Constrained optimization for image restoration using nonlinear programming
Yeh, C.-L.; Chin, R. T.
1985-01-01
The constrained optimization problem for image restoration, utilizing incomplete information and partial constraints, is formulated using nonlinear proramming techniques. This method restores a distorted image by optimizing a chosen object function subject to available constraints. The penalty function method of nonlinear programming is used. Both linear or nonlinear object function, and linear or nonlinear constraint functions can be incorporated in the formulation. This formulation provides a generalized approach to solve constrained optimization problems for image restoration. Experiments using this scheme have been performed. The results are compared with those obtained from other restoration methods and the comparative study is presented.
Remarks on a benchmark nonlinear constrained optimization problem
Institute of Scientific and Technical Information of China (English)
Luo Yazhong; Lei Yongjun; Tang Guojin
2006-01-01
Remarks on a benchmark nonlinear constrained optimization problem are made. Due to a citation error, two absolutely different results for the benchmark problem are obtained by independent researchers. Parallel simulated annealing using simplex method is employed in our study to solve the benchmark nonlinear constrained problem with mistaken formula and the best-known solution is obtained, whose optimality is testified by the Kuhn-Tucker conditions.
Nonlinearly-constrained optimization using asynchronous parallel generating set search.
Energy Technology Data Exchange (ETDEWEB)
Griffin, Joshua D.; Kolda, Tamara Gibson
2007-05-01
Many optimization problems in computational science and engineering (CS&E) are characterized by expensive objective and/or constraint function evaluations paired with a lack of derivative information. Direct search methods such as generating set search (GSS) are well understood and efficient for derivative-free optimization of unconstrained and linearly-constrained problems. This paper addresses the more difficult problem of general nonlinear programming where derivatives for objective or constraint functions are unavailable, which is the case for many CS&E applications. We focus on penalty methods that use GSS to solve the linearly-constrained problems, comparing different penalty functions. A classical choice for penalizing constraint violations is {ell}{sub 2}{sup 2}, the squared {ell}{sub 2} norm, which has advantages for derivative-based optimization methods. In our numerical tests, however, we show that exact penalty functions based on the {ell}{sub 1}, {ell}{sub 2}, and {ell}{sub {infinity}} norms converge to good approximate solutions more quickly and thus are attractive alternatives. Unfortunately, exact penalty functions are discontinuous and consequently introduce theoretical problems that degrade the final solution accuracy, so we also consider smoothed variants. Smoothed-exact penalty functions are theoretically attractive because they retain the differentiability of the original problem. Numerically, they are a compromise between exact and {ell}{sub 2}{sup 2}, i.e., they converge to a good solution somewhat quickly without sacrificing much solution accuracy. Moreover, the smoothing is parameterized and can potentially be adjusted to balance the two considerations. Since many CS&E optimization problems are characterized by expensive function evaluations, reducing the number of function evaluations is paramount, and the results of this paper show that exact and smoothed-exact penalty functions are well-suited to this task.
A Composite Algorithm for Mixed Integer Constrained Nonlinear Optimization.
1980-01-01
algorithm (FLEX) developed by Paviani and Himmelblau [53] is a direct search algorithm for constrained, nonlinear problems. It uses a variation on the...given in an appendix to Himmelblau [32]. Two changes were made to the program as listed in the rcference. Between card number 1340 and 1350 the...1972, pp. 293-308 (32] Himmelblau , D. M., Applied Nonlinear Programming, McGraw-Hill, 1972 (33] Himmelblau , D. M., "A Uniform Evaluation of Unconstrained
A TRUST-REGION ALGORITHM FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION
Institute of Scientific and Technical Information of China (English)
Xiaojiao Tong; Shuzi Zhou
2003-01-01
This paper presents a new trust-region algorithm for n-dimension nonlinear optimization subject to m nonlinear inequality constraints. Equivalent KKT conditions are derived,which is the basis for constructing the new algorithm. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps, local quadratic convergence theorem is proved for nondegenerate minimizer point. Numerical experiment is presented to show the effectiveness of our approach.
Modified constrained differential evolution for solving nonlinear global optimization problems
2013-01-01
Nonlinear optimization problems introduce the possibility of multiple local optima. The task of global optimization is to find a point where the objective function obtains its most extreme value while satisfying the constraints. Some methods try to make the solution feasible by using penalty function methods, but the performance is not always satisfactory since the selection of the penalty parameters for the problem at hand is not a straightforward issue. Differential evolut...
Directory of Open Access Journals (Sweden)
Mahdi Sohrabi-Haghighat
2014-06-01
Full Text Available In this paper, a new algorithm based on SQP method is presented to solve the nonlinear inequality constrained optimization problem. As compared with the other existing SQP methods, per single iteration, the basic feasible descent direction is computed by solving at most two equality constrained quadratic programming. Furthermore, there is no need for any auxiliary problem to obtain the coefficients and update the parameters. Under some suitable conditions, the global and superlinear convergence are shown. Keywords: Global convergence, Inequality constrained optimization, Nonlinear programming problem, SQP method, Superlinear convergence rate.
Institute of Scientific and Technical Information of China (English)
Tao CHENG; Frank L.LEWIS
2007-01-01
In this paper,neural networks are used to approximately solve the finite-horizon constrained input H-infiniy state feedback control problem.The method is based on solving a related Hamilton-Jacobi-Isaacs equation of the corresponding finite-horizon zero-sum game.The game value function is approximated by a neural network wlth timevarying weights.It is shown that the neural network approximation converges uniformly to the game-value function and the resulting almost optimal constrained feedback controller provides closed-loop stability and bounded L2 gain.The result is an almost optimal H-infinity feedback controller with time-varying coefficients that is solved a priori off-line.The effectiveness of the method is shown on the Rotational/Translational Actuator benchmark nonlinear control problem.
Finite-horizon control-constrained nonlinear optimal control using single network adaptive critics.
Heydari, Ali; Balakrishnan, Sivasubramanya N
2013-01-01
To synthesize fixed-final-time control-constrained optimal controllers for discrete-time nonlinear control-affine systems, a single neural network (NN)-based controller called the Finite-horizon Single Network Adaptive Critic is developed in this paper. Inputs to the NN are the current system states and the time-to-go, and the network outputs are the costates that are used to compute optimal feedback control. Control constraints are handled through a nonquadratic cost function. Convergence proofs of: 1) the reinforcement learning-based training method to the optimal solution; 2) the training error; and 3) the network weights are provided. The resulting controller is shown to solve the associated time-varying Hamilton-Jacobi-Bellman equation and provide the fixed-final-time optimal solution. Performance of the new synthesis technique is demonstrated through different examples including an attitude control problem wherein a rigid spacecraft performs a finite-time attitude maneuver subject to control bounds. The new formulation has great potential for implementation since it consists of only one NN with single set of weights and it provides comprehensive feedback solutions online, though it is trained offline.
Constrained Optimal Stochastic Control of Non-Linear Wave Energy Point Absorbers
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Chen, Jian-Bing; Kramer, Morten
2014-01-01
The paper deals with the stochastic optimal control of a wave energy point absorber with strong nonlinear buoyancy forces using the reactive force from the electric generator on the absorber as control force. The considered point absorber has only one degree of freedom, heave motion, which is used...... presented in the paper. The effect of nonlinear buoyancy force – in comparison to linear buoyancy force – and constraints of the controller on the power outtake of the device have been studied in details and supported by numerical simulations....
Evolutionary constrained optimization
Deb, Kalyanmoy
2015-01-01
This book makes available a self-contained collection of modern research addressing the general constrained optimization problems using evolutionary algorithms. Broadly the topics covered include constraint handling for single and multi-objective optimizations; penalty function based methodology; multi-objective based methodology; new constraint handling mechanism; hybrid methodology; scaling issues in constrained optimization; design of scalable test problems; parameter adaptation in constrained optimization; handling of integer, discrete and mix variables in addition to continuous variables; application of constraint handling techniques to real-world problems; and constrained optimization in dynamic environment. There is also a separate chapter on hybrid optimization, which is gaining lots of popularity nowadays due to its capability of bridging the gap between evolutionary and classical optimization. The material in the book is useful to researchers, novice, and experts alike. The book will also be useful...
Park, Y. C.; Chang, M. H.; Lee, T.-Y.
2007-06-01
A deterministic global optimization method that is applicable to general nonlinear programming problems composed of twice-differentiable objective and constraint functions is proposed. The method hybridizes the branch-and-bound algorithm and a convex cut function (CCF). For a given subregion, the difference of a convex underestimator that does not need an iterative local optimizer to determine the lower bound of the objective function is generated. If the obtained lower bound is located in an infeasible region, then the CCF is generated for constraints to cut this region. The cutting region generated by the CCF forms a hyperellipsoid and serves as the basis of a discarding rule for the selected subregion. However, the convergence rate decreases as the number of cutting regions increases. To accelerate the convergence rate, an inclusion relation between two hyperellipsoids should be applied in order to reduce the number of cutting regions. It is shown that the two-hyperellipsoid inclusion relation is determined by maximizing a quadratic function over a sphere, which is a special case of a trust region subproblem. The proposed method is applied to twelve nonlinear programming test problems and five engineering design problems. Numerical results show that the proposed method converges in a finite calculation time and produces accurate solutions.
Institute of Scientific and Technical Information of China (English)
Zi-you Gao; Tian-de Guo; Guo-ping He; Fang Wu
2002-01-01
In this paper, a new superlinearly convergent algorithm of sequential systems of linear equations (SSLE) for nonlinear optimization problems with inequality constraints is proposed. Since the new algorithm only needs to solve several systems of linear equations having a same coefficient matrix per iteration, the computation amount of the algorithm is much less than that of the existing SQP algorithms per iteration. Moreover, for the SQPtype algorithms, there exist so-called inconsistent problems, i.e., quadratic programming subproblems of the SQP algorithms may not have a solution at some iterations, but this phenomenon will not occur with the SSLE algorithms because the related systems of linear equations always have solutions. Some numerical results are reported.
Ruszczynski, Andrzej
2011-01-01
Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates t
Linearly constrained minimax optimization
DEFF Research Database (Denmark)
Madsen, Kaj; Schjær-Jacobsen, Hans
1978-01-01
We present an algorithm for nonlinear minimax optimization subject to linear equality and inequality constraints which requires first order partial derivatives. The algorithm is based on successive linear approximations to the functions defining the problem. The resulting linear subproblems...
Constrained optimization using CODEQ
Energy Technology Data Exchange (ETDEWEB)
Omran, Mahamed G.H. [Department of Computer Science, Gulf University for Science and Technology, P.O. Box 7207, Hawally 32093 (Kuwait)], E-mail: omran.m@gust.edu.kw; Salman, Ayed [Computer Engineering Department, Kuwait University, P.O. Box 5969, Safat 13060 (Kuwait)], E-mail: ayed@eng.kuniv.edu.kw
2009-10-30
Many real-world optimization problems are constrained problems that involve equality and inequality constraints. CODEQ is a new, parameter-free meta-heuristic algorithm that is a hybrid of concepts from chaotic search, opposition-based learning, differential evolution and quantum mechanics. The performance of the proposed approach when applied to five constrained benchmark problems is investigated and compared with other approaches proposed in the literature. The experiments conducted show that CODEQ provides excellent results with the added advantage of no parameter tuning.
Xu, Y; Li, N
2014-09-01
Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator-prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework.
Tiffany, S. H.; Adams, W. M., Jr.
1984-01-01
A technique which employs both linear and nonlinear methods in a multilevel optimization structure to best approximate generalized unsteady aerodynamic forces for arbitrary motion is described. Optimum selection of free parameters is made in a rational function approximation of the aerodynamic forces in the Laplace domain such that a best fit is obtained, in a least squares sense, to tabular data for purely oscillatory motion. The multilevel structure and the corresponding formulation of the objective models are presented which separate the reduction of the fit error into linear and nonlinear problems, thus enabling the use of linear methods where practical. Certain equality and inequality constraints that may be imposed are identified; a brief description of the nongradient, nonlinear optimizer which is used is given; and results which illustrate application of the method are presented.
Optimal constrained layer damping with partial coverage
Marcelin, J.-L.; Trompette, Ph.; Smati, A.
1992-12-01
This paper deals with the optimal damping of beams constrained by viscoelastic layers when only one or several portions of the beam are covered. An efficient finite element model for dynamic analysis of such beams is used. The design variables are the dimensions and prescribed locations of the viscoelastic layers and the objective is the maximum viscoelastic damping factor. The method for nonlinear programming in structural optimization is the so-called method of moving asymptotes.
Constrained Optimization of Discontinuous Systems
Y.M. Ermoliev; V.I. Norkin
1996-01-01
In this paper we extend the results of Ermoliev, Norkin and Wets [8] and Ermoliev and Norkin [7] to the case of constrained discontinuous optimization problems. In contrast to [7] the attention is concentrated on the proof of general optimality conditions for problems with nonconvex feasible sets. Easily implementable random search technique is proposed.
Energy Technology Data Exchange (ETDEWEB)
Delbos, F.
2004-11-01
Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)
Trends in PDE constrained optimization
Benner, Peter; Engell, Sebastian; Griewank, Andreas; Harbrecht, Helmut; Hinze, Michael; Rannacher, Rolf; Ulbrich, Stefan
2014-01-01
Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications. Almost the entire range of problems in this field of research was studied and further explored as part of the Deutsche Forschungsgemeinschaft (DFG) priority program 1253 on “Optimization with Partial Differential Equations” from 2006 to 2013. The investigations were motivated by the fascinating potential applications and challenging mathematical problems that arise in the field of PDE constrained optimization. New analytic and algorithmic paradigms have been developed, implemented and validated in the context of real-world applications. In this special volume, contributions from more than fifteen German universities combine the results of this interdisciplinary program with a focus on applied mathematics. The book is divided into five sections on “Constrained Optimization, Identification and Control”...
Constrained Multiobjective Biogeography Optimization Algorithm
Directory of Open Access Journals (Sweden)
Hongwei Mo
2014-01-01
Full Text Available Multiobjective optimization involves minimizing or maximizing multiple objective functions subject to a set of constraints. In this study, a novel constrained multiobjective biogeography optimization algorithm (CMBOA is proposed. It is the first biogeography optimization algorithm for constrained multiobjective optimization. In CMBOA, a disturbance migration operator is designed to generate diverse feasible individuals in order to promote the diversity of individuals on Pareto front. Infeasible individuals nearby feasible region are evolved to feasibility by recombining with their nearest nondominated feasible individuals. The convergence of CMBOA is proved by using probability theory. The performance of CMBOA is evaluated on a set of 6 benchmark problems and experimental results show that the CMBOA performs better than or similar to the classical NSGA-II and IS-MOEA.
Constrained multiobjective biogeography optimization algorithm.
Mo, Hongwei; Xu, Zhidan; Xu, Lifang; Wu, Zhou; Ma, Haiping
2014-01-01
Multiobjective optimization involves minimizing or maximizing multiple objective functions subject to a set of constraints. In this study, a novel constrained multiobjective biogeography optimization algorithm (CMBOA) is proposed. It is the first biogeography optimization algorithm for constrained multiobjective optimization. In CMBOA, a disturbance migration operator is designed to generate diverse feasible individuals in order to promote the diversity of individuals on Pareto front. Infeasible individuals nearby feasible region are evolved to feasibility by recombining with their nearest nondominated feasible individuals. The convergence of CMBOA is proved by using probability theory. The performance of CMBOA is evaluated on a set of 6 benchmark problems and experimental results show that the CMBOA performs better than or similar to the classical NSGA-II and IS-MOEA.
Method of constrained global optimization
Energy Technology Data Exchange (ETDEWEB)
Altschuler, E.L.; Williams, T.J.; Ratner, E.R.; Dowla, F.; Wooten, F. (Lawrence Livermore National Laboratory, P.O. Box 808, Livermore, California 94551 (United States) Department of Applied Physics, Stanford University, Stanford, California 94305 (United States) Department of Applied Science, University of California, Davis/Livermore, P.O. Box 808, Livermore, California 94551 (United States))
1994-04-25
We present a new method for optimization: constrained global optimization (CGO). CGO iteratively uses a Glauber spin flip probability and the Metropolis algorithm. The spin flip probability allows changing only the values of variables contributing excessively to the function to be minimized. We illustrate CGO with two problems---Thomson's problem of finding the minimum-energy configuration of unit charges on a spherical surface, and a problem of assigning offices---for which CGO finds better minima than other methods. We think CGO will apply to a wide class of optimization problems.
Constrained Optimization and Optimal Control for Partial Differential Equations
Leugering, Günter; Griewank, Andreas
2012-01-01
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont
Institute of Scientific and Technical Information of China (English)
童小娇; 周叔子
2003-01-01
This paper presents a trust region two-phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the global convergence of this algorithm is proved without assuming the linear independence of the gradient of active constraints. A numerical example is also presented.
A new approach to nonlinear constrained Tikhonov regularization
Ito, Kazufumi
2011-09-16
We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of the forward operator. The approach is exploited to derive convergence rate results for a priori as well as a posteriori choice rules, e.g., discrepancy principle and balancing principle, for selecting the regularization parameter. The idea is further illustrated on a general class of parameter identification problems, for which (new) source and nonlinearity conditions are derived and the structural property of the nonlinearity term is revealed. A number of examples including identifying distributed parameters in elliptic differential equations are presented. © 2011 IOP Publishing Ltd.
Sundance: High-Level Software for PDE-Constrained Optimization
Directory of Open Access Journals (Sweden)
Kevin Long
2012-01-01
Full Text Available Sundance is a package in the Trilinos suite designed to provide high-level components for the development of high-performance PDE simulators with built-in capabilities for PDE-constrained optimization. We review the implications of PDE-constrained optimization on simulator design requirements, then survey the architecture of the Sundance problem specification components. These components allow immediate extension of a forward simulator for use in an optimization context. We show examples of the use of these components to develop full-space and reduced-space codes for linear and nonlinear PDE-constrained inverse problems.
Optimal performance of constrained control systems
Harvey, P. Scott, Jr.; Gavin, Henri P.; Scruggs, Jeffrey T.
2012-08-01
This paper presents a method to compute optimal open-loop trajectories for systems subject to state and control inequality constraints in which the cost function is quadratic and the state dynamics are linear. For the case in which inequality constraints are decentralized with respect to the controls, optimal Lagrange multipliers enforcing the inequality constraints may be found at any time through Pontryagin’s minimum principle. In so doing, the set of differential algebraic Euler-Lagrange equations is transformed into a nonlinear two-point boundary-value problem for states and costates whose solution meets the necessary conditions for optimality. The optimal performance of inequality constrained control systems is calculable, allowing for comparison to previous, sub-optimal solutions. The method is applied to the control of damping forces in a vibration isolation system subjected to constraints imposed by the physical implementation of a particular controllable damper. An outcome of this study is the best performance achievable given a particular objective, isolation system, and semi-active damper constraints.
Penalized interior point approach for constrained nonlinear programming
Institute of Scientific and Technical Information of China (English)
LU Wen-ting; YAO Yi-rong; ZHANG Lian-sheng
2009-01-01
A penalized interior point approach for constrained nonlinear programming is examined in this work. To overcome the difficulty of initialization for the interior point method, a problem equivalent to the primal problem via incorporating an auxiliary variable is constructed. A combined approach of logarithm barrier and quadratic penalty function is proposed to solve the problem. Based on Newton's method, the global convergence of interior point and line search algorithm is proven.Only a finite number of iterations is required to reach an approximate optimal solution. Numerical tests are given to show the effectiveness of the method.
Determination of optimal gains for constrained controllers
Energy Technology Data Exchange (ETDEWEB)
Kwan, C.M.; Mestha, L.K.
1993-08-01
In this report, we consider the determination of optimal gains, with respect to a certain performance index, for state feedback controllers where some elements in the gain matrix are constrained to be zero. Two iterative schemes for systematically finding the constrained gain matrix are presented. An example is included to demonstrate the procedures.
Nonlinear optimization in electrical engineering with applications in Matlab
Bakr, Mohamed
2013-01-01
Nonlinear Optimization in Electrical Engineering with Applications in MATLAB® provides an introductory course on nonlinear optimization in electrical engineering, with a focus on applications such as the design of electric, microwave, and photonic circuits, wireless communications, and digital filter design. Basic concepts are introduced using a step-by-step approach and illustrated with MATLAB® codes that the reader can use and adapt. Topics covered include: classical optimization methods; one dimensional optimization; unconstrained and constrained optimization; global optimization; space map
Constrained Superfields and Standard Realization of Nonlinear Supersymmetry
Luo, Hui; Zheng, Sibo
2009-01-01
A constrained superfield formalism has been proposed recently to analyze the low energy physics related to Goldstinos. We prove that this formalism can be reformulated in the language of standard realization of nonlinear supersymmetry. New relations have been uncovered in the standard realization of nonlinear supersymmetry.
Neuroevolutionary Constrained Optimization for Content Creation
DEFF Research Database (Denmark)
Liapis, Antonios; Yannakakis, Georgios N.; Togelius, Julian
2011-01-01
and thruster types and topologies) independently of game physics and steering strategies. According to the proposed framework, the designer picks a set of requirements for the spaceship that a constrained optimizer attempts to satisfy. The constraint satisfaction approach followed is based on neuroevolution...
Nonlinear wave propagation in constrained solids subjected to thermal loads
Nucera, Claudio; Lanza di Scalea, Francesco
2014-01-01
The classical mathematical treatment governing nonlinear wave propagation in solids relies on finite strain theory. In this scenario, a system of nonlinear partial differential equations can be derived to mathematically describe nonlinear phenomena such as acoustoelasticity (wave speed dependency on quasi-static stress), wave interaction, wave distortion, and higher-harmonic generation. The present work expands the topic of nonlinear wave propagation to the case of a constrained solid subjected to thermal loads. The origin of nonlinear effects in this case is explained on the basis of the anharmonicity of interatomic potentials, and the absorption of the potential energy corresponding to the (prevented) thermal expansion. Such "residual" energy is, at least, cubic as a function of strain, hence leading to a nonlinear wave equation and higher-harmonic generation. Closed-form solutions are given for the longitudinal wave speed and the second-harmonic nonlinear parameter as a function of interatomic potential parameters and temperature increase. The model predicts a decrease in longitudinal wave speed and a corresponding increase in nonlinear parameter with increasing temperature, as a result of the thermal stresses caused by the prevented thermal expansion of the solid. Experimental measurements of the ultrasonic nonlinear parameter on a steel block under constrained thermal expansion confirm this trend. These results suggest the potential of a nonlinear ultrasonic measurement to quantify thermal stresses from prevented thermal expansion. This knowledge can be extremely useful to prevent thermal buckling of various structures, such as continuous-welded rails in hot weather.
Nonlinear algebraic multigrid for constrained solid mechanics problems using Trilinos
Gee, M.W.; R. S. Tuminaro
2012-01-01
The application of the finite element method to nonlinear solid mechanics problems results in the neccessity to repeatedly solve a large nonlinear set of equations. In this paper we limit ourself to problems arising in constrained solid mechanics problems. It is common to apply some variant of Newton?s method or a Newton? Krylov method to such problems. Often, an analytic Jacobian matrix is formed and used in the above mentioned methods. However, if no analytic Jacobian is given, Newton metho...
Constrained tracking control for nonlinear systems.
Khani, Fatemeh; Haeri, Mohammad
2017-09-01
This paper proposes a tracking control strategy for nonlinear systems without needing a prior knowledge of the reference trajectory. The proposed method consists of a set of local controllers with appropriate overlaps in their stability regions and an on-line switching strategy which implements these controllers and uses some augmented intermediate controllers to ensure steering the system states to the desired set points without needing to redesign the controller for each value of set point changes. The proposed approach provides smooth transient responses despite switching among the local controllers. It should be mentioned that the stability regions of the proposed controllers could be estimated off-line for a range of set-point changes. The efficiencies of the proposed algorithm are illustrated via two example simulations. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Constrained Graph Optimization: Interdiction and Preservation Problems
Energy Technology Data Exchange (ETDEWEB)
Schild, Aaron V [Los Alamos National Laboratory
2012-07-30
The maximum flow, shortest path, and maximum matching problems are a set of basic graph problems that are critical in theoretical computer science and applications. Constrained graph optimization, a variation of these basic graph problems involving modification of the underlying graph, is equally important but sometimes significantly harder. In particular, one can explore these optimization problems with additional cost constraints. In the preservation case, the optimizer has a budget to preserve vertices or edges of a graph, preventing them from being deleted. The optimizer wants to find the best set of preserved edges/vertices in which the cost constraints are satisfied and the basic graph problems are optimized. For example, in shortest path preservation, the optimizer wants to find a set of edges/vertices within which the shortest path between two predetermined points is smallest. In interdiction problems, one deletes vertices or edges from the graph with a particular cost in order to impede the basic graph problems as much as possible (for example, delete edges/vertices to maximize the shortest path between two predetermined vertices). Applications of preservation problems include optimal road maintenance, power grid maintenance, and job scheduling, while interdiction problems are related to drug trafficking prevention, network stability assessment, and counterterrorism. Computational hardness results are presented, along with heuristic methods for approximating solutions to the matching interdiction problem. Also, efficient algorithms are presented for special cases of graphs, including on planar graphs. The graphs in many of the listed applications are planar, so these algorithms have important practical implications.
A CONSTRAINED OPTIMIZATION APPROACH FOR LCP
Institute of Scientific and Technical Information of China (English)
Ju-liang Zhang; Jian Chen; Xin-jian Zhuo
2004-01-01
In this paper, LCP is converted to an equivalent nonsmooth nonlinear equation system H(x, y) = 0 by using the famous NCP function-Fischer-Burmeister function. Note that some equations in H(x, y) = 0 are nonsmooth and nonlinear hence difficult to solve while the others are linear hence easy to solve. Then we further convert the nonlinear equation system H(x, y) = 0 to an optimization problem with linear equality constraints. After that we study the conditions under which the K T points of the optimization problem are the solutions of the original LCP and propose a method to solve the optimization problem.In this algorithm, the search direction is obtained by solving a strict convex programming at each iterative point. However, our algorithm is essentially different from traditional SQP method. The global convergence of the method is proved under mild conditions. In addition, we can prove that the algorithm is convergent superlinearly under the conditions:M is P0 matrix and the limit point is a strict complementarity solution of LCP. Preliminary numerical experiments are reported with this method.
Institute of Scientific and Technical Information of China (English)
张国平; 王正欧; 袁国林
2001-01-01
混沌神经网络具有全局搜索能力，但其运用至今主要局限于组合优化．通过对普通Hopfield优化网络引入混沌噪声退火过程，提出了一种用于约束非线性全局优化的混沌退火神经网络，它易于实现，原理简明，应用广泛．对很复杂的测试函数的数字试验表明，该模型能够高效、可靠地搜索到全局最优，其性能超过遗传算法GAMAS．%Chaotic neural networks have global searching ability.But their applications are generally confined to combinatorial optimization to date.By introducing chaotic noise annealing process into conventional Hopfield network,this paper proposes a new chaotic annealing neural network (CANN) for global optimization of continuous constrained non-linear programming.It is easy to implement,conceptually simple,and generally applicable.Numerical experiments on severe test functions manifest that CANN is efficient and reliable to search for global optimum and outperforms the existing genetic algorithm GAMAS for the same purpose.
Optimization under Nonlinear Constraints
1982-01-01
In this paper a timesaving method is proposed for maximizing likelihood functions when the parameter space is subject to nonlinear constraints, expressible as second order polynomials. The suggested approach is especially attractive when dealing with systems with many parameters.
Neuroevolutionary Constrained Optimization for Content Creation
DEFF Research Database (Denmark)
Liapis, Antonios; Yannakakis, Georgios N.; Togelius, Julian
2011-01-01
and thruster types and topologies) independently of game physics and steering strategies. According to the proposed framework, the designer picks a set of requirements for the spaceship that a constrained optimizer attempts to satisfy. The constraint satisfaction approach followed is based on neuroevolution......; Compositional Pattern-Producing Networks (CPPNs) which represent the spaceship’s design are trained via a constraint-based evolutionary algorithm. Results obtained in a number of evolutionary runs using a set of constraints and objectives show that the generated spaceships perform well in movement, combat...
Security constrained optimal power flow by modern optimization tools
African Journals Online (AJOL)
The fertilization is divided into self and Cross Pollination. The self ... Blossom steadiness can be considered as the generation l. 4. ..... discovered considering the base case is 801.8436, and this esteem is .... Gaing Z., and ChangR., 2006, Security-constrained optimal power flow by mixed-integer genetic algorithm with.
Lyapunov optimal feedback control of a nonlinear inverted pendulum
Grantham, W. J.; Anderson, M. J.
1989-01-01
Liapunov optimal feedback control is applied to a nonlinear inverted pendulum in which the control torque was constrained to be less than the nonlinear gravity torque in the model. This necessitates a control algorithm which 'rocks' the pendulum out of its potential wells, in order to stabilize it at a unique vertical position. Simulation results indicate that a preliminary Liapunov feedback controller can successfully overcome the nonlinearity and bring almost all trajectories to the target.
Lyapunov optimal feedback control of a nonlinear inverted pendulum
Grantham, W. J.; Anderson, M. J.
1989-01-01
Liapunov optimal feedback control is applied to a nonlinear inverted pendulum in which the control torque was constrained to be less than the nonlinear gravity torque in the model. This necessitates a control algorithm which 'rocks' the pendulum out of its potential wells, in order to stabilize it at a unique vertical position. Simulation results indicate that a preliminary Liapunov feedback controller can successfully overcome the nonlinearity and bring almost all trajectories to the target.
Constrained Optimization of MIMO Training Sequences
Directory of Open Access Journals (Sweden)
Coon Justin P
2007-01-01
Full Text Available Multiple-input multiple-output (MIMO systems have shown a huge potential for increased spectral efficiency and throughput. With an increasing number of transmitting antennas comes the burden of providing training for channel estimation for coherent detection. In some special cases optimal, in the sense of mean-squared error (MSE, training sequences have been designed. However, in many practical systems it is not feasible to analytically find optimal solutions and numerical techniques must be used. In this paper, two systems (unique word (UW single carrier and OFDM with nulled subcarriers are considered and a method of designing near-optimal training sequences using nonlinear optimization techniques is proposed. In particular, interior-point (IP algorithms such as the barrier method are discussed. Although the two systems seem unrelated, the cost function, which is the MSE of the channel estimate, is shown to be effectively the same for each scenario. Also, additional constraints, such as peak-to-average power ratio (PAPR, are considered and shown to be easily included in the optimization process. Numerical examples illustrate the effectiveness of the designed training sequences, both in terms of MSE and bit-error rate (BER.
Directory of Open Access Journals (Sweden)
Mrityunjoy Roy
2013-04-01
Full Text Available In this paper, a technique has been developed to determine the optimum mix of logistic service providers of a make-to-order (MTO supply chain. A serial MTO supply chain with different stages/ processes has been considered. For each stage different logistic service providers with different mean processing lead times, but same lead time variances are available. A realistic assumption that for each stage, the logistic service provider who charges more for his service consumes less processing lead time and vice-versa has been made in our study. Thus for each stage, for each service provider, a combination of cost and mean processing lead time is available. Using these combinations, for each stage, a polynomial curve, expressing cost of that stage as a function of mean processing lead time is fit. Cumulating all such expressions of cost for the different stages along with incorporation of suitable constraints arising out of timely delivery, results in the formulation of a constrained nonlinear cost optimization problem. On solving the problem using mathematica, optimum processing lead time for each stage is obtained. Using these optimum processing lead times and by employing a simple technique the optimum logistic service provider mix of the supply chain along with the corresponding total cost of processing is determined. Finally to examine the effect of changes in different parameters on the optimum total processing cost of the supply chain, sensitivity analysis has been carried out graphically.
Institute of Scientific and Technical Information of China (English)
朱德通
2004-01-01
A interior point scaling projected reduced Hessian method with combination of nonmonotonic backtracking technique and trust region strategy for nonlinear equality constrained optimization with nonegative constraint on variables is proposed.In order to deal with large problems,a pair of trust region subproblems in horizontal and vertical subspaces is used to replace the general full trust region subproblem.The horizontal trust region subproblem in the algorithm is only a general trust region subproblem while the vertical trust region subproblem is defined by a parameter size of the vertical direction subject only to an ellipsoidal constraint.Both trust region strategy and line search technique at each iteration switch to obtaining a backtracking step generated by the two trust region subproblems.By adopting the l1 penalty function as the merit function, the global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions.A nonmonotonic criterion and the second order correction step are used to overcome Maratos effect and speed up the convergence progress in some ill-conditioned cases.
Institute of Scientific and Technical Information of China (English)
王祝君; 朱德通
2012-01-01
本文提供了一簇新的过滤线搜索修正正割方法求解非线性等式约束优化问题.新算法簇的特点是:用修正正割算法簇中的一个算法获得搜索方向,回代线搜索技术得到步长,过滤准则用来决定是否接受步长,引入二阶校正技术减少不可行性并克服Maratos效应.在合理的假设条件下,分析了算法的总体收敛性.并证明了,通过附加二阶校正步,算法簇克服了Maratos效应,并二步Q-超线性收敛到满足二阶充分最优条件的局部解.数值结果表明了所提供的算法具有有效性.%This paper proposes a new class of line search filter improved secant methods for general nonlinear equality constrained optimization. The feature of these new algorithms is that one of the improved secant algorithms is used to produce a search direction, a backtracking line search procedure to generate step size, some filtered rules to determine step acceptance, second order correction technique to reduce infeasibility and overcome the Maratos effects. Under mild assumptions the global convergence is established. Moreover, it is also established that the Maratos effect are overcome in our new approaches by adding second order correction steps so that two-step Q-superlinear convergence to second order sufficient local solution is achieved. The results of numerical experiments are reported to show the effectiveness of these proposed algorithms.
Constrained Multi-Level Algorithm for Trajectory Optimization
Adimurthy, V.; Tandon, S. R.; Jessy, Antony; Kumar, C. Ravi
The emphasis on low cost access to space inspired many recent developments in the methodology of trajectory optimization. Ref.1 uses a spectral patching method for optimization, where global orthogonal polynomials are used to describe the dynamical constraints. A two-tier approach of optimization is used in Ref.2 for a missile mid-course trajectory optimization. A hybrid analytical/numerical approach is described in Ref.3, where an initial analytical vacuum solution is taken and gradually atmospheric effects are introduced. Ref.4 emphasizes the fact that the nonlinear constraints which occur in the initial and middle portions of the trajectory behave very nonlinearly with respect the variables making the optimization very difficult to solve in the direct and indirect shooting methods. The problem is further made complex when different phases of the trajectory have different objectives of optimization and also have different path constraints. Such problems can be effectively addressed by multi-level optimization. In the multi-level methods reported so far, optimization is first done in identified sub-level problems, where some coordination variables are kept fixed for global iteration. After all the sub optimizations are completed, higher-level optimization iteration with all the coordination and main variables is done. This is followed by further sub system optimizations with new coordination variables. This process is continued until convergence. In this paper we use a multi-level constrained optimization algorithm which avoids the repeated local sub system optimizations and which also removes the problem of non-linear sensitivity inherent in the single step approaches. Fall-zone constraints, structural load constraints and thermal constraints are considered. In this algorithm, there is only a single multi-level sequence of state and multiplier updates in a framework of an augmented Lagrangian. Han Tapia multiplier updates are used in view of their special role in
Security Constrained Distributed Optimal Power Flow of Interconnected Power Systems
Institute of Scientific and Technical Information of China (English)
BINKOU Alhabib; YU Yixin
2008-01-01
The security constrained distributed optimal power flow (DOPF) of interconnected power systems is presented. The centralized OPF problem of the multi-area power systems is decomposed into independent DOPF subproblems, one for each area. The dynamic security region (DSR) to guarantee the transient stability constraints and static voltage stability region (SVSR) constraints, and line current limits are included as constraints. The solutions to the DOPF subproblems of the different areas are coordinated through a pricing mechanism until they converge to the centralized OPF solution. The nonlinear DOPF subproblem is solved by predictor-corrector interior point method (PCIPM). The IEEE three-area RTS-96 system is worked out in order to demonstrate the effectiveness of the proposed method.
An Algorithm for Linearly Constrained Nonlinear Programming Programming Problems.
1980-01-01
ALGORITHM FOR LINEARLY CONSTRAINED NONLINEAR PROGRAMMING PROBLEMS Mokhtar S. Bazaraa and Jamie J. Goode In this paper an algorithm for solving a linearly...distance pro- gramr.ing, as in the works of Bazaraa and Goode 12], and Wolfe [16 can be used for solving this problem. Special methods that take advantage of...34 Pacific Journal of Mathematics, Volume 16, pp. 1-3, 1966. 2. M. S. Bazaraa and J. j. Goode, "An Algorithm for Finding the Shortest Element of a
Nonlinear Optimization with Financial Applications
Bartholomew-Biggs, Michael
2005-01-01
The book introduces the key ideas behind practical nonlinear optimization. Computational finance - an increasingly popular area of mathematics degree programs - is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material - which occupies about one-third of the text - is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performan
Optimization of multi-constrained structures based on optimality criteria
Rizzi, P.
1976-01-01
A weight-reduction algorithm is developed for the optimal design of structures subject to several multibehavioral inequality constraints. The structural weight is considered to depend linearly on the design variables. The algorithm incorporates a simple recursion formula derived from the Kuhn-Tucker necessary conditions for optimality, associated with a procedure to delete nonactive constraints based on the Gauss-Seidel iterative method for linear systems. A number of example problems is studied, including typical truss structures and simplified wings subject to static loads and with constraints imposed on stresses and displacements. For one of the latter structures, constraints on the fundamental natural frequency and flutter speed are also imposed. The results obtained show that the method is fast, efficient, and general when compared to other competing techniques. Extensions to the generality of the method to include equality constraints and nonlinear merit functions is discussed.
A Trust Region Method with a Conic Model for Nonlinearly Constrained Optimization%解非线性优化问题的锥模型信赖域方法
Institute of Scientific and Technical Information of China (English)
王承竞
2006-01-01
Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.
Stabilizing model predictive control for constrained nonlinear distributed delay systems.
Mahboobi Esfanjani, R; Nikravesh, S K Y
2011-04-01
In this paper, a model predictive control scheme with guaranteed closed-loop asymptotic stability is proposed for a class of constrained nonlinear time-delay systems with discrete and distributed delays. A suitable terminal cost functional and also an appropriate terminal region are utilized to achieve asymptotic stability. To determine the terminal cost, a locally asymptotically stabilizing controller is designed and an appropriate Lyapunov-Krasoskii functional of the locally stabilized system is employed as the terminal cost. Furthermore, an invariant set for locally stabilized system which is established by using the Razumikhin Theorem is used as the terminal region. Simple conditions are derived to obtain terminal cost and terminal region in terms of Bilinear Matrix Inequalities. The method is illustrated by a numerical example.
Application of constrained optimization to active control of aeroelastic response
Newsom, J. R.; Mukhopadhyay, V.
1981-01-01
Active control of aeroelastic response is a complex in which the designer usually tries to satisfy many criteria which are often conflicting. To further complicate the design problem, the state space equations describing this type of control problem are usually of high order, involving a large number of states to represent the flexible structure and unsteady aerodynamics. Control laws based on the standard Linear-Quadratic-Gaussian (LQG) method are of the same high order as the aeroelastic plant. To overcome this disadvantage of the LQG mode, an approach developed for designing low order optimal control laws which uses a nonlinear programming algorithm to search for the values of the control law variables that minimize a composite performance index, was extended to the constrained optimization problem. The method involves searching for the values of the control law variables that minimize a basic performance index while satisfying several inequality constraints that describe the design criteria. The method is applied to gust load alleviation of a drone aircraft.
Chen, Zhi; Yuan, Yuan; Zhang, Shu-Shen; Chen, Yu; Yang, Feng-Lin
2013-03-26
Critical environmental and human health concerns are associated with the rapidly growing fields of nanotechnology and manufactured nanomaterials (MNMs). The main risk arises from occupational exposure via chronic inhalation of nanoparticles. This research presents a chance-constrained nonlinear programming (CCNLP) optimization approach, which is developed to maximize the nanaomaterial production and minimize the risks of workplace exposure to MNMs. The CCNLP method integrates nonlinear programming (NLP) and chance-constrained programming (CCP), and handles uncertainties associated with both the nanomaterial production and workplace exposure control. The CCNLP method was examined through a single-walled carbon nanotube (SWNT) manufacturing process. The study results provide optimal production strategies and alternatives. It reveal that a high control measure guarantees that environmental health and safety (EHS) standards regulations are met, while a lower control level leads to increased risk of violating EHS regulations. The CCNLP optimization approach is a decision support tool for the optimization of the increasing MNMS manufacturing with workplace safety constraints under uncertainties.
Artificial bee colony algorithm variants on constrained optimization
National Research Council Canada - National Science Library
Bahriye Akay; Dervis Karaboga
2017-01-01
.... In this study, the performance analysis of artificial bee colony algorithm (ABC), one of the intelligent optimization techniques, is examined on constrained problems and the effect of some modifications on the performance of the algorithm is examined...
Robust Constrained Blackbox Optimization with Surrogates
2015-05-21
numbers assigned by the performing organization, e.g. BRL-1234; AFWL-TR-85-4017-Vol-21- PT -2. 9. SPONSORING/MONITORING AGENCY NAME(S) AND ADDRESS(ES...during reporting pe - riod: Published: 1. C. Audet, S. Le Digabel, and M. Peyrega. Linear equalities in blackbox optimization. Computational Optimization...A.E. Gheribi, S. Le Digabel, C. Audet, and P. Chartrand. Identifying optimal conditions for magnesium based alloy design using the mesh adaptive direct
Energetic Materials Optimization via Constrained Search
2015-06-01
space.18–20 LCAP and VP-DFT interpolate continuously between the Hamiltonians of various chemical species. Furthermore, recently an investigation into...Computational Chemistry Protocol All quantum- mechanical computations were performed using Gaussian 09.24 All geometries were preoptimized with B3LYP/3-21G under...via nonnegative Lagrange multipliers λ ∈ R3+ for the 3 constraints to the augmented Lagrangian function L(x, λ) := P (x) − λC(x) as a constrained min
New cooperative projection neural network for nonlinearly constrained variational inequality
Institute of Scientific and Technical Information of China (English)
XIA YouSheng
2009-01-01
This paper proposes a new cooperative projection neural network (CPNN), which combines automat-ically three individual neural network models with a common projection term. As a special case, the proposed CPNN can include three recent recurrent neural networks for solving monotone variational in-equality problems with limit or linear constraints, respectively. Under the monotonicity condition of the corresponding Lagrangian mapping, the proposed CPNN is theoretically guaranteed to solve monotone variational inequality problems and a class of nonmonotone variational inequality problems with linear and nonlinear constraints. Unlike the extended projection neural network, the proposed CPNN has no limitation on the initial point for global convergence. Compared with other related cooperative neural networks and numerical optimization algorithms, the proposed CPNN has a low computational complex-ity and requires weak convergence conditions. An application in real-time grasping force optimization and examples demonstrate good performance of the proposed CPNN.
Formal Proofs for Nonlinear Optimization
Directory of Open Access Journals (Sweden)
Victor Magron
2015-01-01
Full Text Available We present a formally verified global optimization framework. Given a semialgebraic or transcendental function f and a compact semialgebraic domain K, we use the nonlinear maxplus template approximation algorithm to provide a certified lower bound of f over K.This method allows to bound in a modular way some of the constituents of f by suprema of quadratic forms with a well chosen curvature. Thus, we reduce the initial goal to a hierarchy of semialgebraic optimization problems, solved by sums of squares relaxations. Our implementation tool interleaves semialgebraic approximations with sums of squares witnesses to form certificates. It is interfaced with Coq and thus benefits from the trusted arithmetic available inside the proof assistant. This feature is used to produce, from the certificates, both valid underestimators and lower bounds for each approximated constituent.The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of multivariate transcendental inequalities. We illustrate the performance of our formal framework on some of these inequalities as well as on examples from the global optimization literature.
A New Kind of Simple Smooth Exact Penalty Function of Constrained Nonlinear Programming
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
The penalty function method is one basic method for solving constrained nonlinear programming, in which simple smooth exact penalty functions draw much attention for their simpleness and smoothness. This article offers a new kind of simple smooth approximative exact penalty function of general constrained nonlinear programmings and analyzes its properties.
Nonlinear model predictive control based on collective neurodynamic optimization.
Yan, Zheng; Wang, Jun
2015-04-01
In general, nonlinear model predictive control (NMPC) entails solving a sequential global optimization problem with a nonconvex cost function or constraints. This paper presents a novel collective neurodynamic optimization approach to NMPC without linearization. Utilizing a group of recurrent neural networks (RNNs), the proposed collective neurodynamic optimization approach searches for optimal solutions to global optimization problems by emulating brainstorming. Each RNN is guaranteed to converge to a candidate solution by performing constrained local search. By exchanging information and iteratively improving the starting and restarting points of each RNN using the information of local and global best known solutions in a framework of particle swarm optimization, the group of RNNs is able to reach global optimal solutions to global optimization problems. The essence of the proposed collective neurodynamic optimization approach lies in the integration of capabilities of global search and precise local search. The simulation results of many cases are discussed to substantiate the effectiveness and the characteristics of the proposed approach.
Insights into capacity-constrained optimal transport.
Korman, Jonathan; McCann, Robert J
2013-06-18
A variant of the classical optimal transportation problem is the following: among all joint measures with fixed marginals and that are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were established by Korman and McCann. In the present article, we expose an unexpected symmetry leading to explicit examples in two and more dimensions. These are inspired in part by simulations in one dimension that display singularities and topology and in part by two further developments: the identification of all extreme points in the feasible set and an approach to uniqueness based on constructing feasible perturbations.
Sequential unconstrained minimization algorithms for constrained optimization
Byrne, Charles
2008-02-01
The problem of minimizing a function f(x):RJ → R, subject to constraints on the vector variable x, occurs frequently in inverse problems. Even without constraints, finding a minimizer of f(x) may require iterative methods. We consider here a general class of iterative algorithms that find a solution to the constrained minimization problem as the limit of a sequence of vectors, each solving an unconstrained minimization problem. Our sequential unconstrained minimization algorithm (SUMMA) is an iterative procedure for constrained minimization. At the kth step we minimize the function G_k(x)=f(x)+g_k(x), to obtain xk. The auxiliary functions gk(x):D ⊆ RJ → R+ are nonnegative on the set D, each xk is assumed to lie within D, and the objective is to minimize the continuous function f:RJ → R over x in the set C=\\overline D , the closure of D. We assume that such minimizers exist, and denote one such by \\hat x . We assume that the functions gk(x) satisfy the inequalities 0\\leq g_k(x)\\leq G_{k-1}(x)-G_{k-1}(x^{k-1}), for k = 2, 3, .... Using this assumption, we show that the sequence {f(xk)} is decreasing and converges to f({\\hat x}) . If the restriction of f(x) to D has bounded level sets, which happens if \\hat x is unique and f(x) is closed, proper and convex, then the sequence {xk} is bounded, and f(x^*)=f({\\hat x}) , for any cluster point x*. Therefore, if \\hat x is unique, x^*={\\hat x} and \\{x^k\\}\\rightarrow {\\hat x} . When \\hat x is not unique, convergence can still be obtained, in particular cases. The SUMMA includes, as particular cases, the well-known barrier- and penalty-function methods, the simultaneous multiplicative algebraic reconstruction technique (SMART), the proximal minimization algorithm of Censor and Zenios, the entropic proximal methods of Teboulle, as well as certain cases of gradient descent and the Newton-Raphson method. The proof techniques used for SUMMA can be extended to obtain related results for the induced proximal
Constrained regression models for optimization and forecasting
Directory of Open Access Journals (Sweden)
P.J.S. Bruwer
2003-12-01
Full Text Available Linear regression models and the interpretation of such models are investigated. In practice problems often arise with the interpretation and use of a given regression model in spite of the fact that researchers may be quite "satisfied" with the model. In this article methods are proposed which overcome these problems. This is achieved by constructing a model where the "area of experience" of the researcher is taken into account. This area of experience is represented as a convex hull of available data points. With the aid of a linear programming model it is shown how conclusions can be formed in a practical way regarding aspects such as optimal levels of decision variables and forecasting.
