• Title/Summary/Keyword: Non-convex optimization problem

Search Result 66, Processing Time 0.025 seconds

Design of a Fixed-Structure H$_{\infty}$ Power System Stabilizer (고정 구조를 가지는$H_\infty$ 전력계통 안정화 장치 설계)

  • Kim Seog-Joo;Lee Jong-Moo;Kwon Soonman;Moon Young-Hyun
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.53 no.12
    • /
    • pp.655-660
    • /
    • 2004
  • This paper deals with the design of a fixed-structure $H_\infty$ power system stabilizer (PSS) by using an iterative linear matrix inequality (LMI) method. The fixed-structure $H_\infty$ controller is represented in terms of LMIs with a rank condition. To solve the non-convex rank-constrained LMI problem, a linear penalty function is incorporated into the objective function so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Numerical experiments show the practical applicability of the proposed algorithm.

A New Approach to Solve the Rate Control Problem in Wired-cum-Wireless Networks

  • Loi Le Cong;Hwang Won-Joo
    • Journal of Korea Multimedia Society
    • /
    • v.9 no.12
    • /
    • pp.1636-1648
    • /
    • 2006
  • In this paper, we propose a new optimization approach to the rate control problem in a wired-cum-wireless network. A primal-dual interior-point(PDIP) algorithm is used to find the solution of the rate optimization problem. We show a comparison between the dual-based(DB) algorithm and PDIP algorithm for solving the rate control problem in the wired-cum-wireless network. The PDIP algorithm performs much better than the DB algorithm. The PDIP can be considered as an attractive method to solve the rate control problem in network. We also present a numerical example and simulation to illustrate our conclusions.

  • PDF

Improved Valve-Point Optimization Algorithm for Economic Load Dispatch Problem with Non-convex Fuel Cost Function (비볼록 발전비용함수 경제급전문제의 개선된 밸브지점 최적화 알고리즘)

  • Lee, Sang-Un
    • The Journal of the Institute of Internet, Broadcasting and Communication
    • /
    • v.15 no.6
    • /
    • pp.257-266
    • /
    • 2015
  • There is no polynomial-time algorithm that can be obtain the optimal solution for economic load dispatch problem with non-convex fuel cost functions. Therefore, electrical field uses quadratic fuel cost function unavoidably. This paper proposes a valve-point optimization (VPO) algorithm for economic load dispatch problem with non-convex fuel cost functions. This algorithm sets the initial values to maximum powers $P_i{\leftarrow}P_i^{max}$ for each generator. It then reduces the generation power of generator i with an average power cost of $_{max}\bar{c}_i$ to a valve point power $P_{ik}$. The proposed algorithm has been found to perform better than the extant heuristic methods when applied to 13 and 40-generator benchmark data. This paper consequently proves that the optimal solution to economic load dispatch problem with non-convex fuel cost functions converges to the valve-point power of each generator.

Design of Robust Support Vector Machine Using Genetic Algorithm (유전자 알고리즘을 이용한 강인한 Support vector machine 설계)

  • Lee, Hee-Sung;Hong, Sung-Jun;Lee, Byung-Yun;Kim, Eun-Tai
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.20 no.3
    • /
    • pp.375-379
    • /
    • 2010
  • The support vector machine (SVM) has been widely used in variety pattern recognition problems applicable to recommendation systems due to its strong theoretical foundation and excellent empirical successes. However, SVM is sensitive to the presence of outliers since outlier points can have the largest margin loss and play a critical role in determining the decision hyperplane. For robust SVM, we limit the maximum value of margin loss which includes the non-convex optimization problem. Therefore, we proposed the design method of robust SVM using genetic algorithm (GA) which can solve the non-convex optimization problem. To demonstrate the performance of the proposed method, we perform experiments on various databases selected in UCI repository.

