• Title/Summary/Keyword: Constraint Optimization Problem

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ON OPTIMALITY CONDITIONS FOR ABSTRACT CONVEX VECTOR OPTIMIZATION PROBLEMS

  • Lee, Gue-Myung;Lee, Kwang-Baik
    • Journal of the Korean Mathematical Society
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    • v.44 no.4
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    • pp.971-985
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    • 2007
  • A sequential optimality condition characterizing the efficient solution without any constraint qualification for an abstract convex vector optimization problem is given in sequential forms using subdifferentials and ${\epsilon}$-subdifferentials. Another sequential condition involving only the subdifferentials, but at nearby points to the efficient solution for constraints, is also derived. Moreover, we present a proposition with a sufficient condition for an efficient solution to be properly efficient, which are a generalization of the well-known Isermann result for a linear vector optimization problem. An example is given to illustrate the significance of our main results. Also, we give an example showing that the proper efficiency may not imply certain closeness assumption.

Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming (순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화)

  • Kwon, Hyuck-Hoon;Shin, Hyo-Sub;Kim, Yoon-Hwan;Lee, Dong-Hee
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.68 no.1
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    • pp.159-166
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    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

Optimal Design for Reliability with Lognormally Distributed Stress and Strength (대수(對數) 정규분포(正規分布)를 하는 부하(負荷)와 강도(强度) 신뢰성(信賴性)모델에서의 최적화(最適化) 설계(設計)에 관(關)한 연구(硏究)(I))

  • Kim, Bok-Man;Hwang, Ui-Cheol
    • Journal of Korean Society for Quality Management
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    • v.18 no.2
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    • pp.43-53
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    • 1990
  • Mechanical components and structures are a major part of complex systems and the conseguences of their failure can be extremely costly. The ultimate goal of design engineers is to optimize these mechanical and structural design from the point of view of cost, reliability, weight, volume, maintainability and safety. An essential requirement of design optimization is to develop mathematical models for reliability at design stage. This paper is to minimize the cost of resources subject to the constraint that the reliability of the system must meet a specified level. The lagrange multiplier method is used to optimize the lognormal stress-lognormal strength problem. This optimization problem can be reduced to a search problem in one variable. A numerical example is presented to illustrate the optimization problem.

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Mass optimization of four bar linkage using genetic algorithms with dual bending and buckling constraints

  • Hassan, M.R.A.;Azid, I.A.;Ramasamy, M.;Kadesan, J.;Seetharamu, K.N.;Kwan, A.S.K.;Arunasalam, P.
    • Structural Engineering and Mechanics
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    • v.35 no.1
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    • pp.83-98
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    • 2010
  • In this paper, the mass optimization of four bar linkages is carried out using genetic algorithms (GA) with single and dual constraints. The single constraint of bending stress and the dual constraints of bending and buckling stresses are imposed. From the movement response of the bar linkage mechanism, the analysis of the mechanism is developed using the combination of kinematics, kinetics, and finite element analysis (FEA). A penalty-based transformation technique is used to convert the constrained problem into an unconstrained one. Lastly, a detailed comparison on the effect of single constraint and of dual constraints is presented.

Development of Genetic Algorithms for Efficient Constraints Handling (구속조건의 효율적인 처리를 위한 유전자 알고리즘의 개발)

  • Cho, Young-Suk;Choi, Dong-Hoon
    • Proceedings of the KSME Conference
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    • 2000.04a
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    • pp.725-730
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    • 2000
  • Genetic algorithms based on the theory of natural selection, have been applied to many different fields, and have proven to be relatively robust means to search for global optimum and handle discontinuous or even discrete data. Genetic algorithms are widely used for unconstrained optimization problems. However, their application to constrained optimization problems remains unsettled. The most prevalent technique for coping with infeasible solutions is to penalize a population member for constraint violation. But, the weighting of a penalty for a particular problem constraint is usually determined in the heuristic way. Therefore this paper proposes, the effective technique for handling constraints, the ranking penalty method and hybrid genetic algorithms. And this paper proposes dynamic mutation tate to maintain the diversity in population. The effectiveness of the proposed algorithm is tested on several test problems and results are discussed.

