INTERNATIONAL JOURNAL FOR NUMERICAL AND ANALYTICAL METHODS IN GEOMECHANICS

Int. J. Numer. Anal. Meth. Geomech. (2010)

Published online in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/nag.887
Large static problem in numerical limit analysis:
A decomposition approach
Zied Kammoun
1
, Franck Pastor
2
, Hichem Smaoui
3
and Joseph Pastor
4, ,
1

Ecole Polytechnique de Tunisie, Laboratoire Syst` emes et M ecanique Appliqu ee, B. P. 743, 2078 La Marsa, Tunisia
2
Universit e de Lille, Laboratoire LML, 59655 Villeneuve dAscq C edex, France
3

Ecole Nationale dIng enieurs de Tunis, B. P.37, Le Belv ed` ere, 1002 Tunis, Tunisia
4
Universit e de Savoie, POLYTECHSavoie, Laboratoire LOCIE, 73376 Le Bourget du Lac, France
SUMMARY
A general decomposition approach for the static method of limit analysis is proposed. It is based on
piecewise linear stress elds, on a partition into nite element sub-problems and on a specic coordination
of the subproblem stress elds through auxiliary interface problems. The nal 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 q 2010
John Wiley & Sons, Ltd.
Received 13 October 2008; Revised 8 December 2009; Accepted 8 December 2009
KEY WORDS: limit analysis; static method; nite elements; convex optimization; decomposition
approach; vertical cut
1. INTRODUCTION
The Lysmer paper [1] was the rst to consider the static method of limit analysis (LA) in geotechnics
using a nite element method (FEM) for the Coulomb plasticity criterion. Based on this paper,
an improved static approach was proposed in [2], also restricted to a bounded mechanical system;
this drawback was eliminated in [3, 4] with the denition of innite extension zones allowing the
stress elds to remain admissible everywhere beyond the nite element mesh. More recently, in
[5, 6], this earlier work was extended to reinforced soils via homogenization, with Coulombs soil

Correspondence to: Joseph Pastor, Universit e de Savoie, POLYTECHSavoie, Laboratoire LOCIE, 73376 Le Bourget
du Lac, France.

E-mail: joseph.pastor@univ-savoie.fr
Copyright q 2010 John Wiley & Sons, Ltd.
Z. KAMMOUN ET AL.
as a special case. All these studies used a polyhedral approximation of the plasticity criterion,
resulting in linear programming problems.
Built upon the work of Herskovits [7], powerful nonlinear algorithms have recently been
proposed, such as in [8], for Tresca and Coulomb materials in 2D and 3D, using the previous
extension elements. Another nonlinear, interior point formulation was proposed in [9], essentially
valid for von Mises or Tresca static plane problems.
For problems where the plasticity criterion is the von Mises or DruckerPrager criterion, the
nonlinear yield constraints give rise to conic programming problems to be solved by specic
algorithms and codes (cf. [10]) such as MOSEK [11]. They made it possible to solve various static
(and kinematic) LA problems for predicting the macroscopic criterion of porous materials on
the basis of Gursons model [12, 13]. Conic programming was also used in [1317] for various
problems in geotechnics or homogenization of heterogeneous materials.
On the other hand, an interior point optimization solver was presented in [1820] to solve the
static problems for homogeneous Gurson materialswhere conic programming does not apply
and the special case of von Mises or Tresca materials in plane strain. Henceforth, this optimization
solver, fully detailed in [21], will be called IP-OPT.
The common drawback of both static and kinematic approaches to LA problems is that complex
geometry or pronounced heterogeneities give rise to very large optimization problems, particularly
when high accuracy is required for the limit loading estimate. Despite the continuing progress
in optimization algorithms and the ever-improving performance of computers, the increasing
complexity of LA problems that one is attempted to tackle remains a challenge.
As a strategy to handle problem sizes beyond available machine capacities, it is common to
split the original problem into subproblems that are smaller in size or simpler to solve. A classical
example from structural analysis is substructuring. Moreover, in linear and nonlinear optimization
algorithms numerous schemes, referred to as decomposition methods, have been proposed where
an original problem is converted into a sequence of smaller linear subproblems coordinated by an
also small, evolutive master problem. To our knowledge, a decomposition approach was only used
in [22] for solving a kinematic LA problem. In that study the kinematic formulation was treated
using a domain decomposition method with nonoverlapping subdomains. However, no details are
given on how the variable values at the interfaces are updated from one iteration to another.
A contrario, an original decomposition approach was successfully achieved in the kinematic
case in [21] and presented in [23]. The purpose of the present study is to make this concept of
decomposition operable for the nite element static formulation of LA problems. The proposed
method also makes use of physical insight while remaining distinct from classical substructuring:
this decomposition method proceeds iteratively with an auxiliary problem for each interface at
each decomposition level in order to upgrade the interface variables. Two example problems of a
static estimate of the limit load are presented to illustrate the proposed method.
2. LIMIT ANALYSIS AND THE STATIC METHOD
For the sake of clarity, without any loss in generality, we consider here that the velocity elds are
continuous.
According to Salencon (see [24, 25]), a stress tensor eld is said to be statically admissible
(SA) if equilibrium equations, stress vector continuity, and stress boundary conditions are veried.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
It is said to be plastically admissible (PA) if f ()0, where f () is the (convex) plasticity criterion
of the material. A eld that is SA and PA here will be said to be (fully) admissible.
Similarly, a strain rate tensor eld v is kinematically admissible (KA) if it is derived from a
continuous velocity vector eld u such that the velocity boundary conditions are veried. It is said
to be PA if the ow rule (1) is veried; the elds u and v which are KA and PA, will be called
admissible in the following.
v =
* f
*
, f () =0, 0. (1)
The so-called associated ow rule (1) (or normality law) characterizes the standard material of
LA. Equivalently, a standard material satises Hills maximum work principle (MWP) [26], which
states that:
(

