• 제목/요약/키워드: Kuhn-Tucker Condition

검색결과 22건 처리시간 0.014초

An Improved Mean-Variance Optimization for Nonconvex Economic Dispatch Problems

  • Kim, Min Jeong;Song, Hyoung-Yong;Park, Jong-Bae;Roh, Jae-Hyung;Lee, Sang Un;Son, Sung-Yong
    • Journal of Electrical Engineering and Technology
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    • 제8권1호
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    • pp.80-89
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    • 2013
  • This paper presents an efficient approach for solving economic dispatch (ED) problems with nonconvex cost functions using a 'Mean-Variance Optimization (MVO)' algorithm with Kuhn-Tucker condition and swap process. The aim of the ED problem, one of the most important activities in power system operation and planning, is to determine the optimal combination of power outputs of all generating units so as to meet the required load demand at minimum operating cost while satisfying system equality and inequality constraints. This paper applies Kuhn-Tucker condition and swap process to a MVO algorithm to improve a global minimum searching capability. The proposed MVO is applied to three different nonconvex ED problems with valve-point effects, prohibited operating zones, transmission network losses, and multi-fuels with valve-point effects. Additionally, it is applied to the large-scale power system of Korea. The results are compared with those of the state-of-the-art methods as well.

동하중에서 변환된 등가정하중에 의한 최적화 방법의 수학적 고찰 (Mathematical Proof for Structural Optimization with Equivalent Static Loads Transformed from Dynamic Loads)

  • 박경진;강병수
    • 대한기계학회논문집A
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    • 제27권2호
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    • pp.268-275
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    • 2003
  • Generally, structural optimization is carried out based on external static loads. All forces have dynamic characteristics in the real world. Mathematical optimization with dynamic loads is extremely difficult in a large-scale problem due to the behaviors in the time domain. The dynamic loads are often transformed into static loads by dynamic factors, design codes, and etc. Therefore, the optimization results can give inaccurate solutions. Recently, a systematic transformation has been proposed as an engineering algorithm. Equivalent static loads are made to generate the same displacement field as the one from dynamic loads at each time step of dynamic analysis. Thus, many load cases are used as the multiple leading conditions which are not costly to include in modern structural optimization. In this research, it is mathematically proved that the solution of the algorithm satisfies the Karush-Kuhn-Tucker necessary condition. At first, the solution of the new algorithm is mathematically obtained. Using the termination criteria, it is proved that the solution satisfies the Karush-Kuhn-Tucker necessary condition of the original dynamic response optimization problem. The application of the algorithm is discussed.

THE KARUSH-KUHN-TUCKER OPTIMALITY CONDITIONS IN INTERVAL-VALUED MULTIOBJECTIVE PROGRAMMING PROBLEMS

  • Hosseinzade, Elham;Hassanpour, Hassan
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1157-1165
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    • 2011
  • The Karush-Kuhn-Tucker (KKT) necessary optimality conditions for nonlinear differentiable programming problems are also sufficient under suitable convexity assumptions. The KKT conditions in multiobjective programming problems with interval-valued objective and constraint functions are derived in this paper. The main contribution of this paper is to obtain the Pareto optimal solutions by resorting to the sufficient optimality condition.

목표 재고보유매장비율 달성을 위한 다중품목 재고수준 최적화 알고리즘 (Optimal Multi-Product Inventory Problem Algorithm with Target In-Stock Ratio Constraints)

  • 김형태
    • 산업경영시스템학회지
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    • 제46권2호
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    • pp.109-115
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    • 2023
  • This paper studied the problem of determining the optimal inventory level to meet the customer service target level in a situation where the customer demand for each branch of a nationwide retailer is uncertain. To this end, ISR (In-Stock Ratio) was defined as a key management indicator (KPI) that can be used from the perspective of a nationwide retailer such as Samsung, LG, or Apple that sells goods at branches nationwide. An optimization model was established to allow the retailer to minimize the total amount of inventory held at each branch while meeting the customer service target level defined as the average ISR. This paper proves that there is always an optimal solution in the model and expresses the optimal solution in a generalized form using the Karush-Kuhn-Tucker condition regardless of the shape of the probability distribution of customer demand. In addition, this paper studied the case where customer demand follows a specific probability distribution such as a normal distribution, and an expression representing the optimal inventory level for this case was derived.

A PSEUDOCONVEX PROGRAMMINA IN A HILBERT SPACE

  • Yoon, Byung-Ho;Kim, In-Soo
    • 대한수학회보
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    • 제23권2호
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    • pp.141-148
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    • 1986
  • In [1], M. Guignard considered a constraint set in a Banach space, which is similar to that in [2] and gave a first order necessary optimality condition which generalized the Kuhn-Tucker conditions [3]. Sufficiency is proved for objective functions which is either pseudoconcave [5] or quasi-concave [6] where the constraint sets are taken pseudoconvex. In this note, we consider a psedoconvex programming problem in a Hilbert space. Constraint set in a Hillbert space being pseudoconvex and the objective function is restrained by an operator equation. Then we use the methods similar to that in [1] and [6] to obtain a necessary and sufficient optimality condition.

