Engineering Structures 30 (2008) 31193128

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Engineering Structures
journal homepage: www.elsevier.com/locate/engstruct

Shakedown analysis of spatial frames with parameterized load domain

C.D. Bisbos , A.T. Ampatzis
Institute of Steel Structures, Department of Civil Engineering, Aristotle University of Thessaloniki, GR-54124 Thessaloniki, Greece

article

info

a b s t r a c t
This work addresses shakedown analysis of geometrically linear spatial frames with linearized yield criteria and parameterized general variable load domain. If the boundary of the load domain is curved, the respective optimization problem has an infinite number of constraints. Using parameterization, a computational bi-level decomposition methodology is developed, which is capable of treating problems of this kind. Two alternative bi-level procedures are presented: the centered minmax technique and the parameterized Maiers technique. The lower level, shared by both procedures, comprises a series of local constrained optimization problems for the check points across the frame. These low-order problems, solved either algorithmically or analytically, provide data for the upper level, where a linear programming problem of limit analysis type is solved in each procedure for the whole frame. Two examples with ellipsoidal load domain are presented. Several aspects are discussed. 2008 Elsevier Ltd. All rights reserved.

Article history: Received 30 October 2007 Received in revised form 6 April 2008 Accepted 18 April 2008 Available online 29 May 2008 Keywords: Plasticity Shakedown Frames Semi-infinite programming Bi-level decomposition

1. Introduction Shakedown analysis (SDA) yields an estimation of safety margins against plastic collapse for a structure under load, arbitrarily varying within an appropriately defined bounded region (the socalled variable load domain). This direct method of plasticity is a generalization of limit analysis (LA) and it needs not to consider any loading/unloading scenarios. Based on the fundamental works of Melan and Koiter in classical perfect elastoplasticity, a plethora of researchers have contributed to further LA/SDA development either in terms of more complicated structural and material models (geometric nonlinearity, hardening, non associativity, damage etc) and/or in terms of computational techniques (see e.g. the books and proceedings [110] and the references contained therein). Usually, computational treatment of SDA and LA is based on a direct or indirect coupling of Finite Element Method (FEM) and computational optimization techniques. In the early days of computer availability, Linear Programming (LP) was the main computational optimization tool for large optimization problems. Consequently, piece-wise linearization has been adopted for both main sources of nonlinearity in SDA under geometrically linear perfect elastoplasticity, namely the variable load domain and the yield criteria. In this context, LP has been used by Maier in his breakthrough work and by other researchers as well (see [5,6, 1115] and the cited references). Geometrically nonlinear SDA problems are considered e.g. in [16,17].

Corresponding author.
E-mail address: cbisbos@civil.auth.gr (C.D. Bisbos). 0141-0296/$ see front matter 2008 Elsevier Ltd. All rights reserved. doi:10.1016/j.engstruct.2008.04.022

In the following years, a broad spectrum of research work has focused on the development or application of Nonlinear Programming (NLP) methods to classical or new LA/SDA problems without piece-wise linearization of the yield surfaces (cf e.g. [710,1832]). A relevant genuine technique is based on linear elastic solutions [33]. To the authors knowledge, research work concerning nonlinear variable load domains is rare. Koenig [1] points out that yield criteria inequalities are to be checked at the boundary of the convex hull of the variable load domain. Pycko [34] has developed a cycle-oriented incremental analysis of SDA problems with nonlinear variable load domains. His work is based on the minmax approach to SDA problems proposed by Zwoliski and Bielawski [35] and developed by Pycko and Mrz [36]. Load and material uncertainties have been treated by various researchers in a probabilistic framework, in conjunction with reliability considerations. Probabilistic limit and shakedown analyses were pioneered in Italy [37]. This line of work has been followed by various researchers, who have obtained very valuable results using either LP or, more recently, NLP (see e.g. [3841] and the very interesting book [42]). If the load domain is nonlinear, the yield criteria must be satisfied at all points of its curved boundary, i.e. the number of constraints to be satisfied becomes infinite and SDA leads to a non-ordinary optimization problem. In mathematical optimization terminology, problems with either infinite number of unknowns or infinite number of constraints are called Semi-Infinite Programming (SIP) problems (see e.g. [43]). Since SIP problems are very hard to address, techniques which convert a particular class of problems of this type to an ordinary optimization problem, are always desirable. The present paper addresses deterministic shakedown analysis of geometrically linear spatial frames with linearized yield

