds to the dissipated power and is expressed in terms of the velocities and plastic multiplier rates. The unknowns are subject to a set of linear constraints arising from the imposition of the flow rulé and velocity boundary conditions. It is shown that the upper bound optimization problem may be solved efficiently by applying an active set algorithm to the dual linear programming problem. Since the computed velocity field satisfies all the conditions of the upper bound theorem, the corresponding limit load is a strict upper bound on the true limit load. Other advantages include the ability to deal with complicated loading, complex geometry and a variety of boundary conditions. Several examples are given to illustrate the effectiveness of the procedure.     

Lower bound limit analysis using finite elements and linear programming

This paper describes a technique for computing lower bound limit loads in soil mechanics under conditions of plane strain. In order to invoke the lower bound theorem of classical plasticity theory, a perfectly plastic soil model is assumed, which may be either purely cohesive or cohesive-frictional, together with an associated flow rule. Using a suitable linear approximation of the yield surface, the procedure computes a statically admissible stress field via finite elements and linear programming. The stress field is modelled using linear 3-noded traingles and statically admissible stress discontinuities may occur at the edges of each triangle. Imposition of the stress-boundary, equilibrium and yield conditions leads to an expression for the collapse load which is maximized subject to a set of linear constraints on the nodal stresses. Since all of the requirements for a statically admissible solution are satisfied exactly (except for small round-off errors in the optimization computations), the solution obtained is a strict lower bound on the true collapse load and is therefore ‘safe’. A major drawback of the technique, as first described by Lysmer,¹ is the large amount of computer time required to solve the linear programming problem. This paper shows that this limitation may be avoided by using an active set algorithm, rather than the traditional simplex or revised simplex strategies, to solve the resulting optimization problem. This is due to the nature of the constraint matrix, which is always very sparse and typically has many more rows that columns. It also proved that the procedure can, without modification, be used to derive strict lower bounds for a purely cohesive soil which has increasing strength with depth. This important class of problem is difficult to tackle using conventional methods. A number of examples are given to illustrate the effectiveness of the procedure.     

The optimisation of flotation networks

The generalised optimisation of a flotation network is studied by means of using variable connections (structural parameters) and variable enhancement factors which are used instead of a flotation model to describe the separation process. The enhancement factors are functions of variables affecting the flotation process. These functional relationship may be derived by means of using a flotation model. Bounds are placed on the enhancement factors by means of either using a flotation model or by inspection of existing pilot or commercial plant data. These bounds, together with external, system and mass balance constraints and an appropriate objective function, define the general optimisation problem for a flotation network.The optimisation problem above may be solved by non-linear programming methods, however, it is easily transformable into a Linear Programme which is easy to solve. The procedure has been applied to a flotation circuit comprising three banks of cells for which an optimal set of connections and enhancement factors has been computed for varying constraints.A simulation procedure based on a gamma flotation model has been applied to one of the optimal circuits so as to compute the flotation variables.     

Limit analysis of 2-D and 3-D structures based on an ellipsoid yield criterion

In this paper, a nonlinear numerical technique is developed to calculate the limit load and failure mode of structures obeying an ellipsoid yield criterion by means of the kinematic limit theorem, nonlinear programming theory and displacement-based finite element method. Using an associated flow rule, a general yield criterion expressed by an ellipsoid equation can be directly introduced into the kinematic theorem of limit analysis. The yield surface is not linearized and instead a nonlinear purely kinematic formulation is obtained. The nonlinear formulation has a smaller number of constraints and requires less computational effort than a linear formulation. By applying the finite element method, the kinematic limit analysis with an ellipsoid yield criterion is formulated as a nonlinear mathematical programming problem subject to only a small number of equality constraints. The objective function corresponds to the dissipation power which is to be minimized and an upper bound to the plastic limit load of a structure can then be calculated by solving the minimum optimization problem. An effective, direct iterative algorithm has been developed to solve the resulting nonlinear programming formulation. The calculation is based purely on kinematically admissible velocities. The stress field does not need to be calculated and the failure mode of structures can be obtained. The proposed method can be used to calculate the bearing capacity of clay soils in a direct way. Some examples are given to illustrate the validity and effectiveness of the proposed method.     

Upper bound finite element analysis of slope stability using a nonlinear failure criterion

In this study, upper bound finite element (FE) limit analysis is applied to stability problems of slopes using a nonlinear criterion. After formulating the upper bound analysis as the dual form of a second-order cone programming (SOCP) problem, the stress field and corresponding shear strength parameters can be determined iteratively. Thus, the nonlinear failure criterion is represented by the shear strength parameters associated with stress so that the analysis of slope stability using a nonlinear failure criterion can be transformed into the traditional upper bound method with a linear Mohr–Coulomb failure criterion. Comparison with published solutions illustrates the accuracy and feasibility of the proposed method for a simple homogeneous slope stability problem. The proposed approach is also applied to a seismic stability problem for a rockfill dam to study the influence of different failure criterions on the upper bound solutions. The results show that the seismic stability coefficients obtained using two different nonlinear failure criteria are similar but that the convergence differs significantly.     