Asynchronous Parallel Evolutionary Algorithms for Constrained Optimizations
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
Recently Guo Tao proposed a stochastic search algorithm in his PhD thesis for solving function op-timization problems. He combined the subspace search method (a general multi-parent recombination strategy) with the population hill-climbing method. The former keeps a global search for overall situation,and the latter keeps the convergence of the algorithm. Guo's algorithm has many advantages ,such as the sim-plicity of its structure ,the higher accuracy of its results, the wide range of its applications ,and the robustness of its use. In this paper a preliminary theoretical analysis of the algorithm is given and some numerical experiments has been done by using Guo's algorithm for demonstrating the theoretical results. Three asynchronous paral-lel evolutionary algorithms with different granularities for MIMD machines are designed by parallelizing Guo's Algorithm.
Optimal design for nonlinear response models
Fedorov, Valerii V
2013-01-01
Optimal Design for Nonlinear Response Models discusses the theory and applications of model-based experimental design with a strong emphasis on biopharmaceutical studies. The book draws on the authors' many years of experience in academia and the pharmaceutical industry. While the focus is on nonlinear models, the book begins with an explanation of the key ideas, using linear models as examples. Applying the linearization in the parameter space, it then covers nonlinear models and locally optimal designs as well as minimax, optimal on average, and Bayesian designs. The authors also discuss ada
A Riccati approach for constrained linear quadratic optimal control
Sideris, Athanasios; Rodriguez, Luis A.
2011-02-01
An active-set method is proposed for solving linear quadratic optimal control problems subject to general linear inequality path constraints including mixed state-control and state-only constraints. A Riccati-based approach is developed for efficiently solving the equality constrained optimal control subproblems generated during the procedure. The solution of each subproblem requires computations that scale linearly with the horizon length. The algorithm is illustrated with numerical examples.
Optimal Constrained Layer Damping of Beams: Experimental and Numerical Studies
Directory of Open Access Journals (Sweden)
J.-L. Marcelin
1995-01-01
Full Text Available This article deals with the optimal damping of beams constrained by viscoelastic layers when only one or several portions of the beam are covered. The design variables are the dimensions and locations of the viscoelastic layers and the objective function is the maximum damping factor. The discrete design variable optimization problem is solved using a genetic algorithm. Numerical results for minimum and maximum damping are compared to experimental results. This is done for a various number of materials and beams.
Steepest-Ascent Constrained Simultaneous Perturbation for Multiobjective Optimization
DEFF Research Database (Denmark)
McClary, Dan; Syrotiuk, Violet; Kulahci, Murat
2011-01-01
that leverages information about the known gradient to constrain the perturbations used to approximate the others. We apply SP(SA)(2) to the cross-layer optimization of throughput, packet loss, and end-to-end delay in a mobile ad hoc network (MANET), a self-organizing wireless network. The results show that SP...
Introduction to Nonlinear and Global Optimization
Hendrix, E.M.T.; Tóth, B.
2010-01-01
This self-contained text provides a solid introduction to global and nonlinear optimization, providing students of mathematics and interdisciplinary sciences with a strong foundation in applied optimization techniques. The book offers a unique hands-on and critical approach to applied optimization
Parallel Nonlinear Optimization for Astrodynamic Navigation Project
National Aeronautics and Space Administration — CU Aerospace proposes the development of a new parallel nonlinear program (NLP) solver software package. NLPs allow the solution of complex optimization problems,...
Adaptive double chain quantum genetic algorithm for constrained optimization problems
Directory of Open Access Journals (Sweden)
Kong Haipeng
2015-02-01
Full Text Available Optimization problems are often highly constrained and evolutionary algorithms (EAs are effective methods to tackle this kind of problems. To further improve search efficiency and convergence rate of EAs, this paper presents an adaptive double chain quantum genetic algorithm (ADCQGA for solving constrained optimization problems. ADCQGA makes use of double-individuals to represent solutions that are classified as feasible and infeasible solutions. Fitness (or evaluation functions are defined for both types of solutions. Based on the fitness function, three types of step evolution (SE are defined and utilized for judging evolutionary individuals. An adaptive rotation is proposed and used to facilitate updating individuals in different solutions. To further improve the search capability and convergence rate, ADCQGA utilizes an adaptive evolution process (AEP, adaptive mutation and replacement techniques. ADCQGA was first tested on a widely used benchmark function to illustrate the relationship between initial parameter values and the convergence rate/search capability. Then the proposed ADCQGA is successfully applied to solve other twelve benchmark functions and five well-known constrained engineering design problems. Multi-aircraft cooperative target allocation problem is a typical constrained optimization problem and requires efficient methods to tackle. Finally, ADCQGA is successfully applied to solving the target allocation problem.
Adaptive double chain quantum genetic algorithm for constrained optimization problems
Institute of Scientific and Technical Information of China (English)
Kong Haipeng; Li Ni; Shen Yuzhong
2015-01-01
Optimization problems are often highly constrained and evolutionary algorithms (EAs) are effective methods to tackle this kind of problems. To further improve search efficiency and con-vergence rate of EAs, this paper presents an adaptive double chain quantum genetic algorithm (ADCQGA) for solving constrained optimization problems. ADCQGA makes use of double-individuals to represent solutions that are classified as feasible and infeasible solutions. Fitness (or evaluation) functions are defined for both types of solutions. Based on the fitness function, three types of step evolution (SE) are defined and utilized for judging evolutionary individuals. An adaptive rotation is proposed and used to facilitate updating individuals in different solutions. To further improve the search capability and convergence rate, ADCQGA utilizes an adaptive evolution process (AEP), adaptive mutation and replacement techniques. ADCQGA was first tested on a widely used benchmark function to illustrate the relationship between initial parameter values and the convergence rate/search capability. Then the proposed ADCQGA is successfully applied to solve other twelve benchmark functions and five well-known constrained engineering design problems. Multi-aircraft cooperative target allocation problem is a typical constrained optimization problem and requires efficient methods to tackle. Finally, ADCQGA is successfully applied to solving the target allocation problem.
A Projection Neural Network for Constrained Quadratic Minimax Optimization.
Liu, Qingshan; Wang, Jun
2015-11-01
This paper presents a projection neural network described by a dynamic system for solving constrained quadratic minimax programming problems. Sufficient conditions based on a linear matrix inequality are provided for global convergence of the proposed neural network. Compared with some of the existing neural networks for quadratic minimax optimization, the proposed neural network in this paper is capable of solving more general constrained quadratic minimax optimization problems, and the designed neural network does not include any parameter. Moreover, the neural network has lower model complexities, the number of state variables of which is equal to that of the dimension of the optimization problems. The simulation results on numerical examples are discussed to demonstrate the effectiveness and characteristics of the proposed neural network.
Institute of Scientific and Technical Information of China (English)
SU BaiLi; LI ShaoYuan; ZHU QuanMin
2009-01-01
Stabilization of the constrained switched nonlinear systems is an attractive research subject. Predictive control can handle variable constraints well and make the system stable. Its stability is typically based on an assumption of initial feasibility of the optimization problem; however the set of initial conditions, starting from where a given predictive formulation is guaranteed to be feasible, is not explicitly char-acterized. In this paper, a hybrid predictive control method is proposed for a class of switched nonlin-ear systems with input constraints and un-measurable states. The main idea is to design a mixed con-troller using Lyapunov functions and a state observer, which switches appropriately between a bounded feedback controller and a predictive controller, and to give an explicitly characterized set of initial conditions to stabilize each closed-loop subsystem. For the whole switched nonlinear system, a suitable switched law based on the state estimation is designed to orchestrate the transitions between the consistituent modes and their respective controllers, and to ensure the whole closed-loop system's stability. The simulation results for a chemical process show the validity of the controller proposed in this paper.
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
Stabilization of the constrained switched nonlinear systems is an attractive research subject. Predictive control can handle variable constraints well and make the system stable. Its stability is typically based on an assumption of initial feasibility of the optimization problem; however the set of initial conditions, starting from where a given predictive formulation is guaranteed to be feasible, is not explicitly characterized. In this paper, a hybrid predictive control method is proposed for a class of switched nonlinear systems with input constraints and un-measurable states. The main idea is to design a mixed controller using Lyapunov functions and a state observer, which switches appropriately between a bounded feedback controller and a predictive controller, and to give an explicitly characterized set of initial conditions to stabilize each closed-loop subsystem. For the whole switched nonlinear system, a suitable switched law based on the state estimation is designed to orchestrate the transitions between the consistituent modes and their respective controllers, and to ensure the whole closed-loop system’s stability. The simulation results for a chemical process show the validity of the controller proposed in this paper.
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
Chen, Wei
2015-07-01
In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.
An inner-outer nonlinear programming approach for constrained quadratic matrix model updating
Andretta, M.; Birgin, E. G.; Raydan, M.
2016-01-01
The Quadratic Finite Element Model Updating Problem (QFEMUP) concerns with updating a symmetric second-order finite element model so that it remains symmetric and the updated model reproduces a given set of desired eigenvalues and eigenvectors by replacing the corresponding ones from the original model. Taking advantage of the special structure of the constraint set, it is first shown that the QFEMUP can be formulated as a suitable constrained nonlinear programming problem. Using this formulation, a method based on successive optimizations is then proposed and analyzed. To avoid that spurious modes (eigenvectors) appear in the frequency range of interest (eigenvalues) after the model has been updated, additional constraints based on a quadratic Rayleigh quotient are dynamically included in the constraint set. A distinct practical feature of the proposed method is that it can be implemented by computing only a few eigenvalues and eigenvectors of the associated quadratic matrix pencil.
Structural optimization for nonlinear dynamic response.
Dou, Suguang; Strachan, B Scott; Shaw, Steven W; Jensen, Jakob S
2015-09-28
Much is known about the nonlinear resonant response of mechanical systems, but methods for the systematic design of structures that optimize aspects of these responses have received little attention. Progress in this area is particularly important in the area of micro-systems, where nonlinear resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described by a single vibrating mode, or by a pair of internally resonant modes. The approach combines techniques from nonlinear dynamics, computational mechanics and optimization, and it allows one to relate the geometric and material properties of structural elements to terms in the normal form for a given resonance condition, thereby providing a means for tailoring its nonlinear response. The method is applied to the fundamental nonlinear resonance of a clamped-clamped beam and to the coupled mode response of a frame structure, and the results show that one can modify essential normal form coefficients by an order of magnitude by relatively simple changes in the shape of these elements. We expect the proposed approach, and its extensions, to be useful for the design of systems used for fundamental studies of nonlinear behaviour as well as for the development of commercial devices that exploit nonlinear behaviour.
Constrained optimal steady-state control for isolated traffic intersections
Institute of Scientific and Technical Information of China (English)
Jack HADDAD; David MAHALEL; Ilya IOSLOVICH; Per-Olof GUTMAN
2014-01-01
The steady-state or cyclic control problem for a simplified isolated traffic intersection is considered. The optimization problem for the green-red switching sequence is formulated with the help of a discrete-event max-plus model. Two steady-state control problems are formulated: optimal steady-state with green duration constraints, and optimal steady-state control with lost time. In the case when the criterion is a strictly increasing, linear function of the queue lengths, the steady-state control problems can be solved analytically. The structure of constrained optimal steady-state traffic control is revealed, and the effect of the lost time on the optimal solution is illustrated.
Cross-constrained problems for nonlinear Schrodinger equation with harmonic potential
Directory of Open Access Journals (Sweden)
Runzhang Xu
2012-11-01
Full Text Available This article studies a nonlinear Schodinger equation with harmonic potential by constructing different cross-constrained problems. By comparing the different cross-constrained problems, we derive different sharp criterion and different invariant manifolds that separate the global solutions and blowup solutions. Moreover, we conclude that some manifolds are empty due to the essence of the cross-constrained problems. Besides, we compare the three cross-constrained problems and the three depths of the potential wells. In this way, we explain the gaps in [J. Shu and J. Zhang, Nonlinear Shrodinger equation with harmonic potential, Journal of Mathematical Physics, 47, 063503 (2006], which was pointed out in [R. Xu and Y. Liu, Remarks on nonlinear Schrodinger equation with harmonic potential, Journal of Mathematical Physics, 49, 043512 (2008].
A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization
Directory of Open Access Journals (Sweden)
Zhijun Luo
2014-01-01
Full Text Available A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.
SCOR: Software-defined Constrained Optimal Routing Platform for SDN
Layeghy, Siamak; Pakzad, Farzaneh; Portmann, Marius
2016-01-01
A Software-defined Constrained Optimal Routing (SCOR) platform is introduced as a Northbound interface in SDN architecture. It is based on constraint programming techniques and is implemented in MiniZinc modelling language. Using constraint programming techniques in this Northbound interface has created an efficient tool for implementing complex Quality of Service routing applications in a few lines of code. The code includes only the problem statement and the solution is found by a general s...
Hybrid particle swarm optimization for solving resource-constrained FMS
Institute of Scientific and Technical Information of China (English)
Dongyun Wang; Liping Liu
2008-01-01
In this paper,an approach for resource-constrained flexible manufacturing system(FMS)scheduling was proposed,which is based on the particle swarm optimization(PSO)algorithm and simulated annealing(SA)algorithm.First,the formulation for resource-con-strained FMS scheduling problem was introduced and cost function for this problem was obtained.Then.a hybrid algorithm of PSO and SA was employed to obtain optimal solution.The simulated results show that the approach can dislodge a state from a local min-imum and guide it to the global minimum.
Stress-constrained topology optimization for compliant mechanism design
DEFF Research Database (Denmark)
de Leon, Daniel M.; Alexandersen, Joe; Jun, Jun S.;
2015-01-01
This article presents an application of stress-constrained topology optimization to compliant mechanism design. An output displacement maximization formulation is used, together with the SIMP approach and a projection method to ensure convergence to nearly discrete designs. The maximum stress...... is approximated using a normalized version of the commonly-used p-norm of the effective von Mises stresses. The usual problems associated with topology optimization for compliant mechanism design: one-node and/or intermediate density hinges are alleviated by the stress constraint. However, it is also shown...
Structural optimization for nonlinear dynamic response
DEFF Research Database (Denmark)
Dou, Suguang; Strachan, B. Scott; Shaw, Steven W.
2015-01-01
condition, thereby providing a means for tailoring its nonlinear response. The method is applied to the fundamental nonlinear resonance of a clamped–clamped beam and to the coupled mode response of a frame structure, and the results show that one can modify essential normal form coefficients by an order...... resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described...... by a single vibrating mode, or by a pair of internally resonant modes. The approach combines techniques from nonlinear dynamics, computational mechanics and optimization, and it allows one to relate the geometric and material properties of structural elements to terms in the normal form for a given resonance...
Mode matching for optimal plasmonic nonlinear generation
O'Brien, Kevin; Suchowski, Haim; Rho, Jun Suk; Kante, Boubacar; Yin, Xiaobo; Zhang, Xiang
2013-03-01
Nanostructures and metamaterials have attracted interest in the nonlinear optics community due to the possibility of engineering their nonlinear responses; however, the underlying physics to describe nonlinear light generation in nanostructures and the design rules to maximize the emission are still under debate. We study the geometry dependence of the second harmonic and third harmonic emission from gold nanostructures, by designing arrays of nanostructures whose geometry varies from bars to split ring resonators. We fix the length (and volume) of the nanostructure on one axis, and change the morphology from a split ring resonator on the other axis. We observed that the optimal second harmonic generation does not occur at the morphology indicated by a nonlinear oscillator model with parameters derived from the far field transmission and is not maximized by a spectral overlap of the plasmonic modes; however, we find a near field overlap integral and mode matching considerations accurately predict the optimal geometry.
Bidirectional Dynamic Diversity Evolutionary Algorithm for Constrained Optimization
Directory of Open Access Journals (Sweden)
Weishang Gao
2013-01-01
Full Text Available Evolutionary algorithms (EAs were shown to be effective for complex constrained optimization problems. However, inflexible exploration-exploitation and improper penalty in EAs with penalty function would lead to losing the global optimum nearby or on the constrained boundary. To determine an appropriate penalty coefficient is also difficult in most studies. In this paper, we propose a bidirectional dynamic diversity evolutionary algorithm (Bi-DDEA with multiagents guiding exploration-exploitation through local extrema to the global optimum in suitable steps. In Bi-DDEA potential advantage is detected by three kinds of agents. The scale and the density of agents will change dynamically according to the emerging of potential optimal area, which play an important role of flexible exploration-exploitation. Meanwhile, a novel double optimum estimation strategy with objective fitness and penalty fitness is suggested to compute, respectively, the dominance trend of agents in feasible region and forbidden region. This bidirectional evolving with multiagents can not only effectively avoid the problem of determining penalty coefficient but also quickly converge to the global optimum nearby or on the constrained boundary. By examining the rapidity and veracity of Bi-DDEA across benchmark functions, the proposed method is shown to be effective.
AN ADAPTIVE TRUST REGION METHOD FOR EQUALITY CONSTRAINED OPTIMIZATION
Institute of Scientific and Technical Information of China (English)
ZHANG Juliang; ZHANG Xiangsun; ZHUO Xinjian
2003-01-01
In this paper, a trust region method for equality constrained optimization based on nondifferentiable exact penalty is proposed. In this algorithm, the trail step is characterized by computation of its normal component being separated from computation of its tangential component, i.e., only the tangential component of the trail step is constrained by trust radius while the normal component and trail step itself have no constraints. The other main characteristic of the algorithm is the decision of trust region radius. Here, the decision of trust region radius uses the information of the gradient of objective function and reduced Hessian. However, Maratos effect will occur when we use the nondifferentiable exact penalty function as the merit function. In order to obtain the superlinear convergence of the algorithm, we use the twice order correction technique. Because of the speciality of the adaptive trust region method, we use twice order correction when p = 0 (the definition is as in Section 2) and this is different from the traditional trust region methods for equality constrained optimization. So the computation of the algorithm in this paper is reduced. What is more, we can prove that the algorithm is globally and superlinearly convergent.
Finite-dimensional constrained fuzzy control for a class of nonlinear distributed process systems.
Wu, Huai-Ning; Li, Han-Xiong
2007-10-01
This correspondence studies the problem of finite-dimensional constrained fuzzy control for a class of systems described by nonlinear parabolic partial differential equations (PDEs). Initially, Galerkin's method is applied to the PDE system to derive a nonlinear ordinary differential equation (ODE) system that accurately describes the dynamics of the dominant (slow) modes of the PDE system. Subsequently, a systematic modeling procedure is given to construct exactly a Takagi-Sugeno (T-S) fuzzy model for the finite-dimensional ODE system under state constraints. Then, based on the T-S fuzzy model, a sufficient condition for the existence of a stabilizing fuzzy controller is derived, which guarantees that the state constraints are satisfied and provides an upper bound on the quadratic performance function for the finite-dimensional slow system. The resulting fuzzy controllers can also guarantee the exponential stability of the closed-loop PDE system. Moreover, a local optimization algorithm based on the linear matrix inequalities is proposed to compute the feedback gain matrices of a suboptimal fuzzy controller in the sense of minimizing the quadratic performance bound. Finally, the proposed design method is applied to the control of the temperature profile of a catalytic rod.
Application of Chance-Constrained Stochastic Optimization for Mitigating Downstream Flood Risks
Alvarado Montero, Rodolfo; Schwanenberg, Dirk; Mainardi Fan, Fernando; Assis dos Reis, Alberto
2015-04-01
Ensemble forecasting is a growing field in the operation of multi-purpose reservoirs and mitigation of flood risks in downstream river reaches. The assessment of uncertainty over the prediction horizon provides added value to the operational flow forecasting system. It provides probabilistic inflow forecasts which, combined with decision support systems, determine optimum release strategies. One way of doing this is through scenario tree-based stochastic optimization. The representation of the ensemble forecasted is converted into a scenario-tree and optimized based on an adaptive multi-stage stochastic optimization. Typical inequality constraints applied over this problem require a full compliance of each ensemble's trajectory and neglect the uncertainty distribution. We propose the application of chance constrained optimization to overcome such problem, allowing a more flexible approach that does not depend on the number of ensembles but rather on the distribution of uncertainty. This technique is used to compute release trajectories of the reservoirs over a finite forecast horizon of up to 14 days by integrating a nonlinear gradient-based optimization algorithm and a model of the water system. The latter consists of simulation components for pool routing and kinematic or diffusive wave models for the downstream river reaches including a simulation mode and a reverse adjoint mode for the efficient computation of first-order derivatives. This framework has been implemented for a reservoir system operated by the Brazilian Companhia Energética de Minas Gerais S.A. (CEMIG). We present results obtained for the operation of the Tres Marias reservoir in the Brazilian state of Minas Gerais with a catchment area of near 55,000 km2. The focus of our discussion is the impact of chance constrains on the optimization procedure and its flexibility for extending the number of ensemble forecasts thus providing a more accurate representation of uncertainty. We compare the
Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization
Energy Technology Data Exchange (ETDEWEB)
HART,WILLIAM E.
2000-06-01
The authors describe a convergence theory for evolutionary pattern search algorithms (EPSAs) on a broad class of unconstrained and linearly constrained problems. EPSAs adaptively modify the step size of the mutation operator in response to the success of previous optimization steps. The design of EPSAs is inspired by recent analyses of pattern search methods. The analysis significantly extends the previous convergence theory for EPSAs. The analysis applies to a broader class of EPSAs,and it applies to problems that are nonsmooth, have unbounded objective functions, and which are linearly constrained. Further, they describe a modest change to the algorithmic framework of EPSAs for which a non-probabilistic convergence theory applies. These analyses are also noteworthy because they are considerably simpler than previous analyses of EPSAs.
Min-max model predictive control for constrained nonlinear systems via multiple LPV embeddings
Institute of Scientific and Technical Information of China (English)
ZHAO Min; LI Ning; LI ShaoYuan
2009-01-01
A min-max model predictive control strategy is proposed for a class of constrained nonlinear system whose trajectories can be embedded within those of a bank of linear parameter varying (LPV) models. The embedding LPV models can yield much better approximation of the nonlinear system dynamics than a single LTV model. For each LPV model, a parameter-dependent Lyapunov function is introduced to obtain poly-quadratically stable control law and to guarantee the feasibility and stability of the original nonlinear system. This approach can greatly reduce computational burden in traditional nonlinear predictive control strategy. Finally a simulation example illustrating the strategy is presented.
Zhang, Songchuan; Xia, Youshen
2016-12-28
Much research has been devoted to complex-variable optimization problems due to their engineering applications. However, the complex-valued optimization method for solving complex-variable optimization problems is still an active research area. This paper proposes two efficient complex-valued optimization methods for solving constrained nonlinear optimization problems of real functions in complex variables, respectively. One solves the complex-valued nonlinear programming problem with linear equality constraints. Another solves the complex-valued nonlinear programming problem with both linear equality constraints and an ℓ₁-norm constraint. Theoretically, we prove the global convergence of the proposed two complex-valued optimization algorithms under mild conditions. The proposed two algorithms can solve the complex-valued optimization problem completely in the complex domain and significantly extend existing complex-valued optimization algorithms. Numerical results further show that the proposed two algorithms have a faster speed than several conventional real-valued optimization algorithms.
Optimal Constrained Resource Allocation Strategies under Low Risk Circumstances
Andreica, Mugurel Ionut; Visan, Costel
2009-01-01
In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic resources, with a few exceptions which consider financial resources in particular. The problems consider low-risk circumstances and the values of the uncertain variables which are used by the algorithms are the expected values of the variables. For each of the considered problems we propose novel algorithmic solutions for computing optimal resource allocation strategies. The presented solutions are optimal or near-optimal from the perspective of their time complexity. The considered problems have applications in a broad range of domains, like workflow scheduling in industry (e.g. in the mining and metallurgical industry) or the financial sector, motion planning, facility location and data transfer or job scheduling and resource management in Grids, clouds or other distribute...
Andreani, Roberto; Friedlander, Ana; Mello, Margarida P.; Santos, Sandra A.
2005-06-01
In this work we show that the mixed nonlinear complementarity problem may be formulated as an equivalent nonlinear bound-constrained optimization problem that preserves the smoothness of the original data. One may thus take advantage of existing codes for bound-constrained optimization. This approach is implemented and tested by means of an extensive set of numerical experiments, showing promising results. The mixed nonlinear complementarity problems considered in the tests arise from the discretization of a motion planning problem concerning a set of rigid 3D bodies in contact in the presence of friction. We solve the complementarity problem associated with a single time frame, thus calculating the contact forces and accelerations of the bodies involved.
Nonlinear optimization of beam lines
Tomás Garcia, Rogelio
2006-01-01
The current final focus systems of linear colliders have been designed based on the local compensation scheme proposed by P. Raimondi and A. Seryi [1]. However, there exist remaining aberrations that deteriorate the performance of the system. This paper develops a general algorithm for the optimization of beam lines based on the computation of the high orders of the transfer map using MAD-X [2] and PTC [3]. The algorithm is applied to the CLIC [4] Beam Delivery System (BDS).
Adaptive Multi-Agent Systems for Constrained Optimization
Macready, William; Bieniawski, Stefan; Wolpert, David H.
2004-01-01
Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.
Padovan, J.; Lackney, J.
1986-01-01
The current paper develops a constrained hierarchical least square nonlinear equation solver. The procedure can handle the response behavior of systems which possess indefinite tangent stiffness characteristics. Due to the generality of the scheme, this can be achieved at various hierarchical application levels. For instance, in the case of finite element simulations, various combinations of either degree of freedom, nodal, elemental, substructural, and global level iterations are possible. Overall, this enables a solution methodology which is highly stable and storage efficient. To demonstrate the capability of the constrained hierarchical least square methodology, benchmarking examples are presented which treat structure exhibiting highly nonlinear pre- and postbuckling behavior wherein several indefinite stiffness transitions occur.
Optimality conditions in smooth nonlinear programming
Still, G.; Streng, M.
1996-01-01
This survey is concerned with necessary and sufficient optimality conditions for smooth nonlinear programming problems with inequality and equality constraints. These conditions deal with strict local minimizers of order one and two and with isolated minimizers. In most results, no constraint qualif
Asynchronous parallel generating set search for linearly-constrained optimization.
Energy Technology Data Exchange (ETDEWEB)
Kolda, Tamara G.; Griffin, Joshua; Lewis, Robert Michael
2007-04-01
We describe an asynchronous parallel derivative-free algorithm for linearly-constrained optimization. Generating set search (GSS) is the basis of ourmethod. At each iteration, a GSS algorithm computes a set of search directionsand corresponding trial points and then evaluates the objective function valueat each trial point. Asynchronous versions of the algorithm have been developedin the unconstrained and bound-constrained cases which allow the iterations tocontinue (and new trial points to be generated and evaluated) as soon as anyother trial point completes. This enables better utilization of parallel resourcesand a reduction in overall runtime, especially for problems where the objec-tive function takes minutes or hours to compute. For linearly-constrained GSS,the convergence theory requires that the set of search directions conform to the3 nearby boundary. The complexity of developing the asynchronous algorithm forthe linearly-constrained case has to do with maintaining a suitable set of searchdirections as the search progresses and is the focus of this research. We describeour implementation in detail, including how to avoid function evaluations bycaching function values and using approximate look-ups. We test our imple-mentation on every CUTEr test problem with general linear constraints and upto 1000 variables. Without tuning to individual problems, our implementationwas able to solve 95% of the test problems with 10 or fewer variables, 75%of the problems with 11-100 variables, and nearly half of the problems with100-1000 variables. To the best of our knowledge, these are the best resultsthat have ever been achieved with a derivative-free method. Our asynchronousparallel implementation is freely available as part of the APPSPACK software.4
Iterative Dynamic Diversity Evolutionary Algorithm for Constrained Optimization
Institute of Scientific and Technical Information of China (English)
GAO Wei-Shang; SHAO Cheng
2014-01-01
Evolutionary algorithms (EAs) were shown to be effective for complex constrained optimization problems. However, inflexible exploration in general EAs would lead to losing the global optimum nearby the ill-convergence regions. In this paper, we propose an iterative dynamic diversity evolutionary algorithm (IDDEA) with contractive subregions guiding exploitation through local extrema to the global optimum in suitable steps. In IDDEA, a novel optimum estimation strategy with multi-agents evolving diversely is suggested to eﬃciently compute dominance trend and establish a subregion. In addition, a subregion converging iteration is designed to redistrict a smaller subregion in current subregion for next iteration, which is based on a special dominance estimation scheme. Meanwhile, an infimum penalty function is embedded into IDDEA to judge agents and penalize adaptively the unfeasible agents with the lowest fitness of feasible agents. Furthermore, several engineering design optimization problems taken from the specialized literature are successfully solved by the present algorithm with high reliable solutions.
A dynamic hybrid framework for constrained evolutionary optimization.
Wang, Yong; Cai, Zixing
2012-02-01
Based on our previous work, this paper presents a dynamic hybrid framework, called DyHF, for solving constrained optimization problems. This framework consists of two major steps: global search model and local search model. In the global and local search models, differential evolution serves as the search engine, and Pareto dominance used in multiobjective optimization is employed to compare the individuals in the population. Unlike other existing methods, the above two steps are executed dynamically according to the feasibility proportion of the current population in this paper, with the purpose of reasonably distributing the computational resource for the global and local search during the evolution. The performance of DyHF is tested on 22 benchmark test functions. The experimental results clearly show that the overall performance of DyHF is highly competitive with that of a number of state-of-the-art approaches from the literature.
Total energy control system autopilot design with constrained parameter optimization
Ly, Uy-Loi; Voth, Christopher
1990-01-01
A description is given of the application of a multivariable control design method (SANDY) based on constrained parameter optimization to the design of a multiloop aircraft flight control system. Specifically, the design method is applied to the direct synthesis of a multiloop AFCS inner-loop feedback control system based on total energy control system (TECS) principles. The design procedure offers a structured approach for the determination of a set of stabilizing controller design gains that meet design specifications in closed-loop stability, command tracking performance, disturbance rejection, and limits on control activities. The approach can be extended to a broader class of multiloop flight control systems. Direct tradeoffs between many real design goals are rendered systematic by proper formulation of the design objectives and constraints. Satisfactory designs are usually obtained in few iterations. Performance characteristics of the optimized TECS design have been improved, particularly in the areas of closed-loop damping and control activity in the presence of turbulence.
Geodynamic inversion to constrain the nonlinear rheology of the lithosphere
Baumann, Tobias; Kaus, Boris
2015-04-01
A common method to determine the strength of the lithosphere is through estimating its effective elastic thickness from the coherence between gravity and topography. This method assumes a priori that the lithosphere is a thin elastic plate floating on a viscous mantle. Whereas this seems to work well with oceanic plates, it has given controversial results in continental collision zones. Usually, continental collisions zones are well-studied areas for which additional geophysical datasets such as receiver functions and seismic tomography exist that constrain the geometry of the lithosphere and often show that it is rather complex. Yet, lithospheric geometry by itself is insufficient to understand the dynamics of the lithosphere, as this also requires knowledge of the rheology of the lithosphere. Experimental results show significant variability between various rock types and there are large uncertainties in extrapolating laboratory values to nature, which leaves room for speculation. An independent approach is thus required to better understand the rheology and dynamics of the lithosphere in collision zones. Our method combines numerical thermo-mechanical forward models of the present-day lithosphere with a massively parallel Bayesian inversion approach. The geometry of the forward models is part of the a priori knowledge and is constructed from seismological data. We jointly invert topography, gravity, horizontal and vertical surface velocities to constrain the unknown rheological material parameters of the forward models in a probabilistic sense. The model rheology is described with experimentally determined viscous creep laws and other parameters describing the plastic behaviour. As viscosity is temperature dependent, the temperature structure of the forward models is parameterised as well. We apply the method to cross-sections of the India-Asia collision system. In this case, we deal with 17 to 20 model parameters, which requires solving up to 2 × 106 forward
A nonlinear model for rotationally constrained convection with Ekman pumping
Julien, Keith; Calkins, Michael A; Knobloch, Edgar; Marti, Philippe; Stellmach, Stephan; Vasil, Geoffrey M
2016-01-01
It is a well established result of linear theory that the influence of differing mechanical boundary conditions, i.e., stress-free or no-slip, on the primary instability in rotating convection becomes asymptotically small in the limit of rapid rotation. This is accounted for by the diminishing impact of the viscous stresses exerted within Ekman boundary layers and the associated vertical momentum transport by Ekman pumping. By contrast, in the nonlinear regime recent experiments and supporting simulations are now providing evidence that the efficiency of heat transport remains strongly influenced by Ekman pumping in the rapidly rotating limit. In this paper, a reduced model is developed for the case of low Rossby number convection in a plane layer geometry with no-slip upper and lower boundaries held at fixed temperatures. A complete description of the dynamics requires the existence of three distinct regions within the fluid layer: a geostrophically balanced interior where fluid motions are predominately ali...
Nonlinear analysis approximation theory, optimization and applications
2014-01-01
Many of our daily-life problems can be written in the form of an optimization problem. Therefore, solution methods are needed to solve such problems. Due to the complexity of the problems, it is not always easy to find the exact solution. However, approximate solutions can be found. The theory of the best approximation is applicable in a variety of problems arising in nonlinear functional analysis and optimization. This book highlights interesting aspects of nonlinear analysis and optimization together with many applications in the areas of physical and social sciences including engineering. It is immensely helpful for young graduates and researchers who are pursuing research in this field, as it provides abundant research resources for researchers and post-doctoral fellows. This will be a valuable addition to the library of anyone who works in the field of applied mathematics, economics and engineering.
Optimized spectral estimation for nonlinear synchronizing systems.
Sommerlade, Linda; Mader, Malenka; Mader, Wolfgang; Timmer, Jens; Thiel, Marco; Grebogi, Celso; Schelter, Björn
2014-03-01
In many fields of research nonlinear dynamical systems are investigated. When more than one process is measured, besides the distinct properties of the individual processes, their interactions are of interest. Often linear methods such as coherence are used for the analysis. The estimation of coherence can lead to false conclusions when applied without fulfilling several key assumptions. We introduce a data driven method to optimize the choice of the parameters for spectral estimation. Its applicability is demonstrated based on analytical calculations and exemplified in a simulation study. We complete our investigation with an application to nonlinear tremor signals in Parkinson's disease. In particular, we analyze electroencephalogram and electromyogram data.
Optimal Parametric Feedback Excitation of Nonlinear Oscillators
Braun, David J.
2016-01-01
An optimal parametric feedback excitation principle is sought, found, and investigated. The principle is shown to provide an adaptive resonance condition that enables unprecedentedly robust movement generation in a large class of oscillatory dynamical systems. Experimental demonstration of the theory is provided by a nonlinear electronic circuit that realizes self-adaptive parametric excitation without model information, signal processing, and control computation. The observed behavior dramatically differs from the one achievable using classical parametric modulation, which is fundamentally limited by uncertainties in model information and nonlinear effects inevitably present in real world applications.
Chance-constrained optimization of demand response to price signals
DEFF Research Database (Denmark)
Dorini, Gianluca Fabio; Pinson, Pierre; Madsen, Henrik
2013-01-01
Household-based demand response is expected to play an increasing role in supporting the large scale integration of renewable energy generation in existing power systems and electricity markets. While the direct control of the consumption level of households is envisaged as a possibility, a credi......Household-based demand response is expected to play an increasing role in supporting the large scale integration of renewable energy generation in existing power systems and electricity markets. While the direct control of the consumption level of households is envisaged as a possibility......, a credible alternative is that of indirect control based on price signals to be sent to these end-consumers. A methodology is described here allowing to estimate in advance the potential response of flexible end-consumers to price variations, subsequently embedded in an optimal price-signal generator...... within a recursive least squares (RLS) framework using data measurable at the grid level, in an adaptive fashion. Optimal price signals are generated by embedding the FIR models within a chance-constrained optimization framework. The objective is to keep the price signal as unchanged as possible from...
A New Interpolation Approach for Linearly Constrained Convex Optimization
Espinoza, Francisco
2012-08-01
In this thesis we propose a new class of Linearly Constrained Convex Optimization methods based on the use of a generalization of Shepard\\'s interpolation formula. We prove the properties of the surface such as the interpolation property at the boundary of the feasible region and the convergence of the gradient to the null space of the constraints at the boundary. We explore several descent techniques such as steepest descent, two quasi-Newton methods and the Newton\\'s method. Moreover, we implement in the Matlab language several versions of the method, particularly for the case of Quadratic Programming with bounded variables. Finally, we carry out performance tests against Matab Optimization Toolbox methods for convex optimization and implementations of the standard log-barrier and active-set methods. We conclude that the steepest descent technique seems to be the best choice so far for our method and that it is competitive with other standard methods both in performance and empirical growth order.
Distributed Stochastic Approximation for Constrained and Unconstrained Optimization
Bianchi, Pascal
2011-01-01
In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches local minima of a (nonconvex) objective function which is supposed to coincide with a sum of local utility functions of the agents. The algorithm under study consists of two steps: a local stochastic gradient descent at each agent and a gossip step that drives the network of agents to a consensus. It is proved that i) an agreement is achieved between agents on the value of the estimate, ii) the algorithm converges to the set of Kuhn-Tucker points of the optimization problem. The proof relies on recent results about differential inclusions. In the context of unconstrained optimization, intelligible sufficient conditions are provided in order to ensure the stability of the algorithm. In the latter case, we also provide a central limit theorem which governs the asymptotic fluctuations of the estimate. We illustrate our results in the...
Parallel Variable Distribution Algorithm for Constrained Optimization with Nonmonotone Technique
Directory of Open Access Journals (Sweden)
Congying Han
2013-01-01
Full Text Available A modified parallel variable distribution (PVD algorithm for solving large-scale constrained optimization problems is developed, which modifies quadratic subproblem QPl at each iteration instead of the QPl0 of the SQP-type PVD algorithm proposed by C. A. Sagastizábal and M. V. Solodov in 2002. The algorithm can circumvent the difficulties associated with the possible inconsistency of QPl0 subproblem of the original SQP method. Moreover, we introduce a nonmonotone technique instead of the penalty function to carry out the line search procedure with more flexibly. Under appropriate conditions, the global convergence of the method is established. In the final part, parallel numerical experiments are implemented on CUDA based on GPU (Graphics Processing unit.
Block-triangular preconditioners for PDE-constrained optimization
Rees, Tyrone
2010-11-26
In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.
Dynamic optimization and its relation to classical and quantum constrained systems
Contreras, Mauricio; Pellicer, Rely; Villena, Marcelo
2017-08-01
We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum frameworks. Classically, the dynamic optimization problem is equivalent to a classical mechanics constrained system, so we must use the Dirac method to analyze it in a correct way. We find that there are two second-class constraints in the model: one fix the momenta associated with the control variables, and the other is a reminder of the optimal control law. The dynamic evolution of this constrained system is given by the Dirac's bracket of the canonical variables with the Hamiltonian. This dynamic results to be identical to the unconstrained one given by the Pontryagin equations, which are the correct classical equations of motion for our physical optimization problem. In the same Pontryagin scheme, by imposing a closed-loop λ-strategy, the optimality condition for the action gives a consistency relation, which is associated to the Hamilton-Jacobi-Bellman equation of the dynamic programming method. A similar result is achieved by quantizing the classical model. By setting the wave function Ψ(x , t) =e iS(x , t) in the quantum Schrödinger equation, a non-linear partial equation is obtained for the S function. For the right-hand side quantization, this is the Hamilton-Jacobi-Bellman equation, when S(x , t) is identified with the optimal value function. Thus, the Hamilton-Jacobi-Bellman equation in Bellman's maximum principle, can be interpreted as the quantum approach of the optimization problem.
Constrained Fuzzy Predictive Control Using Particle Swarm Optimization
Directory of Open Access Journals (Sweden)
Oussama Ait Sahed
2015-01-01
Full Text Available A fuzzy predictive controller using particle swarm optimization (PSO approach is proposed. The aim is to develop an efficient algorithm that is able to handle the relatively complex optimization problem with minimal computational time. This can be achieved using reduced population size and small number of iterations. In this algorithm, instead of using the uniform distribution as in the conventional PSO algorithm, the initial particles positions are distributed according to the normal distribution law, within the area around the best position. The radius limiting this area is adaptively changed according to the tracking error values. Moreover, the choice of the initial best position is based on prior knowledge about the search space landscape and the fact that in most practical applications the dynamic optimization problem changes are gradual. The efficiency of the proposed control algorithm is evaluated by considering the control of the model of a 4 × 4 Multi-Input Multi-Output industrial boiler. This model is characterized by being nonlinear with high interactions between its inputs and outputs, having a nonminimum phase behaviour, and containing instabilities and time delays. The obtained results are compared to those of the control algorithms based on the conventional PSO and the linear approach.
Multiplicative noise removal using variable splitting and constrained optimization.
Bioucas-Dias, José M; Figueiredo, Mário A T
2010-07-01
Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of difficulties with respect to the standard Gaussian additive noise scenario: (1) the noise is multiplied by (rather than added to) the original image; (2) the noise is not Gaussian, with Rayleigh and Gamma being commonly used densities. These two features of multiplicative noise models preclude the direct application of most state-of-the-art algorithms, which are designed for solving unconstrained optimization problems where the objective has two terms: a quadratic data term (log-likelihood), reflecting the additive and Gaussian nature of the noise, plus a convex (possibly nonsmooth) regularizer (e.g., a total variation or wavelet-based regularizer/prior). In this paper, we address these difficulties by: (1) converting the multiplicative model into an additive one by taking logarithms, as proposed by some other authors; (2) using variable splitting to obtain an equivalent constrained problem; and (3) dealing with this optimization problem using the augmented Lagrangian framework. A set of experiments shows that the proposed method, which we name MIDAL (multiplicative image denoising by augmented Lagrangian), yields state-of-the-art results both in terms of speed and denoising performance.
Robust integrated autopilot/autothrottle design using constrained parameter optimization
Ly, Uy-Loi; Voth, Christopher; Sanjay, Swamy
1990-01-01
A multivariable control design method based on constrained parameter optimization was applied to the design of a multiloop aircraft flight control system. Specifically, the design method is applied to the following: (1) direct synthesis of a multivariable 'inner-loop' feedback control system based on total energy control principles; (2) synthesis of speed/altitude-hold designs as 'outer-loop' feedback/feedforward control systems around the above inner loop; and (3) direct synthesis of a combined 'inner-loop' and 'outer-loop' multivariable control system. The design procedure offers a direct and structured approach for the determination of a set of controller gains that meet design specifications in closed-loop stability, command tracking performance, disturbance rejection, and limits on control activities. The presented approach may be applied to a broader class of multiloop flight control systems. Direct tradeoffs between many real design goals are rendered systematic by this method following careful problem formulation of the design objectives and constraints. Performance characteristics of the optimization design were improved over the current autopilot design on the B737-100 Transport Research Vehicle (TSRV) at the landing approach and cruise flight conditions; particularly in the areas of closed-loop damping, command responses, and control activity in the presence of turbulence.
Constrained predictive control based on T-S fuzzy model for nonlinear systems
Institute of Scientific and Technical Information of China (English)
Su Baili; Chen Zengqiang; Yuan Zhuzhi
2007-01-01
A constrained generalized predictive control (GPC) algorithm based on the T-S fuzzy model is presented for the nonlinear system. First, a Takagi-Sugeno (T-S) fuzzy model based on the fuzzy cluster algorithm and the orthogonal least square method is constructed to approach the nonlinear system. Since its consequence is linear, it can divide the nonlinear system into a number of linear or nearly linear subsystems. For this T-S fuzzy model, a GPC algorithm with input constraints is presented.This strategy takes into account all the constraints of the control signal and its increment, and does not require the calculation of the Diophantine equations. So it needs only a small computer memory and the computational speed is high. The simulation results show a good performance for the nonlinear systems.
Optimal non-linear health insurance.
Blomqvist, A
1997-06-01
Most theoretical and empirical work on efficient health insurance has been based on models with linear insurance schedules (a constant co-insurance parameter). In this paper, dynamic optimization techniques are used to analyse the properties of optimal non-linear insurance schedules in a model similar to one originally considered by Spence and Zeckhauser (American Economic Review, 1971, 61, 380-387) and reminiscent of those that have been used in the literature on optimal income taxation. The results of a preliminary numerical example suggest that the welfare losses from the implicit subsidy to employer-financed health insurance under US tax law may be a good deal smaller than previously estimated using linear models.
A collective neurodynamic optimization approach to bound-constrained nonconvex optimization.
Yan, Zheng; Wang, Jun; Li, Guocheng
2014-07-01
This paper presents a novel collective neurodynamic optimization method for solving nonconvex optimization problems with bound constraints. First, it is proved that a one-layer projection neural network has a property that its equilibria are in one-to-one correspondence with the Karush-Kuhn-Tucker points of the constrained optimization problem. Next, a collective neurodynamic optimization approach is developed by utilizing a group of recurrent neural networks in framework of particle swarm optimization by emulating the paradigm of brainstorming. Each recurrent neural network carries out precise constrained local search according to its own neurodynamic equations. By iteratively improving the solution quality of each recurrent neural network using the information of locally best known solution and globally best known solution, the group can obtain the global optimal solution to a nonconvex optimization problem. The advantages of the proposed collective neurodynamic optimization approach over evolutionary approaches lie in its constraint handling ability and real-time computational efficiency. The effectiveness and characteristics of the proposed approach are illustrated by using many multimodal benchmark functions.
Robust C subroutines for non-linear optimization
DEFF Research Database (Denmark)
Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun
2004-01-01
This report presents a package of robust and easy-to-use C subroutines for solving unconstrained and constrained non-linear optimization problems. The intention is that the routines should use the currently best algorithms available. All routines have standardized calls, and the user does not have...... by changing 1 to 0. The present report is a new and updated version of a previous report NI-91-03 with the same title, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated from Fortran to C. The reason for writing the present report is that some...... of the C subroutines have been replaced by more effective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modi ed to some extent. For a description of the original Fortran subroutines see the report [17]. The software...