) : v0 PA

. (2)
A solution to the LA problem is a pair of elds (, v) where and v are both admissible and
associated by the normality law. Classically, these solutions can be found or approached using
two optimization methods. The rst one, involving only the stresses as variables, is the static (or
lower bound) method. The second one, involving only the displacement velocities as variables, is
the classical kinematic (or upper bound) method.
Let us assume that the virtual power of the external loads can be written as the scalar product
of a loading vector QR
n
and a generalized velocity vector q =q(u), linear in u. A loading
process linearly associated with an SA stress eld , Q=Q(), is said to be admissible. The set of
these admissible loadings forms a convex K in R
n
and the n components of Q are called loading
parameters.
Finding the solution of the LA problem consists in determining an admissible eld together
with an admissible strain rate eld associated with by the normality law. In this case the loading
Q() is a limit loading of the mechanical system. The set of the limit loadings is the boundary *K
of the convex K: this boundary can be approached by solving the following family of optimization
problems:
Q
lim
=(Q
d
1
, . . . ,
0
Q
d
i
, . . ., Q
d
n
) (3a)

0
=max{, Q() =(Q
d
1
, . . . , Q
d
i
, . . ., Q
d
n
)}, (3b)
or, alternatively the optimization problems
Q
lim
=
0
(Q
d
1
, . . . , Q
d
i
, . . ., Q
d
n
) (4a)

0
=max{, Q() =(Q
d
1
, . . . , Q
d
i
, . . ., Q
d
n
)}, (4b)
where is an admissible stress eld and Q
d
a given admissible loading. Then, by varying Q
d
it
is possible to construct various points on *K: the smallest convex envelope of these points gives
an approximation of *K from inside. This is the static, or lower bound method of LA, as will be
used here.
It should be noted that for problems where some loading components are independent of the
loading parameter the relevant formulation is that given by Equations (3). Nevertheless, it is
possible to obtain the limit load indirectly by solving problems in the form of Equations (4).
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
The idea is to rst construct the whole approximation of *K by letting all the load components
vary proportionally, then determination of the desired lower bound becomes straightforward.
3. FINITE ELEMENT FORMULATION OF THE STATIC PROBLEM
Here we use the numerical static method as it was dened and detailed in [3] in plane strain
and recalled in [4] when considering the axisymmetrical case, including extension elements for
semi-innite problems.
3.1. General formulation
Then, let us consider a triangular nite element discretization of the mechanical volume V in the
global frame (x, y); the stress eld is chosen as linearly varying in the x, y coordinates in each
triangular element and it can be discontinuous through any element edge. In the plane strain case,
the von Mises or Tresca criterion is written as
f () =

(
x

y
)
2
+(2
xy
)
2
2c0, (5)
where c is the cohesion of the material. It is worth noting here that the proposed decomposition
method is valid for the Coulomb or DruckerPrager criteria, or any other criterion provided that
the nal optimization problem can be solved by efcient mathematical programming techniques.
To ensure static and plastic admissibility of the stress solution eld, the following conditions
are imposed:
In each element, the equilibrium equations
i j, j
+
i
=0 expressed in the Cartesian frame,
where is the specic weight vector.
Continuity conditions: the stress vector is continuous across a discontinuity line: for each
discontinuity segment of normal n, the continuity of the stress vector T
i
=
i j
n
j
is written at
the apices dening this discontinuity segment.
Boundary conditions: the stress vector veries
i j
n
j
=T
d
i
at each apex of the boundary
element sides where the stress vector T
d
linearly varyingis imposed.
Denition of the functional from the power of external loads: for example, the integral of the
normal stresses in the case of the footing under an imposed normal velocity.
Symmetry conditions, when applicable: the tangential stresses are null on the symmetry axis
when only half the domain is modeled.
Stress eld PA: from the linear variation of the stress in a triangle and the convexity of the
criterion, (5) is imposed at each triangle apex.
The nal problem is solved by the nonlinear code IP-OPT (see Section 4), or the criterion is directly
written in the conic form V =2c