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criteria and parameterized linear/nonlinear load domains. A computational bi-level decomposition methodology is developed, which converts the relevant SIP problems to ordinary optimization problems. The key idea is the simple observation that, in practice, the bounded variable load domain can be affinely parameterized using some, say NM, variable load patterns. The respective load pattern multiplier vector is restricted to belong to some compact parameter set CM . Usually, NM is low and the structure of CM is relatively simple. The methodology presented comprises two alternative bi-level computational procedures: the parameterized Maiers technique and the centered minmax technique. The first one extends a very simple bi-level technique used by G. Maier in his LP formulations of SDA with polyhedral load domains (cf. [11]). The centered minmax technique exploits the presence of a -independent (central) part in the loading parameterization. It is a novel method, which is based on the aforementioned minmax approach by Pycko and Mrz. The lower level, common in both techniques, comprises a series of low-order NLP problems with linear objective functions of and feasible set CM . The upper level concerns the solution of a typical LP problem of LA type for the whole frame with data obtained from the lower level. The plan of the paper is as follows: Section 2 discusses relevant LA and SDA formulations for polyhedral load domains. These problems lead to ordinary LP problems, which can be viewed as trivial SIP problems. Parameterized general load domains and the respective bi-level techniques are presented in Section 3. The solution of lower level problems is discussed in Section 4. Section 5 contains numerical applications with ellipsoidal variable load domain. The paper is closed with the discussion in Section 6. We have preferred an elementary and straightforward derivation. Various embeddings, e.g. to more abstract mathematical frameworks, are briefly discussed in the final section. 2. Limit and shakedown analysis with linearized yield criteria In this section, we describe the FEM-discretized geometrically linear shakedown analysis problem of a spatial frame with linearized yield criteria. The presentation is analytical for the sake of completeness. Regular letters are used for scalars and |a| denotes the absolute value of a scalar a. Standard vector-matrix notation is adopted. The Euclidean length of vector c is denoted by c and its maximal entry by cmax . 2.1. Finite element model Let be a spatial frame discretized within a geometrically linear displacement FEM framework. Let NU be the number of free DOFs of it. Let also, NE be the number of beamcolumn elements used to model the frame and let us assume, without loss of generality, that each finite element contains NGE numerical integration points (Gauss points). Evidently, contains NG = NGE NE Gauss points. We assume that the stress state (FEMdiscretized stress field) of the frame is completely described by the vector s of dimension NS = 6 NG, which lists the NG standard sixdimensional local vectors sj containing axial/shearing forces and twisting/bending moments: sj = (N, VY , VZ , MT , MX , MY ) .
T

NU (unknown reactions excluded), is obtained using standard FEM

equations: K u = (ext) , s(el) = T u. (1)

In analogy to K, the equilibrium matrix H = [H1 : H2 : . . . : HNG ] of dimension NU NS is constructed from the element ( e) equilibrium matrices Hj for the respective element Gauss points. Each Hj is given by Hj = wj Bi where wj and Bj are the local integration weight and the strain-displacement matrix (see e.g. [10]). In case of constant strain elements, wj = 1 holds and consequently, H = BT , where B is the strain-displacement matrix for the whole structure. Statically admissible (elastic or inelastic) stress fields need to satisfy the equilibrium equations: H s = (ext) and the local piecewise-linear yield criteria: f j (sj )
oj ,
(e) ( e) (e) (e)T (e) (e)

(2)

f j (sj ) = NT j sj ,

j = 1, . . . , NG.

(3)

oj is a MJ-dimensional capacity vector with positive entries and the columns of the 6 MJ matrix Nj are the normals to the linear pieces of the yield criterion boundary. The dimension MJ can vary across the frame, due e.g. to the presence of a bracing truss. The elastic stress field s(el) needs not satisfy yield criteria inequalities Eq. (3), which are satisfied by an elastoplastic stress field s(ep) = s(el) + . The corrective field is a self-equilibrating stress field satisfying the null space condition:

H = 0.

(4)

Frame is subjected to a permanent and to a variable loading, given by the nodal load vectors p and v of dimension NU (inertia effects excluded). Eq. (1) defines the permanent elastic stress vector p due to the loading p . We assume that p satisfies the yield criteria:
pj = oj NT j pj

0,

j = 1, . . . , NG.

(5)

Vector v is constrained to belong to some compact (convex and bounded) set LV , from which the elastic variable stress domain V is constructed via Eq. (1):
V = {v RNS : v = TK
1

v , v LV }.

(6)

Set V is compact by affinity. Now, our generic elastic shakedown analysis problem is the following optimization problem with unknowns the safety factor and the self-equilibrating stress field :

(P1 ): max , subjected to :

Nj (vj + pj + j )
T

0,

H = 0, (7)

oj ,

j = 1, . . . , NG, for all v V.

Factor is always nonnegative, since the zero point (, ) = (0, 0) is a feasible point of P1 by virtue of Eq. (5). Sign restriction for safety factors is generally tacitly assumed in the sequel. The local yield criteria inequalities are to be satisfied for all points of the possibly curved boundary of V . Consequently, the number of constraints to be satisfied can be infinite and P1 can be a SIP problem. Fixing F) (F ) loading v to some point ( v of LV , i.e. fixing v = vv , makes P1 an ordinary LP problem:

(P2 ): max , s.t. : H = 0,

NT j (vj
(F )

+ j )

pj ,

j = 1, . . . , NG.

(8)

Let K be the classic NU NU structural stiffness matrix and let the matrix T denote the standard linear procedure to obtain the elastic stress state from the displacements u. The linear elastic stress field s(el) , under given external nodal force vector (ext) of dimension

Evidently, every solution of P1 is a feasible point of P2 . Consequently:

(F ) (F ) for all v in LV

(9)

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where, , (F ) denote solutions of P1 and P2 . The mechanical meaning of problems P1 and P2 is different: shakedown factor determines the maximal variable load domain LV , to which the response of frame is adapted after a first, transient phase, i.e. plastic deformations cease to develop further, the dissipated work remains bounded and the behaviour of becomes elastic. P2 constitutes a LA problem and factor (F ) is the standard collapse F) factor for loading ( v (cf. Section 2.2). Some comments concerning the nature of the frame FEM approximation seem noteworthy (see [44] for a thorough discussion of FEM models of LA/SDA problems). Our FEM framework is the beam theory displacement method and, consequently, the model used is a compatibility model within stress-resultant plasticity. Loading is applied at the FEM nodes and the equilibrium equations (2) and (4) are to be understood as overall equilibrium conditions between the internal stress resultant components and the nodal forces (equilibrium is generally not satisfied within each element). Moreover, the stress-resultant yield criteria inequalities Eq. (3) are satisfied only at the discrete set of the Gauss points. Consequently, all LA/SDA problems discussed in this paper can be categorized as belonging to the static approach with a kinematically admissible solution (cf. [44]). These problems yield approximations to the safety factor within the upper bound approach of stress-resultant plasticity. If linearization of the yield criteria is a consistent outer one, strict upper bounds to the safety factor can be obtained. 2.2. Alternative formulations of limit analysis problems The standard form of LA problem with unknowns the factor and the stress field s is the next one:

Since the sign restriction for implies that is also nonnegative, Eq. (15) transforms P2 to :

(P7 ): min , s.t. : Hr = 0,

mj + NT j rj

pj ,

j = 1, . . . , NG.