Optimal Variational Method for Truly Nonlinear Oscillators
Directory of Open Access Journals (Sweden)
Vasile Marinca
2013-01-01
Full Text Available The Optimal Variational Method (OVM is introduced and applied for calculating approximate periodic solutions of “truly nonlinear oscillators”. The main advantage of this procedure consists in that it provides a convenient way to control the convergence of approximate solutions in a very rigorous way and allows adjustment of convergence regions where necessary. This approach does not depend upon any small or large parameters. A very good agreement was found between approximate and numerical solution, which proves that OVM is very efficient and accurate.
Directory of Open Access Journals (Sweden)
Kai Yang
2016-01-01
Full Text Available This work investigates a bioinspired microimmune optimization algorithm to solve a general kind of single-objective nonlinear constrained expected value programming without any prior distribution. In the study of algorithm, two lower bound sample estimates of random variables are theoretically developed to estimate the empirical values of individuals. Two adaptive racing sampling schemes are designed to identify those competitive individuals in a given population, by which high-quality individuals can obtain large sampling size. An immune evolutionary mechanism, along with a local search approach, is constructed to evolve the current population. The comparative experiments have showed that the proposed algorithm can effectively solve higher-dimensional benchmark problems and is of potential for further applications.
A SUPERLINEARLY CONVERGENT TRUST REGION ALGORITHM FOR LC1 CONSTRAINED OPTIMIZATION PROBLEMS
Institute of Scientific and Technical Information of China (English)
Ou Yigui; Hou Dingpi
2005-01-01
In this paper, a new trust region algorithm for nonlinear equality constrained LC1 optimization problems is given. It obtains a search direction at each iteration not by solving a quadratic programming subproblem with a trust region bound, but by solving a system of linear equations. Since the computational complexity of a QP-Problem is in general much larger than that of a system of linear equations, this method proposed in this paper may reduce the computational complexity and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and super-linearly convergent to a solution of the original problem. Some numerical examples are reported, showing the proposed algorithm can be beneficial from a computational point of view.
Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
Directory of Open Access Journals (Sweden)
Lifeng Ma
2013-01-01
Full Text Available The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H2/H∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out.
Nonlinear Dynamics and Optimization of Spur Gears
Pellicano, Francesco; Bonori, Giorgio; Faggioni, Marcello; Scagliarini, Giorgio
In the present study a single degree of freedom oscillator with clearance type non-linearity is considered. Such oscillator represents the simplest model able to analyze a single teeth gear pair, neglecting: bearings and shafts stiffness and multi mesh interactions. One of the test cases considered in the present work represents an actual gear pair that is part of a gear box of an agricultural vehicle; such gear pair gave rise to noise problems. The main gear pair characteristics (mesh stiffness and inertia) are evaluated after an accurate geometrical modelling. The meshing stiffness of the gear pair is piecewise linear and time varying (in particular periodic); it is evaluated numerically using nonlinear finite element analysis (with contact mechanics) for different positions along one mesh cycle, then it is expanded in Fourier series. A direct numerical integration approach and a smoothing technique have been considered to obtain the dynamic scenario. Bifurcation diagrams of Poincaré maps are plotted according to some sample case study from literature. Optimization procedures are proposed, in order to find optimal involute modifications that reduce gears vibration.
Geometry parameterization and multidisciplinary constrained optimization of coronary stents.
Pant, Sanjay; Bressloff, Neil W; Limbert, Georges
2012-01-01
Coronary stents are tubular type scaffolds that are deployed, using an inflatable balloon on a catheter, most commonly to recover the lumen size of narrowed (diseased) arterial segments. A common differentiating factor between the numerous stents used in clinical practice today is their geometric design. An ideal stent should have high radial strength to provide good arterial support post-expansion, have high flexibility for easy manoeuvrability during deployment, cause minimal injury to the artery when being expanded and, for drug eluting stents, should provide adequate drug in the arterial tissue. Often, with any stent design, these objectives are in competition such that improvement in one objective is a result of trade-off in others. This study proposes a technique to parameterize stent geometry, by varying the shape of circumferential rings and the links, and assess performance by modelling the processes of balloon expansion and drug diffusion. Finite element analysis is used to expand each stent (through balloon inflation) into contact with a representative diseased coronary artery model, followed by a drug release simulation. Also, a separate model is constructed to measure stent flexibility. Since the computational simulation time for each design is very high (approximately 24 h), a Gaussian process modelling approach is used to analyse the design space corresponding to the proposed parameterization. Four objectives to assess recoil, stress distribution, drug distribution and flexibility are set up to perform optimization studies. In particular, single objective constrained optimization problems are set up to improve the design relative to the baseline geometry-i.e. to improve one objective without compromising the others. Improvements of 8, 6 and 15% are obtained individually for stress, drug and flexibility metrics, respectively. The relative influence of the design features on each objective is quantified in terms of main effects, thereby suggesting the
Rahmouni, A.; Beidouri, Z.; Benamar, R.
2013-09-01
The purpose of the present paper was the development of a physically discrete model for geometrically nonlinear free transverse constrained vibrations of beams, which may replace, if sufficient degrees of freedom are used, the previously developed continuous nonlinear beam constrained vibration models. The discrete model proposed is an N-Degrees of Freedom (N-dof) system made of N masses placed at the ends of solid bars connected by torsional springs, presenting the beam flexural rigidity. The large transverse displacements of the bar ends induce a variation in their lengths giving rise to axial forces modelled by longitudinal springs. The calculations made allowed application of the semi-analytical model developed previously for nonlinear structural vibration involving three tensors, namely the mass tensor mij, the linear rigidity tensor kij and the nonlinearity tensor bijkl. By application of Hamilton's principle and spectral analysis, the nonlinear vibration problem is reduced to a nonlinear algebraic system, examined for increasing numbers of dof. The results obtained by the physically discrete model showed a good agreement and a quick convergence to the equivalent continuous beam model, for various fixed boundary conditions, for both the linear frequencies and the nonlinear backbone curves, and also for the corresponding mode shapes. The model, validated here for the simply supported and clamped ends, may be used in further works to present the flexural linear and nonlinear constrained vibrations of beams with various types of discontinuities in the mass or in the elasticity distributions. The development of an adequate discrete model including the effect of the axial strains induced by large displacement amplitudes, which is predominant in geometrically nonlinear transverse constrained vibrations of beams [1]. The investigation of the results such a discrete model may lead to in the case of nonlinear free vibrations. The development of the analogy between the
Huang, Y L; Huang, G H; Liu, D F; Zhu, H; Sun, W
2012-10-15
Although integrated simulation and optimization approaches under stochastic uncertainty have been applied to eutrophication management problems, few studies are reported in eutrophication control planning where multiple formats of uncertainties and nonlinearities are addressed in forms of intervals and probabilistic distributions within an integrated framework. Since the impounding of Three Gorges Reservoir (TGR), China in 2003, the hydraulic conditions and aquatic environment of the Xiangxi Bay (XXB) have changed significantly. The resulting emergence of eutrophication and algal blooms leads to its deteriorated water quality. The XXB becomes an ideal case study area. Thus, a simulation-based inexact chance-constrained nonlinear programming (SICNP) model is developed and applied to eutrophication control planning in the XXB of the TGR under uncertainties. In the SICNP, the wastewater treatment costs for removing total phosphorus (TP) are set as the objective function; effluent discharge standards, stream water quality standards and eutrophication control standards are considered in the constraints; a steady-state simulation model for phosphorus transport and fate is embedded in the environmental standards constraints; the interval programming and chance-constrained approaches are integrated to provide interval decision variables but also the associated risk levels in violating the system constraints. The model results indicate that changes in the violating level (q) will result in different strategy distributions at spatial and temporal scales; the optimal value of cost objective is from [2.74, 13.41] million RMB to [2.25, 13.08] million RMB when q equals from 0.01 to 0.25; the required TP treatment efficiency for the Baisha plant is the most stringent, which is followed by the Xiakou Town and the Zhaojun Town, while the requirement for the Pingyikou cement plant is the least stringent. The model results are useful for making optimal policies on eutrophication
Constrained optimization techniques for active control of aeroelastic response
Mukhopadhyay, Vivekananda
1987-01-01
Active control of aeroelastic response is a complex problem in which the designer usually tries to satisfy many design criteria which are often conflicting in nature. To further complicate the design problem, the state space equations describing this type of control problem are usually of high order, involving a large number of states to represent the flexible structure and unsteady aerodynamics. Control laws based on the standard Linear - Quadratic - Gaussian method are of the same high order as the aeroelastic plant and may be difficult to implement in the flight computer. To overcome this disadvantage a new approach was developed for designing low-order optimized robust control laws. In this approach, a nonlinear programming algorithm is used to search for the values of control law design variables that minimize a performance index while satisfying several inequality constraints that describe the design criteria on the stability robustness and responses. The method is applied to a gust load alleviation problem and a stability robustness improvement problem of a drone aircraft.
Depletion mapping and constrained optimization to support managing groundwater extraction
Fienen, Michael N.; Bradbury, Kenneth R.; Kniffin, Maribeth; Barlow, Paul M.
2017-01-01
Groundwater models often serve as management tools to evaluate competing water uses including ecosystems, irrigated agriculture, industry, municipal supply, and others. Depletion potential mapping—showing the model-calculated potential impacts that wells have on stream baseflow - can form the basis for multiple potential management approaches in an oversubscribed basin. Specific management approaches can include scenarios proposed by stakeholders, systematic changes in well pumping based on depletion potential, and formal constrained optimization, which can be used to quantify the tradeoff between water use and stream baseflow. Variables such as the maximum amount of reduction allowed in each well and various groupings of wells using, for example, K-means clustering considering spatial proximity and depletion potential are considered. These approaches provide a potential starting point and guidance for resource managers and stakeholders to make decisions about groundwater management in a basin, spreading responsibility in different ways. We illustrate these approaches in the Little Plover River basin in central Wisconsin, United States—home to a rich agricultural tradition, with farmland and urban areas both in close proximity to a groundwater-dependent trout stream. Groundwater withdrawals have reduced baseflow supplying the Little Plover River below a legally established minimum. The techniques in this work were developed in response to engaged stakeholders with various interests and goals for the basin. They sought to develop a collaborative management plan at a watershed scale that restores the flow rate in the river in a manner that incorporates principles of shared governance and results in effective and minimally disruptive changes in groundwater extraction practices.
Kanagaraj, G.; Ponnambalam, S. G.; Jawahar, N.; Mukund Nilakantan, J.
2014-10-01
This article presents an effective hybrid cuckoo search and genetic algorithm (HCSGA) for solving engineering design optimization problems involving problem-specific constraints and mixed variables such as integer, discrete and continuous variables. The proposed algorithm, HCSGA, is first applied to 13 standard benchmark constrained optimization functions and subsequently used to solve three well-known design problems reported in the literature. The numerical results obtained by HCSGA show competitive performance with respect to recent algorithms for constrained design optimization problems.
Nguyen, Q. H.; Choi, S. B.
2012-01-01
This research focuses on optimal design of different types of magnetorheological brakes (MRBs), from which an optimal selection of MRB types is identified. In the optimization, common types of MRB such as disc-type, drum-type, hybrid-types, and T-shaped type are considered. The optimization problem is to find the optimal value of significant geometric dimensions of the MRB that can produce a maximum braking torque. The MRB is constrained in a cylindrical volume of a specific radius and length. After a brief description of the configuration of MRB types, the braking torques of the MRBs are derived based on the Herschel-Bulkley model of the MR fluid. The optimal design of MRBs constrained in a specific cylindrical volume is then analysed. The objective of the optimization is to maximize the braking torque while the torque ratio (the ratio of maximum braking torque and the zero-field friction torque) is constrained to be greater than a certain value. A finite element analysis integrated with an optimization tool is employed to obtain optimal solutions of the MRBs. Optimal solutions of MRBs constrained in different volumes are obtained based on the proposed optimization procedure. From the results, discussions on the optimal selection of MRB types depending on constrained volumes are given.
COMPARISON OF NONLINEAR DYNAMICS OPTIMIZATION METHODS FOR APS-U
Energy Technology Data Exchange (ETDEWEB)
Sun, Y.; Borland, Michael
2017-06-25
Many different objectives and genetic algorithms have been proposed for storage ring nonlinear dynamics performance optimization. These optimization objectives include nonlinear chromaticities and driving/detuning terms, on-momentum and off-momentum dynamic acceptance, chromatic detuning, local momentum acceptance, variation of transverse invariant, Touschek lifetime, etc. In this paper, the effectiveness of several different optimization methods and objectives are compared for the nonlinear beam dynamics optimization of the Advanced Photon Source upgrade (APS-U) lattice. The optimized solutions from these different methods are preliminarily compared in terms of the dynamic acceptance, local momentum acceptance, chromatic detuning, and other performance measures.
Fast Energy Minimization of large Polymers Using Constrained Optimization
Energy Technology Data Exchange (ETDEWEB)
Todd D. Plantenga
1998-10-01
A new computational technique is described that uses distance constraints to calculate empirical potential energy minima of partially rigid molecules. A constrained minimuzation algorithm that works entirely in Cartesian coordinates is used. The algorithm does not obey the constraints until convergence, a feature that reduces ill-conditioning and allows constrained local minima to be computed more quickly than unconstrained minima. Computational speedup exceeds the 3-fold factor commonly obtained in constained molecular dynamics simulations, where the constraints must be strictly obeyed at all times.
Topology optimization of nonlinear optical devices
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard
2011-01-01
This paper considers the design of nonlinear photonic devices. The nonlinearity stems from a nonlinear material model with a permittivity that depends on the local time-averaged intensity of the electric field. A finite element model is developed for time-harmonic wave propagation and an incremen......This paper considers the design of nonlinear photonic devices. The nonlinearity stems from a nonlinear material model with a permittivity that depends on the local time-averaged intensity of the electric field. A finite element model is developed for time-harmonic wave propagation...
A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS
Institute of Scientific and Technical Information of China (English)
Hongchao Zhang
2003-01-01
In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique[1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm.
Somasundaram, P.; Muthuselvan, N. B.
This paper presents new computationally efficient improved Particle Swarm algorithms for solving Security Constrained Optimal Power Flow (SCOPF) in power systems with the inclusion of FACTS devices. The proposed algorithms are developed based on the combined application of Gaussian and Cauchy Probability distribution functions incorporated in Particle Swarm Optimization (PSO). The power flow algorithm with the presence of Static Var Compensator (SVC) Thyristor Controlled Series Capacitor (TCSC) and Unified Power Flow Controller (UPFC), has been formulated and solved. The proposed algorithms are tested on standard IEEE 30-bus system. The analysis using PSO and modified PSO reveals that the proposed algorithms are relatively simple, efficient, reliable and suitable for real-time applications. And these algorithms can provide accurate solution with fast convergence and have the potential to be applied to other power engineering problems.
A hybrid multi-swarm particle swarm optimization to solve constrained optimization problems
Institute of Scientific and Technical Information of China (English)
Yong WANG; Zixing CAI
2009-01-01
In the real-world applications, most optimization problems are subject to different types of constraints. These problems are known as constrained optimization problems (COPs). Solving COPs is a very important area in the optimization field. In this paper, a hybrid multi-swarm particle swarm optimization (HMPSO) is proposed to deal with COPs. This method adopts a parallel search operator in which the current swarm is partitioned into several subswarms and particle swarm optimization (PSO) is severed as the search engine for each sub-swarm. Moreover, in order to explore more promising regions of the search space, differential evolution (DE) is incorporated to improve the personal best of each particle. First, the method is tested on 13 benchmark test functions and compared with three stateof-the-art approaches. The simulation results indicate that the proposed HMPSO is highly competitive in solving the 13 benchmark test functions. Afterward, the effectiveness of some mechanisms proposed in this paper and the effect of the parameter setting were validated by various experiments. Finally, HMPSO is further applied to solve 24 benchmark test functions collected in the 2006 IEEE Congress on Evolutionary Computation (CEC2006) and the experimental results indicate that HMPSO is able to deal with 22 test functions.
Optimal second order sliding mode control for nonlinear uncertain systems.
Das, Madhulika; Mahanta, Chitralekha
2014-07-01
In this paper, a chattering free optimal second order sliding mode control (OSOSMC) method is proposed to stabilize nonlinear systems affected by uncertainties. The nonlinear optimal control strategy is based on the control Lyapunov function (CLF). For ensuring robustness of the optimal controller in the presence of parametric uncertainty and external disturbances, a sliding mode control scheme is realized by combining an integral and a terminal sliding surface. The resulting second order sliding mode can effectively reduce chattering in the control input. Simulation results confirm the supremacy of the proposed optimal second order sliding mode control over some existing sliding mode controllers in controlling nonlinear systems affected by uncertainty.
Nonlinear Galerkin Optimal Truncated Low—dimensional Dynamical Systems
Institute of Scientific and Technical Information of China (English)
ChuijieWU
1996-01-01
In this paper,a new theory of constructing nonlinear Galerkin optimal truncated Low-Dimensional Dynamical Systems(LDDSs) directly from partial differential equations has been developed.Applying the new theory to the nonlinear Burgers' equation,it is shown that a nearly perfect LDDS can be gotten,and the initial-boundary conditions are automatically included in the optimal bases.The nonlinear Galerkin method does not have advantages within the optimization process,but it can significantly improve the results,after the Galerkin optimal bases have been gotten.
Large-Scale PDE-Constrained Optimization in Applications
Hazra, Subhendu Bikash
2010-01-01
Dealing with the simulation based optimization problems, this title presents the systematic development of the methods and algorithms. It covers the time dependent optimization problems with applications in environmental engineering, and also deals with steady state optimization problems, in which the PDEs are solved
Energy Technology Data Exchange (ETDEWEB)
Harlim, John, E-mail: jharlim@psu.edu [Department of Mathematics and Department of Meteorology, the Pennsylvania State University, University Park, PA 16802, Unites States (United States); Mahdi, Adam, E-mail: amahdi@ncsu.edu [Department of Mathematics, North Carolina State University, Raleigh, NC 27695 (United States); Majda, Andrew J., E-mail: jonjon@cims.nyu.edu [Department of Mathematics and Center for Atmosphere and Ocean Science, Courant Institute of Mathematical Sciences, New York University, New York, NY 10012 (United States)
2014-01-15
A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.
Trajectory optimization for vehicles using control vector parameterization and nonlinear programming
Energy Technology Data Exchange (ETDEWEB)
Spangelo, I.
1994-12-31
This thesis contains a study of optimal trajectories for vehicles. Highly constrained nonlinear optimal control problems have been solved numerically using control vector parameterization and nonlinear programming. Control vector parameterization with shooting has been described in detail to provide the reader with the theoretical background for the methods which have been implemented, and which are not available in standard text books. Theoretical contributions on accuracy analysis and gradient computations have also been presented. Optimal trajectories have been computed for underwater vehicles controlled in all six degrees of freedom by DC-motor driven thrusters. A class of nonlinear optimal control problems including energy-minimization, possibly combined with time minimization and obstacle avoidance, has been developed. A program system has been specially designed and written in the C language to solve this class of optimal control problems. Control vector parameterization with single shooting was used. This special implementation has made it possible to perform a detailed analysis, and to investigate numerical details of this class of optimization methods which would have been difficult using a general purpose CVP program system. The results show that this method for solving general optimal control problems is well suited for use in guidance and control of marine vehicles. Results from rocket trajectory optimization has been studied in this work to bring knowledge from this area into the new area of trajectory optimization of marine vehicles. 116 refs., 24 figs., 23 tabs.
Tailoring the nonlinear response of MEMS resonators using shape optimization
DEFF Research Database (Denmark)
Li, Lily L.; Polunin, Pavel M.; Dou, Suguang
2017-01-01
We demonstrate systematic control of mechanical nonlinearities in micro-electromechanical (MEMS) resonators using shape optimization methods. This approach generates beams with non-uniform profiles, which have nonlinearities and frequencies that differ from uniform beams. A set of bridge-type mic......We demonstrate systematic control of mechanical nonlinearities in micro-electromechanical (MEMS) resonators using shape optimization methods. This approach generates beams with non-uniform profiles, which have nonlinearities and frequencies that differ from uniform beams. A set of bridge...
Neural network for constrained nonsmooth optimization using Tikhonov regularization.
Qin, Sitian; Fan, Dejun; Wu, Guangxi; Zhao, Lijun
2015-03-01
This paper presents a one-layer neural network to solve nonsmooth convex optimization problems based on the Tikhonov regularization method. Firstly, it is shown that the optimal solution of the original problem can be approximated by the optimal solution of a strongly convex optimization problems. Then, it is proved that for any initial point, the state of the proposed neural network enters the equality feasible region in finite time, and is globally convergent to the unique optimal solution of the related strongly convex optimization problems. Compared with the existing neural networks, the proposed neural network has lower model complexity and does not need penalty parameters. In the end, some numerical examples and application are given to illustrate the effectiveness and improvement of the proposed neural network. Copyright © 2014 Elsevier Ltd. All rights reserved.
Li, Yongming; Tong, Shaocheng
2016-08-25
In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.
Zhao, Meng; Ding, Baocang
2015-03-01
This paper considers the distributed model predictive control (MPC) of nonlinear large-scale systems with dynamically decoupled subsystems. According to the coupled state in the overall cost function of centralized MPC, the neighbors are confirmed and fixed for each subsystem, and the overall objective function is disassembled into each local optimization. In order to guarantee the closed-loop stability of distributed MPC algorithm, the overall compatibility constraint for centralized MPC algorithm is decomposed into each local controller. The communication between each subsystem and its neighbors is relatively low, only the current states before optimization and the optimized input variables after optimization are being transferred. For each local controller, the quasi-infinite horizon MPC algorithm is adopted, and the global closed-loop system is proven to be exponentially stable.
Efficient Genetic Algorithm sets for optimizing constrained building design problem
National Research Council Canada - National Science Library
Wright, Jonathan; Alajmi, Ali
2016-01-01
.... This requires trying large possible solutions which need heuristic optimization algorithms. A comparison between several heuristic optimization algorithms showed that Genetic Algorithm (GA) is robust on getting the optimum(s) simulation ( Wetter and Wright, 2004; Brownlee et al., 2011; Bichiou and Krarti, 2011; Sahu et al., 2012 ) while the building simulat...
A new topology optimization scheme for nonlinear structures
Energy Technology Data Exchange (ETDEWEB)
Eim, Young Sup; Han, Seog Young [Hanyang University, Seoul (Korea, Republic of)
2014-07-15
A new topology optimization algorithm based on artificial bee colony algorithm (ABCA) was developed and applied to geometrically nonlinear structures. A finite element method and the Newton-Raphson technique were adopted for the nonlinear topology optimization. The distribution of material is expressed by the density of each element and a filter scheme was implemented to prevent a checkerboard pattern in the optimized layouts. In the application of ABCA for long structures or structures with small volume constraints, optimized topologies may be obtained differently for the same problem at each trial. The calculation speed is also very slow since topology optimization based on the roulette-wheel method requires many finite element analyses. To improve the calculation speed and stability of ABCA, a rank-based method was used. By optimizing several examples, it was verified that the developed topology scheme based on ABCA is very effective and applicable in geometrically nonlinear topology optimization problems.
A Numerical Embedding Method for Solving the Nonlinear Optimization Problem
Institute of Scientific and Technical Information of China (English)
田保锋; 戴云仙; 孟泽红; 张建军
2003-01-01
A numerical embedding method was proposed for solving the nonlinear optimization problem. By using the nonsmooth theory, the existence and the continuation of the following path for the corresponding homotopy equations were proved. Therefore the basic theory for the algorithm of the numerical embedding method for solving the non-linear optimization problem was established. Based on the theoretical results, a numerical embedding algorithm was designed for solving the nonlinear optimization problem, and prove its convergence carefully. Numerical experiments show that the algorithm is effective.
Pfrommer, Julius
2015-01-01
The Max-Sum algorithm, an instance of the Generalized Distributive Law family, is known to solve Distributed Constraint Optimization Problems (DCOP) where the summed utility functions of interacting agents are maximized. However, Max-Sum relies on available communication channels between all agents that partake in a utility function. We present a generalization of Max-Sum that solves DCOP exactly in situations where the communication network layout does not match the agents' utility inter-dep...
Fan, Quan-Yong; Yang, Guang-Hong
2017-01-01
The state inequality constraints have been hardly considered in the literature on solving the nonlinear optimal control problem based the adaptive dynamic programming (ADP) method. In this paper, an actor-critic (AC) algorithm is developed to solve the optimal control problem with a discounted cost function for a class of state-constrained nonaffine nonlinear systems. To overcome the difficulties resulting from the inequality constraints and the nonaffine nonlinearities of the controlled systems, a novel transformation technique with redesigned slack functions and a pre-compensator method are introduced to convert the constrained optimal control problem into an unconstrained one for affine nonlinear systems. Then, based on the policy iteration (PI) algorithm, an online AC scheme is proposed to learn the nearly optimal control policy for the obtained affine nonlinear dynamics. Using the information of the nonlinear model, novel adaptive update laws are designed to guarantee the convergence of the neural network (NN) weights and the stability of the affine nonlinear dynamics without the requirement for the probing signal. Finally, the effectiveness of the proposed method is validated by simulation studies.
Optimal charging profiles for mechanically constrained lithium-ion batteries
Energy Technology Data Exchange (ETDEWEB)
Suthar, B; Ramadesigan, V; De, S; Braatz, RD; Subramanian, VR
2014-01-01
The cost and safety related issues of lithium-ion batteries require intelligent charging profiles that can efficiently utilize the battery. This paper illustrates the application of dynamic optimization in obtaining the optimal current profile for charging a lithium-ion battery using a single-particle model while incorporating intercalation-induced stress generation. In this paper, we focus on the problem of maximizing the charge stored in a given time while restricting the development of stresses inside the particle. Conventional charging profiles for lithium-ion batteries (e.g., constant current followed by constant voltage) were not derived by considering capacity fade mechanisms. These charging profiles are not only inefficient in terms of lifetime usage of the batteries but are also slower since they do not exploit the changing dynamics of the system. Dynamic optimization based approaches have been used to derive optimal charging and discharging profiles with different objective functions. The progress made in understanding the capacity fade mechanisms has paved the way for inclusion of that knowledge in deriving optimal controls. While past efforts included thermal constraints, this paper for the first time presents strategies for optimally charging batteries by guaranteeing minimal mechanical damage to the electrode particles during intercalation. In addition, an executable form of the code has been developed and provided. This code can be used to identify optimal charging profiles for any material and design parameters.
A STABILITY THEOREM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS
Institute of Scientific and Technical Information of China (English)
M.H. Farag
2004-01-01
This paper presents the stability of difference approximations of an optimal control problem for a quasilinear parabolic equation with controls in the coefficients, boundary conditions and additional restrictions. The optimal control problem has been convered to one of the optimization problem using a penalty function technique. The difference approximations problem for the considered problem is obtained. The estimations of stability of the solution of difference approximations problem are proved. The stability estimation of the solution of difference approximations problem by the controls is obtained.
On a Highly Nonlinear Self-Obstacle Optimal Control Problem
Energy Technology Data Exchange (ETDEWEB)
Di Donato, Daniela, E-mail: daniela.didonato@unitn.it [University of Trento, Department of Mathematics (Italy); Mugnai, Dimitri, E-mail: dimitri.mugnai@unipg.it [Università di Perugia, Dipartimento di Matematica e Informatica (Italy)
2015-10-15
We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.
Stable MIMO Constrained Predictive Control with Steady state Objective Optimization
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
A two-stage multi-objective optimization model-predictive control algorithms(MPC) strategy is pre sented. A domain MPC controller with input constraints is used to increase freedom for steady-state objective and enhance stabilization of the controller. A steady-state objective optimization algorithm oriented to transient process is adopted to realize optimization of objectives else than dynamic control. It is proved that .the stabilization for both dynamic control and steady-state objective optimization can be guaranteed. The theoretical results are demonstrated and discussed using a distillation tower as the model. Theoretical analysis and simulation results show that this control strategy is efficient and provides a good strategic solution to practical process control.
Energy-Constrained Optimal Quantization for Wireless Sensor Networks
Directory of Open Access Journals (Sweden)
Georgios B. Giannakis
2008-02-01
Full Text Available As low power, low cost, and longevity of transceivers are major requirements in wireless sensor networks, optimizing their design under energy constraints is of paramount importance. To this end, we develop quantizers under strict energy constraints to effect optimal reconstruction at the fusion center. Propagation, modulation, as well as transmitter and receiver structures are jointly accounted for using a binary symmetric channel model. We first optimize quantization for reconstructing a single sensor's measurement, and deriving the optimal number of quantization levels as well as the optimal energy allocation across bits. The constraints take into account not only the transmission energy but also the energy consumed by the transceiver's circuitry. Furthermore, we consider multiple sensors collaborating to estimate a deterministic parameter in noise. Similarly, optimum energy allocation and optimum number of quantization bits are derived and tested with simulated examples. Finally, we study the effect of channel coding on the reconstruction performance under strict energy constraints and jointly optimize the number of quantization levels as well as the number of channel uses.
Yang, Xiong; Liu, Derong; Wang, Ding
2014-03-01
In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.
Modelling, Transformations, and Scaling Decisions in Constrained Optimization Problems
1976-03-01
applied nonlinear programming /2§/ , and are given in Appendix A of this thesis along with the original source. They will be referred to as Himmelblau ...j (19) 44 Therefore z=v . In x. can be replaced in the formulation by: 3 i z=Y i "Yj (20) Himmelblau problem 16 has numerous cross product terms in...optimum point, and thus are not recommended. 69 APPENDIX A Test Problems Used with GRG and SUMT Codes A. HIMMELBLAU PROBLEM 16 Source: J.D. Pearson
On optimal solutions of the constrained ℓ 0 regularization and its penalty problem
Zhang, Na; Li, Qia
2017-02-01
The constrained {{\\ell}0} regularization plays an important role in sparse reconstruction. A widely used approach for solving this problem is the penalty method, of which the least square penalty problem is a special case. However, the connections between global minimizers of the constrained {{\\ell}0} problem and its penalty problem have never been studied in a systematic way. This work provides a comprehensive investigation on optimal solutions of these two problems and their connections. We give detailed descriptions of optimal solutions of the two problems, including existence, stability with respect to the parameter, cardinality and strictness. In particular, we find that the optimal solution set of the penalty problem is piecewise constant with respect to the penalty parameter. Then we analyze in-depth the relationship between optimal solutions of the two problems. It is shown that, in the noisy case the least square penalty problem probably has no common optimal solutions with the constrained {{\\ell}0} problem for any penalty parameter. Under a mild condition on the penalty function, we establish that the penalty problem has the same optimal solution set as the constrained {{\\ell}0} problem when the penalty parameter is sufficiently large. Based on the conditions, we further propose exact penalty problems for the constrained {{\\ell}0} problem. Finally, we present a numerical example to illustrate our main theoretical results.
2013-08-01
dynamic pressure, time- rate of change of flight path angle, loads and a terminal phase target. Furthermore, the optimal control problem uses derived... rate of change of altitude. The optimal control variables are specified to be the guidance variable derivatives; this allows for constraining attitude
Iwan Solihin, Mahmud; Fauzi Zanil, Mohd
2016-11-01
Cuckoo Search (CS) and Differential Evolution (DE) algorithms are considerably robust meta-heuristic algorithms to solve constrained optimization problems. In this study, the performance of CS and DE are compared in solving the constrained optimization problem from selected benchmark functions. Selection of the benchmark functions are based on active or inactive constraints and dimensionality of variables (i.e. number of solution variable). In addition, a specific constraint handling and stopping criterion technique are adopted in the optimization algorithm. The results show, CS approach outperforms DE in term of repeatability and the quality of the optimum solutions.
Constrained simultaneous multi-state reconfigurable wing structure configuration optimization
Snyder, Matthew
A reconfigurable aircraft is capable of in-flight shape change to increase mission performance or provide multi-mission capability. Reconfigurability has always been a consideration in aircraft design, from the Wright Flyer, to the F-14, and most recently the Lockheed-Martin folding wing concept. The Wright Flyer used wing-warping for roll control, the F-14 had a variable-sweep wing to improve supersonic flight capabilities, and the Lockheed-Martin folding wing demonstrated radical in-flight shape change. This dissertation will examine two questions that aircraft reconfigurability raises, especially as reconfiguration increases in complexity. First, is there an efficient method to develop a light weight structure which supports all the loads generated by each configuration? Second, can this method include the capability to propose a sub-structure topology that weighs less than other considered designs? The first question requires a method that will design and optimize multiple configurations of a reconfigurable aerostructure. Three options exist, this dissertation will show one is better than the others. Simultaneous optimization considers all configurations and their respective load cases and constraints at the same time. Another method is sequential optimization which considers each configuration of the vehicle one after the other - with the optimum design variable values from the first configuration becoming the lower bounds for subsequent configurations. This process repeats for each considered configuration and the lower bounds update as necessary. The third approach is aggregate combination — this method keeps the thickness or area of each member for the most critical configuration, the configuration that requires the largest cross-section. This research will show that simultaneous optimization produces a lower weight and different topology for the considered structures when compared to the sequential and aggregate techniques. To answer the second question
Constrained Burn Optimization for the International Space Station
Brown, Aaron J.; Jones, Brandon A.
2017-01-01
In long-term trajectory planning for the International Space Station (ISS), translational burns are currently targeted sequentially to meet the immediate trajectory constraints, rather than simultaneously to meet all constraints, do not employ gradient-based search techniques, and are not optimized for a minimum total deltav (v) solution. An analytic formulation of the constraint gradients is developed and used in an optimization solver to overcome these obstacles. Two trajectory examples are explored, highlighting the advantage of the proposed method over the current approach, as well as the potential v and propellant savings in the event of propellant shortages.
Optimization of nonlinear controller with an enhanced biogeography approach
Directory of Open Access Journals (Sweden)
Mohammed Salem
2014-07-01
Full Text Available This paper is dedicated to the optimization of nonlinear controllers basing of an enhanced Biogeography Based Optimization (BBO approach. Indeed, The BBO is combined to a predator and prey model where several predators are used with introduction of a modified migration operator to increase the diversification along the optimization process so as to avoid local optima and reach the optimal solution quickly. The proposed approach is used in tuning the gains of PID controller for nonlinear systems. Simulations are carried out over a Mass spring damper and an inverted pendulum and has given remarkable results when compared to genetic algorithm and BBO.
Shape modification of Bézier curves by constrained optimization
Institute of Scientific and Technical Information of China (English)
WU Qing-biao; XIA Fei-hai
2005-01-01
The Bézier curve is one of the most commonly used parametric curves in CAGD and Computer Graphics and has many portant problem, and is also an important research issue in CAD/CAM and NC technology fields. This work investigates the curves to satisfy the given constraints and modify the shape of the curves optimally. Practical examples are also given.
Efficient relaxations for joint chance constrained AC optimal power flow
Energy Technology Data Exchange (ETDEWEB)
Baker, Kyri; Toomey, Bridget
2017-07-01
Evolving power systems with increasing levels of stochasticity call for a need to solve optimal power flow problems with large quantities of random variables. Weather forecasts, electricity prices, and shifting load patterns introduce higher levels of uncertainty and can yield optimization problems that are difficult to solve in an efficient manner. Solution methods for single chance constraints in optimal power flow problems have been considered in the literature, ensuring single constraints are satisfied with a prescribed probability; however, joint chance constraints, ensuring multiple constraints are simultaneously satisfied, have predominantly been solved via scenario-based approaches or by utilizing Boole's inequality as an upper bound. In this paper, joint chance constraints are used to solve an AC optimal power flow problem while preventing overvoltages in distribution grids under high penetrations of photovoltaic systems. A tighter version of Boole's inequality is derived and used to provide a new upper bound on the joint chance constraint, and simulation results are shown demonstrating the benefit of the proposed upper bound. The new framework allows for a less conservative and more computationally efficient solution to considering joint chance constraints, specifically regarding preventing overvoltages.
A constrained optimization framework for compliant underactuated grasping
Directory of Open Access Journals (Sweden)
M. Ciocarlie
2011-02-01
Full Text Available This study focuses on the design and analysis of underactuated robotic hands that use tendons and compliant joints to enable passive mechanical adaptation during grasping tasks. We use a quasistatic equilibrium formulation to predict the stability of a given grasp. This method is then used as the inner loop of an optimization algorithm that can find a set of actuation mechanism parameters that optimize the stability measure for an entire set of grasps. We discuss two possible approaches to design optimization using this framework, one using exhaustive search over the parameter space, and the other using a simplified gripper construction to cast the problem to a form that is directly solvable using well-established optimization methods. Computations are performed in 3-D, allow arbitrary geometry of the grasped objects and take into account frictional constraints.
This paper was presented at the IFToMM/ASME International Workshop on Underactuated Grasping (UG2010, 19 August 2010, Montréal, Canada.
CONIC TRUST REGION METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION
Institute of Scientific and Technical Information of China (English)
Wen-yu Sun; Jin-yun Yuan; Ya-xiang Yuan
2003-01-01
In this paper we present a trust region method of conic model for linearly constrainedoptimization problems. We discuss trust region approaches with conic model subproblems.Some equivalent variation properties and optimality conditions are given. A trust regionalgorithm based on conic model is constructed. Global convergence of the method isestablished.
Improved Sensitivity Relations in State Constrained Optimal Control
Energy Technology Data Exchange (ETDEWEB)
Bettiol, Piernicola, E-mail: piernicola.bettiol@univ-brest.fr [Université de Bretagne Occidentale, Laboratoire de Mathematiques (France); Frankowska, Hélène, E-mail: frankowska@math.jussieu.fr [Université Pierre et Marie Curie (Paris 6), CNRS and Institut de Mathématiques de Jussieu (France); Vinter, Richard B., E-mail: r.vinter@imperial.ac.uk [Imperial College London, Department of Electrical and Electronic Engineering (United Kingdom)
2015-04-15
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjoint state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because
Discrete-time inverse optimal control for nonlinear systems
Sanchez, Edgar N
2013-01-01
Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th
Optimal Constrained Stationary Intervention in Gene Regulatory Networks
Directory of Open Access Journals (Sweden)
Golnaz Vahedi
2008-05-01
Full Text Available A key objective of gene network modeling is to develop intervention strategies to alter regulatory dynamics in such a way as to reduce the likelihood of undesirable phenotypes. Optimal stationary intervention policies have been developed for gene regulation in the framework of probabilistic Boolean networks in a number of settings. To mitigate the possibility of detrimental side effects, for instance, in the treatment of cancer, it may be desirable to limit the expected number of treatments beneath some bound. This paper formulates a general constraint approach for optimal therapeutic intervention by suitably adapting the reward function and then applies this formulation to bound the expected number of treatments. A mutated mammalian cell cycle is considered as a case study.
Optimal Constrained Stationary Intervention in Gene Regulatory Networks
Directory of Open Access Journals (Sweden)
Faryabi Babak
2008-01-01
Full Text Available A key objective of gene network modeling is to develop intervention strategies to alter regulatory dynamics in such a way as to reduce the likelihood of undesirable phenotypes. Optimal stationary intervention policies have been developed for gene regulation in the framework of probabilistic Boolean networks in a number of settings. To mitigate the possibility of detrimental side effects, for instance, in the treatment of cancer, it may be desirable to limit the expected number of treatments beneath some bound. This paper formulates a general constraint approach for optimal therapeutic intervention by suitably adapting the reward function and then applies this formulation to bound the expected number of treatments. A mutated mammalian cell cycle is considered as a case study.
Directory of Open Access Journals (Sweden)
Jinmyoung Seok
2015-07-01
Full Text Available In this article, we are interested in singularly perturbed nonlinear elliptic problems involving a fractional Laplacian. Under a class of nonlinearity which is believed to be almost optimal, we construct a positive solution which exhibits multiple spikes near any given local minimum components of an exterior potential of the problem.
Smooth Constrained Heuristic Optimization of a Combinatorial Chemical Space
2015-05-01
CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7...Advances in computational protein design. Curr Opin Struct Biol. 2004;14(4):487–494. 4. Mang NG, Zeng C. Reference energy extremal optimization: A
Aircraft nonlinear optimal control using fuzzy gain scheduling
Nusyirwan, I. F.; Kung, Z. Y.
2016-10-01
Fuzzy gain scheduling is a common solution for nonlinear flight control. The highly nonlinear region of flight dynamics is determined throughout the examination of eigenvalues and the irregular pattern of root locus plots that show the nonlinear characteristic. By using the optimal control for command tracking, the pitch rate stability augmented system is constructed and the longitudinal flight control system is established. The outputs of optimal control for 21 linear systems are fed into the fuzzy gain scheduler. This research explores the capability in using both optimal control and fuzzy gain scheduling to improve the efficiency in finding the optimal control gains and to achieve Level 1 flying qualities. The numerical simulation work is carried out to determine the effectiveness and performance of the entire flight control system. The simulation results show that the fuzzy gain scheduling technique is able to perform in real time to find near optimal control law in various flying conditions.
Kinetic Constrained Optimization of the Golf Swing Hub Path
Directory of Open Access Journals (Sweden)
Steven M. Nesbit
2014-12-01
Full Text Available This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study.
Preconditioning for partial differential equation constrained optimization with control constraints
Stoll, Martin
2011-10-18
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.
Optimal Transmission Power in a Nonlinear VLC System
Institute of Scientific and Technical Information of China (English)
ZHAO Shuang; CAI Sunzeng; KANG Kai; QIAN Hua
2016-01-01
In a visible light communication (VLC) system, the light emitting diode (LED) is nonlinear for large signals, which limits the trans⁃mission power or equivalently the coverage of the VLC system. When the input signal amplitude is large, the nonlinear distortion creates harmonic and intermodulation distortion, which degrades the transmission error vector magnitude (EVM). To evaluate the impact of nonlinearity on system performance, the signal to noise and distortion ratio (SNDR) is applied, defined as the linear sig⁃nal power over the thermal noise plus the front end nonlinear distortion. At a given noise level, the optimal system performance can be achieved by maximizing the SNDR, which results in high transmission rate or long transmission range for the VLC system. In this paper, we provide theoretical analysis on the optimization of SNDR with a nonlinear Hammerstein model of LED. Simula⁃tion results and lab experiments validate the theoretical analysis.
Directory of Open Access Journals (Sweden)
Zheng Ling
2011-01-01
Full Text Available Damping treatments have been extensively used as a powerful means to damp out structural resonant vibrations. Usually, damping materials are fully covered on the surface of plates. The drawbacks of this conventional treatment are also obvious due to an added mass and excess material consumption. Therefore, it is not always economical and effective from an optimization design view. In this paper, a topology optimization approach is presented to maximize the modal damping ratio of the plate with constrained layer damping treatment. The governing equation of motion of the plate is derived on the basis of energy approach. A finite element model to describe dynamic performances of the plate is developed and used along with an optimization algorithm in order to determine the optimal topologies of constrained layer damping layout on the plate. The damping of visco-elastic layer is modeled by the complex modulus formula. Considering the vibration and energy dissipation mode of the plate with constrained layer damping treatment, damping material density and volume factor are considered as design variable and constraint respectively. Meantime, the modal damping ratio of the plate is assigned as the objective function in the topology optimization approach. The sensitivity of modal damping ratio to design variable is further derived and Method of Moving Asymptote (MMA is adopted to search the optimized topologies of constrained layer damping layout on the plate. Numerical examples are used to demonstrate the effectiveness of the proposed topology optimization approach. The results show that vibration energy dissipation of the plates can be enhanced by the optimal constrained layer damping layout. This optimal technology can be further extended to vibration attenuation of sandwich cylindrical shells which constitute the major building block of many critical structures such as cabins of aircrafts, hulls of submarines and bodies of rockets and missiles as an
Kinetic constrained optimization of the golf swing hub path.
Nesbit, Steven M; McGinnis, Ryan S
2014-12-01
This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power) of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study. Key PointsThe hand path trajectory is an important characteristic of the golf swing and greatly affects club head velocity and golfer/club energy transfer.It is possible to increase the energy transfer from the golfer to the club by modifying the hand path and swing trajectories without increasing the kinetic output demands on the golfer.It is possible to identify relative kinetic output strengths and weakness of a golfer through assessment of the hand path and swing trajectories.Increasing any one of the kinetic outputs of the golfer can potentially increase the club head velocity at impact.The hand path trajectory has important influences over the club swing trajectory.
Thermodynamics constrains allometric scaling of optimal development time in insects.
Directory of Open Access Journals (Sweden)
Michael E Dillon
Full Text Available Development time is a critical life-history trait that has profound effects on organism fitness and on population growth rates. For ectotherms, development time is strongly influenced by temperature and is predicted to scale with body mass to the quarter power based on 1 the ontogenetic growth model of the metabolic theory of ecology which describes a bioenergetic balance between tissue maintenance and growth given the scaling relationship between metabolism and body size, and 2 numerous studies, primarily of vertebrate endotherms, that largely support this prediction. However, few studies have investigated the allometry of development time among invertebrates, including insects. Abundant data on development of diverse insects provides an ideal opportunity to better understand the scaling of development time in this ecologically and economically important group. Insects develop more quickly at warmer temperatures until reaching a minimum development time at some optimal temperature, after which development slows. We evaluated the allometry of insect development time by compiling estimates of minimum development time and optimal developmental temperature for 361 insect species from 16 orders with body mass varying over nearly 6 orders of magnitude. Allometric scaling exponents varied with the statistical approach: standardized major axis regression supported the predicted quarter-power scaling relationship, but ordinary and phylogenetic generalized least squares did not. Regardless of the statistical approach, body size alone explained less than 28% of the variation in development time. Models that also included optimal temperature explained over 50% of the variation in development time. Warm-adapted insects developed more quickly, regardless of body size, supporting the "hotter is better" hypothesis that posits that ectotherms have a limited ability to evolutionarily compensate for the depressing effects of low temperatures on rates of
Optimized, budget-constrained monitoring well placement using DREAM
Energy Technology Data Exchange (ETDEWEB)
Yonkofski, Catherine MR; Davidson, Casie L.; Rodriguez, Luke R.; Porter, Ellen A.; Bender, Sadie R.; Brown, Christopher F.
2017-07-01
Defining the ideal suite of monitoring technologies to be deployed at a carbon capture and storage (CCS) site presents a challenge to project developers, financers, insurers, regulators and other stakeholders. The monitoring, verification, and accounting (MVA) toolkit offers a suite of technologies to monitor an extensive range of parameters across a wide span of spatial and temporal resolutions, each with their own degree of sensitivity to changes in the parameter being monitored. Understanding how best to optimize MVA budgets to minimize the time to leak detection could help to address issues around project risks, and in turn help support broad CCS deployment. This paper presents a case study demonstrating an application of the Designs for Risk Evaluation and Management (DREAM) tool using an ensemble of CO2 leakage scenarios taken from a previous study on leakage impacts to groundwater. Impacts were assessed and monitored as a function of pH, total dissolved solids (TDS), and trace metal concentrations of arsenic (As), cadmium (Cd), chromium (Cr), and lead (Pb). Using output from the previous study, DREAM was used to optimize monitoring system designs based on variable sampling locations and parameters. The algorithm requires the user to define a finite budget to limit the number of monitoring wells and technologies deployed, and then iterates well placement and sensor type and location until it converges on the configuration with the lowest time to first detection of the leak averaged across all scenarios. To facilitate an understanding of the optimal number of sampling wells, DREAM was used to assess the marginal utility of additional sampling locations. Based on assumptions about monitoring costs and replacement costs of degraded water, the incremental cost of each additional sampling well can be compared against its marginal value in terms of avoided aquifer degradation. Applying this method, DREAM identified the most cost-effective ensemble with 14
Optimal MPC for tracking of constrained linear systems
Ferramosca, A.; Limon, D.; Alvarado, I.; Alamo, T.; Castaño, F.; Camacho, E. F.