Y
2
+Z
2
to use the commercial code MOSEK as in [13].
3.2. Extension elements
Dened rst in [3], these extension elements, located at the boundary of the nite static mesh,
make it possible to extend the stress eld to innity, giving rise by the way to true static bounds
for unbounded Tresca or Coulomb problems. They were extended to the axisymmetrical case in
[4] and used 20 years later in [8], among others.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
2
1
4 3
I
2 1
3
2
1
3
V
III
IV
VI VII
XI
X
XII
XIII
VIII
IX
x
y
2 1
4
II
3
Figure 1. A vertical-slope extended mesh.
These extension elements (Figure 1) consist in rectangular and triangular zones, the former
featuring two parallel directions of extension along which the criterion remains constant
in the present von Mises/Tresca case, the latter where the criterion is constant over the
zone.
The other conditions, i.e. the equilibrium, boundary conditions and continuity of the stress vector
between the zones, are imposed as in the inner elements, so that the stress eld remains SA to
innity, owing to the linearity of the stress variation in the zones.
3.3. Analysis of the redundancies
It should be noted that a meticulous analysis of the redundancies induced by the extension conditions
was necessary to make the nal constraint matrix full row rank, as required by the optimization
algorithm used in IP-OPT.
For example, let us consider the left rectangular extension zones in Figure 1, where the slope is
weightless as described in a subsequent section. To keep the criterion constant along the direction
12 we impose (
x

y
) and (2
xy
) to be equal at the vertices 1 and 2 and, independently, at 3
and 4.
From the boundary condition at the soil surface and the linear variation of the stress eld within
the element, it follows that *
xy
/*y =0 and *
x
/*y =0. Using the boundary condition again and
the equilibrium equations, it results that
x
=
x
(y),
y
=constant and
xy
=0 over the entire
rectangular extension element.
Thus, the rst two extension conditions become equivalent. Moreover, as
xy
=0 over the
element, the remaining two extension conditions are redundant. Therefore, among the four internal
extension conditions, three are proven to be redundant and are therefore omitted from the problem
formulation. For the other rectangular extension zones, analogous results are obtained by replacing
the boundary conditions by inter-element continuity equations.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Similarly, it can be veried that, for the four triangular extension zones of Figure 1, a total of
six extension conditions are only needed to formulate the problem without redundancy.
4. PRINCIPLE OF THE INTERIOR POINT METHOD FOR SOLVING
OPTIMIZATION PROBLEMS
In [19, 21], a general interior point algorithm for solving the LA static problem, hereafter called
IP-OPT, is detailed. The resulting optimization problems present a linear objective function and a
mix of linear and nonlinear convex constraints. For problems where the plasticity criterion is the
von Mises or DruckerPrager criterion, the nonlinear constraints are convex quadratic inequalities,
generating second-order conic programming problems for which specic codes exist. Unfortunately,
these codes do not provide enough accuracy when post-analyzing the solutions in the second
example presented herein, resulting in non-admissible solutions for our large-scale problems. The
IP-OPT code has overcome this drawback, as it appears to be limited only by the RAM capacity
of the Apple Mac Pro used for the present calculations.
The general form of the optimization problems to be solved here is as follows:
max c
T
x
s.t. Ax =b,
g(x)+s =0, s0,
(6)
where c, x R
n
, bR
m
, AR
mn
is the matrix of the linear constraints, g =(g
1
, . . . , g
p
) is a
vector-valued function of p convex numerical functions g
i
and s R
p
+
is the vector of slack
variables associated with these convex constraints.
The primal-dual interior point method consists in solving, instead of the previous problem, the
following one, parameterized by >0, the barrier parameter:
max c
T
x +
p

i =1
ln(s
i
)
s.t. Ax =b,
g(x)+s =0, s>0.
(7)
The problem (7) has a solution if and only if the following conditions are satised:
c+A
T
w+

