• 제목/요약/키워드: second order cone programming

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SECOND ORDER DUALITY IN VECTOR OPTIMIZATION OVER CONES

  • Suneja, S.K.;Sharma, Sunila;Vani, Vani
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.251-261
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    • 2008
  • In this paper second order cone convex, second order cone pseudoconvex, second order strongly cone pseudoconvex and second order cone quasiconvex functions are introduced and their interrelations are discussed. Further a MondWeir Type second order dual is associated with the Vector Minimization Problem and the weak and strong duality theorems are established under these new generalized convexity assumptions.

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순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화 (Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming)

  • 권혁훈;신효섭;김윤환;이동희
    • 전기학회논문지
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    • 제68권1호
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    • pp.159-166
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    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION

  • YU, MOONSOOK;KIM, SUNYOUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제5권2호
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    • pp.137-147
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    • 2001
  • Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.

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Sparse Second-Order Cone Programming for 3D Reconstruction

  • Lee, Hyun-Jung;Lee, Sang-Wook;Seo, Yong-Duek
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.103-107
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    • 2009
  • This paper presents how to minimize the second-order cone programming problem occurring in the 3D reconstruction of multiple views. The $L_{\infty}$-norm minimization is done by a series of the minimization of the maximum infeasibility. Since the problem has many inequality constraints, we have to adopt methods of the interior point algorithm, in which the inequalities are sequentially approximated by log-barrier functions. An initial feasible solution is found easily by the construction of the problem. Actual computing is done by an iterative Newton-style update. When we apply the interior point method to the problem of reconstructing the structure and motion, every Newton update requires to solve a very large system of linear equations. We show that the sparse bundle-adjustment technique can be utilized in the same way during the Newton update, and therefore we obtain a very efficient computation.

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MULTIOBJECTIVE SECOND-ORDER NONDIFFERENTIABLE SYMMETRIC DUALITY INVOLVING (F, $\alpha$, $\rho$, d)-CONVEX FUNCTIONS

  • Gupta, S.K.;Kailey, N.;Sharma, M.K.
    • Journal of applied mathematics & informatics
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    • 제28권5_6호
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    • pp.1395-1408
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    • 2010
  • In this paper, a pair of Wolfe type second-order nondifferentiable multiobjective symmetric dual program over arbitrary cones is formulated. Weak, strong and converse duality theorems are established under second-order (F, $\alpha$, $\rho$, d)-convexity assumptions. An illustration is given to show that second-order (F, $\alpha$, $\rho$, d)-convex functions are generalization of second-order F-convex functions. Several known results including many recent works are obtained as special cases.

Achievable Rate of Beamforming Dual-hop Multi-antenna Relay Network in the Presence of a Jammer

  • Feng, Guiguo;Guo, Wangmei;Gao, Jingliang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권8호
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    • pp.3789-3808
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    • 2017
  • This paper studies a multi-antenna wireless relay network in the presence of a jammer. In this network, the source node transmits signals to the destination node through a multi-antenna relay node which adopts the amplify-and-forward scheme, and the jammer attempts to inject additive signals on all antennas of the relay node. With the linear beamforming scheme at the relay node, this network can be modeled as an equivalent Gaussian arbitrarily varying channel (GAVC). Based on this observation, we deduce the mathematical closed-forms of the capacities for two special cases and the suboptimal achievable rate for the general case, respectively. To reduce complexity, we further propose an optimal structure of the beamforming matrix. In addition, we present a second order cone programming (SOCP)-based algorithm to efficiently compute the optimal beamforming matrix so as to maximize the transmission rate between the source and the destination when the perfect channel state information (CSI) is available. Our numerical simulations show significant improvements of our propose scheme over other baseline ones.