2011-08-01
Model predictive control (MPC) is one of the few techniques which is able to handle constraints on both state and input of the plant. The admissible evolution and asymptotic convergence of the closed-loop system is ensured by means of suitable choice of the terminal cost and terminal constraint. However, most of the existing results on MPC are designed for a regulation problem. If the desired steady-state changes, the MPC controller must be redesigned to guarantee the feasibility of the optimisation problem, the admissible evolution as well as the asymptotic stability. Recently, a novel MPC has been proposed to ensure the feasibility of the optimisation problem, constraints satisfaction and asymptotic evolution of the system to any admissible target steady-state. A drawback of this controller is the loss of a desirable property of the MPC controllers: the local optimality property. In this article, a novel formulation of the MPC for tracking is proposed aimed to recover the optimality property maintaining all the properties of the original formulation.
RF Circuit linearity optimization using a general weak nonlinearity model
Cheng, W.; Oude Alink, M.S.; Annema, Anne J.; Croon, Jeroen A.; Nauta, Bram
2012-01-01
This paper focuses on optimizing the linearity in known RF circuits, by exploring the circuit design space that is usually available in today’s deep submicron CMOS technologies. Instead of using brute force numerical optimizers we apply a generalized weak nonlinearity model that only involves AC
Multiplicative Noise Removal Using Variable Splitting and Constrained Optimization
Bioucas-Dias, José M
2009-01-01
Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of difficulties with respect to the standard Gaussian additive noise scenario: (1) the noise is multiplied by (rather than added to) the original image; (2) the noise is not Gaussian, with Rayleigh and Gamma being commonly used densities. These two features of multiplicative noise models preclude the direct application of most state-of-the-art algorithms, which are designed for solving unconstrained optimization problems where the objective has two terms: a quadratic data term (log-likelihood), reflecting the additive and Gaussian nature of the noise, plus a convex (possibly nonsmooth) regularizer (e.g., a total variation or wavelet-based regularizer/prior). In this paper, we address these difficulties by: (1) converting the multiplicative model into an additive one by taking lo...
A new IPSO-SA approach for cardinality constrained portfolio optimization
Directory of Open Access Journals (Sweden)
Marzieh Mozafari
2011-04-01
Full Text Available The problem of portfolio optimization has always been a key concern for investors. This paper addresses a realistic portfolio optimization problem with floor, ceiling, and cardinality constraints. This problem is a mixed integer quadratic programming where traditional optimization methods fail to find the optimal solution, efficiently. The present paper develops a new hybrid approach based on an improved particle swarm optimization (PSO and a modified simulated annealing (SA methods to find the cardinality constrained efficient frontier. The proposed algorithm benefits simple and easy characteristics of PSO with an adaptation of inertia weights and constriction factor. In addition, incorporating an SA procedure into IPSO helps escaping from local optima and improves the precision of convergence. Computational results on benchmark problems with up to 225 assets signify that our proposed algorithm exceeds not only the standard PSO but also the other heuristic algorithms previously presented to solve the cardinality constrained portfolio problem.
A one-layer recurrent neural network for constrained nonsmooth invex optimization.
Li, Guocheng; Yan, Zheng; Wang, Jun
2014-02-01
Invexity is an important notion in nonconvex optimization. In this paper, a one-layer recurrent neural network is proposed for solving constrained nonsmooth invex optimization problems, designed based on an exact penalty function method. It is proved herein that any state of the proposed neural network is globally convergent to the optimal solution set of constrained invex optimization problems, with a sufficiently large penalty parameter. In addition, any neural state is globally convergent to the unique optimal solution, provided that the objective function and constraint functions are pseudoconvex. Moreover, any neural state is globally convergent to the feasible region in finite time and stays there thereafter. The lower bounds of the penalty parameter and convergence time are also estimated. Two numerical examples are provided to illustrate the performances of the proposed neural network.
Reliability-based design optimization for nonlinear energy harvesters
Seong, Sumin; Lee, Soobum; Hu, Chao
2015-03-01
The power output of a vibration energy harvesting device is highly sensitive to uncertainties in materials, manufacturing, and operating conditions. Although the use of a nonlinear spring (e.g., snap-through mechanism) in energy harvesting device has been reported to reduce the sensitivity of power output with respect to the excitation frequency, the nonlinear spring characteristic remains significantly sensitive and it causes unreliable power generation. In this paper, we present a reliability-based design optimization (RBDO) study of vibration energy harvesters. For a nonlinear harvester, a purely mechanical nonlinear spring design implemented in the middle of cantilever beam harvester is considered in the study. This design has the curved section in the center of beam that causes bi-stable configuration. When vibrating, the inertia of the tip mass activates the curved shell to cause snap-through buckling and make the nature of vibration nonlinear. In this paper, deterministic optimization (DO) is performed to obtain deterministic optimum of linear and nonlinear energy harvester configuration. As a result of the deterministic optimization, an optimum bi-stable vibration configuration of nonlinear harvester can be obtained for reliable power generation despite uncertainty on input vibration condition. For the linear harvester, RBDO is additionally performed to find the optimum design that satisfies a target reliability on power generation, while accounting for uncertainty in material properties and geometric parameters.
Newtonian Nonlinear Dynamics for Complex Linear and Optimization Problems
Vázquez, Luis
2013-01-01
Newtonian Nonlinear Dynamics for Complex Linear and Optimization Problems explores how Newton's equation for the motion of one particle in classical mechanics combined with finite difference methods allows creation of a mechanical scenario to solve basic problems in linear algebra and programming. The authors present a novel, unified numerical and mechanical approach and an important analysis method of optimization. This book also: Presents mechanical method for determining matrix singularity or non-independence of dimension and complexity Illustrates novel mathematical applications of classical Newton’s law Offers a new approach and insight to basic, standard problems Includes numerous examples and applications Newtonian Nonlinear Dynamics for Complex Linear and Optimization Problems is an ideal book for undergraduate and graduate students as well as researchers interested in linear problems and optimization, and nonlinear dynamics.
Galerkin approximations of nonlinear optimal control problems in Hilbert spaces
Directory of Open Access Journals (Sweden)
Mickael D. Chekroun
2017-07-01
Full Text Available Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on the identification of a set of natural assumptions that allows us to deal with a broad class of nonlinear evolution equations and cost functionals for which we derive convergence of the value functions associated with the optimal control problem of the Galerkin approximations. This convergence result holds for a broad class of nonlinear control strategies as well. In particular, we show that the framework applies to the optimal control of semilinear heat equations posed on a general compact manifold without boundary. The framework is then shown to apply to geoengineering and mitigation of greenhouse gas emissions formulated here in terms of optimal control of energy balance climate models posed on the sphere $\\mathbb{S}^2$.
Optimal Nonlinear Filter for INS Alignment
Institute of Scientific and Technical Information of China (English)
赵瑞; 顾启泰
2002-01-01
All the methods to handle the inertial navigation system (INS) alignment were sub-optimal in the past. In this paper, particle filtering (PF) as an optimal method is used for solving the problem of INS alignment. A sub-optimal two-step filtering algorithm is presented to improve the real-time performance of PF. The approach combines particle filtering with Kalman filtering (KF). Simulation results illustrate the superior performance of these approaches when compared with extended Kalman filtering (EKF).
Introduction to the theory of nonlinear optimization
Jahn, Johannes
2007-01-01
This book serves as an introductory text to optimization theory in normed spaces. The topics of this book are existence results, various differentiability notions together with optimality conditions, the contingent cone, a generalization of the Lagrange multiplier rule, duality theory, extended semidefinite optimization, and the investigation of linear quadratic and time minimal control problems. This textbook presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a ba
Directory of Open Access Journals (Sweden)
Minggang Dong
2014-01-01
Full Text Available Motivated by recent advancements in differential evolution and constraints handling methods, this paper presents a novel modified oracle penalty function-based composite differential evolution (MOCoDE for constrained optimization problems (COPs. More specifically, the original oracle penalty function approach is modified so as to satisfy the optimization criterion of COPs; then the modified oracle penalty function is incorporated in composite DE. Furthermore, in order to solve more complex COPs with discrete, integer, or binary variables, a discrete variable handling technique is introduced into MOCoDE to solve complex COPs with mix variables. This method is assessed on eleven constrained optimization benchmark functions and seven well-studied engineering problems in real life. Experimental results demonstrate that MOCoDE achieves competitive performance with respect to some other state-of-the-art approaches in constrained optimization evolutionary algorithms. Moreover, the strengths of the proposed method include few parameters and its ease of implementation, rendering it applicable to real life. Therefore, MOCoDE can be an efficient alternative to solving constrained optimization problems.
Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao
2017-01-10
Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the H∞ optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest L₂-gain and the associated H∞ optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.
Bertram, John E A; Gutmann, Anne; Randev, Jabina; Hulliger, Manuel
2014-08-01
To evaluate how fundamental gait parameters used in walking (stride length, frequency, speed) are selected by cats we compared stride characteristics selected when walking on a solid surface to those selected when they were constrained to specific stride lengths using a pedestal walkway. Humans spontaneously select substantially different stride length-stride frequency-speed relationships in walking when each of these parameters is constrained, as in walking to a metronome beat (frequency constrained), evenly spaced floor markers (stride length constrained) or on a treadmill (speed constrained). In humans such adjustments largely provide energetic economy under the prescribed walking conditions. Cats show a similar shift in gait parameter selection between conditions as observed in humans. This suggests that cats (and by extension, quadrupedal mammals) also select gait parameters to optimize walking cost-effectiveness. Cats with a profound peripheral sensory deficit (from pyridoxine overdose) appeared to parallel the optimization seen in healthy cats, but without the same level of precision. Recent studies in humans suggest that gait optimization may proceed in two stages - a fast perception-based stage that provides the initial gait selection strategy which is then fine-tuned by feedback. The sensory deficit cats appeared unable to accomplish the feedback-dependent aspect of this process.
Optimization-Based Robust Nonlinear Control
2006-08-01
IEEE Transactions on Automatic Control , vol. 51, no. 4, pp. 661...systems with two time scales", A.R. Teel, L. Moreau and D. Nesic, IEEE Transactions on Automatic Control , vol. 48, no. 9, pp. 1526-1544, September 2003...Turner, L. Zaccarian, IEEE Transactions on Automatic Control , vol. 48, no. 9, pp. 1509- 1525, September 2003. 5. "Nonlinear Scheduled anti-windup
A new optimization algotithm with application to nonlinear MPC
Directory of Open Access Journals (Sweden)
Frode Martinsen
2005-01-01
Full Text Available This paper investigates application of SQP optimization algorithm to nonlinear model predictive control. It considers feasible vs. infeasible path methods, sequential vs. simultaneous methods and reduced vs full space methods. A new optimization algorithm coined rFOPT which remains feasibile with respect to inequality constraints is introduced. The suitable choices between these various strategies are assessed informally through a small CSTR case study. The case study also considers the effect various discretization methods have on the optimization problem.
Krishnan, Hariharan
1993-01-01
This thesis is organized in two parts. In Part 1, control systems described by a class of nonlinear differential and algebraic equations are introduced. A procedure for local stabilization based on a local state realization is developed. An alternative approach to local stabilization is developed based on a classical linearization of the nonlinear differential-algebraic equations. A theoretical framework is established for solving a tracking problem associated with the differential-algebraic system. First, a simple procedure is developed for the design of a feedback control law which ensures, at least locally, that the tracking error in the closed loop system lies within any given bound if the reference inputs are sufficiently slowly varying. Next, by imposing additional assumptions, a procedure is developed for the design of a feedback control law which ensures that the tracking error in the closed loop system approaches zero exponentially for reference inputs which are not necessarily slowly varying. The control design methodologies are used for simultaneous force and position control in constrained robot systems. The differential-algebraic equations are shown to characterize the slow dynamics of a certain nonlinear control system in nonstandard singularly perturbed form. In Part 2, the attitude stabilization (reorientation) of a rigid spacecraft using only two control torques is considered. First, the case of momentum wheel actuators is considered. The complete spacecraft dynamics are not controllable. However, the spacecraft dynamics are small time locally controllable in a reduced sense. The reduced spacecraft dynamics cannot be asymptotically stabilized using continuous feedback, but a discontinuous feedback control strategy is constructed. Next, the case of gas jet actuators is considered. If the uncontrolled principal axis is not an axis of symmetry, the complete spacecraft dynamics are small time locally controllable. However, the spacecraft attitude
Bakir, Pelin Gundes; Reynders, Edwin; De Roeck, Guido
2007-08-01
The use of changes in dynamic system characteristics to detect damage has received considerable attention during the last years. Within this context, FE model updating technique, which belongs to the class of inverse problems in classical mechanics, is used to detect, locate and quantify damage. In this study, a sensitivity-based finite element (FE) model updating scheme using a trust region algorithm is developed and implemented in a complex structure. A damage scenario is applied on the structure in which the stiffness values of the beam elements close to the beam-column joints are decreased by stiffness reduction factors. A worst case and complex damage pattern is assumed such that the stiffnesses of adjacent elements are decreased by substantially different stiffness reduction factors. The objective of the model updating is to minimize the differences between the eigenfrequency and eigenmodes residuals. The updating parameters of the structure are the stiffness reduction factors. The changes of these parameters are determined iteratively by solving a nonlinear constrained optimization problem. The FE model updating algorithm is also tested in the presence of two levels of noise in simulated measurements. In all three cases, the updated MAC values are above 99% and the relative eigenfrequency differences improve substantially after model updating. In cases without noise and with moderate levels of noise; detection, localization and quantification of damage are successfully accomplished. In the case with substantially noisy measurements, detection and localization of damage are successfully realized. Damage quantification is also promising in the presence of high noise as the algorithm can still predict 18 out of 24 damage parameters relatively accurately in that case.
Optimal beamforming in MIMO systems with HPA nonlinearity
Qi, Jian
2010-09-01
In this paper, multiple-input multiple-output (MIMO) transmit beamforming (TB) systems under the consideration of nonlinear high-power amplifiers (HPAs) are investigated. The optimal beamforming scheme, with the optimal beamforming weight vector and combining vector, is proposed for MIMO systems with HPA nonlinearity. The performance of the proposed MIMO beamforming scheme in the presence of HPA nonlinearity is evaluated in terms of average symbol error probability (SEP), outage probability and system capacity, considering transmission over uncorrelated quasi-static frequency-flat Rayleigh fading channels. Numerical results are provided and show the effects of several system parameters, namely, parameters of nonlinear HPA, numbers of transmit and receive antennas, and modulation order of phase-shift keying (PSK), on performance. ©2010 IEEE.
Multiple optimal solutions to a sort of nonlinear optimization problem
Institute of Scientific and Technical Information of China (English)
Xue Shengjia
2007-01-01
The optimization problem is considered in which the objective function is pseudolinear(both pseudoconvex and pseudoconcave) and the constraints are linear. The general expression for the optimal solutions to the problem is derived with the representation theorem of polyhedral sets, and the uniqueness condition of the optimal solution and the computational procedures to determine all optimal solutions ( ifthe uniqueness condition is not satisfied ) are provided. Finally, an illustrative example is also given.
A trust-region and affine scaling algorithm for linearly constrained optimization
Institute of Scientific and Technical Information of China (English)
陈中文; 章祥荪
2002-01-01
A new trust-region and affine scaling algorithm for linearly constrained optimization is presentedin this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generatedby the new algorithm satisfies the first order necessary condition and there exists at least one limit point ofthe sequence which satisfies the second order necessary condition. Some preliminary numerical experiments are reported.
Solution of Constrained Optimal Control Problems Using Multiple Shooting and ESDIRK Methods
DEFF Research Database (Denmark)
Capolei, Andrea; Jørgensen, John Bagterp
2012-01-01
In this paper, we describe a novel numerical algorithm for solution of constrained optimal control problems of the Bolza type for stiff and/or unstable systems. The numerical algorithm combines explicit singly diagonally implicit Runge-Kutta (ESDIRK) integration methods with a multiple shooting...
Stability Constrained Efficiency Optimization for Droop Controlled DC-DC Conversion System
DEFF Research Database (Denmark)
Meng, Lexuan; Dragicevic, Tomislav; Guerrero, Josep M.
2013-01-01
implementing tertiary regulation. Moreover, system dynamic is affected when shifting VRs. Therefore, the stability is considered in optimization by constraining the eigenvalues arising from dynamic state space model of the system. Genetic algorithm is used in searching for global efficiency optimum while...
Conference on High Performance Software for Nonlinear Optimization
Murli, Almerico; Pardalos, Panos; Toraldo, Gerardo
1998-01-01
This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical...
Nonlinear optimization of load allocation in a manufacturing system
Institute of Scientific and Technical Information of China (English)
GUO Cai-fen; WANG Ning-sheng
2006-01-01
Based on the queuing theory, a nonlinear optimization model is proposed in this paper. A novel transformation of optimization variables is devised and the constraints are properly combined so as to make this model into a convex one, from which the Lagrangian function and the KKT conditions are derived. The interiorpoint method for convex optimization is presented here as a computationally efficient tool. Finally, this model is evaluated on a real example, from which such conclusions are drawn that the optimum result can ensure the full utilization of machines and the least amount of WIP in manufacturing systems; the interior-point method for convex optimization needs fewer iterations with significant computational savings. It appears that many non-linear optimization problems in the industrial engineering field would be amenable to this method of solution.
Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization
Reyes, Juan Carlos De los
2013-11-01
We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.
Novel Approach to Nonlinear PID Parameter Optimization Using Ant Colony Optimization Algorithm
Institute of Scientific and Technical Information of China (English)
Duan Hai-bin; Wang Dao-bo; Yu Xiu-fen
2006-01-01
This paper presents an application of an Ant Colony Optimization (ACO) algorithm to optimize the parameters in the design of a type of nonlinear PID controller. The ACO algorithm is a novel heuristic bionic algorithm, which is based on the behaviour of real ants in nature searching for food. In order to optimize the parameters of the nonlinear PID controller using ACO algorithm,an objective function based on position tracing error was constructed, and elitist strategy was adopted in the improved ACO algorithm. Detailed simulation steps are presented. This nonlinear PID controller using the ACO algorithm has high precision of control and quick response.
Directory of Open Access Journals (Sweden)
R. Venkata Rao
2014-01-01
Full Text Available The present work proposes a multi-objective improved teaching-learning based optimization (MO-ITLBO algorithm for unconstrained and constrained multi-objective function optimization. The MO-ITLBO algorithm is the improved version of basic teaching-learning based optimization (TLBO algorithm adapted for multi-objective problems. The basic TLBO algorithm is improved to enhance its exploration and exploitation capacities by introducing the concept of number of teachers, adaptive teaching factor, tutorial training and self-motivated learning. The MO-ITLBO algorithm uses a grid-based approach to adaptively assess the non-dominated solutions (i.e. Pareto front maintained in an external archive. The performance of the MO-ITLBO algorithm is assessed by implementing it on unconstrained and constrained test problems proposed for the Congress on Evolutionary Computation 2009 (CEC 2009 competition. The performance assessment is done by using the inverted generational distance (IGD measure. The IGD measures obtained by using the MO-ITLBO algorithm are compared with the IGD measures of the other state-of-the-art algorithms available in the literature. Finally, Lexicographic ordering is used to assess the overall performance of competitive algorithms. Results have shown that the proposed MO-ITLBO algorithm has obtained the 1st rank in the optimization of unconstrained test functions and the 3rd rank in the optimization of constrained test functions.
Nonlinear Non-convex Optimization of Hydraulic Networks
DEFF Research Database (Denmark)
Tahavori, Maryamsadat; Kallesøe, Carsten; Leth, John-Josef
2013-01-01
Pressure management in water supply systems is an effective way to reduce the leakage in a system. In this paper, the pressure management and the reduction of power consumption of a water supply system is formulated as an optimization problem. The problem is to minimize the power consumption...... in pumps and also to regulate the pressure at the end-user valves to a desired value. The optimization problem which is solved is a nonlinear and non-convex optimization. The barrier method is used to solve this problem. The modeling framework and the optimization technique which are used are general...
Lee, C.-H.; Herget, C. J.
1976-01-01
This short paper considers the parameter-identification problem of general discrete-time, nonlinear, multiple input-multiple output dynamic systems with Gaussian white distributed measurement errors. Knowledge of the system parameterization is assumed to be available. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems.
Asynchronous parallel pattern search for nonlinear optimization
Energy Technology Data Exchange (ETDEWEB)
P. D. Hough; T. G. Kolda; V. J. Torczon
2000-01-01
Parallel pattern search (PPS) can be quite useful for engineering optimization problems characterized by a small number of variables (say 10--50) and by expensive objective function evaluations such as complex simulations that take from minutes to hours to run. However, PPS, which was originally designed for execution on homogeneous and tightly-coupled parallel machine, is not well suited to the more heterogeneous, loosely-coupled, and even fault-prone parallel systems available today. Specifically, PPS is hindered by synchronization penalties and cannot recover in the event of a failure. The authors introduce a new asynchronous and fault tolerant parallel pattern search (AAPS) method and demonstrate its effectiveness on both simple test problems as well as some engineering optimization problems
Zhang, Songchuan; Xia, Youshen; Wang, Jun
2015-12-01
In this paper, we present a complex-valued projection neural network for solving constrained convex optimization problems of real functions with complex variables, as an extension of real-valued projection neural networks. Theoretically, by developing results on complex-valued optimization techniques, we prove that the complex-valued projection neural network is globally stable and convergent to the optimal solution. Obtained results are completely established in the complex domain and thus significantly generalize existing results of the real-valued projection neural networks. Numerical simulations are presented to confirm the obtained results and effectiveness of the proposed complex-valued projection neural network.
Optimal state discrimination and unstructured search in nonlinear quantum mechanics
Childs, Andrew M.; Young, Joshua
2016-02-01
Nonlinear variants of quantum mechanics can solve tasks that are impossible in standard quantum theory, such as perfectly distinguishing nonorthogonal states. Here we derive the optimal protocol for distinguishing two states of a qubit using the Gross-Pitaevskii equation, a model of nonlinear quantum mechanics that arises as an effective description of Bose-Einstein condensates. Using this protocol, we present an algorithm for unstructured search in the Gross-Pitaevskii model, obtaining an exponential improvement over a previous algorithm of Meyer and Wong. This result establishes a limitation on the effectiveness of the Gross-Pitaevskii approximation. More generally, we demonstrate similar behavior under a family of related nonlinearities, giving evidence that the ability to quickly discriminate nonorthogonal states and thereby solve unstructured search is a generic feature of nonlinear quantum mechanics.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
Baranwal, Vipul K; Pandey, Ram K; Singh, Om P
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
Stability-Constrained Aerodynamic Shape Optimization with Applications to Flying Wings
Mader, Charles Alexander
A set of techniques is developed that allows the incorporation of flight dynamics metrics as an additional discipline in a high-fidelity aerodynamic optimization. Specifically, techniques for including static stability constraints and handling qualities constraints in a high-fidelity aerodynamic optimization are demonstrated. These constraints are developed from stability derivative information calculated using high-fidelity computational fluid dynamics (CFD). Two techniques are explored for computing the stability derivatives from CFD. One technique uses an automatic differentiation adjoint technique (ADjoint) to efficiently and accurately compute a full set of static and dynamic stability derivatives from a single steady solution. The other technique uses a linear regression method to compute the stability derivatives from a quasi-unsteady time-spectral CFD solution, allowing for the computation of static, dynamic and transient stability derivatives. Based on the characteristics of the two methods, the time-spectral technique is selected for further development, incorporated into an optimization framework, and used to conduct stability-constrained aerodynamic optimization. This stability-constrained optimization framework is then used to conduct an optimization study of a flying wing configuration. This study shows that stability constraints have a significant impact on the optimal design of flying wings and that, while static stability constraints can often be satisfied by modifying the airfoil profiles of the wing, dynamic stability constraints can require a significant change in the planform of the aircraft in order for the constraints to be satisfied.
Special section on analysis, design and optimization of nonlinear circuits
Okumura, Kohshi
Nonlinear theory plays an indispensable role in analysis, design and optimization of electric/electronic circuits because almost all circuits in the real world are modeled by nonlinear systems. Also, as the scale and complexity of circuits increase, more effective and systematic methods for the analysis, design and optimization are desired. The goal of this special section is to bring together research results from a variety of perspectives and academic disciplines related to nonlinear electric/electronic circuits.This special section includes three invited papers and six regular papers. The first invited paper by Kennedy entitled “Recent advances in the analysis, design and optimization of digital delta-sigma modulators” gives an overview of digital delta-sigma modulators and some techniques for improving their efficiency. The second invited paper by Trajkovic entitled “DC operating points of transistor circuits” surveys main theoretical results on the analysis of DC operating points of transistor circuits and discusses numerical methods for calculating them. The third invited paper by Nishi et al. entitled “Some properties of solution curves of a class of nonlinear equations and the number of solutions” gives several new theorems concerning solution curves of a class of nonlinear equations which is closely related to DC operating point analysis of nonlinear circuits. The six regular papers cover a wide range of areas such as memristors, chaos circuits, filters, sigma-delta modulators, energy harvesting systems and analog circuits for solving optimization problems.The guest editor would like to express his sincere thanks to the authors who submitted their papers to this special section. He also thanks the reviewers and the editorial committee members of this special section for their support during the review process. Last, but not least, he would also like to acknowledge the editorial staff of the NOLTA journal for their continuous support of this
Optimizing on multiple constrained QoS multicast routing algorithms based on GA
Institute of Scientific and Technical Information of China (English)
孙宝林; 李腊元
2004-01-01
With the rapid development of Internet, mobile networks and high-performance networking technology,multiple constrained QoS multicast routing optimization in networks with uncertain parameters has become a very important research issue in the areas of networks and distributed systems. It is also a challenging and hard problem to the next generation Internet and high-performance networks, and has attracted the interests of many people. This paper discusses the multiple constrained QoS multicast routing problem, which may deal with the delay, delay jitter,bandwidth and packet loss metrics, and describes a network model for researching the routing problem. The paper mainly presents multiple constrained QoS multicast routing algorithm (MCQMRA), a QoS multicast routing policy for Internet,mobile network or other high-performance networks, which is based on the genetic algorithm (GA) and can provide QoS-sensitive paths in a scalable and flexible wayin the network environment with uncertain parameters. The MCQMRA can also optimize the network resources such as bandwidth, delay, packet loss metrics and can converge to the optimal or near-optimal solution within few iterations, even for the network environment with uncertain parameters. Simulation results show that MCQMRA is an available approach to QoS multicast routing decision.
An introduction to nonlinear programming. IV - Numerical methods for constrained minimization
Sorenson, H. W.; Koble, H. M.
1976-01-01
An overview is presented of the numerical solution of constrained minimization problems. Attention is given to both primal and indirect (linear programs and unconstrained minimizations) methods of solution.
Route Monopolie and Optimal Nonlinear Pricing
Tournut, Jacques
2003-01-01
To cope with air traffic growth and congested airports, two solutions are apparent on the supply side: 1) use larger aircraft in the hub and spoke system; or 2) develop new routes through secondary airports. An enlarged route system through secondary airports may increase the proportion of route monopolies in the air transport market.The monopoly optimal non linear pricing policy is well known in the case of one dimension (one instrument, one characteristic) but not in the case of several dimensions. This paper explores the robustness of the one dimensional screening model with respect to increasing the number of instruments and the number of characteristics. The objective of this paper is then to link and fill the gap in both literatures. One of the merits of the screening model has been to show that a great varieD" of economic questions (non linear pricing, product line choice, auction design, income taxation, regulation...) could be handled within the same framework.VCe study a case of non linear pricing (2 instruments (2 routes on which the airline pro_ddes customers with services), 2 characteristics (demand of services on these routes) and two values per characteristic (low and high demand of services on these routes)) and we show that none of the conclusions of the one dimensional analysis remain valid. In particular, upward incentive compatibility constraint may be binding at the optimum. As a consequence, they may be distortion at the top of the distribution. In addition to this, we show that the optimal solution often requires a kind of form of bundling, we explain explicitly distortions and show that it is sometimes optimal for the monopolist to only produce one good (instead of two) or to exclude some buyers from the market. Actually, this means that the monopolist cannot fully apply his monopoly power and is better off selling both goods independently.We then define all the possible solutions in the case of a quadratic cost function for a uniform
Fully localised nonlinear energy growth optimals in pipe flow
Pringle, Chris C T; Kerswell, Rich R
2014-01-01
A new, fully-localised, energy growth optimal is found over large times and in long pipe domains at a given mass flow rate. This optimal emerges at a threshold disturbance energy below which a nonlinear version of the known (streamwise-independent) linear optimal (Schmid \\& Henningson 1994) is selected, and appears to remain the optimal up until the critical energy at which transition is triggered. The form of this optimal is similar to that found in short pipes (Pringle et al.\\ 2012) albeit now with full localisation in the streamwise direction. This fully-localised optimal perturbation represents the best approximation yet of the {\\em minimal seed} (the smallest perturbation capable of triggering a turbulent episode) for `real' (laboratory) pipe flows.
Beri, Rajan; Chattopadhyay, Aditi; Nam, Changho
2000-06-01
A rigorous multi-objective optimization procedure, is developed to address the integrated structures/control design of composite plates with surface bonded segmented active constrained layer (ACL) damping treatment. The Kresselmeier- Steinhauser function approach is used to formulate this multidisciplinary problem. The goal is to control vibration without incorporating a weight penalty. Objective functions and constraints include damping ratios, structural weight and natural frequencies. Design variables include the ply stacking sequence, dimensions and placement of segmented ACL. The optimal designs show improved plate vibratory characteristics and reduced structural weight. The results of the multi- objective optimization problem are compared to those of a single objective optimization with vibration control as the objective. Results establish the necessity for developing the integrated structures/controls optimization procedure.
Optimization of optical nonlinearities in quantum cascade lasers
Bai, Jing
Nonlinearities in quantum cascade lasers (QCL's) have wide applications in wavelength tunability and ultra-short pulse generation. In this thesis, optical nonlinearities in InGaAs/AlInAs-based mid-infrared (MIR) QCL's with quadruple resonant levels are investigated. Design optimization for the second-harmonic generation (SHG) of the device is presented. Performance characteristics associated with the third-order nonlinearities are also analyzed. The design optimization for SHG efficiency is obtained utilizing techniques from supersymmetric quantum mechanics (SUSYQM) with both material-dependent effective mass and band nonparabolicity. Current flow and power output of the structure are analyzed by self-consistently solving rate equations for the carriers and photons. Nonunity pumping efficiency from one period of the QCL to the next is taken into account by including all relevant electron-electron (e-e) and longitudinal (LO) phonon scattering mechanisms between the injector/collector and active regions. Two-photon absorption processes are analyzed for the resonant cascading triple levels designed for enhancing SHG. Both sequential and simultaneous two-photon absorption processes are included in the rate-equation model. The current output characteristics for both the original and optimized structures are analyzed and compared. Stronger resonant tunneling in the optimized structure is manifested by enhanced negative differential resistance. Current-dependent linear optical output power is derived based on the steady-state photon populations in the active region. The second-harmonic (SH) power is derived from the Maxwell equations with the phase mismatch included. Due to stronger coupling between lasing levels, the optimized structure has both higher linear and nonlinear output powers. Phase mismatch effects are significant for both structures leading to a substantial reduction of the linear-to-nonlinear conversion efficiency. The optimized structure can be fabricated
Optimal Control Of Nonlinear Wave Energy Point Converters
DEFF Research Database (Denmark)
Nielsen, Søren R.K.; Zhou, Qiang; Kramer, Morten
2013-01-01
In this paper the optimal control law for a single nonlinear point absorber in irregular sea-states is derived, and proven to be a closed-loop controller with feedback from measured displacement, velocity and acceleration of the floater. However, a non-causal integral control component dependent...... idea behind the control strategy is to enforce the stationary velocity response of the absorber into phase with the wave excitation force at any time. The controller is optimal under monochromatic wave excitation. It is demonstrated that the devised causal controller, in plane irregular sea states......, absorbs almost the same power as the optimal controller....
Optimizing Data Locality for Fork/Join Programs Using Constrained Work Stealing
Energy Technology Data Exchange (ETDEWEB)
Lifflander, Jonathan; Krishnamoorthy, Sriram; Kale, Laxmikant
2014-11-16
We present an approach to improving data locality across different phases of fork/join programs scheduled using work stealing. The approach consists of: (1) user-specified and automated approaches to constructing a steal tree, the schedule of steal operations and (2) constrained work stealing algorithms that constrain the actions of the scheduler to mirror a given steal tree. These are combined to construct work stealing schedules that maximize data locality across computation phases while ensuring load balance within each phase. These algorithms are also used to demonstrate dynamic coarsening, an optimization to improve spatial locality and sequential overheads by combining many finer-grained tasks into coarser tasks while ensuring sufficient concurrency for locality-optimized load balance. Implementation and evaluation in Cilk demonstrate performance improvements of up to 2.5x on 80 cores. We also demonstrate that dynamic coarsening can combine the performance benefits of coarse task specification with the adaptability of finer tasks.
Speed up Training of the Recurrent Neural Network Based on Constrained Optimization Techniques
Institute of Scientific and Technical Information of China (English)
陈珂; 包威权; 等
1996-01-01
In this paper,the constrained optimization technique for a substantial problem is explored,that is accelerating training the globally recurrent neural network.Unlike most of the previous methods in feedforware neural networks,the authors adopt the constrained optimization technique to improve the gradientbased algorithm of the globally recurrent neural network for the adaptive learning rate during tracining.Using the recurrent network with the improved algorithm,some experiments in two real-world problems,namely,filtering additive noises in acoustic data and classification of temporat signals for speaker identification,have been performed.The experimental results show that the recurrent neural network with the improved learning algorithm yields significantly faster training and achieves the satisfactory performance.
Directory of Open Access Journals (Sweden)
Yeison Díaz-Mateus
2017-07-01
Full Text Available Decision making in supply chains is influenced by demand variations, and hence sales, purchase orders and inventory levels are therefore concerned. This paper presents a non-linear optimization model for a two-echelon supply chain, for a unique product. In addition, the model includes the consumers’ maximum willingness to pay, taking socioeconomic differences into account. To do so, the constrained multinomial logit for discrete choices is used to estimate demand levels. Then, a metaheuristic approach based on particle swarm optimization is proposed to determine the optimal product sales price and inventory coordination variables. To validate the proposed model, a supply chain of a technological product was chosen and three scenarios are analyzed: discounts, demand segmentation and demand overestimation. Results are analyzed on the basis of profits, lotsizing and inventory turnover and market share. It can be concluded that the maximum willingness to pay must be taken into consideration, otherwise fictitious profits may mislead decision making, and although the market share would seem to improve, overall profits are not in fact necessarily better.
Institute of Scientific and Technical Information of China (English)
Ningning YAN; Zhaojie ZHOU
2008-01-01
In this paper,we study a posteriori error estimates of the edge stabilization Galerkin method for the constrained optimal control problem governed by convection-dominated diffusion equations.The residual-type a posteriori error estimators yield both upper and lower bounds for control u measured in L2-norm and for state y and costate p measured in energy norm.Two numerical examples are presented to illustrate the effectiveness of the error estimators provided in this paper.
Optimal nonlinear feedback control of quasi-Hamiltonian systems
Institute of Scientific and Technical Information of China (English)
朱位秋; 应祖光
1999-01-01
An innovative strategy for optimal nonlinear feedback control of linear or nonlinear stochastic dynamic systems is proposed based on the stochastic averaging method for quasi-Hamiltonian systems and stochastic dynamic programming principle. Feedback control forces of a system are divided into conservative parts and dissipative parts. The conservative parts are so selected that the energy distribution in the controlled system is as requested as possible. Then the response of the system with known conservative control forces is reduced to a controlled diffusion process by using the stochastic averaging method. The dissipative parts of control forces are obtained from solving the stochastic dynamic programming equation.
Optimal Stabilization of A Quadrotor UAV by a Constrained Fuzzy Control and PSO
Directory of Open Access Journals (Sweden)
Boubertakh Hamid
2017-01-01
Full Text Available This work aims to design an optimal fuzzy PD (FPD control for the attitude and altitude stabilization of a quadrotor. The control design is done by mean of the particle swarm optimization (PSO under the constraints of the controller interpretability and the saturation of the actuators. Concretely, a decentralized control structure is adopted where four FPD controllers are used to stabilize the quadrotor angles (roll, pitch and yaw and height. A PSO-based algorithm is used to simultaneously tune the four constrained controllers regarding a cost function quantifying the whole system performances. The simulation results are presented to show the efficiency of the proposed approach.
A Bi-Projection Neural Network for Solving Constrained Quadratic Optimization Problems.
Xia, Youshen; Wang, Jun
2016-02-01
In this paper, a bi-projection neural network for solving a class of constrained quadratic optimization problems is proposed. It is proved that the proposed neural network is globally stable in the sense of Lyapunov, and the output trajectory of the proposed neural network will converge globally to an optimal solution. Compared with existing projection neural networks (PNNs), the proposed neural network has a very small model size owing to its bi-projection structure. Furthermore, an application to data fusion shows that the proposed neural network is very effective. Numerical results demonstrate that the proposed neural network is much faster than the existing PNNs.
Nonlinear Non-convex Optimization of Hydraulic Networks
DEFF Research Database (Denmark)
Tahavori, Maryamsadat; Kallesøe, Carsten; Leth, John-Josef
2013-01-01
Pressure management in water supply systems is an effective way to reduce the leakage in a system. In this paper, the pressure management and the reduction of power consumption of a water supply system is formulated as an optimization problem. The problem is to minimize the power consumption...... in pumps and also to regulate the pressure at the end-user valves to a desired value. The optimization problem which is solved is a nonlinear and non-convex optimization. The barrier method is used to solve this problem. The modeling framework and the optimization technique which are used are general....... They can be used for a general hydraulic networks to optimize the leakage and energy consumption and to satisfy the demands at the end-users. The results in this paper show that the power consumption of the pumps is reduced....
Robust non-gradient C subroutines for non-linear optimization
DEFF Research Database (Denmark)
Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun
2004-01-01
This report presents a package of robust and easy-to-use C subroutines for solving unconstrained and constrained non-linear optimization problems, where gradient information is not required. The intention is that the routines should use the currently best algorithms available. All routines have...... subroutines are obtained by changing 0 to 1. The present report is a new and updated version of a previous report NI-91-04 with the title Non-gradient c Subroutines for Non- Linear Optimization, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated...... from Fortran to C. The reason for writing the present report is that some of the C subroutines have been replaced by more e ective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modified to some extent...
Indian Academy of Sciences (India)
DEEPAK KUMAR; A G RAMAKRISHNAN
2016-03-01
Particle swarm optimization (PSO) is used in several combinatorial optimization problems. In this work, particle swarms are used to solve quadratic programming problems with quadratic constraints. The central idea is to use PSO to move in the direction towards optimal solution rather than searching the entire feasibleregion. Binary classification is posed as a quadratically constrained quadratic problem and solved using the proposed method. Each class in the binary classification problem is modeled as a multidimensional ellipsoid to forma quadratic constraint in the problem. Particle swarms help in determining the optimal hyperplane or classification boundary for a data set. Our results on the Iris, Pima, Wine, Thyroid, Balance, Bupa, Haberman, and TAE datasets show that the proposed method works better than a neural network and the performance is close to that of a support vector machine
Constrained Run-to-Run Optimization for Batch Process Based on Support Vector Regression Model
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
An iterative (run-to-run) optimization method was presented for batch processes under input constraints. Generally it is very difficult to acquire an accurate mechanistic model for a batch process. Because support vector machine is powerful for the problems characterized by small samples, nonlinearity, high dimension and local minima, support vector regression models were developed for the end-point optimization of batch processes. Since there is no analytical way to find the optimal trajectory, an iterative method was used to exploit the repetitive nature of batch processes to determine the optimal operating policy. The optimization algorithm is proved convergent. The numerical simulation shows that the method can improve the process performance through iterations.
Optimization of constrained multiple-objective reliability problems using evolutionary algorithms
Energy Technology Data Exchange (ETDEWEB)
Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es
2006-09-15
This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.
Delay-Constrained Optimized Packet Aggregation in High-Speed Wireless Networks
Institute of Scientific and Technical Information of China (English)
Peyman Teymoori; Nasser Yazdani
2013-01-01
High-speed wireless networks such as IEEE 802.11n have been introduced based on IEEE 802.11 to meet the growing demand for high-throughput and multimedia applications.It is known that the medium access control (MAC) efficiency of IEEE 802.11 decreases with increasing the physical rate.To improve efficiency,few solutions have been proposed such as Aggregation to concatenate a number of packets into a larger frame and send it at once to reduce the protocol overhead.Since transmitting larger frames eventuates to dramatic delay and jitter increase in other nodes,bounding the maximum aggregated frame size is important to satisfy delay requirements of especially multimedia applications.In this paper,we propose a scheme called Optimized Packet Aggregation (OPA) which models the network by constrained convex optimization to obtain the optimal aggregation size of each node regarding to delay constraints of other nodes.OPA attains proportionally fair sharing of the channel while satisfying delay constrains.Furthermore,reaching the optimal point is guaranteed in OPA with low complexity.Simulation results show that OPA can successfully bound delay and meet the requirements of nodes with only an insignificant throughput penalty due to limiting the aggregation size even in dynamic conditions.
Ciaramello, Frank M.; Hemami, Sheila S.
2008-01-01
Sign language users are eager for the freedom and convenience of video communication over cellular devices. Compression of sign language video in this setting offers unique challenges. The low bitrates available make encoding decisions extremely important, while the power constraints of the device limit the encoder complexity. The ultimate goal is to maximize the intelligibility of the conversation given the rate-constrained cellular channel and power constrained encoding device. This paper uses an objective measure of intelligibility, based on subjective testing with members of the Deaf community, for rate-distortion optimization of sign language video within the H.264 framework. Performance bounds are established by using the intelligibility metric in a Lagrangian cost function along with a trellis search to make optimal mode and quantizer decisions for each macroblock. The optimal QP values are analyzed and the unique structure of sign language is exploited in order to reduce complexity by three orders of magnitude relative to the trellis search technique with no loss in rate-distortion performance. Further reductions in complexity are made by eliminating rarely occuring modes in the encoding process. The low complexity SL optimization technique increases the measured intelligibility up to 3.5 dB, at fixed rates, and reduces rate by as much as 60% at fixed levels of intelligibility with respect to a rate control algorithm designed for aesthetic distortion as measured by MSE.
Non-linear DSGE Models and The Optimized Particle Filter
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper improves the accuracy and speed of particle filtering for non-linear DSGE models with potentially non-normal shocks. This is done by introducing a new proposal distribution which i) incorporates information from new observables and ii) has a small optimization step that minimizes...... the distance to the optimal proposal distribution. A particle filter with this proposal distribution is shown to deliver a high level of accuracy even with relatively few particles, and this filter is therefore much more efficient than the standard particle filter....
Lee, Dae Young
The design of a small satellite is challenging since they are constrained by mass, volume, and power. To mitigate these constraint effects, designers adopt deployable configurations on the spacecraft that result in an interesting and difficult optimization problem. The resulting optimization problem is challenging due to the computational complexity caused by the large number of design variables and the model complexity created by the deployables. Adding to these complexities, there is a lack of integration of the design optimization systems into operational optimization, and the utility maximization of spacecraft in orbit. The developed methodology enables satellite Multidisciplinary Design Optimization (MDO) that is extendable to on-orbit operation. Optimization of on-orbit operations is possible with MDO since the model predictive controller developed in this dissertation guarantees the achievement of the on-ground design behavior in orbit. To enable the design optimization of highly constrained and complex-shaped space systems, the spherical coordinate analysis technique, called the "Attitude Sphere", is extended and merged with an additional engineering tools like OpenGL. OpenGL's graphic acceleration facilitates the accurate estimation of the shadow-degraded photovoltaic cell area. This technique is applied to the design optimization of the satellite Electric Power System (EPS) and the design result shows that the amount of photovoltaic power generation can be increased more than 9%. Based on this initial methodology, the goal of this effort is extended from Single Discipline Optimization to Multidisciplinary Optimization, which includes the design and also operation of the EPS, Attitude Determination and Control System (ADCS), and communication system. The geometry optimization satisfies the conditions of the ground development phase; however, the operation optimization may not be as successful as expected in orbit due to disturbances. To address this issue
DEFF Research Database (Denmark)
Wang, Yong; Cai, Zixing; Zhou, Yuren
2009-01-01
A novel approach to deal with numerical and engineering constrained optimization problems, which incorporates a hybrid evolutionary algorithm and an adaptive constraint-handling technique, is presented in this paper. The hybrid evolutionary algorithm simultaneously uses simplex crossover and two...... mutation operators to generate the offspring population. Additionally, the adaptive constraint-handling technique consists of three main situations. In detail, at each situation, one constraint-handling mechanism is designed based on current population state. Experiments on 13 benchmark test functions...... and four well-known constrained design problems verify the effectiveness and efficiency of the proposed method. The experimental results show that integrating the hybrid evolutionary algorithm with the adaptive constraint-handling technique is beneficial, and the proposed method achieves competitive...
A First-order Prediction-Correction Algorithm for Time-varying (Constrained) Optimization: Preprint
Energy Technology Data Exchange (ETDEWEB)
Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-07-25
This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are established to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.
Fuzzy chance constrained linear programming model for scrap charge optimization in steel production
DEFF Research Database (Denmark)
Rong, Aiying; Lahdelma, Risto
2008-01-01
the uncertainty based on fuzzy set theory and constrain the failure risk based on a possibility measure. Consequently, the scrap charge optimization problem is modeled as a fuzzy chance constrained linear programming problem. Since the constraints of the model mainly address the specification of the product......, the crisp equivalent of the fuzzy constraints should be less relaxed than that purely based on the concept of soft constraints. Based on the application context we adopt a strengthened version of soft constraints to interpret fuzzy constraints and form a crisp model with consistent and compact constraints...... for solution. Simulation results based on realistic data show that the failure risk can be managed by proper combination of aspiration levels and confidence factors for defining fuzzy numbers. There is a tradeoff between failure risk and material cost. The presented approach applies also for other scrap...
Directory of Open Access Journals (Sweden)
Zhanpeng Fang
2015-01-01
Full Text Available A topology optimization method is proposed to minimize the resonant response of plates with constrained layer damping (CLD treatment under specified broadband harmonic excitations. The topology optimization problem is formulated and the square of displacement resonant response in frequency domain at the specified point is considered as the objective function. Two sensitivity analysis methods are investigated and discussed. The derivative of modal damp ratio is not considered in the conventional sensitivity analysis method. An improved sensitivity analysis method considering the derivative of modal damp ratio is developed to improve the computational accuracy of the sensitivity. The evolutionary structural optimization (ESO method is used to search the optimal layout of CLD material on plates. Numerical examples and experimental results show that the optimal layout of CLD treatment on the plate from the proposed topology optimization using the conventional sensitivity analysis or the improved sensitivity analysis can reduce the displacement resonant response. However, the optimization method using the improved sensitivity analysis can produce a higher modal damping ratio than that using the conventional sensitivity analysis and develop a smaller displacement resonant response.
Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem
Directory of Open Access Journals (Sweden)
Sengupta Raghu Nandan
2017-02-01
Full Text Available We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO method wherein financial script/asset loss return distributions are considered as extreme valued. The objective function is a convex combination of portfolio’s CVaR and expected value of loss return, subject to a set of randomly perturbed chance constraints with specified probability values. The robust deterministic counterpart of the model takes the form of Second Order Cone Programming (SOCP problem. Results from extensive simulation runs show the efficacy of our proposed models, as it helps the investor to (i utilize extensive simulation studies to draw insights into the effect of randomness in portfolio decision making process, (ii incorporate different risk appetite scenarios to find the optimal solutions for the financial portfolio allocation problem and (iii compare the risk and return profiles of the investments made in both deterministic as well as in uncertain and highly volatile financial markets.
Chance-Constrained AC Optimal Power Flow for Distribution Systems With Renewables
Energy Technology Data Exchange (ETDEWEB)
DallAnese, Emiliano; Baker, Kyri; Summers, Tyler
2017-09-01
This paper focuses on distribution systems featuring renewable energy sources (RESs) and energy storage systems, and presents an AC optimal power flow (OPF) approach to optimize system-level performance objectives while coping with uncertainty in both RES generation and loads. The proposed method hinges on a chance-constrained AC OPF formulation where probabilistic constraints are utilized to enforce voltage regulation with prescribed probability. A computationally more affordable convex reformulation is developed by resorting to suitable linear approximations of the AC power-flow equations as well as convex approximations of the chance constraints. The approximate chance constraints provide conservative bounds that hold for arbitrary distributions of the forecasting errors. An adaptive strategy is then obtained by embedding the proposed AC OPF task into a model predictive control framework. Finally, a distributed solver is developed to strategically distribute the solution of the optimization problems across utility and customers.
On large-scale nonlinear programming techniques for solving optimal control problems
Energy Technology Data Exchange (ETDEWEB)
Faco, J.L.D.
1994-12-31
The formulation of decision problems by Optimal Control Theory allows the consideration of their dynamic structure and parameters estimation. This paper deals with techniques for choosing directions in the iterative solution of discrete-time optimal control problems. A unified formulation incorporates nonlinear performance criteria and dynamic equations, time delays, bounded state and control variables, free planning horizon and variable initial state vector. In general they are characterized by a large number of variables, mostly when arising from discretization of continuous-time optimal control or calculus of variations problems. In a GRG context the staircase structure of the jacobian matrix of the dynamic equations is exploited in the choice of basic and super basic variables and when changes of basis occur along the process. The search directions of the bound constrained nonlinear programming problem in the reduced space of the super basic variables are computed by large-scale NLP techniques. A modified Polak-Ribiere conjugate gradient method and a limited storage quasi-Newton BFGS method are analyzed and modifications to deal with the bounds on the variables are suggested based on projected gradient devices with specific linesearches. Some practical models are presented for electric generation planning and fishery management, and the application of the code GRECO - Gradient REduit pour la Commande Optimale - is discussed.
2002-06-01
IEEE TRANSACTIONS ON AUTOMATIC CONTROL , VOL. 47, NO. 6, JUNE 2002 1033 Application of Optimization Techniques to a Nonlinear Problem of Communication... IEEE TRANSACTIONS ON AUTOMATIC CONTROL , VOL. 47, NO. 6, JUNE 2002 We consider J source-destination pairs, each of which is assigned a fixed multihop...blocking probabilities are at the maximum permitted value. IEEE TRANSACTIONS ON AUTOMATIC CONTROL , VOL. 47, NO. 6, JUNE
Fuzzy Constrained Predictive Optimal Control of High Speed Train with Actuator Dynamics
Directory of Open Access Journals (Sweden)
Xi Wang
2016-01-01
Full Text Available We investigate the problem of fuzzy constrained predictive optimal control of high speed train considering the effect of actuator dynamics. The dynamics feature of the high speed train is modeled as a cascade of cars connected by flexible couplers, and the formulation is mathematically transformed into a Takagi-Sugeno (T-S fuzzy model. The goal of this study is to design a state feedback control law at each decision step to enhance safety, comfort, and energy efficiency of high speed train subject to safety constraints on the control input. Based on Lyapunov stability theory, the problem of optimizing an upper bound on the cruise control cost function subject to input constraints is reduced to a convex optimization problem involving linear matrix inequalities (LMIs. Furthermore, we analyze the influences of second-order actuator dynamics on the fuzzy constrained predictive controller, which shows risk of potentially deteriorating the overall system. Employing backstepping method, an actuator compensator is proposed to accommodate for the influence of the actuator dynamics. The experimental results show that with the proposed approach high speed train can track the desired speed, the relative coupler displacement between the neighbouring cars is stable at the equilibrium state, and the influence of actuator dynamics is reduced, which demonstrate the validity and effectiveness of the proposed approaches.
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645
OPTIMIZED PARTICLE SWARM OPTIMIZATION BASED DEADLINE CONSTRAINED TASK SCHEDULING IN HYBRID CLOUD
Directory of Open Access Journals (Sweden)
Dhananjay Kumar
2016-01-01
Full Text Available Cloud Computing is a dominant way of sharing of computing resources that can be configured and provisioned easily. Task scheduling in Hybrid cloud is a challenge as it suffers from producing the best QoS (Quality of Service when there is a high demand. In this paper a new resource allocation algorithm, to find the best External Cloud provider when the intermediate provider’s resources aren’t enough to satisfy the customer’s demand is proposed. The proposed algorithm called Optimized Particle Swarm Optimization (OPSO combines the two metaheuristic algorithms namely Particle Swarm Optimization and Ant Colony Optimization (ACO. These metaheuristic algorithms are used for the purpose of optimization in the search space of the required solution, to find the best resource from the pool of resources and to obtain maximum profit even when the number of tasks submitted for execution is very high. This optimization is performed to allocate job requests to internal and external cloud providers to obtain maximum profit. It helps to improve the system performance by improving the CPU utilization, and handle multiple requests at the same time. The simulation result shows that an OPSO yields 0.1% - 5% profit to the intermediate cloud provider compared with standard PSO and ACO algorithms and it also increases the CPU utilization by 0.1%.
Structural Optimization for Reliability Using Nonlinear Goal Programming
El-Sayed, Mohamed E.
1999-01-01
This report details the development of a reliability based multi-objective design tool for solving structural optimization problems. Based on two different optimization techniques, namely sequential unconstrained minimization and nonlinear goal programming, the developed design method has the capability to take into account the effects of variability on the proposed design through a user specified reliability design criterion. In its sequential unconstrained minimization mode, the developed design tool uses a composite objective function, in conjunction with weight ordered design objectives, in order to take into account conflicting and multiple design criteria. Multiple design criteria of interest including structural weight, load induced stress and deflection, and mechanical reliability. The nonlinear goal programming mode, on the other hand, provides for a design method that eliminates the difficulty of having to define an objective function and constraints, while at the same time has the capability of handling rank ordered design objectives or goals. For simulation purposes the design of a pressure vessel cover plate was undertaken as a test bed for the newly developed design tool. The formulation of this structural optimization problem into sequential unconstrained minimization and goal programming form is presented. The resulting optimization problem was solved using: (i) the linear extended interior penalty function method algorithm; and (ii) Powell's conjugate directions method. Both single and multi-objective numerical test cases are included demonstrating the design tool's capabilities as it applies to this design problem.
Topology Optimization of Passive Constrained Layer Damping with Partial Coverage on Plate
Directory of Open Access Journals (Sweden)
Weiguang Zheng
2013-01-01
Full Text Available The potential of using topology optimization as a tool to optimize the passive constrained layer damping (PCLD layouts with partial coverage on flat plates is investigated. The objective function is defined as a combination of several modal loss factors solved by finite element-modal strain energy (FE-MSE method. An interface finite element is introduced to modeling the viscoelastic core of PCLD patch to save the computational space and time in the optimization procedure. Solid isotropic material with penalization (SIMP method is used as the material interpolation scheme and the parameters are well selected to avoid local pseudo modes. Then, the method of moving asymptote (MMA is employed as an optimizer to search the optimal topologies of PCLD patch on plates. Applications of two flat plates with different shapes have been applied to demonstrate the validation of the proposed approach. The results show that the objective function is in a steady convergence process and the damping effect of the plates can be enhanced by the optimized PCLD layouts.
A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION
Institute of Scientific and Technical Information of China (English)
TONG Xiaojiao; LI Donghui
2004-01-01
This paper presents a trust region algorithm with null space technique fornonlinear equality constrained optimizationConsidering in the null space methods that,the convergent rate of range space step is faster than the null space step for the most cases,the proposed algorithm computes null steps more often than range space stepMoreover,the new algorithm is based on the reduced Hessian SQP methodGlobal convergence ofthe proposed algorithm is provedThe effectiveness of the method is demonstrated bysome numerical examples.
Institute of Scientific and Technical Information of China (English)
ZHU Detong
2000-01-01
This paper proposes projected gradient algorithms in association with using both trust region and line search techniques for convex constrained optimization problems.The mixed strategy is adopted which switches to back tracking steps when a trial projected gradient step produced by the trust region subproblem is unacceptable. A nonmonotone criterion is used to speed up the convergence progress in some curves with large curvature.A theoretical analysis is given which proves that the proposed algorithms are globally convergent and have local superlinear convergence rate under some reasonable conditions.The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.
Constrained time-optimal control of double-integrator system and its application in MPC
Fehér, Marek; Straka, Ondřej; Šmídl, Václav
2017-01-01
The paper deals with the design of a time-optimal controller for systems subject to both state and control constraints. The focus is laid on a double-integrator system, for which the time-to-go function is calculated. The function is then used as a part of a model predictive control criterion where it represents the long-horizon part. The designed model predictive control algorithm is then used in a constrained control problem of permanent magnet synchronous motor model, which behavior can be approximated by a double integrator model. Accomplishments of the control goals are illustrated in a numerical example.
A new method for nonlinear optimization - experimental results
Energy Technology Data Exchange (ETDEWEB)
Loskovska, S.; Percinkova, B.
1994-12-31
In this paper an application of a new method for nonlinear optimization problems suggested and presented by B. Percinkova is performed. The method is originally developed and applicated on nonlinear systems. Basis of the method is following: A system of n-nonlinear equations gives as F{sub i}(x{sub 1}, x{sub 2}, x{sub 3}, ..., x{sub n}) = 0; 1 = 1, 2, ..., n and solution domain x{sub pi} {<=} x{sub i} {<=} x{sub ki} i = 1, 2, ..., n is modified by introducing a new variable z. The new system is given by: F{sub i}(x{sub 1}, x{sub 2}, x{sub 3}, ..., x{sub n}) = z; i = 1, 2, ..., n. The system defines a curve in (n + 1) dimensional space. System`s point X = (x{sub i}, x{sub 2}, x{sub 3}, ..., x{sub n}, z) that, the solution of the system is obtained using an interative procedure moving along the curve until the point with z = 0 is reached. In order to applicate method on optimization problems, a basic optimization model given with (min, max)F{sub i}(x{sub 1}, x{sub 2}, x{sub 3}, ..., x{sub n}) with the following optimization space: F{sub i}(x{sub 1}, x{sub 2}, x{sub 3}, ..., x{sub n}) ({<=}{>=})0 : i = 1, 2, ..., n is transformed into a system equivalent to system (2) by (dF/dx{sub i}) = z; i - 1, 2, ..., n. The main purpose of this work is to make relevant evaluation of the method by standard test problems.
Spin glasses and nonlinear constraints in portfolio optimization
Energy Technology Data Exchange (ETDEWEB)
Andrecut, M., E-mail: mircea.andrecut@gmail.com
2014-01-17
We discuss the portfolio optimization problem with the obligatory deposits constraint. Recently it has been shown that as a consequence of this nonlinear constraint, the solution consists of an exponentially large number of optimal portfolios, completely different from each other, and extremely sensitive to any changes in the input parameters of the problem, making the concept of rational decision making questionable. Here we reformulate the problem using a quadratic obligatory deposits constraint, and we show that from the physics point of view, finding an optimal portfolio amounts to calculating the mean-field magnetizations of a random Ising model with the constraint of a constant magnetization norm. We show that the model reduces to an eigenproblem, with 2N solutions, where N is the number of assets defining the portfolio. Also, in order to illustrate our results, we present a detailed numerical example of a portfolio of several risky common stocks traded on the Nasdaq Market.
A hybrid nonlinear programming method for design optimization
Rajan, S. D.
1986-01-01
Solutions to engineering design problems formulated as nonlinear programming (NLP) problems usually require the use of more than one optimization technique. Moreover, the interaction between the user (analysis/synthesis) program and the NLP system can lead to interface, scaling, or convergence problems. An NLP solution system is presented that seeks to solve these problems by providing a programming system to ease the user-system interface. A simple set of rules is used to select an optimization technique or to switch from one technique to another in an attempt to detect, diagnose, and solve some potential problems. Numerical examples involving finite element based optimal design of space trusses and rotor bearing systems are used to illustrate the applicability of the proposed methodology.
Spin glasses and nonlinear constraints in portfolio optimization
Andrecut, M.
2014-01-01
We discuss the portfolio optimization problem with the obligatory deposits constraint. Recently it has been shown that as a consequence of this nonlinear constraint, the solution consists of an exponentially large number of optimal portfolios, completely different from each other, and extremely sensitive to any changes in the input parameters of the problem, making the concept of rational decision making questionable. Here we reformulate the problem using a quadratic obligatory deposits constraint, and we show that from the physics point of view, finding an optimal portfolio amounts to calculating the mean-field magnetizations of a random Ising model with the constraint of a constant magnetization norm. We show that the model reduces to an eigenproblem, with 2N solutions, where N is the number of assets defining the portfolio. Also, in order to illustrate our results, we present a detailed numerical example of a portfolio of several risky common stocks traded on the Nasdaq Market.
SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging
Energy Technology Data Exchange (ETDEWEB)
Weir, V; Zhang, J [University of Kentucky, Lexington, KY (United States)
2015-06-15
Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols.
Fitting Nonlinear Curves by use of Optimization Techniques
Hill, Scott A.
2005-01-01
MULTIVAR is a FORTRAN 77 computer program that fits one of the members of a set of six multivariable mathematical models (five of which are nonlinear) to a multivariable set of data. The inputs to MULTIVAR include the data for the independent and dependent variables plus the user s choice of one of the models, one of the three optimization engines, and convergence criteria. By use of the chosen optimization engine, MULTIVAR finds values for the parameters of the chosen model so as to minimize the sum of squares of the residuals. One of the optimization engines implements a routine, developed in 1982, that utilizes the Broydon-Fletcher-Goldfarb-Shanno (BFGS) variable-metric method for unconstrained minimization in conjunction with a one-dimensional search technique that finds the minimum of an unconstrained function by polynomial interpolation and extrapolation without first finding bounds on the solution. The second optimization engine is a faster and more robust commercially available code, denoted Design Optimization Tool, that also uses the BFGS method. The third optimization engine is a robust and relatively fast routine that implements the Levenberg-Marquardt algorithm.
Analyzing the Simple Ranking and Selection Process for Constrained Evolutionary Optimization
Institute of Scientific and Technical Information of China (English)
Ehab Z. Elfeky; Ruhul A. Sarker; Daryl L. Essam
2008-01-01
Many optimization problems that involve practical applications have functional constraints, and some of these constraints are active, meaning that they prevent any solution from improving the objective function value to the one that is better than any solution lying beyond the constraint limits. Therefore, the optimal solution usually lies on the boundary of the feasible region. In order to converge faster when solving such problems, a new ranking and selection scheme is introduced which exploits this feature of constrained problems. In conjunction with selection, a new crossover method is also presented based on three parents. When comparing the results of this new algorithm with six other evolutionary based methods, using 12 benchmark problems from the literature, it shows very encouraging performance. T-tests have been applied in this research to show if there is any statistically significance differences between the algorithms. A study has also been carried out in order to show the effect of each component of the proposed algorithm.
Institute of Scientific and Technical Information of China (English)
蔡绍洪; 龙文; 焦建军
2015-01-01
A novel hybrid algorithm named ABC-BBO, which integrates artificial bee colony (ABC) algorithm with biogeography-based optimization (BBO) algorithm, is proposed to solve constrained mechanical design problems. ABC-BBO combined the exploration of ABC algorithm with the exploitation of BBO algorithm effectively, and hence it can generate the promising candidate individuals. The proposed hybrid algorithm speeds up the convergence and improves the algorithm’s performance. Several benchmark test functions and mechanical design problems are applied to verifying the effects of these improvements and it is demonstrated that the performance of this proposed ABC-BBO is superior to or at least highly competitive with other population-based optimization approaches.
Duda, Jarek
2007-01-01
In this paper it is shown how to almost optimally encode information in valuations of discrete lattice with some translational invariant constrains. The method is based on finding statistical description of such valuations and changing it into statistical algorithm: which allow to construct deterministically valuation with given statistics. Optimal statistic allows to generate valuations with uniform distribution - we get this way maximum information capacity. It will be shown that in this approach we practically can get as close to capacity of the model as we want (found numerically: lost 1e-10 bit/node for Hard Square). There will be presented an alternative to Huffman coding too, which is more precise and practice with changing probability distributions.
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations.
A Probability Collectives Approach with a Feasibility-Based Rule for Constrained Optimization
Directory of Open Access Journals (Sweden)
Anand J. Kulkarni
2011-01-01
Full Text Available This paper demonstrates an attempt to incorporate a simple and generic constraint handling technique to the Probability Collectives (PC approach for solving constrained optimization problems. The approach of PC optimizes any complex system by decomposing it into smaller subsystems and further treats them in a distributed and decentralized way. These subsystems can be viewed as a Multi-Agent System with rational and self-interested agents optimizing their local goals. However, as there is no inherent constraint handling capability in the PC approach, a real challenge is to take into account constraints and at the same time make the agents work collectively avoiding the tragedy of commons to optimize the global/system objective. At the core of the PC optimization methodology are the concepts of Deterministic Annealing in Statistical Physics, Game Theory and Nash Equilibrium. Moreover, a rule-based procedure is incorporated to handle solutions based on the number of constraints violated and drive the convergence towards feasibility. Two specially developed cases of the Circle Packing Problem with known solutions are solved and the true optimum results are obtained at reasonable computational costs. The proposed algorithm is shown to be sufficiently robust, and strengths and weaknesses of the methodology are also discussed.
Truong, Binh Duc; Phu Le, Cuong; Halvorsen, Einar
2015-12-01
This paper presents experiments on how to approach the physical limits on power from vibration energy harvesting under displacement-constrained operation. A MEMS electrostatic vibration energy harvester with voltage-control of the system stiffness is used for this purpose. The power saturation problem, when the proof mass displacement reaches maximum amplitude for sufficient acceleration amplitude, is shifted to higher accelerations by use of load optimization and tunable electromechanical coupling k2. Measurement results show that harvested power can be made to follow the optimal velocity-damped generator also for a range of accelerations that implies displacement constraints. Comparing to the saturated power, the power increases 1.5 times with the optimal load and an electromechanical coupling k2=8.7%. This value is 2.3 times for a higher coupling k2=17.9%. The obtained system effectiveness is beyond 60% under the optimization. This work also shows a first demonstration of reaching optimal power in the intermediate acceleration-range between the two extremes of maximum efficiency and maximum power transfer.
Simulation-based optimal Bayesian experimental design for nonlinear systems
Huan, Xun
2013-01-01
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters.Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics. © 2012 Elsevier Inc.
An hp symplectic pseudospectral method for nonlinear optimal control
Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong
2017-01-01
An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.
Global Optimization of Nonlinear Blend-Scheduling Problems
Directory of Open Access Journals (Sweden)
Pedro A. Castillo Castillo
2017-04-01
Full Text Available The scheduling of gasoline-blending operations is an important problem in the oil refining industry. This problem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but also non-convex nonlinear behavior, due to the blending of various materials with different quality properties. In this work, a global optimization algorithm is proposed to solve a previously published continuous-time mixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimization, the distribution problem, and several important operational features and constraints. The algorithm employs piecewise McCormick relaxation (PMCR and normalized multiparametric disaggregation technique (NMDT to compute estimates of the global optimum. These techniques partition the domain of one of the variables in a bilinear term and generate convex relaxations for each partition. By increasing the number of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates of the global solution. The algorithm is compared to two commercial global solvers and two heuristic methods by solving four examples from the literature. Results show that the proposed global optimization algorithm performs on par with commercial solvers but is not as fast as heuristic approaches.
Su, Yonggang; Tang, Chen; Chen, Xia; Li, Biyuan; Xu, Wenjun; Lei, Zhenkun
2017-01-01
We propose an image encryption scheme using chaotic phase masks and cascaded Fresnel transform holography based on a constrained optimization algorithm. In the proposed encryption scheme, the chaotic phase masks are generated by Henon map, and the initial conditions and parameters of Henon map serve as the main secret keys during the encryption and decryption process. With the help of multiple chaotic phase masks, the original image can be encrypted into the form of a hologram. The constrained optimization algorithm makes it possible to retrieve the original image from only single frame hologram. The use of chaotic phase masks makes the key management and transmission become very convenient. In addition, the geometric parameters of optical system serve as the additional keys, which can improve the security level of the proposed scheme. Comprehensive security analysis performed on the proposed encryption scheme demonstrates that the scheme has high resistance against various potential attacks. Moreover, the proposed encryption scheme can be used to encrypt video information. And simulations performed on a video in AVI format have also verified the feasibility of the scheme for video encryption.
Nonlinear Identification Using Orthogonal Forward Regression With Nested Optimal Regularization.
Hong, Xia; Chen, Sheng; Gao, Junbin; Harris, Chris J
2015-12-01
An efficient data based-modeling algorithm for nonlinear system identification is introduced for radial basis function (RBF) neural networks with the aim of maximizing generalization capability based on the concept of leave-one-out (LOO) cross validation. Each of the RBF kernels has its own kernel width parameter and the basic idea is to optimize the multiple pairs of regularization parameters and kernel widths, each of which is associated with a kernel, one at a time within the orthogonal forward regression (OFR) procedure. Thus, each OFR step consists of one model term selection based on the LOO mean square error (LOOMSE), followed by the optimization of the associated kernel width and regularization parameter, also based on the LOOMSE. Since like our previous state-of-the-art local regularization assisted orthogonal least squares (LROLS) algorithm, the same LOOMSE is adopted for model selection, our proposed new OFR algorithm is also capable of producing a very sparse RBF model with excellent generalization performance. Unlike our previous LROLS algorithm which requires an additional iterative loop to optimize the regularization parameters as well as an additional procedure to optimize the kernel width, the proposed new OFR algorithm optimizes both the kernel widths and regularization parameters within the single OFR procedure, and consequently the required computational complexity is dramatically reduced. Nonlinear system identification examples are included to demonstrate the effectiveness of this new approach in comparison to the well-known approaches of support vector machine and least absolute shrinkage and selection operator as well as the LROLS algorithm.
Non-linear theory of elasticity and optimal design
Ratner, LW
2003-01-01
In order to select an optimal structure among possible similar structures, one needs to compare the elastic behavior of the structures. A new criterion that describes elastic behavior is the rate of change of deformation. Using this criterion, the safe dimensions of a structure that are required by the stress distributed in a structure can be calculated. The new non-linear theory of elasticity allows one to determine the actual individual limit of elasticity/failure of a structure using a simple non-destructive method of measurement of deformation on the model of a structure while presently it
Optimized interpolations and nonlinearity in numerical studies of woodwind instruments
Skouroupathis, A
2005-01-01
We study the impedance spectra of woodwind instruments with arbitrary axisymmetric geometry. We perform piecewise interpolations of the instruments' profile, using interpolating functions amenable to analytic solutions of the Webster equation. Our algorithm optimizes on the choice of such functions, while ensuring compatibility of wavefronts at the joining points. Employing a standard mathematical model of a single-reed mouthpiece as well as the time-domain reflection function, which we derive from our impedance results, we solve the Schumacher equation for the pressure evolution in time. We make analytic checks that, despite the nonlinearity in the reed model and in the evolution equation, solutions are unique and singularity-free.
Transmitter and Precoding Order Optimization for Nonlinear Downlink Beamforming
Michel, Thomas
2007-01-01
The downlink of a multiple-input multiple output (MIMO) broadcast channel (BC) is considered, where each receiver is equipped with a single antenna and the transmitter performs nonlinear Dirty-Paper Coding (DPC). We present an efficient algorithm that finds the optimum transmit filters and power allocation as well as the optimum precoding order(s) possibly affording time-sharing between individual DPC orders. Subsequently necessary and sufficient conditions for the optimality of an arbitrary precoding order are derived. Based on these we propose a suboptimal algorithm showing excellent performance and having low complexity.
A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization.
1979-11-01
T Problem 5: Charalambous and Bandler (1976) # 1. f 1(x ) 2- + _ f3(x) = 2 exp(-x+ X2) Starting Pointz xO (1,..1)T 61 Problem 6: Rosen and Suzuki...Charalambous and Bandler ,#l) 2 3 1 6 6 6 (Rosen and Suzuki) 4 4 2 7 10 The results demonstrate that at least on a limited set of test problems the...and Numerical Methods for Stiff Differential Equations. Charalambous, C. and J.W. Bandler (1974). Nonlinear minimax optimization as a sequence of least
Preventive Security-Constrained Optimal Power Flow Considering UPFC Control Modes
Directory of Open Access Journals (Sweden)
Xi Wu
2017-08-01
Full Text Available The successful application of the unified power flow controller (UPFC provides a new control method for the secure and economic operation of power system. In order to make the full use of UPFC and improve the economic efficiency and static security of a power system, a preventive security-constrained power flow optimization method considering UPFC control modes is proposed in this paper. Firstly, an iterative method considering UPFC control modes is deduced for power flow calculation. Taking into account the influence of different UPFC control modes on the distribution of power flow after N-1 contingency, the optimization model is then constructed by setting a minimal system operation cost and a maximum static security margin as the objective. Based on this model, the particle swarm optimization (PSO algorithm is utilized to optimize power system operating parameters and UPFC control modes simultaneously. Finally, a standard IEEE 30-bus system is utilized to demonstrate that the proposed method fully exploits the potential of static control of UPFC and significantly increases the economic efficiency and static security of the power system.
He, L.; Huang, G. H.; Lu, H. W.
2008-12-01
In this study a simulation-based fuzzy chance-constrained programming (SFCCP) model is developed based on possibility theory. The model is solved through an indirect search approach which integrates fuzzy simulation, artificial neural network and simulated annealing techniques. This approach has the advantages of: (1) handling simulation and optimization problems under uncertainty associated with fuzzy parameters, (2) providing additional information (i.e. possibility of constraint satisfaction) indicating that how likely one can believe the decision results, (3) alleviating computational burdens in the optimization process, and (4) reducing the chances of being trapped in local optima. The model is applied to a petroleum-contaminated aquifer located in western Canada for supporting the optimal design of groundwater remediation systems. The model solutions provide optimal groundwater pumping rates for the 3, 5 and 10 years of pumping schemes. It is observed that the uncertainty significantly affects the remediation strategies. To mitigate such impacts, additional cost is required either for increased pumping rate or for reinforced site characterization.
Choosing Markovian Credit Migration Matrices by Nonlinear Optimization
Directory of Open Access Journals (Sweden)
Maximilian Hughes
2016-08-01
Full Text Available Transition matrices, containing credit risk information in the form of ratings based on discrete observations, are published annually by rating agencies. A substantial issue arises, as for higher rating classes practically no defaults are observed yielding default probabilities of zero. This does not always reflect reality. To circumvent this shortcoming, estimation techniques in continuous-time can be applied. However, raw default data may not be available at all or not in the desired granularity, leaving the practitioner to rely on given one-year transition matrices. Then, it becomes necessary to transform the one-year transition matrix to a generator matrix. This is known as the embedding problem and can be formulated as a nonlinear optimization problem, minimizing the distance between the exponential of a potential generator matrix and the annual transition matrix. So far, in credit risk-related literature, solving this problem directly has been avoided, but approximations have been preferred instead. In this paper, we show that this problem can be solved numerically with sufficient accuracy, thus rendering approximations unnecessary. Our direct approach via nonlinear optimization allows one to consider further credit risk-relevant constraints. We demonstrate that it is thus possible to choose a proper generator matrix with additional structural properties.
Non-linear and signal energy optimal asymptotic filter design
Directory of Open Access Journals (Sweden)
Josef Hrusak
2003-10-01
Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.
Sliding Mode Predictive Control Scheme for Constrained Nonlinear Systems%约束非线性系统的滑模预测控制方法
Institute of Scientific and Technical Information of China (English)
周建锁; 刘志远; 裴润
2001-01-01
将预测控制和滑模控制结合起来，提出一种新的非线性模型预测控制方法。通过对系统状态预测得到切换函数预测值，求解约束开环优化求得预测控制律，并将当前时刻的控制作用于对象，下一时刻重复此过程。该方法具有预测控制在线处理约束及滑模控制滑动模态对干扰的不变性的优点。分析了零终端滑模约束模型预测控制的稳定性。%A new nonlinear model predictive control(NLMPC) scheme isproposed, which combines the predictive control and the sliding mode control(SMC). By predicting the system state, the pre-designed switching function is predicted, then the control law can be found by solving constrained open-loop optimal control problem. The current control is implemented, and then the optimizing procedure is repeated at the next sampling time. The proposed scheme, which has advantages of NLMPC and SMC, can deal with system constraints on-line and has strong robustness on the sliding surface. By constraining terminal sliding mode to be zero, the stability of MPC system is analyzed.
Liu, Changxin; Gao, Jian; Li, Huiping; Xu, Demin
2017-08-14
The event-triggered control is a promising solution to cyber-physical systems, such as networked control systems, multiagent systems, and large-scale intelligent systems. In this paper, we propose an event-triggered model predictive control (MPC) scheme for constrained continuous-time nonlinear systems with bounded disturbances. First, a time-varying tightened state constraint is computed to achieve robust constraint satisfaction, and an event-triggered scheduling strategy is designed in the framework of dual-mode MPC. Second, the sufficient conditions for ensuring feasibility and closed-loop robust stability are developed, respectively. We show that robust stability can be ensured and communication load can be reduced with the proposed MPC algorithm. Finally, numerical simulations and comparison studies are performed to verify the theoretical results.
Robust C subroutines for non-linear optimization
DEFF Research Database (Denmark)
Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun
2004-01-01
to worry about special parameters controlling the iterations. For convenience we include an option for numerical checking of the user s implementation of the gradient. Note that another report [3] presents a collection of robust subroutines for both unconstrained and constrained optimization...... by changing 1 to 0. The present report is a new and updated version of a previous report NI-91-03 with the same title, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated from Fortran to C. The reason for writing the present report is that some...... of the C subroutines have been replaced by more effective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modi ed to some extent. For a description of the original Fortran subroutines see the report [17]. The software...
Noise and nonlinear estimation with optimal schemes in DTI.
Özcan, Alpay
2010-11-01
In general, the estimation of the diffusion properties for diffusion tensor experiments (DTI) is accomplished via least squares estimation (LSE). The technique requires applying the logarithm to the measurements, which causes bad propagation of errors. Moreover, the way noise is injected to the equations invalidates the least squares estimate as the best linear unbiased estimate. Nonlinear estimation (NE), despite its longer computation time, does not possess any of these problems. However, all of the conditions and optimization methods developed in the past are based on the coefficient matrix obtained in a LSE setup. In this article, NE for DTI is analyzed to demonstrate that any result obtained relatively easily in a linear algebra setup about the coefficient matrix can be applied to the more complicated NE framework. The data, obtained using non-optimal and optimized diffusion gradient schemes, are processed with NE. In comparison with LSE, the results show significant improvements, especially for the optimization criterion. However, NE does not resolve the existing conflicts and ambiguities displayed with LSE methods.
Institute of Scientific and Technical Information of China (English)
Chunxia Jia; Detong Zhu
2008-01-01
In this paper we propose an affine scaling interior algorithm via conjugate gradient path for solving nonlinear equality systems subject to bounds on variables.By employing the affine scaling conjugate gradient path search strategy,we obtain an iterative direction by solving the linearize model.By using the line search technique,we will find an acceptable trial step length along this direction which is strictly feasible and makes the objective function nonmonotonically decreasing.The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions.Furthermore,the numerical results of the proposed algorithm indicate to be effective.
Consensus of High-Order Nonlinear Multiagent Systems with Constrained Switching Topologies
Directory of Open Access Journals (Sweden)
Junwei Wang
2017-01-01
Full Text Available The relationship between control and communication constraints is becoming of central importance in the consensus problem of networked agents. In this paper, we investigate such a problem for nonlinear multiagent systems with Lipschitz dynamics. To reflect communication constraints, the topology is assumed to switch within a finite set of digraphs characterised by an average dwell time switching signal. By constructing a suitable multiple Lyapunov function, we show that consensus can be reached under the designed consensus protocol. A multistep algorithm for designing consensus protocol is then developed by solving the Lyapunov equation and algebraic Riccati equation. Finally, simulation examples are delineated to substantiate the effectiveness of the proposed algorithms.
Ma, Jun; Chen, Si-Lu; Kamaldin, Nazir; Teo, Chek Sing; Tay, Arthur; Mamun, Abdullah Al; Tan, Kok Kiong
2017-08-18
The biaxial gantry is widely used in many industrial processes that require high precision Cartesian motion. The conventional rigid-link version suffers from breaking down of joints if any de-synchronization between the two carriages occurs. To prevent above potential risk, a flexure-linked biaxial gantry is designed to allow a small rotation angle of the cross-arm. Nevertheless, the chattering of control signals and inappropriate design of the flexure joint will possibly induce resonant modes of the end-effector. Thus, in this work, the design requirements in terms of tracking accuracy, biaxial synchronization, and resonant mode suppression are achieved by integrated optimization of the stiffness of flexures and PID controller parameters for a class of point-to-point reference trajectories with same dynamics but different steps. From here, an H2 optimization problem with defined constraints is formulated, and an efficient iterative solver is proposed by hybridizing direct computation of constrained projection gradient and line search of optimal step. Comparative experimental results obtained on the testbed are presented to verify the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Wang, Gang; Chen, Changzheng; Yu, Shenbo
2016-09-01
In this paper, the static output-feedback control problem of active suspension systems with information structure constraints is investigated. In order to simultaneously improve the ride comfort and stability, a half car model is used. Other constraints such as suspension deflection, actuator saturation, and controller constrained information are also considered. A novel static output-feedback design method based on the variable substitution is employed in the controller design. A single-step linear matrix inequality (LMI) optimization problem is solved to derive the initial feasible solution with a sparsity constraint. The initial infeasibility issue of the static output-feedback is resolved by using state-feedback information. Specifically, an optimization algorithm is proposed to search for less conservative results based on the feasible controller gain matrix. Finally, the validity of the designed controller for different road profiles is illustrated through numerical examples. The simulation results indicate that the optimized static output-feedback controller can achieve better suspension performances when compared with the feasible static output-feedback controller.
Optimal Load and Stiffness for Displacement-Constrained Vibration Energy Harvesters
Halvorsen, Einar
2016-01-01
The power electronic interface to a vibration energy harvester not only provides ac-dc conversion, but can also set the electrical damping to maximize output power under displacement-constrained operation. This is commonly exploited for linear two-port harvesters by synchronous switching to realize a Coulomb-damped resonant generator, but has not been fully explored when the harvester is asynchronously switched to emulate a resistive load. In order to understand the potential of such an approach, the optimal values of load resistance and other control parameters need to be known. In this paper we determine analytically the optimal load and stiffness of a harmonically driven two-port harvester with displacement constraints. For weak-coupling devices, we do not find any benefit of load and stiffness adjustment beyond maintaining a saturated power level. For strong coupling we find that the power can be optimized to agree with the velocity damped generator beyond the first critical force for displacement-constra...
Solution of Constrained Optimal Control Problems Using Multiple Shooting and ESDIRK Methods
DEFF Research Database (Denmark)
Capolei, Andrea; Jørgensen, John Bagterp
2012-01-01
In this paper, we describe a novel numerical algorithm for solution of constrained optimal control problems of the Bolza type for stiff and/or unstable systems. The numerical algorithm combines explicit singly diagonally implicit Runge-Kutta (ESDIRK) integration methods with a multiple shooting...... algorithm. As we consider stiff systems, implicit solvers with sensitivity computation capabilities for initial value problems must be used in the multiple shooting algorithm. Traditionally, multi-step methods based on the BDF algorithm have been used for such problems. The main novel contribution...... of this paper is the use of ESDIRK integration methods for solution of the initial value problems and the corresponding sensitivity equations arising in the multiple shooting algorithm. Compared to BDF-methods, ESDIRK-methods are advantageous in multiple shooting algorithms in which restarts and frequent...
Institute of Scientific and Technical Information of China (English)
ZHU Detong
2006-01-01
In this paper,we propose a new trust-region-projected Hessian algorithm with nonmonotonic backtracking interior point technique for linear constrained optimization.By performing the QR decomposition of an affine scaling equality constraint matrix,the conducted subproblem in the algorithm is changed into the general trust-region subproblem defined by minimizing a quadratic function subject only to an ellipsoidal constraint.By using both the trust-region strategy and the line-search technique,each iteration switches to a backtracking interior point step generated by the trustregion subproblem.The global convergence and fast local convergence rates for the proposed algorithm are established under some reasonable assumptions.A nonmonotonic criterion is used to speed up the convergence in some ill-conditioned cases.
Optimal Financing Decisions of Two Cash-Constrained Supply Chains with Complementary Products
Directory of Open Access Journals (Sweden)
Yuting Li
2016-04-01
Full Text Available In recent years; financing difficulties have been obsessed small and medium enterprises (SMEs; especially emerging SMEs. Inter-members’ joint financing within a supply chain is one of solutions for SMEs. How about members’ joint financing of inter-supply chains? In order to answer the question, we firstly employ the Stackelberg game to propose three kinds of financing decision models of two cash-constrained supply chains with complementary products. Secondly, we analyze qualitatively these models and find the joint financing decision of the two supply chains is the most optimal one. Lastly, we conduct some numerical simulations not only to illustrate above results but also to find that the larger are cross-price sensitivity coefficients; the higher is the motivation for participants to make joint financing decisions; and the more are profits for them to gain.
A multi-objective dynamic programming approach to constrained discrete-time optimal control
Energy Technology Data Exchange (ETDEWEB)
Driessen, B.J.; Kwok, K.S.
1997-09-01
This work presents a multi-objective differential dynamic programming approach to constrained discrete-time optimal control. In the backward sweep of the dynamic programming in the quadratic sub problem, the sub problem input at a stage or time step is solved for in terms of the sub problem state entering that stage so as to minimize the summed immediate and future cost subject to minimizing the summed immediate and future constraint violations, for all such entering states. The method differs from previous dynamic programming methods, which used penalty methods, in that the constraints of the sub problem, which may include terminal constraints and path constraints, are solved exactly if they are solvable; otherwise, their total violation is minimized. Again, the resulting solution of the sub problem is an input history that minimizes the quadratic cost function subject to being a minimizer of the total constraint violation. The expected quadratic convergence of the proposed algorithm is demonstrated on a numerical example.
Analysis of Constrained Optimization Variants of the Map-Seeking Circuit Algorithm
Energy Technology Data Exchange (ETDEWEB)
S.R. Harker; C.R. Vogel; T. Gedeon
2005-09-05
The map-seeking circuit algorithm (MSC) was developed by Arathorn to efficiently solve the combinatorial problem of correspondence maximization, which arises in applications like computer vision, motion estimation, image matching, and automatic speech recognition [D. W. Arathorn, Map-Seeking Circuits in Visual Cognition: A Computational Mechanism for Biological and Machine Vision, Stanford University Press, 2002]. Given an input image, a template image, and a discrete set of transformations, the goal is to find a composition of transformations which gives the best fit between the transformed input and the template. We imbed the associated combinatorial search problem within a continuous framework by using superposition, and we analyze a resulting constrained optimization problem. We present several numerical schemes to compute local solutions, and we compare their performance on a pair of test problems: an image matching problem and the challenging problem of automatically solving a Rubik's cube.
Hinze, J. F.; Klein, S. A.; Nellis, G. F.
2015-12-01
Mixed refrigerant (MR) working fluids can significantly increase the cooling capacity of a Joule-Thomson (JT) cycle. The optimization of MRJT systems has been the subject of substantial research. However, most optimization techniques do not model the recuperator in sufficient detail. For example, the recuperator is usually assumed to have a heat transfer coefficient that does not vary with the mixture. Ongoing work at the University of Wisconsin-Madison has shown that the heat transfer coefficients for two-phase flow are approximately three times greater than for a single phase mixture when the mixture quality is between 15% and 85%. As a result, a system that optimizes a MR without also requiring that the flow be in this quality range may require an extremely large recuperator or not achieve the performance predicted by the model. To ensure optimal performance of the JT cycle, the MR should be selected such that it is entirely two-phase within the recuperator. To determine the optimal MR composition, a parametric study was conducted assuming a thermodynamically ideal cycle. The results of the parametric study are graphically presented on a contour plot in the parameter space consisting of the extremes of the qualities that exist within the recuperator. The contours show constant values of the normalized refrigeration power. This ‘map’ shows the effect of MR composition on the cycle performance and it can be used to select the MR that provides a high cooling load while also constraining the recuperator to be two phase. The predicted best MR composition can be used as a starting point for experimentally determining the best MR.
A policy iteration approach to online optimal control of continuous-time constrained-input systems.
Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L
2013-09-01
This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.
Delbos, F.; Gilbert, J. Ch.; Glowinski, R.; Sinoquet, D.
2006-03-01
Seismic reflection tomography is a method for determining a subsurface velocity model from the traveltimes of seismic waves reflecting on geological interfaces. From an optimization viewpoint, the problem consists in minimizing a non-linear least-squares function measuring the mismatch between observed traveltimes and those calculated by ray tracing in this model. The introduction of a priori information on the model is crucial to reduce the under-determination. The contribution of this paper is to introduce a technique able to take into account geological a priori information in the reflection tomography problem expressed as inequality constraints in the optimization problem. This technique is based on a Gauss-Newton (GN) sequential quadratic programming approach. At each GN step, a solution to a convex quadratic optimization problem subject to linear constraints is computed thanks to an augmented Lagrangian algorithm. Our choice for this optimization method is motivated and its original aspects are described. First applications on real data sets are presented to illustrate the potential of the approach in practical use of reflection tomography.
Nonlinear Burn Control and Operating Point Optimization in ITER
Boyer, Mark; Schuster, Eugenio
2013-10-01
Control of the fusion power through regulation of the plasma density and temperature will be essential for achieving and maintaining desired operating points in fusion reactors and burning plasma experiments like ITER. In this work, a volume averaged model for the evolution of the density of energy, deuterium and tritium fuel ions, alpha-particles, and impurity ions is used to synthesize a multi-input multi-output nonlinear feedback controller for stabilizing and modulating the burn condition. Adaptive control techniques are used to account for uncertainty in model parameters, including particle confinement times and recycling rates. The control approach makes use of the different possible methods for altering the fusion power, including adjusting the temperature through auxiliary heating, modulating the density and isotopic mix through fueling, and altering the impurity density through impurity injection. Furthermore, a model-based optimization scheme is proposed to drive the system as close as possible to desired fusion power and temperature references. Constraints are considered in the optimization scheme to ensure that, for example, density and beta limits are avoided, and that optimal operation is achieved even when actuators reach saturation. Supported by the NSF CAREER award program (ECCS-0645086).
Design optimization of a twist compliant mechanism with nonlinear stiffness
Tummala, Y.; Frecker, M. I.; Wissa, A. A.; Hubbard, J. E., Jr.
2014-10-01
A contact-aided compliant mechanism called a twist compliant mechanism (TCM) is presented in this paper. This mechanism has nonlinear stiffness when it is twisted in both directions along its axis. The inner core of the mechanism is primarily responsible for its flexibility in one twisting direction. The contact surfaces of the cross-members and compliant sectors are primarily responsible for its high stiffness in the opposite direction. A desired twist angle in a given direction can be achieved by tailoring the stiffness of a TCM. The stiffness of a compliant twist mechanism can be tailored by varying thickness of its cross-members, thickness of the core and thickness of its sectors. A multi-objective optimization problem with three objective functions is proposed in this paper, and used to design an optimal TCM with desired twist angle. The objective functions are to minimize the mass and maximum von-Mises stress observed, while minimizing or maximizing the twist angles under specific loading conditions. The multi-objective optimization problem proposed in this paper is solved for an ornithopter flight research platform as a case study, with the goal of using the TCM to achieve passive twisting of the wing during upstroke, while keeping the wing fully extended and rigid during the downstroke. Prototype TCMs have been fabricated using 3D printing and tested. Testing results are also presented in this paper.
Directory of Open Access Journals (Sweden)
Qin Zou
2015-01-01
Full Text Available The control problem of a flexible hypersonic vehicle is presented, where input saturation and aerodynamic uncertainty are considered. A control-oriented model including aerodynamic uncertainty is derived for simple controller design due to the nonlinearity and complexity of hypersonic vehicle model. Then it is separated into velocity subsystem and altitude subsystem. On the basis of the integration of robust adaptive control and backstepping technique, respective controller is designed for each subsystem, where an auxiliary signal provided by an additional dynamic system is used to compensate for the control saturation effect. Then to deal with the “explosion of terms” problem inherent in backstepping control, a novel first-order filter is proposed. Simulation results are included to demonstrate the effectiveness of the adaptive backstepping control scheme.
Robust Homography Estimation Based on Nonlinear Least Squares Optimization
Directory of Open Access Journals (Sweden)
Wei Mou
2014-01-01
Full Text Available The homography between image pairs is normally estimated by minimizing a suitable cost function given 2D keypoint correspondences. The correspondences are typically established using descriptor distance of keypoints. However, the correspondences are often incorrect due to ambiguous descriptors which can introduce errors into following homography computing step. There have been numerous attempts to filter out these erroneous correspondences, but it is unlikely to always achieve perfect matching. To deal with this problem, we propose a nonlinear least squares optimization approach to compute homography such that false matches have no or little effect on computed homography. Unlike normal homography computation algorithms, our method formulates not only the keypoints’ geometric relationship but also their descriptor similarity into cost function. Moreover, the cost function is parametrized in such a way that incorrect correspondences can be simultaneously identified while the homography is computed. Experiments show that the proposed approach can perform well even with the presence of a large number of outliers.