*g
*x

T
y = 0,
Ax b = 0,
g(x)+s = 0,
Y Se = e,
(8)
where wR
m
, y R
p
, e=[1, . . . , 1]
T
R
p
and Y, S are the diagonal matrices associated with y
and s, respectively; from the last equation of (8) >0 and s>0 imply y>0.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
For each given , the nonlinear system (8) is approximately solved by one iteration of the
Newton method, thereby providing an approximate solution of the parameterized problem (7).
Using a sequence of values for decreasing to zero, we make the latter converge to the solution
of (6). Indeed, as approaches zero, Equations (8) come close to the KKT conditions for the
original problem.
5. POSITION OF THE PROBLEM AND DECOMPOSITION PROCEDURE
The present decomposition is based on a partition of the FEM mesh, but with no connection with
the so-called domain decomposition methods, which are clearly presented in [27]. Moreover, these
methods seem not to have been applied to optimization problems, as can be seen in the very
complete reference [28] presenting the state of the art on the domain decomposition approach.
As regards the static approach of the LA problem, to our knowledge, a decomposition approach
has never been presented in the literature. The present method, as in [23] for the kinematic approach,
proceeds iteratively with an auxiliary problem for each interface at each decomposition level in
order to upgrade their interface variables. Hereafter we present the method on the problem of a
bar punched between two rough rigid plates (Figure 2). This is an academic example presenting
a relatively general combination of boundary and loading conditions.
5.1. The mechanical problem
Given the symmetries of the problem, only the left upper quarter of the bar is modeled. It is
meshed in 42 squares or rectangles, diagonally subdivided into four triangles each. This problem,
called the target problem (Figure 3), will be solved here to give the convergence value for the
decomposition procedure.
Figure 2. The punched bar, b=2h, mesh 2NN, here N =2.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Figure 3. The target problem.
The rigid plate goes down with a uniform, vertical velocity U
0
, which is created through the
action of a force whose vertical component F is to be determined, the horizontal component
being free. The isotropic, weightless, homogeneous material obeys the von Mises (or Tresca)
criterion with cohesion c
0
. The bar is also subjected to a uniform pressure p
0
on its lateral
sides, and the interface between the bar and the plates is a maximum friction one; conse-
quently the stress vector at the interface is only limited by the plasticity criterion of the bar,
and no additional interface constraints are needed. Then two loading parameter, Q
F
=F/(bc
0
)
and Q
p
= p
0
/c
0
, can be dened from the expression of the external power. The solution
method is presented in the case of piecewise linear stress elds, i.e. with linear stresses in
the triangular nite element in order to ensure that the criterion is not violated inside the
elements.
First of all, we consider the problem of nding the static lower bound to F with a given p
0
of
Figure 2. Various direct methods can be used, among others.
The F-method
Maximize F =F
0
, 0, with xed stress boundary conditions ( p
0
, 0) imposed on the lateral
sides. This is the usual approach (3) to obtain the boundary of the set of admissible loads
(F/(bc
0
), p/c
0
)
stat
, by changing the value of p
0
appropriately. The resulting nonlinear convex
problem is solved by IP-OPT.
The c
1
-method
Minimize the cohesion c=c
0
, where is an additional non-negative variable, while keeping
F =F
0
and p= p
0
; the minimum cohesion c
min
gives the static solution (Q
F
=F
0
/(bc
min
),
Q
p
= p
0
/(c
min
)) and the corresponding stress eld is obtained after multiplying the optimal
stress eld by the scaling factor c
0
/c
min
, from the form of (5). This approach is equivalent to
the proportional loading case (4), and we need rst to determine the boundary of the set of
admissible loads before the desired point (F/(bc
0
), p
0
/c
0
)
stat
can be found.
The c
2
-method
Minimize the cohesion c=c
0
as above, but after adding a new linear constraint such that
p=p
0
and imposing the lateral boundary condition ( p, 0) instead of ( p
0
, 0). After scaling
the stress eld by c
0
/c
min
we directly obtain the static load (Q
F
=F
0
/(bc
min
), Q
p
= p
0
/c
0
).
Both c-methods induce typical conic programming problems, so that they are solved by using
the MOSEK code [11].
Remark 1
For geotechnical problems with body forces, such as the usual specic weight , for example, the
c
2
-method can also be used by considering as a new variable which veries another constraint
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
=
0
. After scaling, the stress eld is compatible with the original
0
, together with p
0
(if
present) as above.
Remark 2
In fact, both c
1
- and c
2
-methods can be used for any homogeneous criterion of degree one in
stress, i.e. for most of the classical criteria in geotechnics. For example, as regards the Drucker
Prager and Coulomb criteria, the constants
0
(DruckerPrager) or the cohesion c (Coulomb) can
be minimized, keeping the friction angle xed for Coulomb, as well as the cone angle of the
DruckerPrager criterion. The nal problem is a conic programming one for the DruckerPrager
criterion in 2D and 3D cases, and for Coulomb in plane strain or in axisymmetry (see [29]).
Remark 3
When, for example, the problem involves n several Coulomb materials (
0i
, c
0i
,
0i
, i =1, n), the
c
2
-method can also be used by dening 2n new constraints
i
=
0i
and c
i
=c
0i
, and minimizing
as in the homogeneous case.
5.2. The decomposition procedure
In this section we use the c
2
-method to present the decomposition process and we give a comparative
analysis of the previous variants. Let us now consider the above problem but with a coarser mesh,
called the starting problem, as in the following.
5.2.1. The starting problem. Solving rst this reduced problem provides a good initialization for
the stress vector pattern at the separating interface AB of the target problem (Figure 3). Another
initial solution consisting in extracting the interface values from an analytical admissible solution
could be used, as we will see later.
Let us consider now the 21 problem illustrated in Figure 4 solved by the c
2
-method. The
solution of this starting problem giveswith no scalingthe initial values of the stress vector T at
points A, C, B, dening a rst distribution T
0
acting on interface ACB in Figure 5; the stress vector
at the intermediate point C is calculated by linear interpolation, because of the linear variation of
the stress tensor inside the triangles.
From the starting problem solution, the part of the compressive force on each of the following
left and right subproblems is also calculated, if needed, in such a manner that the total force on
the whole plate remains equal to F
0
. In the present case, Figure 5, this distribution is trivial.
Figure 4. The starting problem.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Figure 5. The left and the right problems I I

