• Title/Summary/Keyword: quadratic programming problem

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Assessment of Total Transfer Capability for Congestion Management using Linear Programming (선형계획기반 선로혼잡처리에 대한 총송전용량 평가)

  • Kim, Kyu-Ho;Song, Kyung-Bin
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.11
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    • pp.447-452
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    • 2006
  • This paper presents a scheme to solve the congestion problem with phase-shifting transformer(PST) controls and power generation controls using linear programming method. A good design of PST and power generation control can improve total transfer capability(TTC) in interconnected systems. This paper deals with an application of optimization technique for TTC calculation. Linear programming method is used to maximize power flow of tie line subject to security constraints such as voltage magnitude and real power flow in interconnected systems. The results are compared with that of repeat power flow(RPF) and sequential quadratic programming(SQP). The proposed method is applied to 10 machines 39 buses model systems to show its effectiveness.

A Study on the Optimal Design of Automotive Gas Spring (차량용 가스스프링의 최적설계에 관한 연구)

  • Lee, Choon Tae
    • Journal of Drive and Control
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    • v.14 no.4
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    • pp.45-50
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    • 2017
  • The gas spring is a hydropneumatic adjusting element, consisting of a pressure tube, a piston rod, a piston and a connection fitting. The gas spring is filled with compressed nitrogen within the cylinder. The filling pressure acts on both sides of the piston and because of area difference it produces an extension force. Therefore, a gas spring is similar in function compare to mechanical coil spring. Conversely, optimization is a process of finding the best set of parameters to reach a goal while not violating certain constraints. The AMESim software provides NLPQL (Nonlinear Programming by Quadratic Lagrangian) and GA (genetic algorithm) for optimization. The NLPQL method builds a quadratic approximation to the Lagrange function and linear approximations to all output constraints at each iteration, starting with the identity matrix for the Hessian of the Lagrangian, and gradually updating it using the BFGS method. On each iteration, a quadratic programming problem is solved to find an improved design until the final convergence to the optimum design. In this study, we conducted optimization design of the gas spring reaction force with NLPQL.

Detection of Cavities by Inverse Heat Conduction Boundary Element Method Using Minimal Energy Technique (최소 에너지기법을 이용한 역 열전도 경계요소법의 공동 탐지)

  • Choi, C.Y.
    • Journal of the Korean Society for Nondestructive Testing
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    • v.17 no.4
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    • pp.237-247
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    • 1997
  • A geometrical inverse heat conduction problem is solved for the infrared scanning cavity detection by the boundary element method using minimal energy technique. By minimizing the kinetic energy of temperature field, boundary element equations are converted to the quadratic programming problem. A hypothetical inner boundary is defined such that the actual cavity is located interior to the domain. Temperatures at hypothetical inner boundary are determined to meet the constraints of mea- surement error of surface temperature obtained by infrared scanning, and then boundary element analysis is peformed for the position of an unknown boundary (cavity). Cavity detection algorithm is provided, and the effects of minimal energy technique on the inverse solution method are investigated by means of numerical analysis.

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Minimizing the total completion time in a two-stage flexible flow shop (2 단계 유연 흐름 생산에서 평균 완료 시간 최소화 문제)

  • Yoon, Suk-Hun
    • Journal of Convergence for Information Technology
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    • v.11 no.8
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    • pp.207-211
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    • 2021
  • This paper addresses a two-stage flexible flow shop scheduling problem in which there is one machine in stage 1 and two identical machines in stage 2. The objective is the minimization of the total completion time. The problem is formulated by a mixed integer quadratic programming (MIQP) and a hybrid simulated annealing (HSA) is proposed to solve the MIQP. The HSA adopts the exploration capabilities of a genetic algorithm and incorporates a simulated annealing to reduce the premature convergence. Extensive computational tests on randomly generated problems are carried out to evaluate the performance of the HSA.

The Optimal Mean-Variance Portfolio Formulation by Mathematical Planning (Mean-Variance 수리 계획을 이용한 최적 포트폴리오 투자안 도출)

  • Kim, Tai-Young
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.63-71
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    • 2009
  • The traditional portfolio optimization problem is to find an investment plan for securities with reasonable trade-off between the rate of return and the risk. The seminal work in this field is the mean-variance model by Markowitz, which is a quadratic programming problem. Since it is now computationally practical to solve the model, a number of alternative models to overcome this complexity have been proposed. In this paper, among the alternatives, we focus on the Mean Absolute Deviation (MAD) model. More specifically, we developed an algorithm to obtain an optimal portfolio from the MAD model. We showed mathematically that the algorithm can solve the problem to optimality. We tested it using the real data from the Korean Stock Market. The results coincide with our expectation that the method can solve a variety of problems in a reasonable computational time.

