• Title/Summary/Keyword: Inequality constraints

Search Result 166, Processing Time 0.025 seconds

Algorithm for the Constrained Chebyshev Estimation in Linear Regression

  • Kim, Bu-yong
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.1
    • /
    • pp.47-54
    • /
    • 2000
  • This article is concerned with the algorithm for the Chebyshev estimation with/without linear equality and/or inequality constraints. The algorithm employs a linear scaling transformation scheme to reduce the computational burden which is induced when the data set is quite large. The convergence of the proposed algorithm is proved. And the updating and orthogonal decomposition techniques are considered to improve the computational efficiency and numerical stability.

  • PDF

A Study on Optimal Electric Load Distribution and Generator Operating Mode Using Dynamic Programming (동적계획법을 이용한 발전기의 운전모드 및 최적부하 배분에 관한 연구)

  • H-H Yoo
    • Journal of Advanced Marine Engineering and Technology
    • /
    • v.26 no.3
    • /
    • pp.313-319
    • /
    • 2002
  • Since the oil crisis in 1970, a great deal of effort has been made to develop automatic electric load sharing systems as a part of the efforts to save energy. A large scale electric generating system composes more than two generators whose characteristics may be different. When such a system is operated individually or in parallel, the lagrange multiplier's method has difficulty in achieving optimal load distribution because generators usually have the limitations of the operating range with inequality constraints. Therefore, a suitable operating mode of generators has to be decided according to the selection of the generators to meet electric power requirements at the minimum cost. In this study, a method which solves the optimal electric load distribution problem using the dynamic programming technique is proposed. This study also shows that the dynamic programming method has an advantage in dealing with the optimal load distribution problem under the limitations of the operating range with inequality constraints including generator operation mode. In this study, generator operating cost curve of second order equation by shop trial test results of diesel generators are used. The results indicate that the proposed method can be applied to the ship's electric generating system.

Extension of the LQR to Accomodate Actuator Saturation Bounds for Flexible Space Structures (제한된 제어입력을 갖는 유연우주구조물에 대한 확장된 LQR)

  • Lee, Sang-Chul
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.30 no.8
    • /
    • pp.71-77
    • /
    • 2002
  • We consider the simultaneous slewing and vibration suppression control problem of an idealized structural model which has a rigid hub with two cantilevered flexible appendages and finite tip masses. The finite clement method(FEM) is used to obtain linear finite dimensional equations of motion for the model. In the linear quadratic regulator(LQR) problem, a simple method is introduced to provide a physically meaningful performance index for space structure models. This method gives us a mathematically minor but physically important modification of the usual energy type performance index. A numerical procedure to solve a time-variant LQR problem with inequality control constraints is presented using the method of particular solutions.

Optimal Guaranteed Cost Control of Linear Uncertain Systems with Input Constraints

  • Yu Li;Han Qing-Long;Sun Ming-Xuan
    • International Journal of Control, Automation, and Systems
    • /
    • v.3 no.3
    • /
    • pp.397-402
    • /
    • 2005
  • The guaranteed cost control problem for a class of linear systems with norm-bounded time-varying parameter uncertainties and input constraints is considered. A sufficient condition for the existence of guaranteed cost state feedback controllers is derived via the linear matrix inequality (LMI) approach, and a design procedure to guaranteed cost controllers is given. Furthermore, a convex optimization problem is formulated to determine the optimal guaranteed cost controller. An example is given to illustrate the effectiveness of the proposed results.

An Algorithm for One-Sided Generalized Least Squares Estimation and Its Application

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.3
    • /
    • pp.361-373
    • /
    • 2000
  • A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.

  • PDF

Trajectory Optimization for Underwater Gliders Considering Depth Constraints (수심 제한을 고려한 수중 글라이더 경로 최적화)

  • Yoon, Sukmin;Kim, Jinwhan
    • Journal of Ocean Engineering and Technology
    • /
    • v.28 no.6
    • /
    • pp.560-565
    • /
    • 2014
  • In this study, the problem of trajectory optimization for underwater gliders considering depth constraints is discussed. Typically, underwater gliders are controlled to dive and climb in a saw-tooth pattern at constant gliding angles. This approach is effective and close to optimal for deep water applications. However, the optimal path deviates from the saw-tooth path in shallow water conditions. This study focuses on finding more efficient gliding paths that can minimize the traverse time in the horizontal plane when the water depth is limited. The trajectory optimization problem is formulated into a minimum time control problem with inequality path constraints and hydrodynamic drag effects. A numerical approach based on the pseudo-spectral method is adopted as a solution approach, and the simulation results are presented.