and I I
r
.
5.3. The left problem
The meshed problem is presented in Figure 5 in the left. The stress distribution T
0
is applied on the
ACB side; the constraint p=

p
0
is added where the index refers to the left problem, and the
corresponding boundary conditions modied as mentioned above. By minimizing the cohesion,
in fact the factor

, we obtain its optimal value

opt

and in an external le we save the vertex

values of the stress vector distribution T
GH
acting on the segment GH. When the left problem
includes a part of the plate, the normal component of the corresponding load is kept xed to the
value obtained from the post-analysis of the solution of the starting problem; doing the same for
the right problem, the total load on the global plate remains xed to F
0
.
5.3.1. The right problem. This time the stress vector distribution T
0
is applied on the ACB
side oriented to have the same normal as in the left problem, without adding any constraint. By
minimizing the cohesion, we obtain here
opt
r
as the optimal value of the factor
r
and the vertex
values of the stress vector T
IJ
along the segment IJ are saved in the previous external le.
At this stage we select
opt
=
opt
II
=max(
opt

,
opt
r
), noting that c
opt
=
opt
c
0
is lower or equal
to the optimal cohesion of the starting problem, as the starting stress eld is admissible in both
subproblems by construction. Now, two cases occur, if
opt

and
opt
r
are different.
If
opt
=
opt

, c
opt
=
opt
c
0
, the stress elds of both subproblems, tted together, comply with
the boundary condition p
0
and with the loading F
0
/
opt
which is the load value at the end of
the rst iteration. Indeed, as c
opt
r
is lower than c
opt
, we are sure that a stress eld admissible
with (c
r
=c
opt
, T
0
, F
0
) exists, and we can scale the load as in the case of a common
opt
. This
explicit stress eld, and a slightly improved T
IJ
could be calculated by re-running the right
problem after lower bounding of the cohesion to c
opt
, but this is not necessary in practice.
If
opt
=
opt
r
, the same reasoning holds this time for the lateral boundary condition, and here
also we can conclude that F
0
/
opt
is the admissible value of the load at the end of this rst
iteration.
To progress by iterating the process, upgrading the stress vector at the ACB interface is obviously
necessary, hence the idea of the following central phase III to improve these interface values.
5.3.2. The central problem. Let us now consider the auxiliary problem III in Figure 6, with
the previously saved values imposed as boundary conditions on the lateral sides. The load on the
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
Figure 6. The central problem III.
plate is calculated from the elds of both previous subproblems to keep F
0
as the force acting on
the total plate. Solving this problem by minimizing the cohesion gives an updated stress vector
distribution T
1
on the ACB interface. It is worth noting that the optimal cohesion is here lower or
equal to the previously selected c
opt
because the stress eld extracted from the previous left and
right subproblems is admissible with c
opt
by construction.
Finally, by going back to phase II with the new values on ACB, the process can be resumed.
Each subsequent global iteration consists in solving the problems III, II