Quasiconcave Bilevel Programming Problem

  • Arora S.R.;Gaur Anuradha
    • Management Science and Financial Engineering
    • /
    • v.12 no.1
    • /
    • pp.113-125
    • /
    • 2006
  • Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

Finite Step Method for the Constrained Optimization Problem in Phase Contrast Microscopic Image Restoration

  • Adiya, Enkhbolor;Yadam, Bazarsad;Choi, Heung-Kook
    • Journal of Multimedia Information System
    • /
    • v.1 no.1
    • /
    • pp.87-93
    • /
    • 2014
  • The aim of microscopic image restoration is to recover the image by applying the inverse process of degradation, and the results facilitate automated and improved analysis of the image. In this work, we consider the problem of image restoration as a minimization problem of convex cost function, which consists of a least-squares fitting term and regularization terms with non-negative constraints. The finite step method is proposed to solve this constrained convex optimization problem. We demonstrate the convergence of this method. Efficiency and restoration capability of the proposed method were tested and illustrated through numerical experiments.

  • PDF

Optimal Adaptive Multiband Spectrum Sensing in Cognitive Radio Networks

  • Yu, Long;Wu, Qihui;Wang, Jinlong
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.8 no.3
    • /
    • pp.984-996
    • /
    • 2014
  • In this paper, optimal sensing time allocation for adaptive multiband spectrum sensing-transmission procedure is investigated. The sensing procedure consists of an exploration phase and a detection phase. We first formulate an optimization problem to maximize the throughput by designing not only the overall sensing time, but also the sensing time for every stage in the exploration and detection phases, while keeping the miss detection probability for each channel under a pre-defined threshold. Then, we transform the initial non-convex optimization problem into a convex bilevel optimization problem to make it mathematically tractable. Simulation results show that the optimized sensing time setting in this paper can provide a significant performance gain over the previous studies.

Non-rigid Image Registration using Constrained Optimization (Constrained 최적화 기법을 이용한 Non-rigid 영상 등록)

  • Kim Jeong tae
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.29 no.10C
    • /
    • pp.1402-1413
    • /
    • 2004
  • In non-rigid image registration, the Jacobian determinant of the estimated deformation should be positive everywhere since physical deformations are always invertible. We propose a constrained optimization technique at ensures the positiveness of Jacobian determinant for cubic B-spline based deformation. We derived sufficient conditions for positive Jacobian determinant by bounding the differences of consecutive coefficients. The parameter set that satisfies the conditions is convex; it is the intersection of simple half spaces. We solve the optimization problem using a gradient projection method with Dykstra's cyclic projection algorithm. Analytical results, simulations and experimental results with inhale/exhale CT images with comparison to other methods are presented.

Structured Static Output Feedback Stabilization of Discrete Time Linear Systems (구조적인 제약이 있는 이산시간 선형시스템의 정적출력 되먹임 안정화 제어기 설계)

  • Lee, Joonhwa
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.21 no.3
    • /
    • pp.233-236
    • /
    • 2015
  • In this paper, a nonlinear optimization problem is proposed to obtain a structured static output feedback controller for discrete time linear systems. The proposed optimization problem has LMI (Linear Matrix Inequality) constraints and a non-convex objective function. Using the conditional gradient method, we can obtain suboptimal solutions of the proposed optimization problem. Numerical examples show the effectives of the proposed approach.

Adaptive Weighted Sum Method for Bi-objective Optimization (두개의 목적함수를 가지는 다목적 최적설계를 위한 적응 가중치법에 대한 연구)

  • ;Olivier de Weck
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.21 no.9
    • /
    • pp.149-157
    • /
    • 2004
  • This paper presents a new method for hi-objective optimization. Ordinary weighted sum method is easy to implement, but it has two significant drawbacks: (1) the solution distribution by the weighted sum method is not uniform, and (2) the method cannot determine any solutions that reside in non-convex regions of a Pareto front. The proposed adaptive weighted sum method does not solve a multiobjective optimization in a predetermined way, but it focuses on the regions that need more refinement by imposing additional inequality constraints. It is demonstrated that the adaptive weighted sum method produces uniformly distributed solutions and finds solutions on non-convex regions. Two numerical examples and a simple structural problem are presented to verify the performance of the proposed method.