컨벡스 프로그래밍을 이용한 추진-활공 유도탄의 중기궤적 최적화 (Mid-course Trajectory Optimization for Boost-Glide Missiles Based on Convex Programming)

  • 권혁훈;홍성민;김경훈;김윤환
    • 한국항공우주학회지
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    • 제49권1호
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    • pp.21-30
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    • 2021
  • 탐색기를 탑재한 유도탄의 중기궤적은 탐색기 시야(FOV : Field-Of-View) 내에서 표적을 탐지하며, 전환 시점에서의 기동성을 최대화하도록 설계하는 것이 요구된다. 유도탄의 비행궤적 최적화 문제는 여러 구속조건이 적용된 비선형 문제로 일반적인 해석해를 도출하기 어렵기 때문에 그 동안 다양한 계산적인 방법들이 제시되어 왔다. 본 논문에서는 추진-활공 유도탄의 중기궤적 최적화 문제를 컨벡스 최적화 기법인 2차 원뿔 프로그래밍을 이용하여 산출하였다. 먼저, 운동방정식의 상태변수를 최소화하기 위해서 제어변수 구속조건이 추가된 제어변수 추가 형태의 운동방정식을 구성하였다. 또한, 자유 종말시간 문제와 추진시간 문제를 대처하기 위하여 정규화된 시간 변수를 독립 변수로 설정하였다. 그리고, 운동방정식과 제어변수 구속조건을 컨벡스 형태로 변환하기 위하여 각각 부분 선형화와 무손실 컨벡스 변환을 적용하였다. 마지막으로, 본 논문에서 제시된 방안의 타당성을 확인하기 위하여 비선형 최적화 프로그래밍 결과와 비교하였다.

Active Distribution Network Expansion Planning Considering Distributed Generation Integration and Network Reconfiguration

  • Xing, Haijun;Hong, Shaoyun;Sun, Xin
    • Journal of Electrical Engineering and Technology
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    • 제13권2호
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    • pp.540-549
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    • 2018
  • This paper proposes the method of active distribution network expansion planning considering distributed generation integration and distribution network reconfiguration. The distribution network reconfiguration is taken as the expansion planning alternative with zero investment cost of the branches. During the process of the reconfiguration in expansion planning, all the branches are taken as the alternative branches. The objective is to minimize the total costs of the distribution network in the planning period. The expansion alternatives such as active management, new lines, new substations, substation expansion and Distributed Generation (DG) installation are considered. Distribution network reconfiguration is a complex mixed-integer nonlinear programming problem, with integration of DGs and active managements, the active distribution network expansion planning considering distribution network reconfiguration becomes much more complex. This paper converts the dual-level expansion model to Second-Order Cone Programming (SOCP) model, which can be solved with commercial solver GUROBI. The proposed model and method are tested on the modified IEEE 33-bus system and Portugal 54-bus system.

Stability assessment of unlined tunnels with semicircular arch and straight sides in anisotropic clay

  • Bibhash Kumar;Jagdish P. Sahoo
    • Geomechanics and Engineering
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    • 제35권2호
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    • pp.149-163
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    • 2023
  • This paper presents stability evaluation of unlined tunnels with semi-circular arch and straight sides (SASS) driven in non-homogeneous and anisotropic undrained clay. Numerical analysis has been conducted based on lower bound finite element limit analysis with second order cone programming under plane strain condition. The solutions will be used for the assessment of stability of unlined semi-circular arch tunnels and tunnels in which semi-circular roof is supported over rectangular/square sections. The stability charts have been generated in terms of a non-dimensional factor considering linear variation in undrained anisotropic strength for normally consolidated and lightly over consolidated clay with depth, and constant undrained anisotropic strength for heavily over-consolidated clay across the depth. The effect of normalized surcharge pressure on ground surface, non-homogeneity and anisotropy of clay, tunnel cover to width ratio and height to width ratio of tunnel on the stability factor and associated zone of shear failure at yielding have been examined and discussed. The geometry of tunnel in terms of shape and size, and non-homogeneity and anisotropy in undrained strength of clay has been observed to influence significantly the stability of unlined SASS tunnels.