and II
r
. The process can
be terminated when no improvement is achieved in F/
opt
from one iteration to another within a
specied tolerance.
5.4. Decomposition into more than two subproblems
The decomposition method can also be used in a recursive manner by applying, for example, the
iterative process on each previous subproblemseparately (as if they are target problems themselves),
before considering central problem III. Another possibility consists in decomposing the target
problem into more than two subproblems and proceeding as illustrated in Figure 7. This is the
decomposition mode we will use in the second test problem.
6. NUMERICAL EXAMPLES
In this section, two LA problems are treated to illustrate the proposed decomposition technique.
The distinctive feature among these problems lies in the nature of the applied load. In the rst,
a rectangular domain is compressed between two rigid plates, a problem whose exact solution is
known. The second is the until now open problem of the stability of a vertical cut where the load
is dened by the specic weight of the soil. In all problems, the material is assumed to be isotropic
and homogeneous, governed by a von Mises/Tresca criterion with cohesion c, in plane strain.
6.1. The compressed bar problem
Let us consider the problem, depicted in Figure 8, of a bar compressed between rough, rigid plates
with a width-to-height ratio of 2, whose exact solution was given in [30]. The rigid bar is subject
to the compressive action of a plate descending with a xed vertical velocity U
0
. The goal is to
nd the maximum compressive average load Q
F
=F/(bc), where the load F, vertical here, is
associated with U
0
through the expression of the external power. Because of the symmetries of
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Figure 7. Second decomposition of the 6432 plate.
Figure 8. The compressed bar, b=2h, mesh 2N N, here N =2.
the problem, only the upper left quarter of the bar is considered, as in the previous punched bar
problem.
With a target discretization of 32 triangular elements, the process is started by solving a coarser
model problem P
0
with only eight triangular elements (Figure 9). The two variants of the decompo-
sition scheme dened in the previous section have been implemented and tested, i.e. the F-method
and the c-method, given that the c
1
-method is equivalent here to the c
2
-method. In both methods,
the interface values are left as given by the subproblem solutions. An illustration of the rst steps
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
Figure 9. Decomposition ow diagram.
of the decomposition procedure is given in Figure 9. These steps are described next for each
variant.
6.1.1. Using the F-method. Here the cohesion c remains set to the value c
0
for all tests, and the
vertical load component F is maximized.
First iteration.
Starting problem. Solving the reduced size problem P
0
provides an initial estimate of the stress
eld and a corresponding lower bound Q
F
0
=2.31611.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Figure 10. Iteration history of load parameter Q=F/(bc) for the bar problem (target mesh: 42).
Phase II. The model domain is partitioned into two subdomains with 16 elements each, which are
subject at the top to loadings whose vertical components F
II

and F
II
r
are optimized under the stress
boundary condition T
0
. The new lower bound at this stage is Q
F
=(F
opt
II

+F
opt
II
r
)/(bc
0
) =2.35074.
Second iteration. In this iteration, which is representative of all subsequent iterations, the vector
T is updated to T
1
by solving problem III with as boundary conditions the stress vectors T
GH
and
T
IJ
obtained from the solutions of problems II at the previous iteration. Solving subproblems P
II
again gives the new lower bound Q
F
=2.36152.
Ninth iteration. At this stage, the lower bound solution to problem P is Q
F
=2.36225. It can
be seen in Figure10 that the rst iterations give the major part of the increase, followed by a very
slow convergence to the direct solution of the target problem Q
F
stat
=2.37064.
6.1.2. Using the c-method. The problem is now subject to the vertical load F
0
, with F
0
/b=1 for
the sake of clarity, and the cohesion c is minimized.
First iteration.
Starting problem. The minimum obtained is c
opt
=0.43176, corresponding as expected to the
previous value of Q
F
0
.
Phase II. The stress eld resulting from the starting problem gives the stress vector T
0
and the
vertical load components F
II

=0.48540F
0
and F
II
r
=0.51460F
0
verifying F
II

+F
II
r
=F
0
. With
the interface stresses set to T
0
and the vertical load components maintained at their values, the
cohesion is minimized in each subproblem. The solution stress elds are PA with respect to their
respective new minimum cohesions c
II
r
=0.42298 and c
II

=0.42760=c
opt
. The corresponding
value of Q
F
is F
0
/(bc
opt
) =2.33863.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
Second iteration. As above, the vector T is updated to T
1
by solving problem III with boundary
stress vectors T
GH
, T
IJ
; the vertical component of the load is xed to the sum of the corresponding
values on segments HB and BI calculated from the solutions of problems II. The result for the
cohesion is c
III
=0.42363. Then, using T
1
and the new values of corresponding parts of the load
(here F
II

=0.49237F
0
, F
II
r
=0.50763F
0
, including the respective modications from the Phase
III solution), Phase II is repeated. The cohesions are now c
II
r
=0.42332 and c
II

=0.42336=c
opt
;
the new lower bound is then Q
F
2
=2.36206.
Ninth iteration and comparison. The nal stress eld is SA with respect to the load F
0
and PA
with respect to the nal cohesions c
II