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에너지소비 절감을 위한 열차최적운전 (Optimal Train Driving Strategy for Energy Saving)

  • 손창훈;서병설
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2011년도 춘계학술대회 논문집
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    • pp.888-894
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    • 2011
  • This paper is a study of optimal train driving strategy to minimize the energy consumption. Optimal driving strategy can be analyzed as an optimal problem which have constraints by using Largrangian Function and Kuhn-Tucker condition. We simulate the section between Konkuk University Station and Seongsu Station which is on outer circle line of the Seoul Metro line No.2 by using MATLAB and consider the straight level track and the speed limit.

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신경 회로망을 이용한 음성 신호의 장구간 예측 (Long-term Prediction of Speech Signal Using a Neural Network)

  • 이기승
    • 한국음향학회지
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    • 제21권6호
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    • pp.522-530
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    • 2002
  • 본 논문에서는 선형 예측 후에 얻어지는 잔차 신호 (residual signal)를 신경 회로망에 바탕을 둔 비선형 예측기로 예측하는 방법을 제안하였다. 신경 회로망을 이용한 예측 방법의 타당성을 입증하기 위해, 먼저 선형 장구간 예측기와 신경 회로망이 도입된 비선형 장구간 예측기의 성능을 서로 비교하였다. 그리고 비선형 예측 후의 잔차 신호를 양자화 하는 과정에서 발생하는 양자화 오차의 영향에 대해 분석하였다. 제안된 신경망 예측기는 예측 오차뿐만 아니라 양자화의 영향을 함께 고려하였으며, 양자화오차에 대한강인성을 갖게 하기 위하여 쿤-터커 (Kuhn-Tucker) 부등식 조건을 만족하는 제한조건 역전파 알고리즘을 새로이 제안하였다. 실험 결과, 제안된 신경망 예측기는 제한조건을 갖는 학습 알고리즘을 사용했음에도 불구하고, 예측 이득이 크게 뒤떨어지지 않는 성능을 나타내었다.

PRC연속보 최적설계에서 단면의 유효깊이 변화를 고려한 DCOC알고리즘 개발 (Development of DCOC Algorithm Considering the Variation of Effective Depth in the Optimum Design of PRC Continuous Beam)

  • 조홍동;한상훈
    • 한국전산구조공학회논문집
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    • 제15권2호
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    • pp.281-291
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    • 2002
  • 본 연구에서는 직사각형 단면을 갖는 프리스트레스 철근콘크리트보(PRC)의 최소경비설계를 수행하였다. 목적함수로서 건설경비는 콘크리트 경비, 긴장재 경비, 철근 경비 그리고 거푸집 경비를 포함하였으며 이를 최소화하였다. 설계제약조건으로는 시방서상의 최대처짐제약, 휨 및 전단강도제약, 연성제약 그리고 설계변수에 대한 상·하한 제약을 고려하였다. 쿤-터커 필요조건을 이용하여 최적성 규준을 설계변수의 항으로 명시적으로 유도하였으며, 이때 설계변수로는 보의 유효깊이, 긴장재의 최대편심거리 그리고 철근비로 취하였고, 긴장재의 형상은 2차 포물선함수로 가정하였다. 또한 본 연구에서는 요소별로 변화하는 단면을 갖는 경우와 전경간에 걸쳐 일정한 단면을 갖는 경우에 대하여 고려하였고, 긴장재의 경간별 최대편심을 설계변수화 하였다. 그리고 수치예를 들어 개발된 기법의 적용성과 효율성을 보였다.

Shape Design of Frame Structures for Vibration Suppression and Weight Reduction

  • Hase, Miyahito;Ikeda, Masao
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.2246-2251
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    • 2003
  • This paper proposes shape design of frame structures for vibration suppression and weight reduction. The $H_{\infty}$ norm of the transfer function from disturbance sources to the output points where vibration should be suppressed, is adopted as the performance index to represent the magnitude of vibration transfer. The design parameters are the node positions of the frame structure, on which constraints are imposed so that the structure achieves given tasks. For computation of Pareto optimal solutions to the two-objective design problem, a number of linear combinations of the $H_{\infty}$ norm and the total weight of the structure are considered and minimized. For minimization of the scalared objective function, a Lagrange function is defined by the objective function and the imposed constraints on the design parameters. The solution for which the Lagrange function satisfies the Karush-Kuhn-Tucker condition, is searched by the sequential quadratic programming (SQP) method. Numerical examples are presented to demonstrate the effectiveness of the proposed design method.

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제약을 갖는 최적화문제에 대한 파라메트릭 접근법과 구조문제의 최적화에 대한 응용 (A Method using Parametric Approach for Constrained Optimization and its Application to a System of Structural Optimization Problems)

  • 양용준;김원석
    • 한국경영과학회지
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    • 제15권1호
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    • pp.73-82
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    • 1990
  • This paper describes two algorithms to Nonlinear programming problems with equality constraints and with equality and inequality constraints. The first method treats nonlinear programming problems with equality constraints. Utilizing the nonlinear programming problems with equality constraints. Utilizing the nonlinear parametric programming technique, the method solves the problem by imbedding it into a suitable one-parameter family of problems. The second method is to solve a nonlinear programming problem with equality and inequality constraints, by minimizing a square sum of nonlinear functions which is derived from the Kuhn-Tucker condition.

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