(16)

The centered minmax technique, to be presented later in this paper, uses the extended transformation:

= 1/,

r = ,

t=v+r

(17)

and P2 becomes:

(P8 ): min , s. t. : Ht = v ,

NT j tj

pj ,

j = 1, . . . , NG. (18)

Loosely speaking, factor augments the variable load v in P3 (or the variable stress field v in P2 , P4 ) for given capacities pj , where factor compensates the capacities in P7 , P8 . From the computational point of view, all aforementioned optimization problems are ordinary LP problems with finite number of unknowns and constraints. The number of inequalities in all of them equals NI = NG MJ. In the early days of LP, problem P6 was preferably implemented, since its inequalities are simple sign constraints. This advantage seems to disappear, if modern LP codes are used. Most of these codes are of primaldual type, yielding both the primal and dual variables. 2.3. Shakedown analysis for polyhedral load domains In classic shakedown analysis, the sets LV and V are supposed to be linear, i.e. bounded polyhedrons with NV vertices. The standard description of V as the convex combination of its vertices follows:
V (lin) =
NV

(P3 ): max , s.t.: Hs = p + v , NT j sj

oj ,

j = 1, . . . , NG.

v RNS : v =
i =1

(10)

i v(i) ,
NV i =1

(19)

Using s = s(el) + = v + p + , transfers factor from the equilibrium equations to the criteria inequalities leading to the equivalent problem P2 , given by Eq. (8). Now, setting in P2 : mj = NT j vj ,
j = 1, . . . , NG

0,

i = 1, . . . , NV,

i = 1

and the local elastic stress vector vj lives in the local set:
Vj
(lin)

(11)

= v j R6 , v j =
0,

NV i =1

i vj(i) = Vj ,
NV i =1

transforms it to:

(20)

(P4 ): max , s.t. : H = 0, mj + Nj j

T

pj ,

j = 1, . . . , NG.

i
(12)

i = 1, . . . , NV,

i = 1
(i )

Another useful transformation is obtained by scaling the stress fields with positive FEM local integration weight factors wj . E.g., setting j = wj j transforms P4 to:

where, collects all i and vectors vj constitute the columns of the local 6 NV matrix Vj . By convexity, it is sufficient to check the yield criteria at the vertices of V and thus, P1 is specialized to the following ordinary LP problem:

(P5 ): max , s.t. (wj mj ) + NT j j

NG i =1

BT j = 0, j
j = 1, . . . , NG.

(P9 ): max , s.t.:H = 0,

(13) NT j (vj + j )
(i)

pj

wj pj ,

j = 1, . . . , NG, i = 1, . . . , NV.

(21)

Indeed, using the structural strain-displacement matrix B in place of the equilibrium matrix H permits easy mechanical interpretation of the LP problem, dual to P5 . This LP problem is given below (its variables have been given the meaning of displacements u and plastic multipliers dj ):

G. Maier has defined local vectors mj (cf. Eq. (4.2) in [11]) (lin) containing the maximum values of vj taken over Vj along the normals to the sides of the yield criterion. If nj is the normal to the k-th side of the j-th criterion, the k-th entry of mj is given by the solution of the next optimization problem:
mj
(k) (k)

= max{nj(k)T vj , vj Vj(lin) }.

(22)

(P6 ): min

NG i =1

wj dj pj ,
T

s.t.

NG i =1

wj dj mj = 1,
T

Defining the matrix Cj by: (14)

T CT j = Nj V j

Bj u = Nj dj ,

dj

0, j = 1, . . . , NG.

(23)

The minmax approach, originally developed for shakedown analysis (see also Section 2.3) uses the following transformation:

it is straightforward to see that:

mj
(k)

= max{nj(k)T vj(i) , i = 1, . . . , NV }
k) = maximal entry of column c( j .

= 1/,

r = .

(15)

(24)

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This way, Maier has exploited the non negativity of factor and he replaced the SDA problem P9 with another problem, formally identical with the LA problem P2 . Subsequently, he exploited LP duality for his elegant FEM-LP approach to shakedown analysis. Computationally, this approach consists in a bi-level technique: first, Eq. (24) is executed at the lower (check point) level corresponding to NG MJ optimization problems of small size and next, the LP problem P2 of LA type is solved at the upper (structural) level, which has NI = NG MJ inequalities. Remarkably, the original structural problem P8 is characterized by NI = NV NG MJ inequalities. It seems that no further attention has been paid to the inherent bi-level character of Maiers technique, despite its computational potential, since the lower level problems are almost trivial LP problems in case of polyhedral load domains. The minmax approach [3537] to shakedown analysis constitutes another bi-level technique. It has been developed for general yield criteria (linear or nonlinear) and polyhedral load domains. It uses Eq. (15) in order to obtain the next problem, equivalent to the SDA problem P9 :

Evidently, Eqs. (28) and (29) generalize Eqs. (19) and (20). Introducing Eq. (29) in the original SDA problem P1 yields the next SIP problem:

(P12 ): max , s.t.: H = 0,

(c ) NT + V j ) + N T j (vj j j

pj ,

j = 1, . . . , NG, for all CM .