=0.42332 and c
II
r
=0.42332. Setting then c
opt
=c
II

=c
II
r
the lower bound solution to problem P is given as F
0
/(bc
opt
) =2.36228. The iteration history of
the load parameter F/(bc) is plotted in Figure 10.
Comparison on a more rened mesh. Now the problem is solved for a more realistic discretization
also using the optimization code MOSEK. The exact solution for the continuum problem, F/(bc) =
2.42768, makes numerical solution error estimation straightforward.
Here also the iterations are conducted using both variants for a (6040) target problem (9600
elements) whose direct solution is F/(bc) =2.42494. As for the small problem, the two methods
converge, the c-method being slower as can be seen in Figure 11.
Inuence of the starting solution. Figure 12 gives the iteration history to the 17th one, using the
c-method with three different starting elds for a (6040) target problem. As above, a starting
problem (3020) that is four times smaller is tested (lozenge line), then the smallest mesh for
the starting problem (square line), and nally the zero vector T
0
(triangle line) given by the exact
solution (
xx
=
xy
=0,
yy
=2c) of the same problem but with smooth interfaces. As expected,
Figure 11. Iteration history of load parameter F/(bc) for the bar problem (target mesh: 6040).
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Figure 12. Inuence of the starting solutions for the bar problem (target mesh: 6040).
Table I. Static bounds to Q
F
for the compressed bar problem.
Direct Decomposition
Element Errors (%) vs
Mesh number Solution CPU (s) Solution CPU (s) direct/exact sol.
3624 3456 2.42325 25 2.42270 31 0.023/0.205
6040 9600 2.42497 112 2.42456 105 0.017/0.129
12080 38400 2.42629 835 2.42605 748 0.010/0.067
180120 86400 2.42674 3085 2.42658 2773 0.007/0.045
240160 153600 2.42684 6731 /0.035
264176 185856 2.42690 8160 /0.032
288192 221184 2.42697 13326 /0.029
312208 259584 2.42701 18053 /0.028
the convergence speed depends on the starting point, and this convergence is obtained at roughly
15 iterations in the worst case.
Final results. With a four times smaller starting problem, the steep rise at the rst iteration of
the F-method is typical and was observed in all runs with degrees of discretization ranging from
3456 (=4(3624)) to 259 584 elements.
Table I shows the static bounds obtained with the MOSEK optimizer for different mesh sizes
with the F-method. The rst are the results of the complete computation by the direct method.
The second are those of the rst iteration of the decomposition.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
Also reported in Table I are the relative errors between the lower bounds and the corresponding
CPU times in seconds taken on a Mac mini equipped with an Intel Core Duo processor (1.66 GHz)
and 2 GB of RAM.
It should be noted that the last example of Table I is the largest problem that could be solved by
decomposition, with the chosen domain partition, because of the memory limitation of the MOSEK
optimizer. Larger mesh sizes could therefore be treated by adopting a partition with more subdo-
mains.
It is also noted that the ner the discretization is, the faster the convergence of the decomposition
algorithm in terms of the number of iterations (Table I). This can be seen from the relative error
to the direct solution, which drops from 0.023% for the 3456-elements mesh to 0.007% for the
86 400-element mesh, even though only one iteration was performed.
Finally, the exact solution (2.42768) is approximated with greater precision than 0.028%, proving
that the proposed decomposition is a powerful tool to determine the limit load.
The merit of the decomposition algorithm is clearly seen from its ability to solve problems with
much larger dimensions than the direct method can handle, by using a rst-level decomposition
as above, or in a recursive manner if necessary.
6.2. The vertical slope problem
6.2.1. Position of the problem. In this example, the classical vertical cut problem is examined. The
von Mises-Tresca soil, with cohesion c, is subject to its sole weight . The loading parameter is
dened by the stability factor H/c, where H denotes the height of the cut, as shown in Figure 13.
As in the compressed bar problem, the domain is discretized into a mesh of rectangles, each made
up of four triangular elements, in a global MN grid, as in the 34 mesh of Figure 1.
The c
1
-method was tested rst; the resultant conic programming problems were solved using
the MOSEK solver. However, this strategy failed to achieve convergence to admissible solutions
from medium-size nite-elements meshes.
In a more successful formulation, the problem is replaced in a preliminary phase with an
equivalent one, as rst suggested in [31]. In this equivalent problem, the soil is weightless and the
boundary conditions are dened by (
n
=h,
nt
=0) on the surface of the soil, where
n
denotes
the stress vector component normal to the boundary and h the depth measured from the upper