Indoor Wireless Localization-hybrid and Unconstrained Nonlinear Optimization Approach
Directory of Open Access Journals (Sweden)
R. Jayabharathy
2013-07-01
Full Text Available In this study, a hybrid TOA/RSSI wireless localization is proposed for accurate positioning in indoor UWB systems. The major problem in indoor localization is the effect of Non-Line of Sight (NLOS propagation. To mitigate the NLOS effects, an unconstrained nonlinear optimization approach is utilized to process Time-of-Arrival (TOA and Received Signal Strength (RSS in the location system.TOA range measurements and path loss model are used to discriminate LOS and NLOS conditions. The weighting factors assigned by hypothesis testing, is used for solving the objective function in the proposed approach. This approach is used for describing the credibility of the TOA range measurement. Performance of the proposed technique is done based on MATLAB simulation. The result shows that the proposed technique performs well and achieves improved positioning under severe NLOS conditions.
Optimal operating points of oscillators using nonlinear resonators.
Kenig, Eyal; Cross, M C; Villanueva, L G; Karabalin, R B; Matheny, M H; Lifshitz, Ron; Roukes, M L
2012-11-01
We demonstrate an analytical method for calculating the phase sensitivity of a class of oscillators whose phase does not affect the time evolution of the other dynamic variables. We show that such oscillators possess the possibility for complete phase noise elimination. We apply the method to a feedback oscillator which employs a high Q weakly nonlinear resonator and provide explicit parameter values for which the feedback phase noise is completely eliminated and others for which there is no amplitude-phase noise conversion. We then establish an operational mode of the oscillator which optimizes its performance by diminishing the feedback noise in both quadratures, thermal noise, and quality factor fluctuations. We also study the spectrum of the oscillator and provide specific results for the case of 1/f noise sources.
Improved simple optimization (SOPT algorithm for unconstrained non-linear optimization problems
Directory of Open Access Journals (Sweden)
J. Thomas
2016-09-01
Full Text Available In the recent years, population based meta-heuristic are developed to solve non-linear optimization problems. These problems are difficult to solve using traditional methods. Simple optimization (SOPT algorithm is one of the simple and efficient meta-heuristic techniques to solve the non-linear optimization problems. In this paper, SOPT is compared with some of the well-known meta-heuristic techniques viz. Artificial Bee Colony algorithm (ABC, Particle Swarm Optimization (PSO, Genetic Algorithm (GA and Differential Evolutions (DE. For comparison, SOPT algorithm is coded in MATLAB and 25 standard test functions for unconstrained optimization having different characteristics are run for 30 times each. The results of experiments are compared with previously reported results of other algorithms. Promising and comparable results are obtained for most of the test problems. To improve the performance of SOPT, an improvement in the algorithm is proposed which helps it to come out of local optima when algorithm gets trapped in it. In almost all the test problems, improved SOPT is able to get the actual solution at least once in 30 runs.
High resolution quantitative phase imaging of live cells with constrained optimization approach
Pandiyan, Vimal Prabhu; Khare, Kedar; John, Renu
2016-03-01
Quantitative phase imaging (QPI) aims at studying weakly scattering and absorbing biological specimens with subwavelength accuracy without any external staining mechanisms. Use of a reference beam at an angle is one of the necessary criteria for recording of high resolution holograms in most of the interferometric methods used for quantitative phase imaging. The spatial separation of the dc and twin images is decided by the reference beam angle and Fourier-filtered reconstructed image will have a very poor resolution if hologram is recorded below a minimum reference angle condition. However, it is always inconvenient to have a large reference beam angle while performing high resolution microscopy of live cells and biological specimens with nanometric features. In this paper, we treat reconstruction of digital holographic microscopy images as a constrained optimization problem with smoothness constraint in order to recover only complex object field in hologram plane even with overlapping dc and twin image terms. We solve this optimization problem by gradient descent approach iteratively and the smoothness constraint is implemented by spatial averaging with appropriate size. This approach will give excellent high resolution image recovery compared to Fourier filtering while keeping a very small reference angle. We demonstrate this approach on digital holographic microscopy of live cells by recovering the quantitative phase of live cells from a hologram recorded with nearly zero reference angle.
Directory of Open Access Journals (Sweden)
Longfei He
2014-01-01
Full Text Available We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optimization algorithm to obtain joint optimal production quantities combination for maximizing overall profit under regulatory policies, respectively. Furthermore, numerical studies by featuring exponentially distributed demand compare systemwide performances in various scenarios. We build the “carbon emission elasticity of profit (CEEP” index as a metric to evaluate the impact of regulatory policies on both chainwide emissions and profit. Our results manifest that by facilitating the mandatory emission cap in proper installation within the network one can balance well effective emission reduction and associated acceptable profit loss. The outcome that CEEP index when implementing Carbon emission tax is elastic implies that the scale of profit loss is greater than that of emission reduction, which shows that this policy is less effective than mandatory cap from industry standpoint at least.
Smoothing neural network for constrained non-Lipschitz optimization with applications.
Bian, Wei; Chen, Xiaojun
2012-03-01
In this paper, a smoothing neural network (SNN) is proposed for a class of constrained non-Lipschitz optimization problems, where the objective function is the sum of a nonsmooth, nonconvex function, and a non-Lipschitz function, and the feasible set is a closed convex subset of . Using the smoothing approximate techniques, the proposed neural network is modeled by a differential equation, which can be implemented easily. Under the level bounded condition on the objective function in the feasible set, we prove the global existence and uniform boundedness of the solutions of the SNN with any initial point in the feasible set. The uniqueness of the solution of the SNN is provided under the Lipschitz property of smoothing functions. We show that any accumulation point of the solutions of the SNN is a stationary point of the optimization problem. Numerical results including image restoration, blind source separation, variable selection, and minimizing condition number are presented to illustrate the theoretical results and show the efficiency of the SNN. Comparisons with some existing algorithms show the advantages of the SNN.
Optimization of nonlinear structural resonance using the incremental harmonic balance method
DEFF Research Database (Denmark)
Dou, Suguang; Jensen, Jakob Søndergaard
2015-01-01
We present an optimization procedure for tailoring the nonlinear structural resonant response with time-harmonic loads. A nonlinear finite element method is used for modeling beam structures with a geometric nonlinearity and the incremental harmonic balance method is applied for accurate nonlinea...
Cai, Lanlan; Li, Peng; Luo, Qi; Zhai, Pengcheng; Zhang, Qingjie
2017-03-01
As no single thermoelectric material has presented a high figure-of-merit (ZT) over a very wide temperature range, segmented thermoelectric generators (STEGs), where the p- and n-legs are formed of different thermoelectric material segments joined in series, have been developed to improve the performance of thermoelectric generators. A crucial but difficult problem in a STEG design is to determine the optimal values of the geometrical parameters, like the relative lengths of each segment and the cross-sectional area ratio of the n- and p-legs. Herein, a multi-parameter and nonlinear optimization method, based on the Improved Powell Algorithm in conjunction with the discrete numerical model, was implemented to solve the STEG's geometrical optimization problem. The multi-parameter optimal results were validated by comparison with the optimal outcomes obtained from the single-parameter optimization method. Finally, the effect of the hot- and cold-junction temperatures on the geometry optimization was investigated. Results show that the optimal geometry parameters for maximizing the specific output power of a STEG are different from those for maximizing the conversion efficiency. Data also suggest that the optimal geometry parameters and the interfacial temperatures of the adjacent segments optimized for maximum specific output power or conversion efficiency vary with changing hot- and cold-junction temperatures. Through the geometry optimization, the CoSb3/Bi2Te3-based STEG can obtain a maximum specific output power up to 1725.3 W/kg and a maximum efficiency of 13.4% when operating at a hot-junction temperature of 823 K and a cold-junction temperature of 298 K.
Moreenthaler, George W.; Khatib, Nader; Kim, Byoungsoo
2003-08-01
For two decades now, the use of Remote Sensing/Precision Agriculture to improve farm yields while reducing the use of polluting chemicals and the limited water supply has been a major goal. With world population growing exponentially, arable land being consumed by urbanization, and an unfavorable farm economy, farm efficiency must increase to meet future food requirements and to make farming a sustainable, profitable occupation. "Precision Agriculture" refers to a farming methodology that applies nutrients and moisture only where and when they are needed in the field. The real goal is to increase farm profitability by identifying the additional treatments of chemicals and water that increase revenues more than they increase costs and do no exceed pollution standards (constrained optimization). Even though the economic and environmental benefits appear to be great, Remote Sensing/Precision Agriculture has not grown as rapidly as early advocates envisioned. Technology for a successful Remote Sensing/Precision Agriculture system is now in place, but other needed factors have been missing. Commercial satellite systems can now image the Earth (multi-spectrally) with a resolution as fine as 2.5 m. Precision variable dispensing systems using GPS are now available and affordable. Crop models that predict yield as a function of soil, chemical, and irrigation parameter levels have been developed. Personal computers and internet access are now in place in most farm homes and can provide a mechanism for periodically disseminating advice on what quantities of water and chemicals are needed in specific regions of each field. Several processes have been selected that fuse the disparate sources of information on the current and historic states of the crop and soil, and the remaining resource levels available, with the critical decisions that farmers are required to make. These are done in a way that is easy for the farmer to understand and profitable to implement. A "Constrained
Modified Lagrangian and Least Root Approaches for General Nonlinear Optimization Problems
Institute of Scientific and Technical Information of China (English)
W. Oettli; X.Q. Yang
2002-01-01
In this paper we study nonlinear Lagrangian methods for optimization problems with side constraints.Nonlinear Lagrangian dual problems are introduced and their relations with the original problem are established.Moreover, a least root approach is investigated for these optimization problems.
Arens, S. J.; Sullivan, P. F.; Welker, J. M.; Rogers, M. C.; Holland, K.; Schimel, J.; Persson, K.
2006-12-01
of N alone causes a nonlinear response. The rapidity by which these dramatic changes occurred indicates that increases in atmospheric N deposition or the stimulation of organic matter decomposition and the mineralization of N due to warmer air and soil temperatures has the capacity to completely alter surface dynamics and feedback processes in the High Arctic.
Geodynamic inversion to constrain the non-linear rheology of the lithosphere
Baumann, T. S.; Kaus, Boris J. P.
2015-08-01
One of the main methods to determine the strength of the lithosphere is by estimating it's effective elastic thickness. This method assumes that the lithosphere is a thin elastic plate that floats on the mantle and uses both topography and gravity anomalies to estimate the plate thickness. Whereas this seems to work well for oceanic plates, it has given controversial results in continental collision zones. For most of these locations, additional geophysical data sets such as receiver functions and seismic tomography exist that constrain the geometry of the lithosphere and often show that it is rather complex. Yet, lithospheric geometry by itself is insufficient to understand the dynamics of the lithosphere as this also requires knowledge of the rheology of the lithosphere. Laboratory experiments suggest that rocks deform in a viscous manner if temperatures are high and stresses low, or in a plastic/brittle manner if the yield stress is exceeded. Yet, the experimental results show significant variability between various rock types and there are large uncertainties in extrapolating laboratory values to nature, which leaves room for speculation. An independent method is thus required to better understand the rheology and dynamics of the lithosphere in collision zones. The goal of this paper is to discuss such an approach. Our method relies on performing numerical thermomechanical forward models of the present-day lithosphere with an initial geometry that is constructed from geophysical data sets. We employ experimentally determined creep-laws for the various parts of the lithosphere, but assume that the parameters of these creep-laws as well as the temperature structure of the lithosphere are uncertain. This is used as a priori information to formulate a Bayesian inverse problem that employs topography, gravity, horizontal and vertical surface velocities to invert for the unknown material parameters and temperature structure. In order to test the general methodology
Optimization Formulations for the Maximum Nonlinear Buckling Load of Composite Structures
DEFF Research Database (Denmark)
Lindgaard, Esben; Lund, Erik
2011-01-01
, benchmarked on a number of numerical examples of laminated composite structures for the maximization of the buckling load considering fiber angle design variables. The optimization formulations are based on either linear or geometrically nonlinear analysis and formulated as mathematical programming problems...... solved using gradient based techniques. The developed local criterion is formulated such it captures nonlinear effects upon loading and proves useful for both analysis purposes and as a criterion for use in nonlinear buckling optimization. © 2010 Springer-Verlag....
Programmable Nonlinear ADC Using Optimal-Sized ROM
K Dinesh; Anvekar, *; Sonde, BE
1991-01-01
A new programmable successive approximation ADC useful for realizing nonlinear transfer characteristics often required in instrumentation and communications is presented. This nonlinear ADC (NADC) requires a much smaller sized ROM than an NADC reported earlier
Gradient-based optimization in nonlinear structural dynamics
DEFF Research Database (Denmark)
Dou, Suguang
The intrinsic nonlinearity of mechanical structures can give rise to rich nonlinear dynamics. Recently, nonlinear dynamics of micro-mechanical structures have contributed to developing new Micro-Electro-Mechanical Systems (MEMS), for example, atomic force microscope, passive frequency divider, fr...
Augmented Lagrangian methods for constrained optimization: the role of the penalty constant
Energy Technology Data Exchange (ETDEWEB)
Tapia, R.A.
1979-01-01
In recent years there has been considerable research activity in the area of penalty function and augmented Lagrangian methods for constrained optimization. The role that the penalty constant plays with respect to local convergence and rate of convergence is reviewed here. As the emphasis has changed from the penalty function methods to the multiplier methods, and lately to the quasi-Newton methods, there has been a corresponding decrease in the importance of the penalty constant. Specifically, in the penalty function method one obtains local convergence if and only if the penalty constant becomes infinite. It is possible to obtain local convergence in the multiplier method for a fixed penalty constant, provided that this constant is sufficiently large. However, one obtains superlinear convergence if and only if the penalty constant becomes infinite. Finally, the quasi-Newton methods are locally superlinearly convergent for fixed values of the penalty constant, and actually the most natural formulation gives an algorithm that is independent of the penalty constant.
On the optimal identification of tag sets in time-constrained RFID configurations.
Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel
2011-01-01
In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.
Ensemble prediction experiments using conditional nonlinear optimal perturbation
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
Two methods for initialization of ensemble forecasts are compared, namely, singular vector (SV) and conditional nonlinear optimal perturbation (CNOP). The comparison is done for forecast lengths of up to 10 days with a three-level quasi-geostrophic (QG) atmospheric model in a perfect model scenario. Ten cases are randomly selected from 1982/1983 winter to 1993/1994 winter (from December to the following February). Anomaly correlation coefficient (ACC) is adopted as a tool to measure the quality of the predicted ensembles on the Northern Hemisphere 500 hPa geopotential height. The results show that the forecast quality of ensemble samples in which the first SV is replaced by CNOP is higher than that of samples composed of only SVs in the medium range, based on the occurrence of weather re-gime transitions in Northern Hemisphere after about four days. Besides, the reliability of ensemble forecasts is evaluated by the Rank Histograms. The above conclusions confirm and extend those reached earlier by the authors, which stated that the introduction of CNOP improves the forecast skill under the condition that the analysis error belongs to a kind of fast-growing error by using a barotropic QG model.
Ensemble prediction experiments using conditional nonlinear optimal perturbation
Institute of Scientific and Technical Information of China (English)
JIANG ZhiNa; MU Mu; WANG DongHai
2009-01-01
Two methods for initialization of ensemble forecasts are compared, namely, singular vector (SV) and conditional nonlinear optimal perturbation (CNOP). The comparison is done for forecast lengths of up to 10 days with a three-level quasi-geostrophic (QG) atmospheric model in a perfect model scenario. Ten cases are randomly selected from 1982/1983 winter to 1993/1994 winter (from 12 to the following February). Anomaly correlation coefficient (ACC) is adopted as a tool to measure the quality of the predicted ensembles on the Northern Hemisphere 500 hPa geopotential height. The results show that the forecast quality of ensemble samples in which the first SV is replaced by CNOP is higher than that of samples composed of only SVs in the medium range, based on the occurrence of weather re-gime transitions in Northern Hemisphere after about four days. Besides, the reliability of ensemble forecasts is evaluated by the Rank Histograms. The above conclusions confirm .and extend those reached earlier by the authors, which stated that the introduction of CNOP improves the forecast skill under the condition that the analysis error belongs to a kind of fast-growing error by using a barotropic QG model.
Roselyn, J. Preetha; Devaraj, D.; Dash, Subhransu Sekhar
2013-11-01
Voltage stability is an important issue in the planning and operation of deregulated power systems. The voltage stability problems is a most challenging one for the system operators in deregulated power systems because of the intense use of transmission line capabilities and poor regulation in market environment. This article addresses the congestion management problem avoiding offline transmission capacity limits related to voltage stability by considering Voltage Security Constrained Optimal Power Flow (VSCOPF) problem in deregulated environment. This article presents the application of Multi Objective Differential Evolution (MODE) algorithm to solve the VSCOPF problem in new competitive power systems. The maximum of L-index of the load buses is taken as the indicator of voltage stability and is incorporated in the Optimal Power Flow (OPF) problem. The proposed method in hybrid power market which also gives solutions to voltage stability problems by considering the generation rescheduling cost and load shedding cost which relieves the congestion problem in deregulated environment. The buses for load shedding are selected based on the minimum eigen value of Jacobian with respect to the load shed. In the proposed approach, real power settings of generators in base case and contingency cases, generator bus voltage magnitudes, real and reactive power demands of selected load buses using sensitivity analysis are taken as the control variables and are represented as the combination of floating point numbers and integers. DE/randSF/1/bin strategy scheme of differential evolution with self-tuned parameter which employs binomial crossover and difference vector based mutation is used for the VSCOPF problem. A fuzzy based mechanism is employed to get the best compromise solution from the pareto front to aid the decision maker. The proposed VSCOPF planning model is implemented on IEEE 30-bus system, IEEE 57 bus practical system and IEEE 118 bus system. The pareto optimal
Particle Swarm Optimization-Proximal Point Algorithm for Nonlinear Complementarity Problems
Chai Jun-Feng; Wang Shu-Yan
2013-01-01
A new algorithm is presented for solving the nonlinear complementarity problem by combining the particle swarm and proximal point algorithm, which is called the particle swarm optimization-proximal point algorithm. The algorithm mainly transforms nonlinear complementarity problems into unconstrained optimization problems of smooth functions using the maximum entropy function and then optimizes the problem using the proximal point algorithm as the outer algorithm and particle swarm algorithm a...
A new method of determining the optimal embedding dimension based on nonlinear prediction
Institute of Scientific and Technical Information of China (English)
Meng Qing-Fang; Peng Yu-Hua; Xue Pei-Jun
2007-01-01
A new method is proposed to determine the optimal embedding dimension from a scalar time series in this paper. This method determines the optimal embedding dimension by optimizing the nonlinear autoregressive prediction model parameterized by the embedding dimension and the nonlinear degree. Simulation results show the effectiveness of this method. And this method is applicable to a short time series, stable to noise, computationally efficient, and without any purposely introduced parameters.
Pavarini, C.
1974-01-01
Work in two somewhat distinct areas is presented. First, the optimal system design problem for a Mars-roving vehicle is attacked by creating static system models and a system evaluation function and optimizing via nonlinear programming techniques. The second area concerns the problem of perturbed-optimal solutions. Given an initial perturbation in an element of the solution to a nonlinear programming problem, a linear method is determined to approximate the optimal readjustments of the other elements of the solution. Then, the sensitivity of the Mars rover designs is described by application of this method.
Optimization of hardening/softening behavior of plane frame structures using nonlinear normal modes
DEFF Research Database (Denmark)
Dou, Suguang; Jensen, Jakob Søndergaard
2016-01-01
/softening behavior of nonlinear mechanical systems. The iterative optimization procedure consists of calculation of nonlinear normal modes, solving an adjoint equation system for sensitivity analysis and an update of design variables using a mathematical programming tool. We demonstrate the method with examples......Devices that exploit essential nonlinear behavior such as hardening/softening and inter-modal coupling effects are increasingly used in engineering and fundamental studies. Based on nonlinear normal modes, we present a gradient-based structural optimization method for tailoring the hardening...
Benjamini, Dan; Basser, Peter J.
2016-10-01
Measuring multidimensional (e.g., 2D) relaxation spectra in NMR and MRI clinical applications is a holy grail of the porous media and biomedical MR communities. The main bottleneck is the inversion of Fredholm integrals of the first kind, an ill-conditioned problem requiring large amounts of data to stabilize a solution. We suggest a novel experimental design and processing framework to accelerate and improve the reconstruction of such 2D spectra that uses a priori information from the 1D projections of spectra, or marginal distributions. These 1D marginal distributions provide powerful constraints when 2D spectra are reconstructed, and their estimation requires an order of magnitude less data than a conventional 2D approach. This marginal distributions constrained optimization (MADCO) methodology is demonstrated here with a polyvinylpyrrolidone-water phantom that has 3 distinct peaks in the 2D D-T1 space. The stability, sensitivity to experimental parameters, and accuracy of this new approach are compared with conventional methods by serially subsampling the full data set. While the conventional, unconstrained approach performed poorly, the new method had proven to be highly accurate and robust, only requiring a fraction of the data. Additionally, synthetic T1 -T2 data are presented to explore the effects of noise on the estimations, and the performance of the proposed method with a smooth and realistic 2D spectrum. The proposed framework is quite general and can also be used with a variety of 2D MRI experiments (D-T2,T1 -T2, D -D, etc.), making these potentially feasible for preclinical and even clinical applications for the first time.
Directory of Open Access Journals (Sweden)
Akemi Gálvez
2013-01-01
Full Text Available Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor’s method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.
Solution of transient optimization problems by using an algorithm based on nonlinear programming
Teren, F.
1977-01-01
A new algorithm is presented for solution of dynamic optimization problems which are nonlinear in the state variables and linear in the control variables. It is shown that the optimal control is bang-bang. A nominal bang-bang solution is found which satisfies the system equations and constraints, and influence functions are generated which check the optimality of the solution. Nonlinear optimization (gradient search) techniques are used to find the optimal solution. The algorithm is used to find a minimum time acceleration for a turbofan engine.
Solution of transient optimization problems by using an algorithm based on nonlinear programming
Teren, F.
1977-01-01
A new algorithm is presented for solution of dynamic optimization problems which are nonlinear in the state variables and linear in the control variables. It is shown that the optimal control is bang-bang. A nominal bang-bang solution is found which satisfies the system equations and constraints, and influence functions are generated which check the optimality of the solution. Nonlinear optimization (gradient search) techniques are used to find the optimal solution. The algorithm is used to find a minimum time acceleration for a turbofan engine.
A Nonlinear Physics-Based Optimal Control Method for Magnetostrictive Actuators
Smith, Ralph C.
1998-01-01
This paper addresses the development of a nonlinear optimal control methodology for magnetostrictive actuators. At moderate to high drive levels, the output from these actuators is highly nonlinear and contains significant magnetic and magnetomechanical hysteresis. These dynamics must be accommodated by models and control laws to utilize the full capabilities of the actuators. A characterization based upon ferromagnetic mean field theory provides a model which accurately quantifies both transient and steady state actuator dynamics under a variety of operating conditions. The control method consists of a linear perturbation feedback law used in combination with an optimal open loop nonlinear control. The nonlinear control incorporates the hysteresis and nonlinearities inherent to the transducer and can be computed offline. The feedback control is constructed through linearization of the perturbed system about the optimal system and is efficient for online implementation. As demonstrated through numerical examples, the combined hybrid control is robust and can be readily implemented in linear PDE-based structural models.
Hu, Han; Ding, Yulin; Zhu, Qing; Wu, Bo; Xie, Linfu; Chen, Min
2016-08-01
Least-squares matching is a standard procedure in photogrammetric applications for obtaining sub-pixel accuracies of image correspondences. However, least-squares matching has also been criticized for its instability, which is primarily reflected by the requests for the initial correspondence and favorable image quality. In image matching between oblique images, due to the blur, illumination differences and other effects, the image attributes of different views are notably different, which results in a more severe convergence problem. Aiming at improving the convergence rate and robustness of least-squares matching of oblique images, we incorporated prior geometric knowledge in the optimization process, which is reflected as the bounded constraints on the optimizing parameters that constrain the search for a solution to a reasonable region. Furthermore, to be resilient to outliers, we substituted the square loss with a robust loss function. To solve the composite problem, we reformulated the least-squares matching problem as a bound constrained optimization problem, which can be solved with bounds constrained Levenberg-Marquardt solver. Experimental results consisting of images from two different penta-view oblique camera systems confirmed that the proposed method shows guaranteed final convergences in various scenarios compared to the approximately 20-50% convergence rate of classical least-squares matching.
Nonlinear programming analysis and methods
Avriel, Mordecai
2003-01-01
Comprehensive and complete, this overview provides a single-volume treatment of key algorithms and theories. The author provides clear explanations of all theoretical aspects, with rigorous proof of most results. The two-part treatment begins with the derivation of optimality conditions and discussions of convex programming, duality, generalized convexity, and analysis of selected nonlinear programs. The second part concerns techniques for numerical solutions and unconstrained optimization methods, and it presents commonly used algorithms for constrained nonlinear optimization problems. This g
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R. Venkata Rao
2016-01-01
Full Text Available The teaching-learning-based optimization (TLBO algorithm is finding a large number of applications in different fields of engineering and science since its introduction in 2011. The major applications are found in electrical engineering, mechanical design, thermal engineering, manufacturing engineering, civil engineering, structural engineering, computer engineering, electronics engineering, physics, chemistry, biotechnology and economics. This paper presents a review of applications of TLBO algorithm and a tutorial for solving the unconstrained and constrained optimization problems. The tutorial is expected to be useful to the beginners.
Peng, Haijun; Wang, Xinwei; Zhang, Sheng; Chen, Biaosong
2017-07-01
Nonlinear state-delayed optimal control problems have complex nonlinear characters. To solve this complex nonlinear problem, an iterative symplectic pseudospectral method based on quasilinearization techniques, the dual variational principle and pseudospectral methods is proposed in this paper. First, the proposed method transforms the original nonlinear optimal control problem into a series of linear quadratic optimal control problems. Then, a symplectic pseudospectral method is developed to solve these converted linear quadratic state-delayed optimal control problems. Coefficient matrices in the proposed method are sparse and symmetric since the dual variational principle is used, which makes the proposed method highly efficient. Converged numerical solutions with high precision can be obtained after a few iterations due to the benefit of the local pseudospectral method and quasilinearization techniques. In the numerical simulations, other numerical methods were used for comparisons. The numerical simulation results show that the proposed method is highly accurate, efficient and robust.
Institute of Scientific and Technical Information of China (English)
ZHANG Juliang; ZHANG Xiangsun
2001-01-01
In this paper, we use the smoothing penalty function proposed in [1] as the merit function of SQP method for nonlinear optimization with inequality constraints. The global convergence of the method is obtained.
Energy Technology Data Exchange (ETDEWEB)
Hillstrom, K. E.
1976-02-01
A simulation test technique was developed to evaluate and compare unconstrained nonlinear optimization computer algorithms. Descriptions of the test technique, test problems, computer algorithms tested, and test results are provided. (auth)
Zhang, Xing; Mu, Mu; Wang, Qiang; Pierini, Stefano
2017-06-01
In this study, the initial perturbations that are the easiest to trigger the Kuroshio Extension (KE) transition connecting a basic weak jet state and a strong, fairly stable meandering state, are investigated using a reduced-gravity shallow water ocean model and the CNOP (Conditional Nonlinear Optimal Perturbation) approach. This kind of initial perturbation is called an optimal precursor (OPR). The spatial structures and evolutionary processes of the OPRs are analyzed in detail. The results show that most of the OPRs are in the form of negative sea surface height (SSH) anomalies mainly located in a narrow band region south of the KE jet, in basic agreement with altimetric observations. These negative SSH anomalies reduce the meridional SSH gradient within the KE, thus weakening the strength of the jet. The KE jet then becomes more convoluted, with a high-frequency and large-amplitude variability corresponding to a high eddy kinetic energy level; this gradually strengthens the KE jet through an inverse energy cascade. Eventually, the KE reaches a high-energy state characterized by two well defined and fairly stable anticyclonic meanders. Moreover, sensitivity experiments indicate that the spatial structures of the OPRs are not sensitive to the model parameters and to the optimization times used in the analysis.
Shinano, Yuji; Yoshihara, Toshiyuki; Miyashiro, Ryuhei; Fukagawa, Youzou
The present paper considers optimization of lens adjustment in semiconductor lithography equipment. For improving productivity, the laser irradiation power of recent semiconductor lithography equipment has been boosted, which causes significant aberration due to heating during exposure. The aberration of the equipment must be measured or estimated in order to adjust the positions and orientations of the lenses. Since this adjustment is performed sequentially during exposure, the optimization problem to obtain optimal lens adjustment should be solved within a time as short as 100 ms. Although the problem of calculating the optimal lens adjustment can be naturally formulated as a convex minimization problem, in such a formulation the objective function is convex but includes several nondifferentiable points. Hence, optimization methods based on derivatives cannot be applied. Other approaches using derivative-free optimization or meta-heuristic methods cannot guarantee that the obtained solutions are truly optimal. Therefore, we formulate the optimization problem as quadratically constrained and second-order cone programming problems, which can be handled by solvers using an interior point method. Using the proposed formulations, computational experiments demonstrate that the optimal lens adjustment is obtained in a practical computational time, which is much less than 100 ms.
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Asghar Vatani Oskouie
2016-12-01
Full Text Available In this article the general non-symmetric parametric form of the incremental secant stiffness matrix for nonlinear analysis of solids have been investigated to present a semi analytical sensitivity analysis approach for geometric nonlinear shape optimization. To approach this aim the analytical formulas of secant stiffness matrix are presented. The models were validated and used to perform investigating different parameters affecting the shape optimization. Numerical examples utilized for this investigating sensitivity analysis with detailed discussions presented.
Directory of Open Access Journals (Sweden)
Arnaut Dierck
2015-01-01
Full Text Available Designing textile antennas for real-life applications requires a design strategy that is able to produce antennas that are optimized over a wide bandwidth for often conflicting characteristics, such as impedance matching, axial ratio, efficiency, and gain, and, moreover, that is able to account for the variations that apply for the characteristics of the unconventional materials used in smart textile systems. In this paper, such a strategy, incorporating a multiobjective constrained Pareto optimization, is presented and applied to the design of a Galileo E6-band antenna with optimal return loss and wide-band axial ratio characteristics. Subsequently, different prototypes of the optimized antenna are fabricated and measured to validate the proposed design strategy.
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Hancao Li
2012-01-01
Full Text Available We develop optimal respiratory airflow patterns using a nonlinear multicompartment model for a lung mechanics system. Specifically, we use classical calculus of variations minimization techniques to derive an optimal airflow pattern for inspiratory and expiratory breathing cycles. The physiological interpretation of the optimality criteria used involves the minimization of work of breathing and lung volume acceleration for the inspiratory phase, and the minimization of the elastic potential energy and rapid airflow rate changes for the expiratory phase. Finally, we numerically integrate the resulting nonlinear two-point boundary value problems to determine the optimal airflow patterns over the inspiratory and expiratory breathing cycles.
Li, Hancao; Haddad, Wassim M
2012-01-01
We develop optimal respiratory airflow patterns using a nonlinear multicompartment model for a lung mechanics system. Specifically, we use classical calculus of variations minimization techniques to derive an optimal airflow pattern for inspiratory and expiratory breathing cycles. The physiological interpretation of the optimality criteria used involves the minimization of work of breathing and lung volume acceleration for the inspiratory phase, and the minimization of the elastic potential energy and rapid airflow rate changes for the expiratory phase. Finally, we numerically integrate the resulting nonlinear two-point boundary value problems to determine the optimal airflow patterns over the inspiratory and expiratory breathing cycles.
Distributed Optimization for a Class of Nonlinear Multiagent Systems With Disturbance Rejection.
Wang, Xinghu; Hong, Yiguang; Ji, Haibo
2016-07-01
The paper studies the distributed optimization problem for a class of nonlinear multiagent systems in the presence of external disturbances. To solve the problem, we need to achieve the optimal multiagent consensus based on local cost function information and neighboring information and meanwhile to reject local disturbance signals modeled by an exogenous system. With convex analysis and the internal model approach, we propose a distributed optimization controller for heterogeneous and nonlinear agents in the form of continuous-time minimum-phase systems with unity relative degree. We prove that the proposed design can solve the exact optimization problem with rejecting disturbances.
A non-linear constrained optimization technique for the mimetic finite difference method
Energy Technology Data Exchange (ETDEWEB)
Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Svyatskiy, Daniil [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bertolazzi, Enrico [Univ. of Trento (Italy); Frego, Marco [Univ. of Trento (Italy)
2014-09-30
This is a strategy for the construction of monotone schemes in the framework of the mimetic finite difference method for the approximation of diffusion problems on unstructured polygonal and polyhedral meshes.
Rose, Sean; Sidky, Emil Y; Pan, Xiaochuan
2016-01-01
This article is intended to supplement our 2015 paper in Medical Physics titled "Noise properties of CT images reconstructed by use of constrained total-variation, data-discrepancy minimization", in which ordered subsets methods were employed to perform total-variation constrained data-discrepancy minimization for image reconstruction in X-ray computed tomography. Here we provide details regarding implementation of the ordered subsets algorithms and suggestions for selection of algorithm parameters. Detailed pseudo-code is included for every algorithm implemented in the original manuscript.
Farano, Mirko; Cherubini, Stefania; Robinet, Jean-Christophe; De Palma, Pietro
2016-12-01
Subcritical transition in plane Poiseuille flow is investigated by means of a Lagrange-multiplier direct-adjoint optimization procedure with the aim of finding localized three-dimensional perturbations optimally growing in a given time interval (target time). Space localization of these optimal perturbations (OPs) is achieved by choosing as objective function either a p-norm (with p\\gg 1) of the perturbation energy density in a linear framework; or the classical (1-norm) perturbation energy, including nonlinear effects. This work aims at analyzing the structure of linear and nonlinear localized OPs for Poiseuille flow, and comparing their transition thresholds and scenarios. The nonlinear optimization approach provides three types of solutions: a weakly nonlinear, a hairpin-like and a highly nonlinear optimal perturbation, depending on the value of the initial energy and the target time. The former shows localization only in the wall-normal direction, whereas the latter appears much more localized and breaks the spanwise symmetry found at lower target times. Both solutions show spanwise inclined vortices and large values of the streamwise component of velocity already at the initial time. On the other hand, p-norm optimal perturbations, although being strongly localized in space, keep a shape similar to linear 1-norm optimal perturbations, showing streamwise-aligned vortices characterized by low values of the streamwise velocity component. When used for initializing direct numerical simulations, in most of the cases nonlinear OPs provide the most efficient route to transition in terms of time to transition and initial energy, even when they are less localized in space than the p-norm OP. The p-norm OP follows a transition path similar to the oblique transition scenario, with slightly oscillating streaks which saturate and eventually experience secondary instability. On the other hand, the nonlinear OP rapidly forms large-amplitude bent streaks and skips the phases
Royston, T. J.; Singh, R.
1996-07-01
While significant non-linear behavior has been observed in many vibration mounting applications, most design studies are typically based on the concept of linear system theory in terms of force or motion transmissibility. In this paper, an improved analytical strategy is presented for the design optimization of complex, active of passive, non-linear mounting systems. This strategy is built upon the computational Galerkin method of weighted residuals, and incorporates order reduction and numerical continuation in an iterative optimization scheme. The overall dynamic characteristics of the mounting system are considered and vibratory power transmission is minimized via adjustment of mount parameters by using both passive and active means. The method is first applied through a computational example case to the optimization of basic passive and active, non-linear isolation configurations. It is found that either active control or intentionally introduced non-linearity can improve the mount's performance; but a combination of both produces the greatest benefit. Next, a novel experimental, active, non-linear isolation system is studied. The effect of non-linearity on vibratory power transmission and active control are assessed via experimental measurements and the enhanced Galerkin method. Results show how harmonic excitation can result in multiharmonic vibratory power transmission. The proposed optimization strategy offers designers some flexibility in utilizing both passive and active means in combination with linear and non-linear components for improved vibration mounts.
Robust Optimal Design of a Nonlinear Dynamic Vibration Absorber Combining Sensitivity Analysis
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R.A. Borges
2010-01-01
Full Text Available Dynamic vibration absorbers are discrete devices developed in the beginning of the last century used to attenuate the vibrations of different engineering structures. They have been used in several engineering applications, such as ships, power lines, aeronautic structures, civil engineering constructions subjected to seismic induced excitations, compressor systems, etc. However, in the context of nonlinear dynamics, few works have been proposed regarding the robust optimal design of nonlinear dynamic vibration absorbers. In this paper, a robust optimization strategy combined with sensitivity analysis of systems incorporating nonlinear dynamic vibration absorbers is proposed. Although sensitivity analysis is a well known numerical technique, the main contribution intended for this study is its extension to nonlinear systems. Due to the numerical procedure used to solve the nonlinear equations, the sensitivities addressed herein are computed from the first-order finite-difference approximations. With the aim of increasing the efficiency of the nonlinear dynamic absorber into a frequency band of interest, and to augment the robustness of the optimal design, a robust optimization strategy combined with the previous sensitivities is addressed. After presenting the underlying theoretical foundations, the proposed robust design methodology is performed for a two degree-of-freedom system incorporating a nonlinear dynamic vibration absorber. Based on the obtained results, the usefulness of the proposed methodology is highlighted.
Zhang, Chenglong; Guo, Ping
2017-10-01
The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.
Koyuncu, A.; Cigeroglu, E.; Özgüven, H. N.
2017-10-01
In this study, a new approach is proposed for identification of structural nonlinearities by employing cascaded optimization and neural networks. Linear finite element model of the system and frequency response functions measured at arbitrary locations of the system are used in this approach. Using the finite element model, a training data set is created, which appropriately spans the possible nonlinear configurations space of the system. A classification neural network trained on these data sets then localizes and determines the types of all nonlinearities associated with the nonlinear degrees of freedom in the system. A new training data set spanning the parametric space associated with the determined nonlinearities is created to facilitate parametric identification. Utilizing this data set, initially, a feed forward regression neural network is trained, which parametrically identifies the classified nonlinearities. Then, the results obtained are further improved by carrying out an optimization which uses network identified values as starting points. Unlike identification methods available in literature, the proposed approach does not require data collection from the degrees of freedoms where nonlinear elements are attached, and furthermore, it is sufficiently accurate even in the presence of measurement noise. The application of the proposed approach is demonstrated on an example system with nonlinear elements and on a real life experimental setup with a local nonlinearity.
Liu, Xing; Hou, Kun Mean; de Vaulx, Christophe; Xu, Jun; Yang, Jianfeng; Zhou, Haiying; Shi, Hongling; Zhou, Peng
2015-01-01
Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN) nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS) LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core “context aware” and multi-core “power-off/wakeup” energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes. PMID:25545264
Directory of Open Access Journals (Sweden)
Xing Liu
2014-12-01
Full Text Available Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core “context aware” and multi-core “power-off/wakeup” energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes.
Liu, Xing; Hou, Kun Mean; de Vaulx, Christophe; Xu, Jun; Yang, Jianfeng; Zhou, Haiying; Shi, Hongling; Zhou, Peng
2014-12-23
Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN) nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS) LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core "context aware" and multi-core "power-off/wakeup" energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes.
Global Optimization of a Class of Nonconvex Quadratically Constrained Quadratic Programming Problems
Institute of Scientific and Technical Information of China (English)
Yong XIA
2011-01-01
In this paper we study a class of nonconvex quadratically constrained quadratic programming problems generalized from relaxations of quadratic assignment problems.We show that each problem is polynomially solved.Strong duality holds if a redundant constraint is introduced.As an application,a new lower bound is proposed for the quadratic assignment problem.
Optimal clustering of frequency-constrained maintenance jobs with shared set-ups
Dijkhuizen, van Gerhard; Harten, van Aart
1997-01-01
Since maintenance jobs often require one or more set-up activities, joint execution or clustering of maintenance jobs is a powerful instrument to reduce shut-down costs. We consider a clustering problem for frequency-constrained maintenance jobs, i.e. maintenance jobs that must be carried out with a
Zhong, Xiangnan; He, Haibo; Zhang, Huaguang; Wang, Zhanshan
2014-12-01
In this paper, we develop and analyze an optimal control method for a class of discrete-time nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an identifier is established for the unknown systems to approximate system states, and an optimal control approach for nonlinear MJSs is developed to solve the Hamilton-Jacobi-Bellman equation based on the adaptive dynamic programming technique. We also develop detailed stability analysis of the control approach, including the convergence of the performance index function for nonlinear MJSs and the existence of the corresponding admissible control. Neural network techniques are used to approximate the proposed performance index function and the control law. To demonstrate the effectiveness of our approach, three simulation studies, one linear case, one nonlinear case, and one single link robot arm case, are used to validate the performance of the proposed optimal control method.
Directory of Open Access Journals (Sweden)
Jun Shuai
2013-11-01
Full Text Available A new approach using optimization technique for constructing low-dimensional dynamical systems of nonlinear partial differential equations (PDEs is presented. After the spatial basis functions of the nonlinear PDEs are chosen, spatial basis functions expansions combined with weighted residual methods are used for time/space separation and truncation to obtain a high-dimensional dynamical system. Secondly, modes of lower-dimensional dynamical systems are obtained by linear combination from the modes of the high-dimensional dynamical systems (ordinary differential equations of nonlinear PDEs. An error function for matrix of the linear combination coefficients is derived, and a simple algorithm to determine the optimal combination matrix is also introduced. A numerical example shows that the optimal dynamical system can use much smaller number of modes to capture the dynamics of nonlinear partial differential equations.
Optimal Control Problems for Nonlinear Variational Evolution Inequalities
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Eun-Young Ju
2013-01-01
Full Text Available We deal with optimal control problems governed by semilinear parabolic type equations and in particular described by variational inequalities. We will also characterize the optimal controls by giving necessary conditions for optimality by proving the Gâteaux differentiability of solution mapping on control variables.
Reliability optimization of friction-damped systems using nonlinear modes
Krack, Malte; Tatzko, Sebastian; Panning-von Scheidt, Lars; Wallaschek, Jörg
2014-06-01
A novel probabilistic approach for the design of mechanical structures with friction interfaces is proposed. The objective function is defined as the probability that a specified performance measure of the forced vibration response is achieved subject to parameter uncertainties. The practicability of the approach regarding the extensive amount of required design evaluations is strictly related to the computational efficiency of the nonlinear dynamic analysis. Therefore, it is proposed to employ a recently developed parametric reduced order model (ROM) based on nonlinear modes of vibration, which can facilitate a decrease of the computational burden by several orders of magnitude.
Directory of Open Access Journals (Sweden)
Chocat Rudy
2015-01-01
Full Text Available The design of complex systems often induces a constrained optimization problem under uncertainty. An adaptation of CMA-ES(λ, μ optimization algorithm is proposed in order to efficiently handle the constraints in the presence of noise. The update mechanisms of the parametrized distribution used to generate the candidate solutions are modified. The constraint handling method allows to reduce the semi-principal axes of the probable research ellipsoid in the directions violating the constraints. The proposed approach is compared to existing approaches on three analytic optimization problems to highlight the efficiency and the robustness of the algorithm. The proposed method is used to design a two stage solid propulsion launch vehicle.
A Novel Nonlinear Programming Model for Distribution Protection Optimization
Zambon, Eduardo; Bossois, Débora Z.; Garcia, Berilhes B.; Azeredo, Elias F.
2009-01-01
This paper presents a novel nonlinear binary programming model designed to improve the reliability indices of a distribution network. This model identifies the type and location of protection devices that should be installed in a distribution feeder and is a generalization of the classical optimizat
Van Dijk, N.P.
2012-01-01
This thesis aims at understanding and improving topology optimization techniques focusing on density-based level-set methods and geometrical nonlinearities. Central in this work are the numerical modeling of the mechanical response of a design and the consistency of the optimization process itself.
Application of nonlinear optimization method to sensitivity analysis of numerical model
Institute of Scientific and Technical Information of China (English)
XU Hui; MU Mu; LUO Dehai
2004-01-01
A nonlinear optimization method is applied to sensitivity analysis of a numerical model. Theoretical analysis and numerical experiments indicate that this method can give not only a quantitative assessment whether the numerical model is able to simulate the observations or not, but also the initial field that yields the optimal simulation. In particular, when the simulation results are apparently satisfactory, and sometimes both model error and initial error are considerably large, the nonlinear optimization method, under some conditions, can identify the error that plays a dominant role.
Construction of 1-Resilient Boolean Functions with Optimal Algebraic Immunity and Good Nonlinearity
Institute of Scientific and Technical Information of China (English)
Sen-Shan Pan; Xiao-Tong Fu; Wei-Guo Zhangx
2011-01-01
This paper presents a construction for a class of 1-resilient functions with optimal algebraic immunity on an even number of variables. The construction is based on the concatenation of two balanced functions in associative classes. For some n, a part of 1-resilient functions with maximum algebraic immunity constructed in the paper can achieve almost optimal nonlinearity. Apart from their high nonlinearity, the functions reach Siegenthaler's upper bound of algebraic degree. Also a class of 1-resilient functions on any number n ＞ 2 of variables with at least sub-optimal algebraic immunity is provided.
Lossless Convexification of Control Constraints for a Class of Nonlinear Optimal Control Problems
Blackmore, Lars; Acikmese, Behcet; Carson, John M.,III
2012-01-01
In this paper we consider a class of optimal control problems that have continuous-time nonlinear dynamics and nonconvex control constraints. We propose a convex relaxation of the nonconvex control constraints, and prove that the optimal solution to the relaxed problem is the globally optimal solution to the original problem with nonconvex control constraints. This lossless convexification enables a computationally simpler problem to be solved instead of the original problem. We demonstrate the approach in simulation with a planetary soft landing problem involving a nonlinear gravity field.
DEFF Research Database (Denmark)
Liu, Zhaoxi; Wu, Qiuwei; Oren, Shmuel S.
2016-01-01
This paper presents a distribution locational marginal pricing (DLMP) method through chance constrained mixed-integer programming designed to alleviate the possible congestion in the future distribution network with high penetration of electric vehicles (EVs). In order to represent the stochastic...... the driving requirement is below the predetermined confidence parameter. The efficacy of the proposed approach was demonstrated by case studies using a 33-bus distribution system of the Bornholm power system and the Danish driving data. The case study results show that the DLMP method through chance...... constrained MIP can successfully alleviate the congestion in the distribution network due to the EV charging while keeping the failure probability of EV charging not meeting driving needs below the predefined confidence....
Directory of Open Access Journals (Sweden)
Nebojsa Bacanin
2014-01-01
portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.
Directory of Open Access Journals (Sweden)
Yongquan Zhou
2013-01-01
Full Text Available In view of the traditional numerical method to solve the nonlinear equations exist is sensitive to initial value and the higher accuracy of defects. This paper presents an invasive weed optimization (IWO algorithm which has population diversity with the heuristic global search of differential evolution (DE algorithm. In the iterative process, the global exploration ability of invasive weed optimization algorithm provides effective search area for differential evolution; at the same time, the heuristic search ability of differential evolution algorithm provides a reliable guide for invasive weed optimization. Based on the test of several typical nonlinear equations and a circle packing problem, the results show that the differential evolution invasive weed optimization (DEIWO algorithm has a higher accuracy and speed of convergence, which is an efficient and feasible algorithm for solving nonlinear systems of equations.