(30)

The alternating plasticity (plastic shakedown) problem occurs by omitting the null space condition from an elastic shakedown analysis problem formulation. Consequently, the alternating plasticity factor is greater than the respective elastic shakedown factor , since the feasibility domain is enlarged. The solution of the plastic shakedown problem can be used as an initial estimate for the solution of the elastic shakedown analysis problem. Now we proceed to the construction of the lower-level part of the bi-level decomposition of problem P12 . This part is common in centered minmax and parameterized Maiers techniques, to be discussed in next sections. Let us define the local vectorial linear function of :
T j () = NT j Vj = Cj ,

(P10 ): min , s.t. Hr = 0,

Nj (vj + rj )
T

(i)

pj ,

j = 1, . . . , NG, i = 1, . . . , NV.

(25)

CM .
(k) (k) (k) (k)

(31)
(k)

The width j

(k)

of the local set Vj , measured along some normal nj

Evidently, the vectors mj can be used to obtain the respective upper-level problem:

= j j , j 0 where k) j(k) and ( are the solutions of the optimization problems: j

of the local yield criterion, is equal to j
(k)T k) , C M } j(k) = min{( j () = cj (k) = max{j (), CM } (k)T k) k) , CM } = max{( ( j () = cj j (k) = min{j (), CM }.

(P11 ): min , s.t. Hr = 0, mj + NT j rj

pj ,

j = 1, . . . , NG.

(26)

The original minmax approach operates by temporally fixing some r in the null space of H and computing respectively from the criteria inequalities. This technique is particularly useful for alternating plasticity analyses, where the null space condition is omitted and a simple minmax problem is obtained without any coupling between the local vectors rj at the check points (cf. Section 3.1). 3. Computational bi-level decomposition for parameterized load domain In this section, the parameterization of the variable load domain is introduced and two alternative computational bi-level decomposition techniques for the parameterized SDA are presented. The lower level part is common in both procedures, namely the centered minmax technique and the Maiers parameterized technique. The last subsection addresses centrally symmetric problems. 3.1. Parameterization of the variable load domainLower level problems Assumption: LV is the affine image of a simple compact (closed and bounded) set CM , i.e.:
c) (m) (m) LV = { RNU : = ( = v + v , v

(32)

(33)

Lower level (check point) problems: In complete analogy to the original Maiers bi-level technique, compute the local vectors j by Eq. (33), i.e. solve NGMJ possibly nonlinear optimization problems of small size. A solution of Eq. (33) for different types of CM is discussed in Section 4. 3.2. Centered minmax technique Introducing in Eq. (30) the following centered minmax transformation (cf. also Eq. (17)):

= 1/,
we obtain

r = ,

t = v (c ) + r

(34)

c) (P13 ): min , s.t.: Ht = ( v ,

j ()

pj NT j tj ,

j = 1, . . . , NG, CM .

(35)

But this SIP problem is equivalent to the following ordinary LP problem:

c) (P14 ): min , s.t.: Ht = ( v , j

, CM RNM }

(27)

pj NT j tj ,

j = 1, . . . , NG.

where the dimension NM is low, say 2 5, and the structure of the set CM is relatively simple (examples of set CM are given in c) and the NM columns (i) of matrix Section 4). The vector ( v represent load patterns and the parameter vector collects the respective load pattern multipliers. Eq. (1) yields the respective variable loading elastic stress fields v(c) and v(i) . The variable elastic stress domain V is given via the NS NM matrix V with columns the fields v(i) :
V = {v RNS : v = v(c) + v(m) , v(m) = V, CM }.

(36) Proof is obvious: problems P13 and P14 are equivalent, since their objective functions and feasibility domains coincide. Indeed, a feasible point (, t) of P13 satisfies its inequalities for all possible values of and, consequently, it satisfies the inequalities of P14 . Conversely, a feasible point of P14 is a feasible point of P13 , since it satisfies the respective inequalities by definition of j . Our main goal has been achieved: ordinary LP problems have been obtained in place of our initial SIP problems. Upper level (structural) problem: solve the ordinary LP problem P14 . Problem P14 is a structural problem of LA type with NG MJ inequalities. Remarkably, constant terms are absent in the respective true LA problem P8 , but appear in problem P14 . By

(28)

Partitioning of V in NG submatrices Vj , each of dimension 6 NM, yields the local set for vj :
Vj = {vj R6 : vj = vj
(c )
m) m) + v( , v( = V j , C M } . j j

(29)

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3123

omission of the null space condition, problem P14 yields the upper level problem for the case of alternating plasticity:

4. Solving the lower level problemExamples of feasible parameter sets Dropping the indices from Eq. (33) the following generic lower level problem arises with data c and CM :

(P15 ): min , s.t.: j

pj NT j tj ,

j = 1, . . . , NG.

(37)

A comment of geometrical nature seems noteworthy. The width of the load domain LV is represented by the matrix and the set c) CM , while the central (-independent) part ( v represents an offset from the origin. By appropriate shifting, it is always possible to place the coordinate origin = 0 at the center of gravity of CM . This fact justifies the name of the method and facilitates direct parametric analyses concerning the relative importance of width and offset of LV . 3.3. Parameterized Maiers technique Let us now define the local vectors j and mj by:
j = NT j vj ,
(c)

(PA )(c, CM ) : Find , = max (), () = cT ,

CM RNM .