Design of a Multiobjective Robust Controller for the Track-Following System of an Optical Disk Drive (광 디스크 드라이브의 트랙킹 서보 시스템을 위한 다목적 강인 제어기의 설계)

  • 이문노;문정호;정명진
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.4 no.5
    • /
    • pp.592-599
    • /
    • 1998
  • In this paper, we design a tracking controller which satisfies transient response specifications and maintains tracking error within a tolerable limit for the uncertain track-following system of an optical disk drive. To this end, a robust $H_{\infty}$ control problem with regional stability constraints and sinusoidal disturbance rejection is considered. The internal model principle is used for rejecting the sinusoidal disturbance caused by eccentric rotation of the disk. We show that a condition satisfying the regional stability constraints can be expressed in terms of a linear matrix inequality (LMI) using the Lyapunov theory and S-procedure. Finally, a tracking controller is obtained by solving an LMI optimization problem involving two linear matrix inequalities. The proposed controller design method is evaluated through an experiment.

  • PDF

Environmentally Constrained Economic Dispatch In Thermal Power System (환경 제약을 고려한 화력계통에서의 경제적 운용)

  • Kim, Jae-Cheol;Baek, Yeong-Sik;Song, Gyeong-Bin;Kim, Chang-Su
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.50 no.9
    • /
    • pp.406-410
    • /
    • 2001
  • This paper develops an efficient evolutionary programming based algorithm for solving the environmentally constrained economic dispatch problem in thermal power system. The proposed algorithm can deal with the power balance constraints and the emission constraints which are equality and inequality constraints, respectively. Numerical results show that the proposed algorithm can provide superior solutions within reasonable time through its application to a test system.

  • PDF

Robust Control for Singularly Perturbed Uncertain Systems with State Constraints

  • Lee, Sang-Yup;Kim, Eung-Ju;Kim, Beom-Soo;Lim, Myo-Taeg
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.34.1-34
    • /
    • 2001
  • We deal with robust control problem for singularly perturbed linear systems with norm-bounded structured uncertainty under state constraints. We assume that the norm-bounded uncertainty is composed of repeated scalar-block and full-block forms. In the structured uncertainty, repeated scalar block forms account for uncertain physical parameter value and full-block forms may be some unknown nonlinear dynamics. In order deal with uncertainty and state constraints, we use LMI(Linear Matrix Inequality). The original problem is decomposed into two well behaved reduced order problems. Shinc two LMI problems are completely independent, each solution can be computed simultaneously and work in parallel.

  • PDF

The Research of Optimal Plant Layout Optimization based on Particle Swarm Optimization for Ethylene Oxide Plant (PSO 최적화 기법을 이용한 Ethylene Oxide Plant 배치에 관한 연구)

  • Park, Pyung Jae;Lee, Chang Jun
    • Journal of the Korean Society of Safety
    • /
    • v.30 no.3
    • /
    • pp.32-37
    • /
    • 2015
  • In the fields of plant layout optimization, the main goal is to minimize the construction cost including pipelines as satisfying all constraints such as safety and operating issues. However, what is the lacking of considerations in previous researches is to consider proper safety and maintenance spaces for a complex plant. Based on the mathematical programming, MILP(Mixed Integer Linear Programming) problems including various constraints can be formulated to find the optimal solution which is to achieve the best economic benefits. The objective function of this problem is the sum of piping cost, pumping cost and area cost. In general, many conventional optimization solvers are used to find a MILP problem. However, it is really hard to solve this problem due to complex inequality and equality constraints, since it is impossible to use the derivatives of objective functions and constraints. To resolve this problem, the PSO (Particle Swarm Optimization), which is one of the representative sampling approaches and does not need to use derivatives of equations, is employed to find the optimal solution considering various complex constraints in this study. The EO (Ethylene Oxide) plant is tested to verify the efficacy of the proposed method.