• 제목/요약/키워드: quadratic programming problem

검색결과 128건 처리시간 0.024초

연계계통에서 가용송전용량 평가를 위한 최적화 알고리즘의 비교 (Comparison of Optimization Algorithms for Available Transfer Capability Assessment in Interconnected Systems)

  • 김규호;송경빈
    • 대한전기학회논문지:전력기술부문A
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    • 제55권12호
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    • pp.549-554
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    • 2006
  • Available transfer capability(ATC) is an important indicator of the usable amount of transmission capacity accessible by several parties for commercial trading in power transaction activities. This paper deals with an application of optimization technique for available transfer capability(ATC) calculation and analyzes the results of ATC by considering several constraints. Especially several optimization techniques are used to solve the ATC problem with state-steady security constraints. The results are compared with that of repeat power flow(RPF), sequential quadratic programming(SQP) and linear programming(LP). The proposed method is applied to 10 machines 39 buses model systems to show its effectiveness.

Optimization of the Growth Rate of Probiotics in Fermented Milk Using Genetic Algorithms and Sequential Quadratic Programming Techniques

  • Chen, Ming-Ju;Chen, Kun-Nan;Lin, Chin-Wen
    • Asian-Australasian Journal of Animal Sciences
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    • 제16권6호
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    • pp.894-902
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    • 2003
  • Prebiotics (peptides, N-acetyglucoamine, fructo-oligosaccharides, isomalto-oligosaccharides and galactooligosaccharides) were added to skim milk in order to improve the growth rate of contained Lactobacillus acidophilus, Lactobacillus casei, Bifidobacterium longum and Bifidobacterium bifidum. The purpose of this research was to study the potential synergy between probiotics and prebiotics when present in milk, and to apply modern optimization techniques to obtain optimal design and performance for the growth rate of the probiotics using a response surface-modeling technique. To carry out response surface modeling, the regression method was performed on experimental results to build mathematical models. The models were then formulated as an objective function in an optimization problem that was consequently optimized using a genetic algorithm and sequential quadratic programming approach to obtain the maximum growth rate of the probiotics. The results showed that the quadratic models appeared to have the most accurate response surface fit. Both SQP and GA were able to identify the optimal combination of prebiotics to stimulate the growth of probiotics in milk. Comparing both methods, SQP appeared to be more efficient than GA at such a task.

Laguerre Polynomial을 이용한 저수지군의 최적제어 (Optimal Control of Multireservoirs Using Discrete Laguerre Polynomials)

  • 이재형;김민환
    • 대한토목학회논문집
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    • 제11권4호
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    • pp.91-102
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    • 1991
  • 저수지군을 최적으로 운영하려고 할때 일반적으로 동적계획법을 이용하는데 저수지 수의 증가와 변수의 이산화에 따라 계산 용량이 지수적으로 팽창하는 결점을 내포하고 있다. 이 문제를 해결하기 위해서 본 논문에서는 저수지 시스템 변수가 LP(Laguerre Polynomial)로 표현된 새로운 모형 개발을 시도하였다. 새로운 계획모형은 QP(Quadratic Programming) 형태이다. 이 모형의 해는 확장 라그란지안 곱수 방법(Augmented Lagrangian Multiplier Method)의 비선형계획법에 의해서 QP해를 구하였다. 그 결과 저수 수준은 기존의 결과보다 높게 유지하려는 경향을 보였으며, 평가된 편익 값은 다른 방법들과 비슷한 값이었다.

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2차원 홀로그래픽 변조부호 설계를 위한 정수계획법 모형 (Integer Programming Models for the Design of Two-Dimensional Holographic Storage Modulation Code)

  • 박태형;이재진
    • 한국통신학회논문지
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    • 제38A권6호
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    • pp.459-464
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    • 2013
  • 본 연구에서는 이차원 인접 심볼간 간섭(2D ISI) 및 인접 페이지간 간섭 (IPI)을 줄이는 홀로그래픽 저장장치를 위한 이차원 변조부호를 선택하는 문제를 고려한다. 변조부호 선택문제는 목적함수로 코드내부와 코드 상호간 인접심볼값의 차이를 최소화하고, 제약식으로는 사용된 심볼의 분포가 균등하며, 최소 해밍거리 조건이 주어진 이차정수계획법 모형으로 수식화되었다. 선택된 코드워드에서 고립된 픽셀의 발생여부를 검색하는 모형은 정수계획법 모형으로 수식화되었다. 제안된 모형들은 4-레벨 6/8 코드 및 2-레벨 6/8 코드에 적용되어 성능을 계산하였다.