(45)

mj = j + j .

(38)

Inserting the above in P12 yields:

(P16 ) : max , s.t. : H = 0, (j () + j ) + NT j j

pj ,
j = 1, . . . , NG, for all CM .

Compactness of CM assures that is finite. Due to the linearity of the objective function (), the solution point of PA lies always on the outer boundary of CM (inner boundaries and lacunas have no influence on ). As long as dimension NM is low, a series of constrained optimization software packages can efficiently solve PA . In this context, eventual convexity of CM is not essential, but the algorithms to be applied must deliver a global optimization point, since local minima are useless. In a series of cases of practical interest the solution of PA can be given in analytical form. In the sequel, we discuss PA for bounded polyhedral, conic, general convex and nonconvex compact sets CM . 4.1. Bounded polyhedral feasible sets CM This case has been covered by Maier. If CM is the standard simplex (Fig. 1(a)), it is easy to see that: For CM = CM
NM i =1

(39)

It is straightforward to prove equivalence between the SIP problem P16 and the next ordinary LP problem with NG MJ inequalities:

(P17 ): max , s.t.: H = 0, mj + NT j j

pj ,
j = 1, . . . , NG.

(40)

(slx)

Problem P17 constitutes the structural ordinary LP problem, to be solved at the upper level of the parameterized Maiers technique. Since it is formally identical with problem P4 , we can duplicate the original Maiers way of exploring LP duality, accepting thereby the respective mechanical interpretations. 3.4. Centrally symmetric shakedown problems This section addresses aspects of SDA problems with centrally symmetric yield criteria and load pattern parameter sets CM , which is an important case arising in practice. A set X is called centrally symmetric if the following condition holds: x X x X . (41) In this SDA problem, each criterion side is parallel to another one (k) (the opposite side). If the k-th side has normal nj and capacity

= RNM : i

0, i = 1, . . . , NM , (46)

i = 1 : = cmax .

Obviously, Eq. (46) coincides with Eq. (23). If the setCM (Fig. 1(b)) and consequently the set V are defined as the intersection of an affine subspace and a number of half-spaces, problem PA is conveniently solved by the Simplex algorithm or by an interior point method. Another interesting shape is the box with NV = 2NM vertices (Fig. 1(c)), defined by given finite lower and upper bounds for the individual components of : For CM = CM
(box)

= { RNM : U i

L i , i = 1, . . . , NM} :
(47)

= (1/2)

NM i =1

oj , the normal of the opposite side is nj but its capacity equals k) ( oj . Since CM is also centrally symmetric, the lower level solutions
satisfy the condition:

(k)

(k)

L [(ci + |ci |)U i + (ci |ci |)i ].

4.2. Conic feasible sets CM 0. (42) Conic feasible sets are defined by a system of linear equalities, linear inequalities and conic quadratic inequalities. Ellipsoidal quadratic inequalities are a specialization of conic quadratic inequalities. In this case, problem PA becomes a second-order cone programming problem, which can be solved by existing software (see e.g. [45]). In the sequel, some simple cases with an analytical solution are listed. If CM is a spherical set of radius d, the optimality conditions of PA yield: For CM = CM
(sph)

j = j = 1/2j

(k)

(k)

(k)

Using these facts, it is easy to eliminate the opposite sides from the upper-level problem P14 in order to obtain:
c) (P18 ): min , s.t.: Ht = ( v , and for k = 1, . . . , MJ/2, j = 1, . . . , NG: k) k)T ( + n( (pj + tj ) j j k) k)T ( n( (pj + tj ) j j k) ( oj , k) ( oj .

(43)

Adding pair wise the inequalities yields the following lower bound for :

= { RNM : T

d2 } :

=d c
(48)

k) (k) L , L = max[( j /oj ],

k = 1, . . . , MJ/2, j = 1, . . . , NG

achieved at i = ci d/ c .

(44)
c) which is independent of ( v . Factor L is the solution of the plastic shakedown problem P15 . The rest of the solution of P15 is performed by selecting tj = pj . Selection of tj is not unique but it must satisfy the pairs of the respective inequalities.

Eq. (48) is directly generalized to an ellipsoid centered at the origin, with axial half-lengths collected in the diagonal terms of the diagonal matrix D and axes coinciding with the coordinate axes (Fig. 1(d)): For CM = CM
(elp1)

= { RNM : T D1

1} : =

cT Dc.

(49)

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C.D. Bisbos, A.T. Ampatzis / Engineering Structures 30 (2008) 31193128

(a) Standard simplex (NM = 3).

(b) General polytope (NM = 3).

(c) Box-shaped (NM = 3).

(d) Ellipsoid (NM = 3).

(NM = 3).

(e) Truncated cone

(f) General convex (NM = 2).

(g) General compact (NM = 2).

(h) Polytopic convex hull (NM = 2).

(i) Union of convex sets (NM = 2).

Fig. 1. Various types of feasible sets CM .

For a general ellipsoid, defined by its center a and a symmetric positive definite matrix A, we can use the eigenvalue/eigenvector decomposition of A = QDQ T to see that: For CM = CM
(elp2)

If CM is the union of k convex sets CM (e.g. the union of two ellipsoidssee Fig. 1(i)), then is the maximum of the respective values (r) , r = 1, 2, . . . , k:
k

(r )

=c a+
T

= { RNM : ( a)T A1 ( a)

1} : (50)

For CM =
r =1

cT Ac

CM :

(r)

= max (r) ,
r = 1, 2, . . . , k .