n
h
nt
=0
H
x
y
Figure 13. Equivalent problem for the vertical cut.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
Figure 14. Domain partition for the vertical cut. In the left side, from the top: the subproblems P
I I 1
to
P
I I 4
. In the right side: P
I I I 1
to P
I I I 3
.
surface (Figure 13). The decomposition is carried out according to the F-method on the partition
shown in Figure 14 as the load is applied on all the subproblems, and the weight is maximized
using the optimizer IP-OPT. At both steps in each iteration the global loading parameter is chosen
as the smallest value among the subproblem solutions.
6.2.2. Results. Direct approach. For meshes composed of more than 60 000 triangles, commercial
conic codes fail to give full optimal and admissible post-analyzed solutions. Beyond this limit,
only the IP-OPT code converges, using up to a 94 400-element mesh in roughly 3 h and 20 min on
the Mac Pro 3 GHz (and 4 GB of RAM), giving 3.7742 as a direct optimal value for H/c. Then
larger problems need to be solved by decomposition.
Using decomposition. To analyze the convergence of the numerical solution, the problem is
solved for various levels of discretization. As shown in Figure 15, for all mesh sizes a like, up to
nine iterations of the decomposition algorithm were needed to achieve convergence.
Table II shows the lower bounds obtained using the IP-OPT code to solve the nal convex
problems. The best lower bound, H/c=3.7752 (i.e. the smallest value, here obtained for the
subproblem P
II-3
, Figure 14), is computed with a 351 824-element global model. This is an
improved value with respect to the best known estimate of 3.772 [8]. All admissibility conditions
are checked a posteriori with a tolerance of 10
8
or better in all the tests.
Moreover, to obtain a global admissible stress eld for the original problem P from the last
iteration, the three other subproblems are solved again while imposing the previous
min
value as
a common bound on the load parameters in order to obtain the same nal specic weight for all
four subproblems. By adding the isotropic eld
i j
=
min
x
i j
to the nal four elds, we obtain
the global solution for the real soil. In this case also, the eld is veried to be admissible as above
by post-analysis.
From the recent upper bound given in [21] and improved in [23, 32], we thus achieve the best
bracketing to date for this problem:
3.7752H/c3.7776.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
LARGE STATIC PROBLEM IN NUMERICAL LIMIT ANALYSIS
Figure 15. Iteration histories for load parameter H/c.
Table II. Vertical slope and decomposition: lower bound
results after nine iterations.
MN Number of FE (H/c)
stat
260184 179 408 3.77452
270200 200 336 3.77466
300224 249 600 3.77482
316240 281 104 3.77500
344280 351 824 3.77522
Table III. Iteration evolution of the lower bound (344280 mesh).
Sub-pb Iter. 1 Iter. 2 Iter. 3 Iter. 8 Iter. 9 Time iter. 9 (s)
P
III1
3.77413
3.77470 3.77523 3.77523 3.7752288 9841
P
III2
3.77420 3.77468 3.77516 3.7752158 7341
P
III3
3.77442 3.77440 3.77512 3.7753132 4986
P
II1
3.77413 3.77519 3.77525 3.77524 3.7752299 12342
P
II2
3.77413 3.77491 3.77525 3.77522 3.7752250 5700
P
II3
3.77413 3.77429 3.77457 3.77514 3.7752248 4629
P
II4
3.77486 3.77460 3.77451 3.77539 3.7755297 5373
Result 3.77413 3.77429 3.77451 3.77514 3.77522
Since the decomposition makes it possible to solve problems that are impossible otherwise, the
issue of computational effort becomes secondary: in fact, the CPU times for problems P
II1
to P
II4
vary from 1.3 to 3.4 h only (see Table III). It is also worth noting that the structure
of the decomposition scheme reveals inherent parallelism resulting from the decoupling of the
subproblems, which can be exploited in a parallel processing environment.
Copyright q 2010 John Wiley & Sons, Ltd. Int. J. Numer. Anal. Meth. Geomech. (2010)
DOI: 10.1002/nag
Z. KAMMOUN ET AL.
7. CONCLUSION
The proposed decomposition method fully preserves the specic features of the static approach
by nite elements, solving problems that could not be solved directly until now, at least to our
knowledge. Its remarkable efciency lies in fact in the constant robustness and the rapidity of
the IP-OPT solver under MATLAB. In all cases, the stress elds were controlled a posteriori in
order to guarantee the lower bound character of the solutions. Hence, we obtain the best numerical
solution for the compressed bar problem whose exact solution is known. Ending with the case
of the vertical cut problem, which is still open, we were able to improve the static bound up to
3.7752. Thus, the exact solution is now bounded by 3.7752H/c3.7776, i.e. the best bounds
until now. Furthermore, the proposed decomposition exhibits inherent parallelism, opening new
perspectives for solving highly heterogeneous problems such as the stability of a footing resting
on a micropile net.
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