Large static problem in numerical limit analysis: A decomposition approach

A general decomposition approach for the static method of limit analysis is proposed. It is based on piecewise linear stress fields, on a partition into finite element sub‐problems and on a specific coordination of the subproblem stress fields through auxiliary interface problems. The final convex optimization problems are solved using nonlinear interior point programming methods. As validated for the compressed bar with Tresca/von Mises materials in plane strain, this method appears rapidly convergent, so that very large problems with millions of constraints and variables can be solved. Then the method is applied to the classical problem of the stability of a Tresca vertical cut: the static bound to the stability factor is improved to 3.7752, a value to be compared with the recent best upper bound 3.7776. Copyright © 2010 John Wiley & Sons, Ltd.     

Lower bound limit analysis of wedge stability using block element method

A lower bound limit analysis approach based on the block element method is proposed to analyze wedge stability problem. The search for the maximum value of the factor of safety is set up as a nonlinear programming problem. Sequential quadratic programming (SQP) algorithm from a reasonable initial value is applied to obtain the optimal solution. This approach provides a strict lower bound solution considering the sliding mode and rotation effect simultaneously. The deviations of the factor of safety between the present and traditional limit equilibrium methods are positively correlated with both the friction angle and the dip of the discontinuity surface.     

Optimization Research of Water-Soil Resources in Huanghua

According to the present situation and problems of land use in Huanghua, this article determines the objectives of optimal allocation of land resources. As the basis of gray linear programming approach, we create gray linear programming model and set decision variables. By constructing the objective function and collection of constraint equations in which the main constraints is water resources, we obtain the program of optimal allocation of land resources under different constraints of water resources. The optimal result is analyzed to the present situation and planning of land use, to study feasibility of the program and the effectiveness in the decision of sustainable use of water -soil resources     

三维块体元塑性极限分析下限法

基于块体元离散思想,将三维边坡离散为块体-结构面组成的块体系统,假定块体为刚体,以结构面上的应力为未知量;从下限定理出发,构造满足平衡条件、边界条件和屈服条件的静力许可场,平衡方程严格满足3方向力平衡及绕3个主轴方向的力矩平衡条件,为避免非线性规划,对屈服条件进行线性化处理;最后,建立了下限法数学规划模型,通过线性及非线性规划获得边坡稳定严格的下限解。用几个典型算例验证了文中方法的正确性及可行性。     

基于非线性规划的有限元塑性极限分析下限法研究

在分析Sloan建立的有限元塑性极限分析线性规划数学模型存在的局限性基础上,提出了基于非线性规划的有限元塑性极限分析下限法数学模型。采用非线性屈服条件构建了下限法静力容许应力场,建立了求解超载系数、强度储备系数的下限法数学模型,并提出了针对塑性极限分析非线性规划数学模型的求解策略;最后对一个经典算例进行了深入分析,验证了方法的正确性。     

考虑孔隙水压力的土坡稳定性的有限元下限分析

以极限分析下限法理论为基础,应用有限单元思想离散结构物,建立了同时满足平衡条件、应力边界条件、屈服条件和应力间断条件的静力许可应力场,其中孔隙水压力被当作一种类似于重力的外力荷载。引入线性数学规划手段后,得到了考虑孔隙水压力的边坡稳定的下限法数学规划模型,由此可以求出安全系数的下限解及其对应的应力场。最后,以2个经典的土坡为算例,与多种方法的分析结果比较,论证了该方法的正确性。     

Optimum design of nailed soil slopes

In this paper, a generalized method of computer based optimum design of soil-nailed slopes is reported. A limit equilibrium formulation satisfying overall and internal equilibrium and considering the effect of tensile resistance of the reinforcement has been used in computing the stability of nailed slopes. The quantity of steel requirement for raising the factor of safety to a desired value is estimated. The location, size (length and diameter) and orientation of the nails and the location and shape of the critical shear surface have been treated as variables. The solutions have been isolated by formulating the problem as one of non-linear programming. The applicability of the developed method has been verified by comparing the predicted failure surfaces with those observed in model tests as well as in the field and also reported theoretical results.     

Nonlinear output constraints handling for production optimization of oil reservoirs

Adjoint-based gradient computations for oil reservoirs have been increasingly used in closed-loop reservoir management optimizations. Most constraints in the optimizations are for the control input, which may either be bound constraints or equality constraints. This paper addresses output constraints for both state and control variables. We propose to use a (interior) barrier function approach, where the output constraints are added as a barrier term to the objective function. As we assume there always exist feasible initial control inputs, the method maintains the feasibility of the constraints. Three case examples are presented. The results show that the proposed method is able to preserve the computational efficiency of the adjoint methods.     

非均质土坡的有限元塑性极限分析

在评价现有边坡稳定分析方法的基础上,提出了边坡稳定的有限元塑性极限分析方法。借助有限单元思想和线性规划,建立了边坡稳定的数学规划模型,由此可以求出安全系数的上下限解,从而,界定了边坡的安全范围,同时,可以给出下限状态下的应力场和上限状态下的速度场。以一个经典非均质土坡的边坡稳定作为算例,比较了多种方法的分析结果,论证了本方法的正确性。     

An interpolation method taking into account inequality constraints: II. Practical approach

Common features of models for interpolation, consistent with a finite number of inequality constraints on the range of values of a variablez, are discussed. A method based on constrained quadratic minimization yielding kriging estimates when no constraints exist, is presented. A computationally efficient formulation of quadratic minimization is obtained by using results on duality in quadratic programming. Relevant properties of the optimal interpolator are derived in a simple, self-contained way. The method is applied to mapping of horizon depth and estimation of thickness of an oil-bearing formation.