A final example is a truncated cone (Fig. 1(e)), defined by the L nonnegative scalar data t, U 1 , 1 :
CM
(tcon)

(r) ), (r) solution of PA (c, CM

(54)

= {(1 , 2 ) R RNM1 :
2 : 0

5. Examples
U

t 1

1
L

1 } .
T

(51)
c1 cT 2

Partitioning appropriately the vector c as c = ( , verify that for p = c1 + t c2 : For CM = CM

(tcon)

) it is easy to
0. (52)

: = U 1 |p |

if p > 0 and = L 1 |p| if p

4.3. General convex feasible sets CM Now, CM has a piecewise smooth boundary (Fig. 1(f)) and it is determined by some linear equalities and inequalities and convex smooth nonlinear inequalities. Since the problem is of low-order, practically every nonlinear programming algorithm can find the solution. An effective code is the sequential quadratic programming package DONLP2 due to Spellucci [46], which has been already used in limit analysis of frames with concrete-filled tubular members [47]. 4.4. Nonconvex feasible sets CM In this case a constrained global continuous optimization problem arisessee [48,49]. Due to the linearity of (), it suffices to maximize the objective function over the convex hull C.h.(CM ) of CM (Fig. 1(g)). If the construction of C.h. (CM ) is easy, then we can directly apply algorithms of convex optimization. Generally, appropriate algorithms of global optimization are to be applied [50]. In our context, two particular types of CM are of interest. If the set C.h. (CM ) is a bounded polyhedron (Fig. 1(h)) with NVCH vertices (i) , the following equation holds: For C .h.(CM ) bounded polyhedron : = max{cT (i) ,
i = 1, . . . , NVCH}.

In the sequel, two centrally symmetric SDA problems are presented: a three-bar truss and a spatial two-storey three-column frame. The sets CM are two-dimensional (NM = 2), i.e. = 1) 2) [( : ( has been introduced in order to v v ]. Parameter facilitate respective parametric analyses. Our basic set CM is a spheric one with unit radius, depicted as CM case (a) in Fig. 2. We have also considered linearized approximations to it. The rhombic case (b) and the octagonal case (c) are inner approximations. The box-shaped case (d) constitutes an outer approximation. LA problems can be conveniently described by appropriate values of 1 and 2 , since the origin = 0 is placed at the center of gravity of CM . The LA problem with variable loading equal to the c) central part ( is described by 1 = 2 = 0. Similarly, point v 1 = 1, 2 = 1 denotes the LA problem with variable loading (c) + (1) + (2) . equal to v v v 5.1. Three-bar truss This example (Fig. 3) intends to clarify matters, since it can be solved by hand. Simple constant strain truss elements are used (NU = 2, NS = NG = 3, MJ = 2). The loading data are:
p = 0,
(c )T v = 70 (cos 250 , sin 250 )T , (2)T v = 14.4 (0, 1)T .
1)T ( = 14.4 (0.75, 0)T , v

The component wise form of the null space condition of Eq. (4) reads:
c45 1 c45 3 = 0, c45 = cos 45 .

c45 1 2 c45 3 = 0,

(55)

(53)

The section areas of the three bars are A2 /A1 = 2c45 , A3 /A1 = 4 and A1 = 1 (we have chosen these values in order to obtain a simple

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3125

Fig. 2. Spherical parametric set and its approximation. Table 3 First octant points of the pyramid-shaped criterion Vertex 1 2 3 4 5 6 7
m2 m3

1.0000 0.8750 0.7522 0.6180 0.4569 0.2511 0.0000

0.0000 0.2344 0.4343 0.6180 0.7913 0.9370 1.0000

Fig. 3. Three-bar truss example. Table 1 Analysis results for CM cases (

CM case

= 1)
(a) 1.4085 (b) 1.4877 (c) 1.4224 (d) 1.2658

1 = 2 = 0
2.0282

factor

Table 2 Parametric analysis for spherical set CM

factor

0.25 1.8272

0.50 1.6625

0.75 1.5250

1.00 1.4085

1.25 1.3086

1.50 1.2219

1.75 1.1459

Standard European steel sections have been selected for the frame members: the column section is HEB180, while the beam section is IPE240. The respective section data can be found e.g. in [51]. The frame material is steel grade S235 according to Eurocode 3 without any partial material safety factor. The orientation of the beam sections is the standard one (flanges horizontal) and the orientation of the columns is shown in Fig. 4(b). Loading is depicted in Fig. 4(c). Permanent (gravity) loading, of magnitude 2.0 kN per node, is applied at the girder nodes of both c) storeys. Respectively, the central part ( v is a snow load applied to the upper storey and its magnitude amounts to 1.5 kN/node. The 1) two columns of matrix represent horizontal wind loading. ( v (wind in the x-direction) is applied to nodes belonging to the left 2) face area FDGI with magnitude 0.6 kN per node. Respectively, ( v (wind in the y-direction) is applied to the right face area DEHG and the load per node equals to 0.4 kN. Yield in normal steel frame members is almost exclusively due to the interaction of components N, MY , MZ of the local stress vector sj . Eurocode 3 (cf. [51]) prescribes two alternative interaction forms. The first is a rather conservative one:

elastic solution in closed formsee Eq. (56)). The modulus E and the yield stress fy = 30 are common for the three bars. Consequently, the yield criteria read:

|n| + |m2 | + |m3 | 1 where, n = N/NPL , m2

(57)