Directory of Open Access Journals (Sweden)
Paras Bhatnagar
2012-10-01
Full Text Available Kaul and Kaur [7] obtained necessary optimality conditions for a non-linear programming problem by taking the objective and constraint functions to be semilocally convex and their right differentials at a point to be lower semi-continuous. Suneja and Gupta [12] established the necessary optimality conditions without assuming the semilocal convexity of the objective and constraint functions but their right differentials at the optimal point to be convex. Suneja and Gupta [13] established necessary optimality conditions for an efficient solution of a multiobjective non-linear programming problem by taking the right differentials of the objective functions and constraintfunctions at the efficient point to be convex. In this paper we obtain some results for a properly efficient solution of a multiobjective non-linear fractional programming problem involving semilocally convex and related functions by assuming generalized Slater type constraint qualification.
Mirzaei, Mahmood; Tibaldi, Carlo; Hansen, Morten H.
2016-09-01
PI/PID controllers are the most common wind turbine controllers. Normally a first tuning is obtained using methods such as pole-placement or Ziegler-Nichols and then extensive aeroelastic simulations are used to obtain the best tuning in terms of regulation of the outputs and reduction of the loads. In the traditional tuning approaches, the properties of different open loop and closed loop transfer functions of the system are not normally considered. In this paper, an assessment of the pole-placement tuning method is presented based on robustness measures. Then a constrained optimization setup is suggested to automatically tune the wind turbine controller subject to robustness constraints. The properties of the system such as the maximum sensitivity and complementary sensitivity functions (Ms and Mt ), along with some of the responses of the system, are used to investigate the controller performance and formulate the optimization problem. The cost function is the integral absolute error (IAE) of the rotational speed from a disturbance modeled as a step in wind speed. Linearized model of the DTU 10-MW reference wind turbine is obtained using HAWCStab2. Thereafter, the model is reduced with model order reduction. The trade-off curves are given to assess the tunings of the poles- placement method and a constrained optimization problem is solved to find the best tuning.
2000-12-01
for the ALE problem, but for the so-called hypoelastic models of elastoplasticity in rate form. The interest in this work, however, lies in the...34 Algorithms in Nonlinear Dynamics . 103 III.1. Introduction ................. ........................... ... 104 111.2. Model Problem I: a Nonlinear Elastic...Representative numerical simulations ...... ............. .. 123 111.3. Model Problem II: a Simplified Model of Thin Beams ... ......... ... 127 III
Institute of Scientific and Technical Information of China (English)
DUAN Wan-suo; MU Mu
2005-01-01
Linear singular vector and linear singular value can only describe the evolution of sufficiently small perturbations during the period in which the tangent linear model is valid.With this in mind, the applications of nonlinear optimization methods to the atmospheric and oceanic sciences are introduced, which include nonlinear singular vector (NSV) and nonlinear singular value (NSVA), conditional nonlinear optimal perturbation (CNOP), and their applications to the studies of predictability in numerical weather and climate prediction.The results suggest that the nonlinear characteristics of the motions of atmosphere and oceans can be explored by NSV and CNOP. Also attentions are paid to the introduction of the classification of predictability problems, which are related to the maximum predictable time,the maximum prediction error, and the maximum allowing error of initial value and the parameters. All the information has the background of application to the evaluation of products of numerical weather and climate prediction. Furthermore the nonlinear optimization methods of the sensitivity analysis with numerical model are also introduced, which can give a quantitative assessment whether a numerical model is able to simulate the observations and find the initial field that yield the optimal simulation. Finally, the difficulties in the lack of ripe algorithms are also discussed, which leave future work to both computational mathematics and scientists in geophysics.
Fault Diagnosis of Nonlinear Systems Based on Hybrid PSOSA Optimization Algorithm
Institute of Scientific and Technical Information of China (English)
Ling-Lai Li; Dong-Hua Zhou; Ling Wang
2007-01-01
Fault diagnosis of nonlinear systems is of great importance in theory and practice, and the parameter estimation method is an effective strategy. Based on the framework of moving horizon estimation, fault parameters are identified by a proposed intelligent optimization algorithm called PSOSA, which could avoid premature convergence of standard particle swarm optimization (PSO) by introducing the probabilistic jumping property of simulated annealing (SA). Simulations on a three-tank system show the effectiveness of this optimization based fault diagnosis strategy.
Nonlinear optimization of buoyancy-driven ventilation flow
Nabi, Saleh; Grover, Piyush; Caulfield, C. P.
2016-11-01
We consider the optimization of buoyancy-driven flows governed by Boussinesq equations using the Direct-Adjoint-Looping method. We use incompressible Reynolds-averaged Navier-Stokes (RANS) equations, derive the corresponding adjoint equations and solve the resulting sensitivity equations with respect to inlet conditions. For validation, we solve a series of inverse-design problems, for which we recover known globally optimal solutions. For a displacement ventilation scenario with a line source, the numerical results are compared with analytically obtained optimal inlet conditions available from classical plume theory. Our results show that depending on Archimedes number, defined as the ratio of the inlet Reynolds number to the Rayleigh number associated with the plume, qualitatively different optimal solutions are obtained. For steady and transient plumes, and subject to an enthalpy constraint on the incoming flow, we identify boundary conditions leading to 'optimal' temperature distributions in the occupied zone.
On optimal performance of nonlinear energy sinks in multiple-degree-of-freedom systems
Tripathi, Astitva; Grover, Piyush; Kalmár-Nagy, Tamás
2017-02-01
We study the problem of optimizing the performance of a nonlinear spring-mass-damper attached to a class of multiple-degree-of-freedom systems. We aim to maximize the rate of one-way energy transfer from primary system to the attachment, and focus on impulsive excitation of a two-degree-of-freedom primary system with an essentially nonlinear attachment. The nonlinear attachment is shown to be able to perform as a 'nonlinear energy sink' (NES) by taking away energy from the primary system irreversibly for some types of impulsive excitations. Using perturbation analysis and exploiting separation of time scales, we perform dimensionality reduction of this strongly nonlinear system. Our analysis shows that efficient energy transfer to nonlinear attachment in this system occurs for initial conditions close to homoclinic orbit of the slow time-scale undamped system, a phenomenon that has been previously observed for the case of single-degree-of-freedom primary systems. Analytical formulae for optimal parameters for given impulsive excitation input are derived. Generalization of this framework to systems with arbitrary number of degrees-of-freedom of the primary system is also discussed. The performance of both linear and nonlinear optimally tuned attachments is compared. While NES performance is sensitive to magnitude of the initial impulse, our results show that NES performance is more robust than linear tuned mass damper to several parametric perturbations. Hence, our work provides evidence that homoclinic orbits of the underlying Hamiltonian system play a crucial role in efficient nonlinear energy transfers, even in high dimensional systems, and gives new insight into robustness of systems with essential nonlinearity.
An Efficient Pseudospectral Method for Solving a Class of Nonlinear Optimal Control Problems
Emran Tohidi; Atena Pasban; Kilicman, A.; S. Lotfi Noghabi
2013-01-01
This paper gives a robust pseudospectral scheme for solving a class of nonlinear optimal control problems (OCPs) governed by differential inclusions. The basic idea includes two major stages. At the first stage, we linearize the nonlinear dynamical system by an interesting technique which is called linear combination property of intervals. After this stage, the linearized dynamical system is transformed into a multi domain dynamical system via computational interval partitioning. Moreover,...
Decentralized observers for optimal stabilization of large class of nonlinear interconnected systems
BEL HAJ FREJ, GHAZI; Thabet, Assem; Boutayeb, Mohamed; Aoun, Mohamed
2016-01-01
International audience; This paper focuses on the design of decentralized state observers based on optimal guaranteed cost control for a class of systems which are composed of linear subsystems coupled by non-linear time-varying interconnections. One of the main contributions lies in the use of the differential mean value theorem (DMVT) to simplify the design of estimation and control matrices gains. This has the advantage of introducing a general condition on the nonlinear time-varying inter...
Optimality Condition and Wolfe Duality for Invex Interval-Valued Nonlinear Programming Problems
Directory of Open Access Journals (Sweden)
Jianke Zhang
2013-01-01
Full Text Available The concepts of preinvex and invex are extended to the interval-valued functions. Under the assumption of invexity, the Karush-Kuhn-Tucker optimality sufficient and necessary conditions for interval-valued nonlinear programming problems are derived. Based on the concepts of having no duality gap in weak and strong sense, the Wolfe duality theorems for the invex interval-valued nonlinear programming problems are proposed in this paper.
Heli Hu; Dan Zhao; Qingling Zhang
2013-01-01
The sliding mode control and optimization are investigated for a class of nonlinear neutral systems with the unmatched nonlinear term. In the framework of Lyapunov stability theory, the existence conditions for the designed sliding surface and the stability bound ${\\alpha }^{\\ast }$ are derived via twice transformations. The further results are to develop an efficient sliding mode control law with tuned parameters to attract the state trajectories onto the sliding surface in finit...
Explicit G 2-constrained Merging of a Pair of B´ezier Curves by Control Point Optimization
Institute of Scientific and Technical Information of China (English)
LU Li-Zheng; QIU Yu-Yang
2014-01-01
This paper presents a simple and explicit method for G2-constrained merging of a pair of B´ezier curves by mini-mizing the l2 distance defined in terms of control points. After expressing the l2 distance as a quadratic function of two param-eters, the optimally merged curve can be explicitly obtained, which is achieved by control point optimization such that the l2 distance is minimized. The existence of the unique solution is shown by proving that the l2 distance is convex. The pro-posed method is explicit and eﬃcient since it is non-iterative and expressed by known control points. Numerical examples demonstrate the effectiveness of the new method.
Vysotskiy, Victor P; Boström, Jonas; Veryazov, Valera
2013-11-15
A parallel procedure for an effective optimization of relative position and orientation between two or more fragments has been implemented in the MOLCAS program package. By design, the procedure does not perturb the electronic structure of a system under the study. The original composite system is divided into frozen fragments and internal coordinates linking those fragments are the only optimized parameters. The procedure is capable to handle fully independent (no border atoms) fragments as well as fragments connected by covalent bonds. In the framework of the procedure, the optimization of relative position and orientation of the fragments are carried out in the internal "Z-matrix" coordinates using numerical derivatives. The total number of required single points energy evaluations scales with the number of fragments rather than with the total number of atoms in the system. The accuracy and the performance of the procedure have been studied by test calculations for a representative set of two- and three-fragment molecules with artificially distorted structures. The developed approach exhibits robust and smooth convergence to the reference optimal structures. As only a few internal coordinates are varied during the procedure, the proposed constrained fragment geometry optimization can be afforded even for high level ab initio methods like CCSD(T) and CASPT2. This capability has been demonstrated by applying the method to two larger cases, CCSD(T) and CASPT2 calculations on a positively charged benzene lithium complex and on the oxygen molecule interacting to iron porphyrin molecule, respectively.
Directory of Open Access Journals (Sweden)
Y. Orlov
2002-01-01
Full Text Available The paper is intended to be of tutorial value for Schwartz' distributions theory in nonlinear setting. Mathematical models are presented for nonlinear systems which admit both standard and impulsive inputs. These models are governed by differential equations in distributions whose meaning is generalized to involve nonlinear, non single-valued operating over distributions. The set of generalized solutions of these differential equations is defined via closure, in a certain topology, of the set of the conventional solutions corresponding to standard integrable inputs. The theory is exemplified by mechanical systems with impulsive phenomena, optimal impulsive feedback synthesis, sampled-data filtering of stochastic and deterministic dynamic systems.
Performance characteristics and optimal analysis of a nonlinear diode refrigerator
Institute of Scientific and Technical Information of China (English)
Wang Xiu-Mei; He Ji-Zhou; Liang Hong-Ni
2011-01-01
This paper establishes a model of a nonlinear diode refrigerator consisting of two diodes switched in the opposite directions and located in two heat reservoirs with different temperatures. Based on the theory of thermal fluctuations, the expressions of the heat flux absorbed from the heat reservoirs are derived. After the heat leak between the two reservoirs is considered, the cooling rate and the coefficient of performance are obtained analytically. The influence of the heat leak and the temperature ratio on the performance characteristics of the refrigerator is analysed in detail.
Optimal frequency conversion in the nonlinear stage of modulation instability
Bendahmane, A; Kudlinski, A; Szriftgiser, P; Conforti, M; Wabnitz, S; Trillo, S
2015-01-01
We investigate multi-wave mixing associated with the strongly pump depleted regime of induced modulation instability (MI) in optical fibers. For a complete transfer of pump power into the sideband modes, we theoretically and experimentally demonstrate that it is necessary to use a much lower seeding modulation frequency than the peak MI gain value. Our analysis shows that a record 95 % of the input pump power is frequency converted into the comb of sidebands, in good quantitative agreement with analytical predictions based on the simplest exact breather solution of the nonlinear Schr\\"odinger equation.
A General Nonlinear Optimization Algorithm for Lower Bound Limit Analysis
DEFF Research Database (Denmark)
Krabbenhøft, Kristian; Damkilde, Lars
2003-01-01
The non-linear programming problem associated with the discrete lower bound limit analysis problem is treated by means of an algorithm where the need to linearize the yield criteria is avoided. The algorithm is an interior point method and is completely general in the sense that no particular...... finite element discretization or yield criterion is required. As with interior point methods for linear programming the number of iterations is affected only little by the problem size. Some practical implementation issues are discussed with reference to the special structure of the common lower bound...
Directory of Open Access Journals (Sweden)
Shaolong Chen
2016-01-01
Full Text Available Parameter estimation is an important problem in nonlinear system modeling and control. Through constructing an appropriate fitness function, parameter estimation of system could be converted to a multidimensional parameter optimization problem. As a novel swarm intelligence algorithm, chicken swarm optimization (CSO has attracted much attention owing to its good global convergence and robustness. In this paper, a method based on improved boundary chicken swarm optimization (IBCSO is proposed for parameter estimation of nonlinear systems, demonstrated and tested by Lorenz system and a coupling motor system. Furthermore, we have analyzed the influence of time series on the estimation accuracy. Computer simulation results show it is feasible and with desirable performance for parameter estimation of nonlinear systems.
On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
Institute of Scientific and Technical Information of China (English)
朱位秋; 应祖光
2004-01-01
A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed.The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.
Institute of Scientific and Technical Information of China (English)
朱位秋; 应祖光
2004-01-01
A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.
Optimal control of nonlinear continuous-time systems in strict-feedback form.
Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani
2015-10-01
This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.
Automatic analog IC sizing and optimization constrained with PVT corners and layout effects
Lourenço, Nuno; Horta, Nuno
2017-01-01
This book introduces readers to a variety of tools for automatic analog integrated circuit (IC) sizing and optimization. The authors provide a historical perspective on the early methods proposed to tackle automatic analog circuit sizing, with emphasis on the methodologies to size and optimize the circuit, and on the methodologies to estimate the circuit’s performance. The discussion also includes robust circuit design and optimization and the most recent advances in layout-aware analog sizing approaches. The authors describe a methodology for an automatic flow for analog IC design, including details of the inputs and interfaces, multi-objective optimization techniques, and the enhancements made in the base implementation by using machine leaning techniques. The Gradient model is discussed in detail, along with the methods to include layout effects in the circuit sizing. The concepts and algorithms of all the modules are thoroughly described, enabling readers to reproduce the methodologies, improve the qual...
Make It Go Viral! Rate-optimal Control for Resource-Constrained Branching Processes
Xu, Kuang
2012-01-01
We propose a new class of controlled multi-type branching processes with a per-step linear resource constraint, motivated by applications in quantitative marketing, and study the associated growth-rate maximizing control strategies. We show that the optimal growth rate can be achieved by maintaining a single optimal ratio among different population types, for both deterministic and stochastic branching processes. In the special case of a two-type population and with a symmetric revenue structure, the optimal ratio is obtained in closed-form. As a proof of concept, the methodology is applied to the linkage structure of the 2004 US Presidential Election blogosphere, where the optimal growth rate achieves sizable gains over a uniform selection strategy.
A non-penalty recurrent neural network for solving a class of constrained optimization problems.
Hosseini, Alireza
2016-01-01
In this paper, we explain a methodology to analyze convergence of some differential inclusion-based neural networks for solving nonsmooth optimization problems. For a general differential inclusion, we show that if its right hand-side set valued map satisfies some conditions, then solution trajectory of the differential inclusion converges to optimal solution set of its corresponding in optimization problem. Based on the obtained methodology, we introduce a new recurrent neural network for solving nonsmooth optimization problems. Objective function does not need to be convex on R(n) nor does the new neural network model require any penalty parameter. We compare our new method with some penalty-based and non-penalty based models. Moreover for differentiable cases, we implement circuit diagram of the new neural network.
A one-layer recurrent neural network for constrained nonconvex optimization.
Li, Guocheng; Yan, Zheng; Wang, Jun
2015-01-01
In this paper, a one-layer recurrent neural network is proposed for solving nonconvex optimization problems subject to general inequality constraints, designed based on an exact penalty function method. It is proved herein that any neuron state of the proposed neural network is convergent to the feasible region in finite time and stays there thereafter, provided that the penalty parameter is sufficiently large. The lower bounds of the penalty parameter and convergence time are also estimated. In addition, any neural state of the proposed neural network is convergent to its equilibrium point set which satisfies the Karush-Kuhn-Tucker conditions of the optimization problem. Moreover, the equilibrium point set is equivalent to the optimal solution to the nonconvex optimization problem if the objective function and constraints satisfy given conditions. Four numerical examples are provided to illustrate the performances of the proposed neural network.
Orito, Yukiko; Yamamoto, Hisashi; Tsujimura, Yasuhiro; Kambayashi, Yasushi
The portfolio optimizations are to determine the proportion-weighted combination in the portfolio in order to achieve investment targets. This optimization is one of the multi-dimensional combinatorial optimizations and it is difficult for the portfolio constructed in the past period to keep its performance in the future period. In order to keep the good performances of portfolios, we propose the extended information ratio as an objective function, using the information ratio, beta, prime beta, or correlation coefficient in this paper. We apply the simulated annealing (SA) to optimize the portfolio employing the proposed ratio. For the SA, we make the neighbor by the operation that changes the structure of the weights in the portfolio. In the numerical experiments, we show that our portfolios keep the good performances when the market trend of the future period becomes different from that of the past period.
DEFF Research Database (Denmark)
Sadegh, Payman
1997-01-01
This paper deals with a projection algorithm for stochastic approximation using simultaneous perturbation gradient approximation for optimization under inequality constraints where no direct gradient of the loss function is available and the inequality constraints are given as explicit functions...
Trade-offs and efficiencies in optimal budget-constrained multispecies corridor networks
Dilkina, Bistra; Houtman, Rachel; Gomes, Carla P.; Montgomery, Claire A.; McKelvey, Kevin; Kendall, Katherine; Graves, Tabitha A.; Bernstein, Richard; Schwartz, Michael K.
2017-01-01
Conservation biologists recognize that a system of isolated protected areas will be necessary but insufficient to meet biodiversity objectives. Current approaches to connecting core conservation areas through corridors consider optimal corridor placement based on a single optimization goal: commonly, maximizing the movement for a target species across a network of protected areas. We show that designing corridors for single species based on purely ecological criteria leads to extremely expensive linkages that are suboptimal for multispecies connectivity objectives. Similarly, acquiring the least-expensive linkages leads to ecologically poor solutions. We developed algorithms for optimizing corridors for multispecies use given a specific budget. We applied our approach in western Montana to demonstrate how the solutions may be used to evaluate trade-offs in connectivity for 2 species with different habitat requirements, different core areas, and different conservation values under different budgets. We evaluated corridors that were optimal for each species individually and for both species jointly. Incorporating a budget constraint and jointly optimizing for both species resulted in corridors that were close to the individual species movement-potential optima but with substantial cost savings. Our approach produced corridors that were within 14% and 11% of the best possible corridor connectivity for grizzly bears (Ursus arctos) and wolverines (Gulo gulo), respectively, and saved 75% of the cost. Similarly, joint optimization under a combined budget resulted in improved connectivity for both species relative to splitting the budget in 2 to optimize for each species individually. Our results demonstrate economies of scale and complementarities conservation planners can achieve by optimizing corridor designs for financial costs and for multiple species connectivity jointly. We believe that our approach will facilitate corridor conservation by reducing acquisition costs
Dao, Son Duy; Abhary, Kazem; Marian, Romeo
2017-01-01
Integration of production planning and scheduling is a class of problems commonly found in manufacturing industry. This class of problems associated with precedence constraint has been previously modeled and optimized by the authors, in which, it requires a multidimensional optimization at the same time: what to make, how many to make, where to make and the order to make. It is a combinatorial, NP-hard problem, for which no polynomial time algorithm is known to produce an optimal result on a random graph. In this paper, the further development of Genetic Algorithm (GA) for this integrated optimization is presented. Because of the dynamic nature of the problem, the size of its solution is variable. To deal with this variability and find an optimal solution to the problem, GA with new features in chromosome encoding, crossover, mutation, selection as well as algorithm structure is developed herein. With the proposed structure, the proposed GA is able to "learn" from its experience. Robustness of the proposed GA is demonstrated by a complex numerical example in which performance of the proposed GA is compared with those of three commercial optimization solvers.
Dao, Son Duy; Abhary, Kazem; Marian, Romeo
2017-01-01
Integration of production planning and scheduling is a class of problems commonly found in manufacturing industry. This class of problems associated with precedence constraint has been previously modeled and optimized by the authors, in which, it requires a multidimensional optimization at the same time: what to make, how many to make, where to make and the order to make. It is a combinatorial, NP-hard problem, for which no polynomial time algorithm is known to produce an optimal result on a random graph. In this paper, the further development of Genetic Algorithm (GA) for this integrated optimization is presented. Because of the dynamic nature of the problem, the size of its solution is variable. To deal with this variability and find an optimal solution to the problem, GA with new features in chromosome encoding, crossover, mutation, selection as well as algorithm structure is developed herein. With the proposed structure, the proposed GA is able to "learn" from its experience. Robustness of the proposed GA is demonstrated by a complex numerical example in which performance of the proposed GA is compared with those of three commercial optimization solvers.
A BPTT-like Min-Max Optimal Control Algorithm for Nonlinear Systems
Milić, Vladimir; Kasać, Josip; Majetić, Dubravko; Šitum, Željko
2010-09-01
This paper presents a conjugate gradient-based algorithm for feedback min-max optimal control of nonlinear systems. The algorithm has a backward-in-time recurrent structure similar to the back propagation through time (BPTT) algorithm. The control law is given as the output of the one-layer neural network. Main contribution of the paper includes the integration of BPTT techniques, conjugate gradient methods, Adams method for solving ODEs and automatic differentiation (AD), to provide an effective, novel algorithm for solving numerically optimally min-max control problems. The proposed algorithm is applied to the rotational/translational actuator (RTAC) nonlinear benchmark problem with control and state vector constraints.
Institute of Scientific and Technical Information of China (English)
Ronghua Huan; Lincong Chen; Weiliang Jin; Weiqiu Zhu
2009-01-01
An optimal vibration control strategy for partially observable nonlinear quasi Hamil-tonian systems with actuator saturation is proposed. First, a controlled partially observable non-linear system is converted into a completely observable linear control system of finite dimension based on the theorem due to Charalambous and Elliott. Then the partially averaged Ito stochas-tic differential equations and dynamical programming equation associated with the completely observable linear system are derived by using the stochastic averaging method and stochastic dynamical programming principle, respectively. The optimal control law is obtained from solving the final dynamical programming equation. The results show that the proposed control strategy has high control effectiveness and control efficiency.
Chance Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
Bienstock, Daniel; Harnett, Sean
2012-01-01
When uncontrollable resources fluctuate, Optimum Power Flow (OPF), routinely used by the electric power industry to re-dispatch hourly controllable generation (coal, gas and hydro plants) over control areas of transmission networks, can result in grid instability, and, potentially, cascading outages. This risk arises because OPF dispatch is computed without awareness of major uncertainty, in particular fluctuations in renewable output. As a result, grid operation under OPF with renewable variability can lead to frequent conditions where power line flow ratings are significantly exceeded. Such a condition, which is borne by simulations of real grids, would likely resulting in automatic line tripping to protect lines from thermal stress, a risky and undesirable outcome which compromises stability. Smart grid goals include a commitment to large penetration of highly fluctuating renewables, thus calling to reconsider current practices, in particular the use of standard OPF. Our Chance Constrained (CC) OPF correct...
Optimal Coordinated EV Charging with Reactive Power Support in Constrained Distribution Grids
Energy Technology Data Exchange (ETDEWEB)
Paudyal, Sumit; Ceylan, Oğuzhan; Bhattarai, Bishnu P.; Myers, Kurt S.
2017-07-01
Electric vehicle (EV) charging/discharging can take place in any P-Q quadrants, which means EVs could support reactive power to the grid while charging the battery. In controlled charging schemes, distribution system operator (DSO) coordinates with the charging of EV fleets to ensure grid’s operating constraints are not violated. In fact, this refers to DSO setting upper bounds on power limits for EV charging. In this work, we demonstrate that if EVs inject reactive power into the grid while charging, DSO could issue higher upper bounds on the active power limits for the EVs for the same set of grid constraints. We demonstrate the concept in an 33-node test feeder with 1,500 EVs. Case studies show that in constrained distribution grids in coordinated charging, average costs of EV charging could be reduced if the charging takes place in the fourth P-Q quadrant compared to charging with unity power factor.
Optimization of Nonlinear Transport-Production Task of Medical Waste
Michlowicz, Edward
2012-09-01
The paper reflects on optimization of transportation - production tasks for the processing of medical waste. For the existing network of collection points and processing plants, according to its algorithm, the optimal allocation of tasks to the cost of transport to the respective plants has to be determined. It was assumed that the functions determining the processing costs are polynomials of the second degree. To solve the problem, a program written in MatLab environment equalization algorithm based on a marginal cost JCC was used.
A monotonic method for solving nonlinear optimal control problems
Salomon, Julien
2009-01-01
Initially introduced in the framework of quantum control, the so-called monotonic algorithms have shown excellent numerical results when dealing with various bilinear optimal control problems. This paper aims at presenting a unified formulation of such procedures and the intrinsic assumptions they require. In this framework, we prove the feasibility of the general algorithm. Finally, we explain how these assumptions can be relaxed.
A unified aggregation and relaxation approach for stress-constrained topology optimization
DEFF Research Database (Denmark)
Verbart, Alexander; Langelaar, Matthijs; Keulen, Fred van
2017-01-01
optima accessible. The main advantage is that no separate constraint relaxation techniques are necessary, which reduces the parameter dependence of the problem. Furthermore, there is a clear relationship between the original feasible domain and the perturbed feasible domain via this aggregation parameter.......In this paper, we propose a unified aggregation and relaxation approach for topology optimization with stress constraints. Following this approach, we first reformulate the original optimization problem with a design-dependent set of constraints into an equivalent optimization problem with a fixed...... design-independent set of constraints. The next step is to perform constraint aggregation over the reformulated local constraints using a lower bound aggregation function. We demonstrate that this approach concurrently aggregates the constraints and relaxes the feasible domain, thereby making singular...
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Pearson, John W.
2012-11-21
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach. © 2012 John Wiley & Sons, Ltd.
Modeling and Optimization of Vehicle Suspension Employing a Nonlinear Fluid Inerter
Directory of Open Access Journals (Sweden)
Yujie Shen
2016-01-01
Full Text Available An ideal inerter has been applied to various vibration engineering fields because of its superior vibration isolation performance. This paper proposes a new type of fluid inerter and analyzes the nonlinearities including friction and nonlinear damping force caused by the viscosity of fluid. The nonlinear model of fluid inerter is demonstrated by the experiments analysis. Furthermore, the full-car dynamic model involving the nonlinear fluid inerter is established. It has been detected that the performance of the vehicle suspension may be influenced by the nonlinearities of inerter. So, parameters of the suspension system including the spring stiffness and the damping coefficient are optimized by means of QGA (quantum genetic algorithm, which combines the genetic algorithm and quantum computing. Results indicate that, compared with the original nonlinear suspension system, the RMS (root-mean-square of vertical body acceleration of optimized suspension has decreased by 9.0%, the RMS of pitch angular acceleration has decreased by 19.9%, and the RMS of roll angular acceleration has decreased by 9.6%.
Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation
Institute of Scientific and Technical Information of China (English)
Rong-hua HUAN; Wei-qiu ZHU; Yong-jun WU
2008-01-01
A modified nonlinear stochastic optimal bounded control strategy for random excited hysteretic systems with actuator saturation is proposed. First, a controlled hysteretic system is converted into an equivalent nonlinear nonhysteretic stochastic system. Then, the partially averaged It6 stochastic differential equation and dynamical programming equation are established, respectively, by using the stochastic averaging method for quasi non-integrable Hamiltonian systems and stochastic dynamical programming principle, from which the optimal control law consisting of optimal unbounded control and bang-bang control is derived. Finally, the response of optimally controlled system is predicted by solving the Fokker-Planck-Kolmogorov (FPK) equation associated with the fully averaged It6 equation. Numerical results show that the proposed control strategy has high control effectiveness and efficiency.
Directory of Open Access Journals (Sweden)
Gao Dexin
2012-10-01
Full Text Available This paper concentrates on the solution of state feedback exact linearization zero steady-state error optimal control problem for nonlinear systems affected by external disturbances. Firstly, the nonlinear system model with external disturbances is converted to quasi-linear system model by differential homeomorphism. Using Internal Model Optional Control (IMOC, the disturbances compensator is designed, which exactly offset the impact of external disturbances on the system. Taking the system and the disturbances compensator in series, a new augmented system is obtained. Then the zero steady-state error optimal control problem is transformed into the optimal regulator design problem of an augmented system, and the optimal static error feedback control law is designed according to the different quadratic performance index. At last, the simulation results show the effectiveness of the method.
Stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. The response of the controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation and the Riccati equation for the estimated error of system states. As an example to illustrate the procedure and effectiveness of the proposed method, the stochastic optimal control problem of a partially observable two-degree-of-freedom quasi-integrable Hamiltonian system is worked out in detail.
Institute of Scientific and Technical Information of China (English)
Changshui Feng; Weiqiu Zhu
2008-01-01
A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Ito equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov (FPK) equation associated with the completed averaged Ito equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.
Directory of Open Access Journals (Sweden)
Mohd Ariffanan Mohd Basri
2015-09-01
Full Text Available Quadrotor unmanned aerial vehicle (UAV is an unstable nonlinear control system. Therefore, the development of a high performance controller for such a multi-input and multi-output (MIMO system is important. The backstepping controller (BC has been successfully applied to control a variety of nonlinear systems. Conventionally, control parameters of a BC are usually chosen arbitrarily. The problems in this method are the adjustment is time demanding and a designer can never tell exactly what are the optimal control parameters should be selected. In this paper, the contribution is focused on an optimal control design for stabilization and trajectory tracking of a quadrotor UAV. Firstly, a dynamic model of the aerial vehicle is mathematically formulated. Then, an optimal backstepping controller (OBC is proposed. The particle swarm optimization (PSO algorithm is used to compute control parameters of the OBC. Finally, simulation results of a highly nonlinear quadrotor system are presented to demonstrate the effectiveness of the proposed control method. From the simulation results it is observed that the OBC tuned by PSO provides a high control performance of an autonomous quadrotor UAV.
Kitaura, Francisco-Shu; Scoccola, Claudia; Chuang, Chia-Hsun; Müller, Volker; Yepes, Gustavo; Prada, Francisco
2014-01-01
We present a method to produce mock galaxy catalogues with efficient perturbation theory schemes, which match the number density, power spectra and bispectra in real and in redshift space from N-body simulations. The essential contribution of this work is the way in which we constrain the bias parameters in the PATCHY-code. In addition of aiming at reproducing the two-point statistics, we seek the set of bias parameters, which constrain the univariate halo probability distribution function (PDF) encoding higher-order correlation functions. We demonstrate that halo catalogues based on the same underlying dark matter field with a fix halo number density, and accurately matching the power spectrum (within 2%), can lead to very different bispectra depending on the adopted halo bias model. A model ignoring the shape of the halo PDF can lead to deviations up to factors of 2. The catalogues obtained additionally constraining the shape of the halo PDF can significantly lower the discrepancy in the three-point statist...
Mullineux, G; Hicks, B J; Berry, C
2012-04-28
Understanding what happens in terms of delamination during buckling of laminate materials is of importance across a range of engineering sectors. Normally concern is that the strength of the material is not significantly impaired. Carton-board is a material with a laminate structure and, in the initial creation of carton nets, the board is creased in order to weaken the structure. This means that when the carton is eventually folded into its three-dimensional form, correct folding occurs along the weakened crease lines. Understanding what happens during creasing and folding is made difficult by the nonlinear nature of the material properties. This paper considers a simplified approach which extends the idea of minimizing internal energy so that the effects of delamination can be handled. This allows a simulation which reproduces the form of buckling-delamination observed in practice and the form of the torque-rotation relation.
Constrained Optimization Problems in Cost and Managerial Accounting--Spreadsheet Tools
Amlie, Thomas T.
2009-01-01
A common problem addressed in Managerial and Cost Accounting classes is that of selecting an optimal production mix given scarce resources. That is, if a firm produces a number of different products, and is faced with scarce resources (e.g., limitations on labor, materials, or machine time), what combination of products yields the greatest profit…
Design Optimization of Time- and Cost-Constrained Fault-Tolerant Distributed Embedded Systems
DEFF Research Database (Denmark)
Izosimov, Viacheslav; Pop, Paul; Eles, Petru;
2005-01-01
In this paper we present an approach to the design optimization of fault-tolerant embedded systems for safety-critical applications. Processes are statically scheduled and communications are performed using the time-triggered protocol. We use process re-execution and replication for tolerating...
Trade-Off Analysis vs. Constrained Optimization with an Economic Control Chart Model
1994-01-01
description of this technique can be found in Luenberger (1989) or Reklaitis et al. (1983). Similar to the economic statistical designs, the trade-off...15] Reklaitis , G. V.; Ravindran, A.; and Ragsdell, K. M., Engineering Optimization, Methods and Applications, John Wiley & Sons, New York (1983). [16
Directory of Open Access Journals (Sweden)
Sie Long Kek
2015-01-01
Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
Directory of Open Access Journals (Sweden)
B. Shank
2014-11-01
Full Text Available We present a detailed thermal and electrical model of superconducting transition edge sensors (TESs connected to quasiparticle (qp traps, such as the W TESs connected to Al qp traps used for CDMS (Cryogenic Dark Matter Search Ge and Si detectors. We show that this improved model, together with a straightforward time-domain optimal filter, can be used to analyze pulses well into the nonlinear saturation region and reconstruct absorbed energies with optimal energy resolution.
Nonlinear program based optimization of boost and buck-boost converter designs
Rahman, S.; Lee, F. C.
1981-01-01
The facility of an Augmented Lagrangian (ALAG) multiplier based nonlinear programming technique is demonstrated for minimum-weight design optimizations of boost and buck-boost power converters. Certain important features of ALAG are presented in the framework of a comprehensive design example for buck-boost power converter design optimization. The study provides refreshing design insight of power converters and presents such information as weight and loss profiles of various semiconductor components and magnetics as a function of the switching frequency.
Shank, B; Cabrera, B; Kreikebaum, J M; Moffatt, R; Redl, P; Young, B A; Brink, P L; Cherry, M; Tomada, A
2014-01-01
We present a detailed thermal and electrical model of superconducting transition edge sensors (TESs) connected to quasiparticle (qp) traps, such as the W TESs connected to Al qp traps used for CDMS (Cryogenic Dark Matter Search) Ge and Si detectors. We show that this improved model, together with a straightforward time-domain optimal filter, can be used to analyze pulses well into the nonlinear saturation region and reconstruct absorbed energies with optimal energy resolution.
Optimal apodization design for medical ultrasound using constrained least squares part I: theory.
Guenther, Drake A; Walker, William F
2007-02-01
Aperture weighting functions are critical design parameters in the development of ultrasound systems because beam characteristics affect the contrast and point resolution of the final output image. In previous work by our group, we developed a metric that quantifies a broadband imaging system's contrast resolution performance. We now use this metric to formulate a novel general ultrasound beamformer design method. In our algorithm, we use constrained least squares (CLS) techniques and a linear algebra formulation to describe the system point spread function (PSF) as a function of the aperture weightings. In one approach, we minimize the energy of the PSF outside a certain boundary and impose a linear constraint on the aperture weights. In a second approach, we minimize the energy of the PSF outside a certain boundary while imposing a quadratic constraint on the energy of the PSF inside the boundary. We present detailed analysis for an arbitrary ultrasound imaging system and discuss several possible applications of the CLS techniques, such as designing aperture weightings to maximize contrast resolution and improve the system depth of field.
A Novel Genetic-based Optimization for Transmission Constrained Generation Expansion Planning
Directory of Open Access Journals (Sweden)
Iman Goroohi Sardou
2013-12-01
Full Text Available Transmission constrained generation expansion planning (TC-GEP problem involves decisions on site, capacity, type of fuel, and etc. of new generation units, which should be installed over a planning horizon to meet the expectations of energy demand. This may lead to adding or lightening transmission lines congestion. This paper presents an application of genetic algorithm (GA to TC-GEP problem for simultaneously determination of new generation site, capacity and fuel type for a multi-period generation expansion plan. The objective function in this paper is to minimize the total generation cost which is composed of generation capital investment costs, operation and maintenance (O&M costs, outage cost, transmission losses costs and transmission enhancement costs. In this paper, also a new method is proposed for computing transmission enhancement costs. In addition a new approach is presented in this paper to determine site and number of combined cycle power plants regarding to candidate units. The GA is applied to solve TC-GEP problem for 4 bus test system from Grainger & Stevenson for a planning horizon of one year and the results are compared and validated against Enumeration Method (EM. Then GA is applied to solve TC-GEP problem for IEEE-RTS 24-bus test system for a planning horizon of three years and results are discussed.
RCLED Optimization and Nonlinearity Compensation in a Polymer Optical Fiber DMT System
Directory of Open Access Journals (Sweden)
Pu Miao
2016-09-01
Full Text Available In polymer optical fiber (POF systems, the nonlinear transfer function of the resonant cavity light emitting diode (RCLED drastically degrades the communication performance. After investigating the characteristics of the RCLED nonlinear behavior, an improved digital look-up-table (LUT pre-distorter, based on an adaptive iterative algorithm, is proposed. Additionally, the system parameters, including the bias current, the average electrical power, the LUT size and the step factor are also jointly optimized to achieve a trade-off between the system linearity, reliability and the computational complexity. With the proposed methodology, both the operating point and efficiency of RCLED are enhanced. Moreover, in the practical 50 m POF communication system with the discrete multi-tone (DMT modulation, the bit error rate performance is improved by over 12 dB when RCLED is operating in the nonlinear region. Therefore, the proposed pre-distorter can both resist the nonlinearity and improve the operating point of RCLED.
Directory of Open Access Journals (Sweden)
Aijia Ouyang
2015-01-01
Full Text Available Nonlinear Muskingum models are important tools in hydrological forecasting. In this paper, we have come up with a class of new discretization schemes including a parameter θ to approximate the nonlinear Muskingum model based on general trapezoid formulas. The accuracy of these schemes is second order, if θ≠1/3, but interestingly when θ=1/3, the accuracy of the presented scheme gets improved to third order. Then, the present schemes are transformed into an unconstrained optimization problem which can be solved by a hybrid invasive weed optimization (HIWO algorithm. Finally, a numerical example is provided to illustrate the effectiveness of the present methods. The numerical results substantiate the fact that the presented methods have better precision in estimating the parameters of nonlinear Muskingum models.
Simple procedures for imposing constraints for nonlinear least squares optimization
Energy Technology Data Exchange (ETDEWEB)
Carvalho, R. [Petrobras, Rio de Janeiro (Brazil); Thompson, L.G.; Redner, R.; Reynolds, A.C. [Univ. of Tulsa, OK (United States)
1995-12-31
Nonlinear regression method (least squares, least absolute value, etc.) have gained acceptance as practical technology for analyzing well-test pressure data. Even for relatively simple problems, however, commonly used algorithms sometimes converge to nonfeasible parameter estimates (e.g., negative permeabilities) resulting in a failure of the method. The primary objective of this work is to present a new method for imaging the objective function across all boundaries imposed to satisfy physical constraints on the parameters. The algorithm is extremely simple and reliable. The method uses an equivalent unconstrained objective function to impose the physical constraints required in the original problem. Thus, it can be used with standard unconstrained least squares software without reprogramming and provides a viable alternative to penalty functions for imposing constraints when estimating well and reservoir parameters from pressure transient data. In this work, the authors also present two methods of implementing the penalty function approach for imposing parameter constraints in a general unconstrained least squares algorithm. Based on their experience, the new imaging method always converges to a feasible solution in less time than the penalty function methods.
Optimal experimental design for non-linear models theory and applications
Kitsos, Christos P
2013-01-01
This book tackles the Optimal Non-Linear Experimental Design problem from an applications perspective. At the same time it offers extensive mathematical background material that avoids technicalities, making it accessible to non-mathematicians: Biologists, Medical Statisticians, Sociologists, Engineers, Chemists and Physicists will find new approaches to conducting their experiments. The book is recommended for Graduate Students and Researchers.
Conditional nonlinear optimal perturbations of the double-gyre ocean circulation
Terwisscha van Scheltinga, A.D.; Dijkstra, H.A.
2008-01-01
In this paper, we study the development of finite amplitude perturbations on linearly stable steady barotropic double-gyre flows in a rectangular basin using the concept of Conditional Nonlinear Optimal Perturbation (CNOP). The CNOPs depend on a time scale of evolution te and an initial perturbation
Energy-Constrained Quality Optimization for Secure Image Transmission in Wireless Sensor Networks
Directory of Open Access Journals (Sweden)
Wei Wang
2007-01-01
Full Text Available Resource allocation for multimedia selective encryption and energy efficient transmission has not been fully investigated in literature for wireless sensor networks (WSNs. In this article, we propose a new cross-layer approach to optimize selectively encrypted image transmission quality in WSNs with strict energy constraint. A new selective image encryption approach favorable for unequal error protection (UEP is proposed, which reduces encryption overhead considerably by controlling the structure of image bitstreams. Also, a novel cross-layer UEP scheme based on cipher-plain-text diversity is studied. In this UEP scheme, resources are unequally and optimally allocated in the encrypted bitstream structure, including data position information and magnitude value information. Simulation studies demonstrate that the proposed approach can simultaneously achieve improved image quality and assured energy efficiency with secure transmissions over WSNs.
Model-Constrained Optimization Methods for Reduction of Parameterized Large-Scale Systems
2007-05-01
colorful with his stereo karaoke system. Anh Hai, thanks for helping me move my furnitures many times, and for all the beers too! To all Vietnamese...visit them. My trips to Springfield would have been very boring if Anh Tung (+ Thao) and Anh Danh (+ Thuy) had not turn on their super stereo karaoke ...expensive to solve, e.g. for applications such as optimal design or probabilistic analyses. Model order reduction is a powerful tool that permits the
Stress-constrained truss topology optimization problems that can be solved by linear programming
DEFF Research Database (Denmark)
Stolpe, Mathias; Svanberg, Krister
2004-01-01
We consider the problem of simultaneously selecting the material and determining the area of each bar in a truss structure in such a way that the cost of the structure is minimized subject to stress constraints under a single load condition. We show that such problems can be solved by linear...... programming to give the global optimum, and that two different materials are always sufficient in an optimal structure....
Reuther, James; Jameson, Antony; Alonso, Juan Jose; Rimlinger, Mark J.; Saunders, David
1997-01-01
An aerodynamic shape optimization method that treats the design of complex aircraft configurations subject to high fidelity computational fluid dynamics (CFD), geometric constraints and multiple design points is described. The design process will be greatly accelerated through the use of both control theory and distributed memory computer architectures. Control theory is employed to derive the adjoint differential equations whose solution allows for the evaluation of design gradient information at a fraction of the computational cost required by previous design methods. The resulting problem is implemented on parallel distributed memory architectures using a domain decomposition approach, an optimized communication schedule, and the MPI (Message Passing Interface) standard for portability and efficiency. The final result achieves very rapid aerodynamic design based on a higher order CFD method. In order to facilitate the integration of these high fidelity CFD approaches into future multi-disciplinary optimization (NW) applications, new methods must be developed which are capable of simultaneously addressing complex geometries, multiple objective functions, and geometric design constraints. In our earlier studies, we coupled the adjoint based design formulations with unconstrained optimization algorithms and showed that the approach was effective for the aerodynamic design of airfoils, wings, wing-bodies, and complex aircraft configurations. In many of the results presented in these earlier works, geometric constraints were satisfied either by a projection into feasible space or by posing the design space parameterization such that it automatically satisfied constraints. Furthermore, with the exception of reference 9 where the second author initially explored the use of multipoint design in conjunction with adjoint formulations, our earlier works have focused on single point design efforts. Here we demonstrate that the same methodology may be extended to treat
Constraining the atmosphere of GJ 1214b using an optimal estimation technique
Barstow, Joanna K; Irwin, Patrick G J; Fletcher, Leigh N; Lee, Jae-Min
2013-01-01
We explore cloudy, extended H2-He atmosphere scenarios for the warm super-Earth GJ 1214b using an optimal estimation retrieval technique. This planet, orbiting an M4.5 star only 13 pc from the Earth, is of particular interest because it lies between the Earth and Neptune in size and may be a member of a new class of planet that is neither terrestrial nor gas giant. Its relatively flat transmission spectrum has so far made atmospheric characterisation difficult. The NEMESIS algorithm (Irwin et al. 2008) is used to explore the degenerate model parameter space for a cloudy, H2-He-dominated atmosphere scenario. Optimal estimation is a data-led approach that allows solutions beyond the range permitted by ab initio equilibrium model atmosphere calculations, and as such prevents restriction from prior expectations. We show that optimal estimation retrieval is a powerful tool for this kind of study, and present an exploration of the degenerate atmospheric scenarios for GJ 1214b. Whilst we find a family of solutions t...
The L_infinity constrained global optimal histogram equalization technique for real time imaging
Ren, Qiongwei; Niu, Yi; Liu, Lin; Jiao, Yang; Shi, Guangming
2015-08-01
Although the current imaging sensors can achieve 12 or higher precision, the current display devices and the commonly used digital image formats are still only 8 bits. This mismatch causes significant waste of the sensor precision and loss of information when storing and displaying the images. For better usage of the precision-budget, tone mapping operators have to be used to map the high-precision data into low-precision digital images adaptively. In this paper, the classic histogram equalization tone mapping operator is reexamined in the sense of optimization. We point out that the traditional histogram equalization technique and its variants are fundamentally improper by suffering from local optimum problems. To overcome this drawback, we remodel the histogram equalization tone mapping task based on graphic theory which achieves the global optimal solutions. Another advantage of the graphic-based modeling is that the tone-continuity is also modeled as a vital constraint in our approach which suppress the annoying boundary artifacts of the traditional approaches. In addition, we propose a novel dynamic programming technique to solve the histogram equalization problem in real time. Experimental results shows that the proposed tone-preserved global optimal histogram equalization technique outperforms the traditional approaches by exhibiting more subtle details in the foreground while preserving the smoothness of the background.