Algorithm for optimum operation of large-scale systems by the mathematical programming (수리계획법에 의한 대형시스템의 최적운용 앨고리즘)

  • 박영문;이봉용;백영식;김영창;김건중;김중훈;양원영
    • 전기의세계
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    • v.30 no.6
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    • pp.375-385
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    • 1981
  • New algorithms are derived for nonlinear programming problems which are characterized by their large variables and equality and inequality constraints. The algorithms are based upon the introduction of the Dependent-Variable-Elimination method, Independent-Variable-Reduction method, Optimally-Ordered-Triangular-Factorization method, Equality-Inequality-Sequential-Satisfaction method, etc. For a case study problem relating to the optimal determination of load flow in a 10-bus, 13-line sample power system, several approaches are undertaken, such as SUMT, Lagrange's Multiplier method, sequential applications of linear and quadratic programming method. For applying the linear programming method, the conventional simplex algorithm is modified to the large-system-oriented one by the introduction of the Two-Phase method and Variable-Upper-Bounding method, thus resulting in remarkable savings in memory requirements and computing time. The case study shows the validity and effectivity of the algorithms presented herein.

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Topology-Based Circuit Partitioning for Reconfigurable FPGA Systems (Reconfigurable FPGA 시스템을 위한 위상기반 회로분할)

  • 최연경;임종석
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.1061-1064
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    • 1998
  • This paper proposes a new topology-based partition method for reconfigurable FPGA systems whose components nd the number of interconnections are predetermined. Here, the partition problem must also consider nets that pass through components such as FPGAs and routing devices to route 100%. We formulate it as a quadratic boolean programming problem suggest a paritition method for it. Experimental results show 100% routing, and up to 15% improvement in the maximum number of I/O pins.

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Motion planning of a robot manipulator for conveyor tracking (컨베이어 추적을 위한 로보트 매니퓰레이터의 동작 계획)

  • 박태형;이범희;고명삼
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.154-159
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    • 1989
  • This paper presents a motion planning algorithm for conveyor tracking. We formulate the problem as the linear quadratic tracking problem in optimal control theory and solve it through dynamic programming. In the proposed algorithm, the steady-state tracking error is eliminated completely, and the joint torque, velocity, acceleration, and jerks are considered as some constraints. Numerical examples are then presented to demonstrate the utility of the proposed motion planning algorithm.

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Unit Commitment by Separable Augmented Lagrangian Relaxation

  • Moon, Guk-Hyun;Joo, Sung-Kwan;Lee, Ki-Sung;Choi, Jae-Seok
    • Journal of Electrical Engineering and Technology
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    • v.3 no.4
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    • pp.514-519
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    • 2008
  • The non-separable quadratic penalty terms create an inherent difficulty when applying the standard augmented Lagrangian relaxation(ALR) method for decomposing the unit commitment problem into independent subproblems. This paper presents a separable augmented Lagrangian relaxation method for solving the unit commitment problem. The proposed method is designed to have a separable structure by introducing the quadratic terms with additional auxiliary terms in the augmented Lagrangian function. Numerical results are presented to validate the effectiveness of the proposed method.

Optimum design of shape and size of truss structures via a new approximation method

  • Ahmadvand, Hosein;Habibi, Alireza
    • Structural Engineering and Mechanics
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    • v.76 no.6
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    • pp.799-821
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    • 2020
  • The optimum design of truss structures is one of the significant categories in structural optimization that has widely been applied by researchers. In the present study, new mathematical programming called Consistent Approximation (CONAP) method is utilized for the simultaneous optimization of the size and shape of truss structures. The CONAP algorithm has already been introduced to optimize some structures and functions. In the CONAP algorithm, some important parameters are designed by employing design sensitivities to enhance the capability of the method and its consistency in various optimum design problems, especially structural optimization. The cross-sectional area of the bar elements and the nodal coordinates of the truss are assumed to be the size and shape design variables, respectively. The displacement, allowable stress and the Euler buckling stress are taken as the design constraints for the problem. In the proposed method, the primary optimization problem is replaced with a sequence of explicit sub-problems. Each sub-problem is efficiently solved using the sequential quadratic programming (SQP) algorithm. Several truss structures are designed by employing the CONAP method to illustrate the efficiency of the algorithm for simultaneous shape and size optimization. The optimal solutions are compared with some of the mathematical programming algorithms, the approximation methods and metaheuristic algorithms those reported in the literature. Results demonstrate that the accuracy of the optimization is improved and the convergence rate speeds up.