CONTINUOUS PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • Husain, I.;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.75-106
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    • 2008
  • In this paper, we derive necessary optimality conditions for a continuous programming problem in which both objective and constraint functions contain support functions and is, therefore, nondifferentiable. It is shown that under generalized invexity of functionals, Karush-Kuhn-Tucker type optimality conditions for the continuous programming problem are also sufficient. Using these optimality conditions, we construct dual problems of both Wolfe and Mond-Weir types and validate appropriate duality theorems under invexity and generalized invexity. A mixed type dual is also proposed and duality results are validated under generalized invexity. A special case which often occurs in mathematical programming is that in which the support function is the square root of a positive semidefinite quadratic form. Further, it is also pointed out that our results can be considered as dynamic generalizations of those of (static) nonlinear programming with support functions recently incorporated in the literature.

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Collapse behaviour of three-dimensional brick-block systems using non-linear programming

  • Baggio, Carlo;Trovalusci, Patrizia
    • Structural Engineering and Mechanics
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    • 제10권2호
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    • pp.181-195
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    • 2000
  • A two-step procedure for the application of non linear constrained programming to the limit analysis of rigid brick-block systems with no-tension and frictional interface is implemented and applied to various masonry structures. In the first step, a linear problem of programming, obtained by applying the upper bound theorem of limit analysis to systems of blocks interacting through no-tension and dilatant interfaces, is solved. The solution of this linear program is then employed as initial guess for a non linear and non convex problem of programming, obtained applying both the 'mechanism' and the 'equilibrium' approaches to the same block system with no-tension and frictional interfaces. The optimiser used is based on the sequential quadratic programming. The gradients of the constraints required are provided directly in symbolic form. In this way the program easily converges to the optimal solution even for systems with many degrees of freedom. Various numerical analyses showed that the procedure allows a reliable investigation of the ultimate behaviour of jointed structures, such as stone masonry structures, under statical load conditions.

A control allocation sterategy based on multi-parametric quadratic programming algorithm

  • Jeong, Tae-Yeong;Ji, Sang-Won;Kim, Young-Bok
    • 수산해양기술연구
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    • 제49권2호
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    • pp.153-160
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    • 2013
  • Control allocation is an important part of a system. It implements the function that map the desired command forces from the controller into the commands of the different actuators. In this paper, the authors present an approach for solving constrained control allocation problem in vessel system by using multi-parametric quadratic programming (mp-QP) algorithm. The goal of mp-QP algorithm applied in this study is to compute a solution to minimize a quadratic performance index subject to linear equality and inequality constraints. The solution can be pre-computed off-line in the explicit form of a piecewise linear (PWL) function of the generalized forces and constrains. The efficiency of mp-QP approach is evaluated through a dynamic positioning simulation for a vessel by using four tugboats with constraints about limited pushing forces and found to work well.

INDEFINITE STOCHASTIC LQ CONTROL WITH CROSS TERM VIA SEMIDEFINITE PROGRAMMING

  • Luo, Chengxin;Feng, Enmin
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.85-97
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    • 2003
  • An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.

헬리곱터 꼬리 날개의 최적 설계 (Optimal Design of Helicopter Tailer Boom)

  • 한석영
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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    • pp.419-424
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    • 1999
  • In this paper, the comparison of the first order approximation schemes such as SLP (sequential linear programming), CONLIN(convex linearization), MMA(method of moving asymptotes) and the second order approximation scheme, SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP are the most efficient methods for optimization. But the number of function call of SQP is much more than that of MMA. Therefore, when it is considered with the expense of computation, MMA is more efficient than SQP. In order to examine the efficiency of MMA for complex optimization problem, it was applied to the helicopter tail boom considering column buckling and local wall buckling constraints. It is concluded that MMA can be a very efficient approximation scheme from simple problems to complex problems.

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A TRUST REGION METHOD FOR SOLVING THE DECENTRALIZED STATIC OUTPUT FEEDBACK DESIGN PROBLEM

  • MOSTAFA EL-SAYED M.E.
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.1-23
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    • 2005
  • The decentralized static output feedback design problem is considered. A constrained trust region method is developed that solves this optimal control problem when a complete set of state variables is not available. The considered problem is interpreted as a non-linear (non-convex) constrained matrix optimization problem. Then, a decentralized constrained trust region method is developed for this problem class exploiting the diagonal structure of the problem and using inexact computations. Finally, numerical results are given for the proposed method.