MY /MY.PL , m3 = MZ /MZ.PL and the individual plastic capacities NPL , MY.PL , MZ.PL can be found e.g.

fy Aj

sj

fy A j ,

j = 1, . . . , NG.

in [51]. A quite complex criterion is considered by Eurocode 3 as more accurate one. It has the form:

Elementary statics yield the elastic solution for given loading T = (x , y )T :

s1 = c45 (6x 4y )/9, s3 = c45 (3x + y )/9. s2 = (3x 5y )/9,

(m2 /c2 )2 + (m3 /c3 )b 1 (58) where, b, c2 and c3 are functions of |n|. Criteria of Eqs. (57) and (58)
are depicted in Fig. 5(a) and (b). Interestingly, criterion Eq. (58) is nonconvex. We have decided to use two alternative criteria for each Gauss point, which can be easily reproduced by the reader. The first criterion, called diamond-shaped in the sequel, is the system of MJ = 8 inequalities representing Eq. (57). The second criterion set is an inner irregular pyramid (Fig. 5(c)) with MJ = 48, which approximates criterion Eq. (58). This criterion is constructed by using seven points of the boundary of Eq. (58) in each octant of the plane n = 0. These points are listed in Table 3. Both criteria sets constitute inner approximations to Eq. (58) and, consequently, they cannot guarantee a strict upper bound for the safety factor in the sense of the discussion in Section 2.1. Table 4 shows results from several analysis cases, denoted as A1A7. As expected, the diamond-shaped criterion is more conservative than the pyramid-shaped one. Results for cases A1 and A3A7 have been obtained by using the public domain interior-point code SeDuMi [52]. The plastic shakedown case A2 has been solved by using the explicit formulas of Section 3.3.

(56)

Lower level problems are trivial. A structural LP with unknowns the force 2 and the factor arises at the upper level of Maiers technique, since 1 and 3 are expressed as functions of 2 using Eq. (55). Numerical results for = 1 and five CM - cases are given in Table 1. Table 2 summarizes a parametric analysis concerning the spheric CM case (a) for various values of . 5.2. Two-storey three-column frame 117 nodes and NE = 60 standard three-node isoparametric, spatial beam elements (NGE = 2) have been used in the FEM discretization of this steel frame example (Fig. 4(a)) resulting in NG = 120 Gauss points. Columns are clamped at their bases. The free degrees of freedom amount to NU = 684.

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Fig. 4. FEM model and loading of the two storey frame. Table 4 Safety factor of various frame analyses Problem type
CM case

1 1 0.5 1 1 1 1

Criterion shape Diamond Pyramid 3.5615 3.7687 5.1055 3.6285 2.5576 6.7797 4.4271

A1 A2 A3 A4 A5 A6 A7

Elastic SDA Plastic SDA Elastic SDA Elastic SDA Elastic SDA LA LA

1 = 2 = 0 1 = 2 = 1

(a) (a) (a) (b) (d)

3.0380 3.1873 4.5891 3.2564 2.1968 6.7722 3.6526

5.3. Comments The following comments concern aspects common in both examples, while comments of a general nature are given in the discussion section. In both examples, the spherical CM is considered as the exact variable load domain and the other SDA cases as linearized approximations to it. It is easy to see that results conform to engineering feeling. In both examples, the highest safety factors correspond to true limit analysis problems with load equal to the central part (case 1 = 2 = 0). Of course, this comparison concerns only SDA problems and not the analysis case A7 in Table 4, which is a LA problem with different reference loading in comparison with the central part case A6. Case A7 corresponds to the right upper corner of the box-shaped CM (see Fig. 2) and it is included in the table, in order to visualize and systematize the possibilities, offered by the parameterization introduced. As expected, the outer box-shaped approximation CM -case (d) yields a conservative estimation of the spherical CM -case (a), while the estimations obtained by the inner rhombic and octagonal approximations are unsafe (see Tables 1 and 4). Using a central part in parameterization permits differentiated parametric studies. In this case, the centered minmax technique is the natural computational framework. The influence of the loading domain width is represented by the parameter in Table 2 and, partially, in Table 4, where the spherical case A3 is to be compared with the spherical case A1. Remarkably, lower-level problems are to be executed only once in parametric analyses of this kind. Also, this fact remains true for comparative elastic/plastic shakedown analyses, even if the problem considered is not centrally symmetric. At the upper (structural) level an ordinary LP problem is solved. This problem is of LP type, i.e. it contains just one inequality per side (facet) of the local yield criteria. Evidently, the number of upper level inequalities amounts to NI = NG MJ and it is independent of the bi-level technique used. The first example is

Fig. 5. Section yield criteria in frame example.

characterized by NI = 6 and the second example by NI = 960/5760 for the diamond-/pyramid-shaped criteria. In the linearized approximations of the loading domain, NI must be multiplied by the number NV of the vertices, in case no bilevel technique is used. E.g. NI = 46,080 for a simple octagonal approximation in the second example with the pyramid-shaped criterion. Respectively, NI = NG MJ local optimization problems must be solved at the lower level. If the lower level problem can be solved analytically (cf. Section 4), this amounts to NI executions of a given formula. Eq. (48), which holds for spherical set CM , constitutes the computation of the length of a vector. In the second example with pyramid-shaped criteria 5760 executions of it, are required. 6. Discussion This work addresses deterministic shakedown analysis of spatial frames with piece wise linear yield criteria and parameterized linear and nonlinear, convex and nonconvex variable load domains. The whole approach is not restricted to frames but it can be appropriately applied to shakedown analysis of other problem types (e.g. plane stress problems) with linearized yield criteria. Of course, the box-shaped CM is to be applied (cf. Eq. (47)), if the loading actions are really independent and unidirectional (e.g. temperature and internal pressure in a pressure vessel). Nonlinear