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Design Optimization of Superconducting Magnet for Maximum Energy Storage (초전도 전자석의 저장에너지 최대화를 위한 최적설계)

  • Kim, Chang-Wook;Lee, Hyang-Beom;Park, Il-Han
    • Proceedings of the KIEE Conference
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    • 1999.07a
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    • pp.253-255
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    • 1999
  • In this paper, a shape optimization algorithm of superconducting magnet using finite element method is presented. Since the superconductor loses its superconductivity over the critical magnetic field and critical current density, this material property should be taken into account in the design process. Trial and error approach of repeating the change of the design variables costs much time and it sometimes does not guarantee an optimal design. This paper presents a systematic and efficient design algorithm for the superconducting magnet. We employ the sensitivity analysis based on finite element formulation. As for optimization algorithm, the inequality constraint for the superconducting state is removed by modifying the objective function and the nonlinear equality constraint of constant volume is satisfied by the gradient projection method. This design algorithm is applied to an optimal design problem of a solenoid air-cored superconducting magnet that has a design objective of the maximum energy storage.

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Robust optimization of reinforced concrete folded plate and shell roof structure incorporating parameter uncertainty

  • Bhattacharjya, Soumya;Chakrabortia, Subhasis;Dasb, Subhashis
    • Structural Engineering and Mechanics
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    • v.56 no.5
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    • pp.707-726
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    • 2015
  • There is a growing trend of considering uncertainty in optimization process since last few decades. In this regard, Robust Design Optimization (RDO) scheme has gained increasing momentum because of its virtue of improving performance of structure by minimizing the variation of performance and ensuring necessary safety and feasibility of constraint under uncertainty. In the present study, RDO of reinforced concrete folded plate and shell structure has been carried out incorporating uncertainty in the relevant parameters by Monte Carlo Simulation. Folded plate and shell structures are among the new generation popular structures often used in aesthetically appealing constructions. However, RDO study of such important structures is observed to be scarce. The optimization problem is formulated as cost minimization problem subjected to the force and displacements constraints considering dead, live and wind load. Then, the RDO is framed by simultaneously optimizing the expected value and the variation of the performance function using weighted sum approach. The robustness in constraint is ensured by adding suitable penalty term and through a target reliability index. The RDO problem is solved by Sequential Quadratic Programming. Subsequently, the results of the RDO are compared with conventional deterministic design approach. The parametric study implies that robust designs can be achieved by sacrificing only small increment in initial cost, but at the same time, considerable quality and guarantee of the structural behaviour can be ensured by the RDO solutions.

An Approximation Approach for A Multi-Product Continuous Review Inventory Problem with Budget Constraint (예산의 계약이 있는 다품종 연속적 재고 관리 문제에서 추정을 통한 해법)

  • Lee, Dong-Ju;Yoo, Jae-Wook;Lee, Moon-Su
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.31 no.4
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    • pp.134-139
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    • 2008
  • Most approaches for continuous review inventory problem need tables for loss function and cumulative standard normal distribution. Furthermore, it is time-consuming to calculate order quantity (Q) and reorder point (r) iteratively until required values are converged. The purpose of this paper is to develop a direct method to get the solution without any tables. We used approximation approaches for loss function and cumulative standard normal distribution. The proposed method can get the solution directly without any iterative procedure for Q, r and without any tables. The performance of the proposed approach is tested by using numerical examples. The budget constraint of this paper assumes that purchasing costs are paid at the time an order is arrived. This constraint can be easily replaced by capacity constraint or budget constraint in which' purchasing costs are paid at the time an order is placed.

Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.169.4-169
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    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

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A Robust Optimization Method Utilizing the Variance Decomposition Method for Electromagnetic Devices

  • Wang, Shujuan;Li, Qiuyang;Chen, Jinbao
    • Journal of Magnetics
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    • v.19 no.4
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    • pp.385-392
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    • 2014
  • Uncertainties in loads, materials and manufacturing quality must be considered during electromagnetic devices design. This paper presents an effective methodology for robust optimization design based on the variance decomposition in order to keep higher accuracy of the robustness prediction. Sobol' theory is employed to estimate the response variance under some specific tolerance in design variables. Then, an optimal design is obtained by adding a criterion of response variance upon typical optimization problems as a constraint of the optimization. The main contribution of this paper is that the proposed method applies the variance decomposition to obtain a more accurate variance of the response, as well save the computational cost. The performance and robustness of the proposed algorithms are investigated through a numerical experiment with both an analytic function and the TEAM 22 problem.