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and especially ellipsoidal load domains can be useful in cases, where the loading actions seem to be somewhat correlated (e.g. horizontal wind action is considered in preliminary analyses as unidirectional but with unknown direction). In this case, a boxshaped CM seems to be very conservative, and computational results for other load domains can be useful for the designer. The systematic exploitation of an explicit parameterization permits the development of a computational bi-level decomposition methodology on the basis of the original Maiers technique [11]. This methodology contains two alternative, closely connected computational procedures with common lower level: the parameterized Maiers technique and the centered minmax technique. A series of linear or nonlinear optimization problems of small size is solved at the lower level, i.e. at the Gauss points of the frame. A single LP problem is solved at the upper (structural) level. This LP problem is of limit analysis type, i.e. it contains just one inequality for each facet of the linearized local yield criteria. The original Maiers technique consists in the general Eq. (22) for the lower level. Eq. (22) is specialized to Eq. (24) for polyhedral load domains. If explicit parameterization is not introduced, Eq. (24) remains the single computational tool of the designer, since, in this case, the general Eq. (22) remains a rather abstract optimization problem of limited computational applicability. In practical situations, the designer should perform a series of linearized, inner and outer approximations to the load domain using Eq. (24). The parameterized Maiers technique offers a direct alternative, exploring thereby the analytical solution of Eq. (49) for ellipsoidal load domains. Moreover, the rationale of [11] and the respective mechanical interpretations can be directly adopted. The centered minmax technique is a novel minmax bi-level technique in the spirit of the original approach of Pycko and Mrz. An additional central term is introduced in the underlying original transformation, in order to exploit consistently the presence of a central part in parameterization of the variable load domain. Preliminary computational experience, not exposed in this work, has shown that the centered minmax technique is to be preferred if an interior-point LP solver is to be used. This is probably attributed to its conformity with the central path techniques employed by interior-point methods. This behavior of the centered minmax technique is enhanced in case the plastic shakedown solution can be used as a pre-solver (cf. Section 3.3). On the other side, the parameterized Maiers technique seems to be preferable if an active-set (Simplex) LP solver is to be used. In a rather formal, non-probabilistic uncertainty interpretation of the starting problems P1 , P2 and despite their mechanical content, the generic shakedown problem P1 can be considered as an uncertain counterpart of the generic limit analysis problem P2 , where uncertainty concerns exclusively loading. This uncertainty is of unknown-but-bounded (or inherently set-theoretic) type. By virtue of the bounding relation of Eq. (9), the maximization problem P1 constitutes the worst-case-scenario for the maximization problem P2 , corresponding to the most pessimistic selection of the (F ) . Non-probabilistic convex models of unvariable load vector v certainty have also been introduced in another mechanical context (cf. e.g. [5356]). According to [54], three ways exist to model uncertainty: probability, fuzziness and so-called anti-optimization. The last way is to be applied, when the quality of the uncertain data is not considered adequate to permit the definition of a stochastic distribution. Anti-optimization develops worst-case-scenarios using convex models of uncertainty. In this framework, the present work can be viewed as a formal anti-optimization model. Although the mechanical meaning of shakedown and limit analysis is different, loading variability in shakedown analysis fits well within this model. Some relevant remarks seem noteworthy concerning eventual probabilistic embeddings. Within this work, the loading data have

been considered as not adequate enough to introduce stochastic distributions. Due to this fact, the best available option is to consider the load pattern parameter as a vector random variable living in the event space CM and to accept a uniform distribution for , restricted in CM , i.e. to introduce a bounded uniform distribution. This issue is not further pursued, since shakedown analysis requires a worst-case-scenario solution, which covers the entire (bounded) event space CM . Consequently, estimations of statistical properties of the loading, as e.g. estimations of a covariance matrix are not necessary. Randomized algorithms for uncertainty problems can be found e.g. in [57]. Among other topics, the possibility to consider uniform distributions, restricted in a spherical uncertainty set, has been addressed in an interesting study by Siemaszko and Mrz [58] concerning the sensitivity of plastic optimal structures to imperfections. From a mathematical point of view, the topic addressed in this paper can be viewed as an application of a far more general approach to optimization problems with linear objective function and set-inclusive constraints, originally developed by Soyster for the convex case [59] and extended to the compact case by Tichatschke ea [60]. This approach has given rise to the emerging branch of convex mathematical programming, known as robust optimization (see e.g. [6163]), which deals with various types of ellipsoidal uncertainties and addresses worstcase scenarios. Essentially, robust optimization consists in a series of methodologies, by means of which ordinary NLP problems can be formulated, called the robust counterparts of some SIP problems. The robust counterpart yields either the same objective function value with the original SIP problem or a conservative approximation to it. Although it is possible to derive the case of shakedown analysis under ellipsoidal load domain directly from robust optimization, we have preferred a rather elementary, selfcontained formulation, which covers compact feasible parameter sets. Acknowledgments The authors wish to express their acknowledgements to both reviewers for their very constructive criticism. The work of the first author has been partially supported by a research grant of the Greek General Secretariat of Research and Technology within the framework of the bilateral Greek-Czech scientific cooperation. The second author expresses his gratitude to the A.S. Onassis Public Benefit Foundation for the postgraduate scholarship granted to him. References
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