OPTIMAL SELECTION FOR THE WEIGHTED COEFFICIENTS OF THE CONSTRAINED VARIATIONAL PROBLEMS
Institute of Scientific and Technical Information of China (English)
魏鸣; 刘国庆; 王成刚; 葛文忠; 许秦
2003-01-01
The aim is to put forward the optimal selecting of weights in variational problem in which the linear advection equation is used as constraint. The selection of the functional weight coefficients (FWC) is one of the key problems for the relevant research. It was arbitrary and subjective to some extent presently. To overcome this difficulty, the reasonable assumptions were given for the observation field and analyz ed field, variational problems with "weak constraints" and "strong constraints" were considered separately. By solving Euler' s equation with the matrix theory and the finite difference method of partial differential equation, the objective weight coefficients were obtained in the minimum variance of the difference between the analyzed field and ideal field. Deduction results show that theoretically the optimal selection indeed exists in the weighting factors of the cost function in the means of the minimal variance between the analysis and ideal field in terms of the matrix theory and partial differential ( corresponding difference ) equation, if the reasonable assumption from the actual problem is valid and the differnece equation is stable.It may realize the coordination among the weight factors, numerical models and the observational data. With its theoretical basis as well as its prospects of applications, this objective selecting method is probably a way towards the finding of the optimal weighting factors in the variational problem.
Dynamic Control and Optimization of Capital-Constrained Stochastic Inventory Systems
Institute of Scientific and Technical Information of China (English)
ZHAO Xiu-li; WANG Shou-yang
2015-01-01
For most firms, especially the small-and medium-sized ones, the operational decisions are affected by their internal capital and ability to obtain external capital .However , the majority of the current studies on dynamic inventory control ignore the firm ’ s financial status and financing issues completely .An important question that arises is:what are the dynamic optimal inventory and financing policies for firms with limited capital and limited access to external capital ?In this paper , we review some of the latest developments in this area .After a brief review of single period models , we focus on multi-period dynamic control of the firm who aims to optimize its xpected terminal wealth .Two cases are discussed in detail:self-finance and short term finance .In the first case , the firm has to rely on its own capital for all ordering decisions , while in the second , the firm can borrow short term loan from lenders .A detailed characterization of the optimal policy is presented and its managerial insights are discussed .Several possible extensions are suggested .
Energy Technology Data Exchange (ETDEWEB)
Ji-Zheng Chu; Shyan-Shu Shieh; Shi-Shang Jang; Chuan-I Chien; Hou-Peng Wan; Hsu-Hsun Ko [Beijing University of Chemical Technology, Beijing (China). Department of Automation
2003-04-01
Combustion in a boiler is too complex to be analytically described with mathematical models. To meet the needs of operation optimization, on-site experiments guided by the statistical optimization methods are often necessary to achieve the optimum operating conditions. This study proposes a new constrained optimization procedure using artificial neural networks as models for target processes. Information analysis based on random search, fuzzy c-mean clustering, and minimization of information free energy is performed iteratively in the procedure to suggest the location of future experiments, which can greatly reduce the number of experiments needed. The effectiveness of the proposed procedure in searching optima is demonstrated by three case studies: (1) a bench-mark problem, namely minimization of the modified Himmelblau function under a circle constraint; (2) both minimization of NOx and CO emissions and maximization of thermal efficiency for a simulated combustion process of a boiler; (3) maximization of thermal efficiency within NOx and CO emission limits for the same combustion process. The simulated combustion process is based on a commercial software package CHEMKIN, where 78 chemical species and 467 chemical reactions related to the combustion mechanism are incorporated and a plug-flow model and a load-correlated temperature distribution for the combustion tunnel of a boiler are used. 22 refs., 6 figs., 4 tabs.
Institute of Scientific and Technical Information of China (English)
Peihua GUO; Detong ZHU
2008-01-01
The authors propose an affine scaling modified gradient path method in association with reduced projective Hessian and nonmonotonic interior backtracking line search techniques for solving the linear equality constrained optimization subject to bounds on variables. By employing the QR decomposition of the constraint matrix and the eigensystem decomposition of reduced projective Hes-sian matrix in the subproblem, the authors form affine scaling modified gradient curvilinear path very easily. By using interior backtracking line search technique, each iterate switches to trial step of strict interior feasibility. The global convergence and fast local superlinear/quadratical convergence rates of the proposed algorithm are established under some reasonable conditions. A nonmonotonic criterion should bring about speeding up the convergence progress in some ill-conditioned cases. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.
DEFF Research Database (Denmark)
Mirzaei, Mahmood; Tibaldi, Carlo; Hansen, Morten Hartvig
2016-01-01
PI/PID controllers are the most common wind turbine controllers. Normally a first tuning is obtained using methods such as pole-placement or Ziegler-Nichols and then extensive aeroelastic simulations are used to obtain the best tuning in terms of regulation of the outputs and reduction of the loads....... In the traditional tuning approaches, the properties of different open loop and closed loop transfer functions of the system are not normally considered. In this paper, an assessment of the pole-placement tuning method is presented based on robustness measures. Then a constrained optimization setup is suggested...... to automatically tune the wind turbine controller subject to robustness constraints. The properties of the system such as the maximum sensitivity and complementary sensitivity functions (Ms and Mt), along with some of the responses of the system, are used to investigate the controller performance and formulate...
Energy Technology Data Exchange (ETDEWEB)
Rafique, Rashid; Kumar, Sandeep; Luo, Yiqi; Kiely, Gerard; Asrar, Ghassem R.
2015-02-01
he accurate calibration of complex biogeochemical models is essential for the robust estimation of soil greenhouse gases (GHG) as well as other environmental conditions and parameters that are used in research and policy decisions. DayCent is a popular biogeochemical model used both nationally and internationally for this purpose. Despite DayCent’s popularity, its complex parameter estimation is often based on experts’ knowledge which is somewhat subjective. In this study we used the inverse modelling parameter estimation software (PEST), to calibrate the DayCent model based on sensitivity and identifi- ability analysis. Using previously published N2 O and crop yield data as a basis of our calibration approach, we found that half of the 140 parameters used in this study were the primary drivers of calibration dif- ferences (i.e. the most sensitive) and the remaining parameters could not be identified given the data set and parameter ranges we used in this study. The post calibration results showed improvement over the pre-calibration parameter set based on, a decrease in residual differences 79% for N2O fluxes and 84% for crop yield, and an increase in coefficient of determination 63% for N2O fluxes and 72% for corn yield. The results of our study suggest that future studies need to better characterize germination tem- perature, number of degree-days and temperature dependency of plant growth; these processes were highly sensitive and could not be adequately constrained by the data used in our study. Furthermore, the sensitivity and identifiability analysis was helpful in providing deeper insight for important processes and associated parameters that can lead to further improvement in calibration of DayCent model.
Siade, A. J.; Prommer, H.; Welter, D.
2014-12-01
Groundwater management and remediation requires the implementation of numerical models in order to evaluate the potential anthropogenic impacts on aquifer systems. In many situations, the numerical model must, not only be able to simulate groundwater flow and transport, but also geochemical and biological processes. Each process being simulated carries with it a set of parameters that must be identified, along with differing potential sources of model-structure error. Various data types are often collected in the field and then used to calibrate the numerical model; however, these data types can represent very different processes and can subsequently be sensitive to the model parameters in extremely complex ways. Therefore, developing an appropriate weighting strategy to address the contributions of each data type to the overall least-squares objective function is not straightforward. This is further compounded by the presence of potential sources of model-structure errors that manifest themselves differently for each observation data type. Finally, reactive transport models are highly nonlinear, which can lead to convergence failure for algorithms operating on the assumption of local linearity. In this study, we propose a variation of the popular, particle swarm optimization algorithm to address trade-offs associated with the calibration of one data type over another. This method removes the need to specify weights between observation groups and instead, produces a multi-dimensional Pareto front that illustrates the trade-offs between data types. We use the PEST++ run manager, along with the standard PEST input/output structure, to implement parallel programming across multiple desktop computers using TCP/IP communications. This allows for very large swarms of particles without the need of a supercomputing facility. The method was applied to a case study in which modeling was used to gain insight into the mobilization of arsenic at a deepwell injection site
Zhang, Chao; Ren, Pinyi; Peng, Jingbo; Wei, Guo; Du, Qinghe; Wang, Yichen
2011-01-01
In this paper, we propose an optimal relay power allocation of an Amplify-and-Forward relay networks with non-linear power amplifiers. Based on Bussgang Linearization Theory, we depict the non-linear amplifying process into a linear system, which lets analyzing system performance easier. To obtain spatial diversity, we design a complete practical framework of a non-linear distortion aware receiver. Consider a total relay power constraint, we propose an optimal power allocation scheme to maxim...
Fast Bundle-Level Type Methods for Unconstrained and Ball-Constrained Convex Optimization
2014-12-01
of half- spaces , hence it is convex and closed. Therefore, the subproblem (3.4) always has a unique solution as long as Qk is non-empty. To finish the...pixels in the image. The ‖u‖TV is convex and non-smooth. Table 5.1 Uniformly distributed QP instances A : n = 4000,m = 3000, L = 2.0e6, e0 = 2.89e4 Alg...generation. Mathematical pro- gramming, 118(1):177–206, 2009. [14] G. Lan. Bundle-level type methods uniformly optimal for smooth and non-smooth convex
Wrapper/TAM Co-Optimization and constrained Test Scheduling for SOCs Using Rectangle Bin Packing
Babu, Hafiz Md Hasan; Karim, Muhammad Rezaul; Mahmud, Abdullah Al; Islam, Md Saiful
2010-01-01
This paper describes an integrated framework for SOC test automation. This framework is based on a new approach for Wrapper/TAM co-optimization based on rectangle packing considering the diagonal length of the rectangles to emphasize on both TAM widths required by a core and its corresponding testing time .In this paper, an efficient algorithm has been proposed to construct wrappers that reduce testing time for cores. Rectangle packing has been used to develop an integrated scheduling algorithm that incorporates power constraints in the test schedule. The test power consumption is important to consider since exceeding the system's power limit might damage the system.
Nonlinear Thermodynamic Analysis and Optimization of a Carnot Engine Cycle
Directory of Open Access Journals (Sweden)
Michel Feidt
2016-06-01
Full Text Available As part of the efforts to unify the various branches of Irreversible Thermodynamics, the proposed work reconsiders the approach of the Carnot engine taking into account the finite physical dimensions (heat transfer conductances and the finite speed of the piston. The models introduce the irreversibility of the engine by two methods involving different constraints. The first method introduces the irreversibility by a so-called irreversibility ratio in the entropy balance applied to the cycle, while in the second method it is emphasized by the entropy generation rate. Various forms of heat transfer laws are analyzed, but most of the results are given for the case of the linear law. Also, individual cases are studied and reported in order to provide a simple analytical form of the results. The engine model developed allowed a formal optimization using the calculus of variations.
Sorzano, Carlos Oscar S; Pérez-De-La-Cruz Moreno, Maria Angeles; Burguet-Castell, Jordi; Montejo, Consuelo; Ros, Antonio Aguilar
2015-06-01
Pharmacokinetics (PK) applications can be seen as a special case of nonlinear, causal systems with memory. There are cases in which prior knowledge exists about the distribution of the system parameters in a population. However, for a specific patient in a clinical setting, we need to determine her system parameters so that the therapy can be personalized. This system identification is performed many times by measuring drug concentrations in plasma. The objective of this work is to provide an irregular sampling strategy that minimizes the uncertainty about the system parameters with a fixed amount of samples (cost constrained). We use Monte Carlo simulations to estimate the average Fisher's information matrix associated to the PK problem, and then estimate the sampling points that minimize the maximum uncertainty associated to system parameters (a minimax criterion). The minimization is performed employing a genetic algorithm. We show that such a sampling scheme can be designed in a way that is adapted to a particular patient and that it can accommodate any dosing regimen as well as it allows flexible therapeutic strategies.
Optimization of a constrained linear monochromator design for neutral atom beams.
Kaltenbacher, Thomas
2016-04-01
A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up - a Fresnel zone plate in combination with a pinhole aperture - in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam.
Luo, Biao; Wu, Huai-Ning; Li, Han-Xiong
2015-04-01
Highly dissipative nonlinear partial differential equations (PDEs) are widely employed to describe the system dynamics of industrial spatially distributed processes (SDPs). In this paper, we consider the optimal control problem of the general highly dissipative SDPs, and propose an adaptive optimal control approach based on neuro-dynamic programming (NDP). Initially, Karhunen-Loève decomposition is employed to compute empirical eigenfunctions (EEFs) of the SDP based on the method of snapshots. These EEFs together with singular perturbation technique are then used to obtain a finite-dimensional slow subsystem of ordinary differential equations that accurately describes the dominant dynamics of the PDE system. Subsequently, the optimal control problem is reformulated on the basis of the slow subsystem, which is further converted to solve a Hamilton-Jacobi-Bellman (HJB) equation. HJB equation is a nonlinear PDE that has proven to be impossible to solve analytically. Thus, an adaptive optimal control method is developed via NDP that solves the HJB equation online using neural network (NN) for approximating the value function; and an online NN weight tuning law is proposed without requiring an initial stabilizing control policy. Moreover, by involving the NN estimation error, we prove that the original closed-loop PDE system with the adaptive optimal control policy is semiglobally uniformly ultimately bounded. Finally, the developed method is tested on a nonlinear diffusion-convection-reaction process and applied to a temperature cooling fin of high-speed aerospace vehicle, and the achieved results show its effectiveness.
Energy Technology Data Exchange (ETDEWEB)
Huang, Xiaobiao; Safranek, James
2014-09-01
Nonlinear dynamics optimization is carried out for a low emittance upgrade lattice of SPEAR3 in order to improve its dynamic aperture and Touschek lifetime. Two multi-objective optimization algorithms, a genetic algorithm and a particle swarm algorithm, are used for this study. The performance of the two algorithms are compared. The result shows that the particle swarm algorithm converges significantly faster to similar or better solutions than the genetic algorithm and it does not require seeding of good solutions in the initial population. These advantages of the particle swarm algorithm may make it more suitable for many accelerator optimization applications.
A nonlinear optimization approach for UPFC power flow control and voltage security
Kalyani, Radha Padma
This dissertation provides a nonlinear optimization algorithm for the long term control of Unified Power Flow Controller (UPFC) to remove overloads and voltage violations by optimized control of power flows and voltages in the power network. It provides a control strategy for finding the long term control settings of one or more UPFCs by considering all the possible settings and all the (N-1) topologies of a power network. Also, a simple evolutionary algorithm (EA) has been proposed for the placement of more than one UPFC in large power systems. In this publication dissertation, Paper 1 proposes the algorithm and provides the mathematical and empirical evidence. Paper 2 focuses on comparing the proposed algorithm with Linear Programming (LP) based corrective method proposed in literature recently and mitigating cascading failures in larger power systems. EA for placement along with preliminary results of the nonlinear optimization is given in Paper 3.
Optimal Parameter Tuning in a Predictive Nonlinear Control Method for a Mobile Robot
Directory of Open Access Journals (Sweden)
D. Hazry
2006-01-01
Full Text Available This study contributes to a new optimal parameter tuning in a predictive nonlinear control method for stable trajectory straight line tracking with a non-holonomic mobile robot. In this method, the focus lies in finding the optimal parameter estimation and to predict the path that the mobile robot will follow for stable trajectory straight line tracking system. The stability control contains three parameters: 1 deflection parameter for the traveling direction of the mobile robot 2 deflection parameter for the distance across traveling direction of the mobile robot and 3 deflection parameter for the steering angle of the mobile robot . Two hundred and seventy three experimental were performed and the results have been analyzed and described herewith. It is found that by using a new optimal parameter tuning in a predictive nonlinear control method derived from the extension of kinematics model, the movement of the mobile robot is stabilized and adhered to the reference posture
Massambone de Oliveira, Rafael; Salomão Helou, Elias; Fontoura Costa, Eduardo
2016-11-01
We present a method for non-smooth convex minimization which is based on subgradient directions and string-averaging techniques. In this approach, the set of available data is split into sequences (strings) and a given iterate is processed independently along each string, possibly in parallel, by an incremental subgradient method (ISM). The end-points of all strings are averaged to form the next iterate. The method is useful to solve sparse and large-scale non-smooth convex optimization problems, such as those arising in tomographic imaging. A convergence analysis is provided under realistic, standard conditions. Numerical tests are performed in a tomographic image reconstruction application, showing good performance for the convergence speed when measured as the decrease ratio of the objective function, in comparison to classical ISM.
Lemanski, Natalie J; Fefferman, Nina H
2017-06-01
Honeybees are an excellent model system for examining how trade-offs shape reproductive timing in organisms with seasonal environments. Honeybee colonies reproduce two ways: producing swarms comprising a queen and thousands of workers or producing males (drones). There is an energetic trade-off between producing workers, which contribute to colony growth, and drones, which contribute only to reproduction. The timing of drone production therefore determines both the drones' likelihood of mating and when colonies reach sufficient size to swarm. Using a linear programming model, we ask when a colony should produce drones and swarms to maximize reproductive success. We find the optimal behavior for each colony is to produce all drones prior to swarming, an impossible solution on a population scale because queens and drones would never co-occur. Reproductive timing is therefore not solely determined by energetic trade-offs but by the game theoretic problem of coordinating the production of reproductives among colonies.
Guevara, V R
2004-02-01
A nonlinear programming optimization model was developed to maximize margin over feed cost in broiler feed formulation and is described in this paper. The model identifies the optimal feed mix that maximizes profit margin. Optimum metabolizable energy level and performance were found by using Excel Solver nonlinear programming. Data from an energy density study with broilers were fitted to quadratic equations to express weight gain, feed consumption, and the objective function income over feed cost in terms of energy density. Nutrient:energy ratio constraints were transformed into equivalent linear constraints. National Research Council nutrient requirements and feeding program were used for examining changes in variables. The nonlinear programming feed formulation method was used to illustrate the effects of changes in different variables on the optimum energy density, performance, and profitability and was compared with conventional linear programming. To demonstrate the capabilities of the model, I determined the impact of variation in prices. Prices for broiler, corn, fish meal, and soybean meal were increased and decreased by 25%. Formulations were identical in all other respects. Energy density, margin, and diet cost changed compared with conventional linear programming formulation. This study suggests that nonlinear programming can be more useful than conventional linear programming to optimize performance response to energy density in broiler feed formulation because an energy level does not need to be set.
Evolution of optimal Hill coefficients in nonlinear public goods games.
Archetti, Marco; Scheuring, István
2016-10-07
In evolutionary game theory, the effect of public goods like diffusible molecules has been modelled using linear, concave, sigmoid and step functions. The observation that biological systems are often sigmoid input-output functions, as described by the Hill equation, suggests that a sigmoid function is more realistic. The Michaelis-Menten model of enzyme kinetics, however, predicts a concave function, and while mechanistic explanations of sigmoid kinetics exist, we lack an adaptive explanation: what is the evolutionary advantage of a sigmoid benefit function? We analyse public goods games in which the shape of the benefit function can evolve, in order to determine the optimal and evolutionarily stable Hill coefficients. We find that, while the dynamics depends on whether output is controlled at the level of the individual or the population, intermediate or high Hill coefficients often evolve, leading to sigmoid input-output functions that for some parameters are so steep to resemble a step function (an on-off switch). Our results suggest that, even when the shape of the benefit function is unknown, biological public goods should be modelled using a sigmoid or step function rather than a linear or concave function.
Optimal Control for Multistage Nonlinear Dynamic System of Microbial Bioconversion in Batch Culture
Directory of Open Access Journals (Sweden)
Lei Wang
2011-01-01
Full Text Available In batch culture of glycerol biodissimilation to 1,3-propanediol (1,3-PD, the aim of adding glycerol is to obtain as much 1,3-PD as possible. Taking the yield intensity of 1,3-PD as the performance index and the initial concentration of biomass, glycerol, and terminal time as the control vector, we propose an optimal control model subject to a multistage nonlinear dynamical system and constraints of continuous state. A computational approach is constructed to seek the solution of the above model. Firstly, we transform the optimal control problem into the one with fixed terminal time. Secondly, we transcribe the optimal control model into an unconstrained one based on the penalty functions and an extension of the state space. Finally, by approximating the control function with simple functions, we transform the unconstrained optimal control problem into a sequence of nonlinear programming problems, which can be solved using gradient-based optimization techniques. The convergence analysis and optimality function of the algorithm are also investigated. Numerical results show that, by employing the optimal control, the concentration of 1,3-PD at the terminal time can be increased, compared with the previous results.
On the algebraic representation of certain optimal non-linear binary codes
Greferath, Marcus
2011-01-01
This paper investigates some optimal non-linear codes, in particular cyclic codes, by considering them as (non-linear) codes over Z_4. We use the Fourier transform as well as subgroups of the unit group of a group ring to analyse these codes. In particular we find a presentation of Best's (10, 40, 4) code as a coset of a subgroup in the unit group of a ring, and derive a simple decoding algorithm from this presentation. We also apply this technique to analyse Julin's (12, 144, 4) code and the (12, 24, 12) Hadamard code, as well as to construct a (14, 56, 6) binary code.
Directory of Open Access Journals (Sweden)
Jiekun Song
2016-01-01
Full Text Available Harmonious development of 3Es (economy-energy-environment system is the key to realize regional sustainable development. The structure and components of 3Es system are analyzed. Based on the analysis of causality diagram, GDP and industrial structure are selected as the target parameters of economy subsystem, energy consumption intensity is selected as the target parameter of energy subsystem, and the emissions of COD, ammonia nitrogen, SO2, and NOX and CO2 emission intensity are selected as the target parameters of environment system. Fixed assets investment of three industries, total energy consumption, and investment in environmental pollution control are selected as the decision variables. By regarding the parameters of 3Es system optimization as fuzzy numbers, a fuzzy chance-constrained goal programming (FCCGP model is constructed, and a hybrid intelligent algorithm including fuzzy simulation and genetic algorithm is proposed for solving it. The results of empirical analysis on Shandong province of China show that the FCCGP model can reflect the inherent relationship and evolution law of 3Es system and provide the effective decision-making support for 3Es system optimization.
Directory of Open Access Journals (Sweden)
Padmavathy.T.V
2012-06-01
Full Text Available Underwater acoustic sensor network is an emerging technique consisting of sensor nodes, and AUVs all working together to sense various phenomenon, converts the sensed information into digital data, storethe digital data and communicate to the base stations through the intermediate nodes. Also UnderwaterAcoustic Sensor Networks are playing a main role in ocean applications. Unfortunately the efficiency of underwater Acoustic Sensor Networks is inferior to that of terrestrial sensor networks due to the longpropagation delay, narrow bandwidth and high error rates. Also battery life and storage capacity of node is limited. Many routing protocols are proposed to improve the efficiency of Under Water Acoustic Sensor Networks. However their improvement is not enough, so there is a need of suitable routing protocol that consider all these limitations and makes communication in underwater network viable. In this paper, we propose a protocol called Reliable Routing Optimized Cluster Head (RROCH protocol, a network coding approach for multihop topologies. We used performance metrics like packet delivery ratio, energy consumption, end-to-end delay and throughput of sensor nodes. LEACH, HMR-LEACH, LEACH-M are compared for their performance at different traffic conditions, number of nodes and depth. By analyzing our simulation results we found that RROCH protocol may be used for denser network with low traffic and HMR- LEACH protocol is suitable for higher traffic with less number of nodes.
Scheduling Multilevel Deadline-Constrained Scientific Workflows on Clouds Based on Cost Optimization
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Maciej Malawski
2015-01-01
Full Text Available This paper presents a cost optimization model for scheduling scientific workflows on IaaS clouds such as Amazon EC2 or RackSpace. We assume multiple IaaS clouds with heterogeneous virtual machine instances, with limited number of instances per cloud and hourly billing. Input and output data are stored on a cloud object store such as Amazon S3. Applications are scientific workflows modeled as DAGs as in the Pegasus Workflow Management System. We assume that tasks in the workflows are grouped into levels of identical tasks. Our model is specified using mathematical programming languages (AMPL and CMPL and allows us to minimize the cost of workflow execution under deadline constraints. We present results obtained using our model and the benchmark workflows representing real scientific applications in a variety of domains. The data used for evaluation come from the synthetic workflows and from general purpose cloud benchmarks, as well as from the data measured in our own experiments with Montage, an astronomical application, executed on Amazon EC2 cloud. We indicate how this model can be used for scenarios that require resource planning for scientific workflows and their ensembles.
Molina, Andrew; Smereka, Peter; Zimmerman, Paul M.
2016-03-01
The use of alternate coordinate systems as a means to improve the efficiency and accuracy of anharmonic vibrational structure analysis has seen renewed interest in recent years. While normal modes (which diagonalize the mass-weighted Hessian matrix) are a typical choice, the delocalized nature of this basis makes it less optimal when anharmonicity is in play. When a set of modes is not designed to treat anharmonicity, anharmonic effects will contribute to inter-mode coupling in an uncontrolled fashion. These effects can be mitigated by introducing locality, but this comes at its own cost of potentially large second-order coupling terms. Herein, a method is described which partially localizes vibrations to connect the fully delocalized and fully localized limits. This allows a balance between the treatment of harmonic and anharmonic coupling, which minimizes the error that arises from neglected coupling terms. Partially localized modes are investigated for a range of model systems including a tetramer of hydrogen fluoride, water dimer, ethene, diphenylethane, and stilbene. Generally, partial localization reaches ˜75% of maximal locality while introducing less than ˜30% of the harmonic coupling of the fully localized system. Furthermore, partial localization produces mode pairs that are spatially separated and thus weakly coupled to one another. It is likely that this property can be exploited in the creation of model Hamiltonians that omit the coupling parameters of the distant (and therefore uncoupled) pairs.
Moissenet, Florent; Chèze, Laurence; Dumas, Raphaël
2012-06-01
Inverse dynamics combined with a constrained static optimization analysis has often been proposed to solve the muscular redundancy problem. Typically, the optimization problem consists in a cost function to be minimized and some equality and inequality constraints to be fulfilled. Penalty-based and Lagrange multipliers methods are common optimization methods for the equality constraints management. More recently, the pseudo-inverse method has been introduced in the field of biomechanics. The purpose of this paper is to evaluate the ability and the efficiency of this new method to solve the muscular redundancy problem, by comparing respectively the musculo-tendon forces prediction and its cost-effectiveness against common optimization methods. Since algorithm efficiency and equality constraints fulfillment highly belong to the optimization method, a two-phase procedure is proposed in order to identify and compare the complexity of the cost function, the number of iterations needed to find a solution and the computational time of the penalty-based method, the Lagrange multipliers method and pseudo-inverse method. Using a 2D knee musculo-skeletal model in an isometric context, the study of the cost functions isovalue curves shows that the solution space is 2D with the penalty-based method, 3D with the Lagrange multipliers method and 1D with the pseudo-inverse method. The minimal cost function area (defined as the area corresponding to 5% over the minimal cost) obtained for the pseudo-inverse method is very limited and along the solution space line, whereas the minimal cost function area obtained for other methods are larger or more complex. Moreover, when using a 3D lower limb musculo-skeletal model during a gait cycle simulation, the pseudo-inverse method provides the lowest number of iterations while Lagrange multipliers and pseudo-inverse method have almost the same computational time. The pseudo-inverse method, by providing a better suited cost function and an
Shoemaker, Christine; Wan, Ying
2016-04-01
Optimization of nonlinear water resources management issues which have a mixture of fixed (e.g. construction cost for a well) and variable (e.g. cost per gallon of water pumped) costs has been not well addressed because prior algorithms for the resulting nonlinear mixed integer problems have required many groundwater simulations (with different configurations of decision variable), especially when the solution space is multimodal. In particular heuristic methods like genetic algorithms have often been used in the water resources area, but they require so many groundwater simulations that only small systems have been solved. Hence there is a need to have a method that reduces the number of expensive groundwater simulations. A recently published algorithm for nonlinear mixed integer programming using surrogates was shown in this study to greatly reduce the computational effort for obtaining accurate answers to problems involving fixed costs for well construction as well as variable costs for pumping because of a substantial reduction in the number of groundwater simulations required to obtain an accurate answer. Results are presented for a US EPA hazardous waste site. The nonlinear mixed integer surrogate algorithm is general and can be used on other problems arising in hydrology with open source codes in Matlab and python ("pySOT" in Bitbucket).
Wind Farm Turbine Type and Placement Optimization
Energy Technology Data Exchange (ETDEWEB)
Graf, Peter; Dykes, Katherine; Scott, George; Fields, Jason; Lunacek, Monte; Quick, Julian; Rethore, Pierre-Elouan
2016-10-03
The layout of turbines in a wind farm is already a challenging nonlinear, nonconvex, nonlinearly constrained continuous global optimization problem. Here we begin to address the next generation of wind farm optimization problems by adding the complexity that there is more than one turbine type to choose from. The optimization becomes a nonlinear constrained mixed integer problem, which is a very difficult class of problems to solve. This document briefly summarizes the algorithm and code we have developed, the code validation steps we have performed, and the initial results for multi-turbine type and placement optimization (TTP_OPT) we have run.
Xiong, Naixue; Liu, Ryan Wen; Liang, Maohan; Wu, Di; Liu, Zhao; Wu, Huisi
2017-01-18
Single-image blind deblurring for imaging sensors in the Internet of Things (IoT) is a challenging ill-conditioned inverse problem, which requires regularization techniques to stabilize the image restoration process. The purpose is to recover the underlying blur kernel and latent sharp image from only one blurred image. Under many degraded imaging conditions, the blur kernel could be considered not only spatially sparse, but also piecewise smooth with the support of a continuous curve. By taking advantage of the hybrid sparse properties of the blur kernel, a hybrid regularization method is proposed in this paper to robustly and accurately estimate the blur kernel. The effectiveness of the proposed blur kernel estimation method is enhanced by incorporating both the L 1 -norm of kernel intensity and the squared L 2 -norm of the intensity derivative. Once the accurate estimation of the blur kernel is obtained, the original blind deblurring can be simplified to the direct deconvolution of blurred images. To guarantee robust non-blind deconvolution, a variational image restoration model is presented based on the L 1 -norm data-fidelity term and the total generalized variation (TGV) regularizer of second-order. All non-smooth optimization problems related to blur kernel estimation and non-blind deconvolution are effectively handled by using the alternating direction method of multipliers (ADMM)-based numerical methods. Comprehensive experiments on both synthetic and realistic datasets have been implemented to compare the proposed method with several state-of-the-art methods. The experimental comparisons have illustrated the satisfactory imaging performance of the proposed method in terms of quantitative and qualitative evaluations.
Effective Alternating Direction Optimization Methods for Sparsity-Constrained Blind Image Deblurring
Directory of Open Access Journals (Sweden)
Naixue Xiong
2017-01-01
Full Text Available Single-image blind deblurring for imaging sensors in the Internet of Things (IoT is a challenging ill-conditioned inverse problem, which requires regularization techniques to stabilize the image restoration process. The purpose is to recover the underlying blur kernel and latent sharp image from only one blurred image. Under many degraded imaging conditions, the blur kernel could be considered not only spatially sparse, but also piecewise smooth with the support of a continuous curve. By taking advantage of the hybrid sparse properties of the blur kernel, a hybrid regularization method is proposed in this paper to robustly and accurately estimate the blur kernel. The effectiveness of the proposed blur kernel estimation method is enhanced by incorporating both the L 1 -norm of kernel intensity and the squared L 2 -norm of the intensity derivative. Once the accurate estimation of the blur kernel is obtained, the original blind deblurring can be simplified to the direct deconvolution of blurred images. To guarantee robust non-blind deconvolution, a variational image restoration model is presented based on the L 1 -norm data-fidelity term and the total generalized variation (TGV regularizer of second-order. All non-smooth optimization problems related to blur kernel estimation and non-blind deconvolution are effectively handled by using the alternating direction method of multipliers (ADMM-based numerical methods. Comprehensive experiments on both synthetic and realistic datasets have been implemented to compare the proposed method with several state-of-the-art methods. The experimental comparisons have illustrated the satisfactory imaging performance of the proposed method in terms of quantitative and qualitative evaluations.
Effective Alternating Direction Optimization Methods for Sparsity-Constrained Blind Image Deblurring
Xiong, Naixue; Liu, Ryan Wen; Liang, Maohan; Wu, Di; Liu, Zhao; Wu, Huisi
2017-01-01
Single-image blind deblurring for imaging sensors in the Internet of Things (IoT) is a challenging ill-conditioned inverse problem, which requires regularization techniques to stabilize the image restoration process. The purpose is to recover the underlying blur kernel and latent sharp image from only one blurred image. Under many degraded imaging conditions, the blur kernel could be considered not only spatially sparse, but also piecewise smooth with the support of a continuous curve. By taking advantage of the hybrid sparse properties of the blur kernel, a hybrid regularization method is proposed in this paper to robustly and accurately estimate the blur kernel. The effectiveness of the proposed blur kernel estimation method is enhanced by incorporating both the L1-norm of kernel intensity and the squared L2-norm of the intensity derivative. Once the accurate estimation of the blur kernel is obtained, the original blind deblurring can be simplified to the direct deconvolution of blurred images. To guarantee robust non-blind deconvolution, a variational image restoration model is presented based on the L1-norm data-fidelity term and the total generalized variation (TGV) regularizer of second-order. All non-smooth optimization problems related to blur kernel estimation and non-blind deconvolution are effectively handled by using the alternating direction method of multipliers (ADMM)-based numerical methods. Comprehensive experiments on both synthetic and realistic datasets have been implemented to compare the proposed method with several state-of-the-art methods. The experimental comparisons have illustrated the satisfactory imaging performance of the proposed method in terms of quantitative and qualitative evaluations. PMID:28106764
Simplex sliding mode control for nonlinear uncertain systems via chaos optimization
Energy Technology Data Exchange (ETDEWEB)
Lu, Zhao; Shieh, Leang-San; Chen, Guanrong; Coleman, Norman P
2005-02-01
As an emerging effective approach to nonlinear robust control, simplex sliding mode control demonstrates some attractive features not possessed by the conventional sliding mode control method, from both theoretical and practical points of view. However, no systematic approach is currently available for computing the simplex control vectors in nonlinear sliding mode control. In this paper, chaos-based optimization is exploited so as to develop a systematic approach to seeking the simplex control vectors; particularly, the flexibility of simplex control is enhanced by making the simplex control vectors dependent on the Euclidean norm of the sliding vector rather than being constant, which result in both reduction of the chattering and speedup of the convergence. Computer simulation on a nonlinear uncertain system is given to illustrate the effectiveness of the proposed control method.
Model-based optimal design of experiments - semidefinite and nonlinear programming formulations.
Duarte, Belmiro P M; Wong, Weng Kee; Oliveira, Nuno M C
2016-02-15
We use mathematical programming tools, such as Semidefinite Programming (SDP) and Nonlinear Programming (NLP)-based formulations to find optimal designs for models used in chemistry and chemical engineering. In particular, we employ local design-based setups in linear models and a Bayesian setup in nonlinear models to find optimal designs. In the latter case, Gaussian Quadrature Formulas (GQFs) are used to evaluate the optimality criterion averaged over the prior distribution for the model parameters. Mathematical programming techniques are then applied to solve the optimization problems. Because such methods require the design space be discretized, we also evaluate the impact of the discretization scheme on the generated design. We demonstrate the techniques for finding D-, A- and E-optimal designs using design problems in biochemical engineering and show the method can also be directly applied to tackle additional issues, such as heteroscedasticity in the model. Our results show that the NLP formulation produces highly efficient D-optimal designs but is computationally less efficient than that required for the SDP formulation. The efficiencies of the generated designs from the two methods are generally very close and so we recommend the SDP formulation in practice.
Lu, Can-can; Bai, Long
2017-06-01
The nonlinear dissipation heat devices are proposed by means of generalizing the low-dissipation heat devices to the quadratic order case. The dimensionless formulas of the output (input) power and the efficiency (coefficient of performance) for the nonlinear dissipation heat engines (refrigerators) are derived in terms of characteristic parameters for heat devices and the dimensional analysis. Based on the trade-off criterion, the optimal performance of the nonlinear dissipation heat devices is discussed in depth, and some system-specific properties for the nonlinear dissipation heat devices under the trade-off optimization are also uncovered. Our results may provide practical insight for designing actual heat engines and refrigerators.
Saviz, M. R.
2015-11-01
In this paper a nonlinear approach to studying the vibration characteristic of laminated composite plate with surface-bonded piezoelectric layer/patch is formulated, based on the Green Lagrange type of strain-displacements relations, by incorporating higher-order terms arising from nonlinear relations of kinematics into mathematical formulations. The equations of motion are obtained through the energy method, based on Lagrange equations and by using higher-order shear deformation theories with von Karman-type nonlinearities, so that transverse shear strains vanish at the top and bottom surfaces of the plate. An isoparametric finite element model is provided to model the nonlinear dynamics of the smart plate with piezoelectric layer/ patch. Different boundary conditions are investigated. Optimal locations of piezoelectric patches are found using a genetic algorithm to maximize spatial controllability/observability and considering the effect of residual modes to reduce spillover effect. Active attenuation of vibration of laminated composite plate is achieved through an optimal control law with inequality constraint, which is related to the maximum and minimum values of allowable voltage in the piezoelectric elements. To keep the voltages of actuator pairs in an allowable limit, the Pontryagin’s minimum principle is implemented in a system with multi-inequality constraint of control inputs. The results are compared with similar ones, proving the accuracy of the model especially for the structures undergoing large deformations. The convergence is studied and nonlinear frequencies are obtained for different thickness ratios. The structural coupling between plate and piezoelectric actuators is analyzed. Some examples with new features are presented, indicating that the piezo-patches significantly improve the damping characteristics of the plate for suppressing the geometrically nonlinear transient vibrations.
Fully Nonlinear Boussinesq-Type Equations with Optimized Parameters for Water Wave Propagation
Institute of Scientific and Technical Information of China (English)
荆海晓; 刘长根; 龙文; 陶建华
2015-01-01
For simulating water wave propagation in coastal areas, various Boussinesq-type equations with improved properties in intermediate or deep water have been presented in the past several decades. How to choose proper Boussinesq-type equations has been a practical problem for engineers. In this paper, approaches of improving the characteristics of the equations, i.e. linear dispersion, shoaling gradient and nonlinearity, are reviewed and the advantages and disadvantages of several different Boussinesq-type equations are compared for the applications of these Boussinesq-type equations in coastal engineering with relatively large sea areas. Then for improving the properties of Boussinesq-type equations, a new set of fully nonlinear Boussinseq-type equations with modified representative velocity are derived, which can be used for better linear dispersion and nonlinearity. Based on the method of minimizing the overall error in different ranges of applications, sets of parameters are determined with optimized linear dispersion, linear shoaling and nonlinearity, respectively. Finally, a test example is given for validating the results of this study. Both results show that the equations with optimized parameters display better characteristics than the ones obtained by matching with padé approximation.
Fully nonlinear Boussinesq-type equations with optimized parameters for water wave propagation
Jing, Hai-xiao; Liu, Chang-gen; Long, Wen; Tao, Jian-hua
2015-06-01
For simulating water wave propagation in coastal areas, various Boussinesq-type equations with improved properties in intermediate or deep water have been presented in the past several decades. How to choose proper Boussinesq-type equations has been a practical problem for engineers. In this paper, approaches of improving the characteristics of the equations, i.e. linear dispersion, shoaling gradient and nonlinearity, are reviewed and the advantages and disadvantages of several different Boussinesq-type equations are compared for the applications of these Boussinesq-type equations in coastal engineering with relatively large sea areas. Then for improving the properties of Boussinesq-type equations, a new set of fully nonlinear Boussinseq-type equations with modified representative velocity are derived, which can be used for better linear dispersion and nonlinearity. Based on the method of minimizing the overall error in different ranges of applications, sets of parameters are determined with optimized linear dispersion, linear shoaling and nonlinearity, respectively. Finally, a test example is given for validating the results of this study. Both results show that the equations with optimized parameters display better characteristics than the ones obtained by matching with padé approximation.
Study on Rail Profile Optimization Based on the Nonlinear Relationship between Profile and Wear Rate
Directory of Open Access Journals (Sweden)
Jianxi Wang
2017-01-01
Full Text Available This paper proposes a rail profile optimization method that takes account of wear rate within design cycle so as to minimize rail wear at the curve in heavy haul railway and extend the service life of rail. Taking rail wear rate as the object function, the vertical coordinate of rail profile at range optimization as independent variable, and the geometric characteristics and grinding depth of rail profile as constraint conditions, the support vector machine regression theory was used to fit the nonlinear relationship between rail profile and its wear rate. Then, the profile optimization model was built. Based on the optimization principle of genetic algorithm, the profile optimization model was solved to achieve the optimal rail profile. A multibody dynamics model was used to check the dynamic performance of carriage running on optimal rail profile. The result showed that the average relative error of support vector machine regression model remained less than 10% after a number of training processes. The dynamic performance of carriage running on optimized rail profile met the requirements on safety index and stability. The wear rate of optimized profile was lower than that of standard profile by 5.8%; the allowable carrying gross weight increased by 12.7%.
A Quadratic precision generalized nonlinear global optimization migration velocity inversion method
Institute of Scientific and Technical Information of China (English)
Zhao Taiyin; Hu Guangmin; He Zhenhua; Huang Deji
2009-01-01
An important research topic for prospecting seismology is to provide a fast accurate velocity model from pre-stack depth migration. Aiming at such a problem, we propose a quadratic precision generalized nonlinear global optimization migration velocity inversion. First we discard the assumption that there is a linear relationship between residual depth and residual velocity and propose a velocity model correction equation with quadratic precision which enables the velocity model from each iteration to approach the real model as quickly as possible. Second, we use a generalized nonlinear inversion to get the global optimal velocity perturbation model to all traces. This method can expedite the convergence speed and also can decrease the probability of falling into a local minimum during inversion. The synthetic data and Marmousi data examples show that our method has a higher precision and needs only a few iterations and consequently enhances the practicability and accuracy of migration velocity analysis (MVA) in complex areas.
Infinite horizon self-learning optimal control of nonaffine discrete-time nonlinear systems.
Wei, Qinglai; Liu, Derong; Yang, Xiong
2015-04-01
In this paper, a novel iterative adaptive dynamic programming (ADP)-based infinite horizon self-learning optimal control algorithm, called generalized policy iteration algorithm, is developed for nonaffine discrete-time (DT) nonlinear systems. Generalized policy iteration algorithm is a general idea of interacting policy and value iteration algorithms of ADP. The developed generalized policy iteration algorithm permits an arbitrary positive semidefinite function to initialize the algorithm, where two iteration indices are used for policy improvement and policy evaluation, respectively. It is the first time that the convergence, admissibility, and optimality properties of the generalized policy iteration algorithm for DT nonlinear systems are analyzed. Neural networks are used to implement the developed algorithm. Finally, numerical examples are presented to illustrate the performance of the developed algorithm.
Institute of Scientific and Technical Information of China (English)
Shuo Zhang,Yan Zhao,Min Li,; Jianhui Zhao
2015-01-01
The global y optimal recursive filtering problem is stu-died for a class of systems with random parameter matrices, stochastic nonlinearities, correlated noises and missing measure-ments. The stochastic nonlinearities are presented in the system model to reflect multiplicative random disturbances, and the addi-tive noises, process noise and measurement noise, are assumed to be one-step autocorrelated as wel as two-step cross-correlated. A series of random variables is introduced as the missing rates governing the intermittent measurement losses caused by un-favorable network conditions. The aim of the addressed filtering problem is to design an optimal recursive filter for the uncertain systems based on an innovation approach such that the filtering error is global y minimized at each sampling time. A numerical simulation example is provided to il ustrate the effectiveness and applicability of the proposed algorithm.
Series-based approximate approach of optimal tracking control for nonlinear systems with time-delay
Institute of Scientific and Technical Information of China (English)
Gongyou Tang; Mingqu Fan
2008-01-01
The optimal output tracking control (OTC) problem for nonlinear systems with time-delay is considered.Using a series-based approx-imate approach,the original OTC problem is transformed into iteration solving linear two-point boundary value problems without time-delay.The OTC law obtained consists of analytical linear feedback and feedforward terms and a nonlinear compensation term with an infinite series of the adjoint vectors.By truncating a finite sum of the adjoint vector series,an approximate optimal tracking control law is obtained.A reduced-order reference input observer is constructed to make the feedforward term physically realizable.Simulation exam-pies are used to test the validity of the series-based approximate approach.
Nguyen, Nhan T.
This thesis develops a new optimal control theory for a class of distributed-parameter systems governed by first-order quasilinear hyperbolic partial differential equations that arise in many physical applications such as fluid dynamics problems. These systems are controlled at their boundaries via boundary controls that are subject to dynamic constraints imposed by lumped-parameter systems governed by ordinary differential equations. A Mach number control problem for a closed-circuit wind tunnel is investigated. The flow is modeled using the Euler equations and is controlled by a compressor performance model defined as two-point boundary conditions. The boundary control inputs to the compressor are in turn controlled by two first-order lumped-parameter systems that represent dynamics of a drive motor system and an inlet guide vane system. Necessary conditions of optimality are developed by the minimum principle using the adjoint formulation of calculus of variations for a dual Hamiltonian system for the distributed and lumped-parameter systems. The theory is applied to analyze two problems of Mach number control in a wind tunnel: a nonlinear Mach number transition and a linear perturbation predictive feedforward optimal control in the presence of disturbance. Computational methods for general two-point boundary value problems involving coupled partial and ordinary differential equations are developed using a wave-splitting, finite difference upwind method with an explicit scheme for the state equations, and an implicit scheme and a quasi-steady state method for the adjoint equations. These computational methods are implemented to solve a two-point boundary value problem. Using a second-order gradient method, the optimal Mach number transition is computed. A linear-quadratic optimal control theory is developed for designing a Mach number control in the presence of a test model undergoing a continuous pitch motion. A feedback control is shown to not be able to
Palacios, S.G.
2015-01-01
In health facilities in resource-constrained settings, a lack of access to sustainable and reliable electricity can result on a sub-optimal delivery of healthcare services, as they do not have lighting for medical procedures and power to run essential equipment and devices to treat their patients. C
Palacios, S.G.
2015-01-01
In health facilities in resource-constrained settings, a lack of access to sustainable and reliable electricity can result on a sub-optimal delivery of healthcare services, as they do not have lighting for medical procedures and power to run essential equipment and devices to treat their patients.
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Nonlinear time series prediction is studied by using an improved least squares support vector machine (LSSVM) regression based on chaotic mutation evolutionary programming (CMEP) approach for parameter optimization.We analyze how the prediction error varies with different parameters (σ, γ) in LS-SVM. In order to select appropriate parameters for the prediction model, we employ CMEP algorithm. Finally, Nasdaq stock data are predicted by using this LS-SVM regression based on CMEP, and satisfactory results are obtained.
Field computation in non-linear magnetic media using particle swarm optimization
Energy Technology Data Exchange (ETDEWEB)
Adly, A.A. E-mail: amradlya@intouch.com; Abd-El-Hafiz, S.K
2004-05-01
This paper presents an automated particle swarm optimization approach using which field computations may be carried out in devices involving non-linear magnetic media. Among the advantages of the proposed approach are its ability to handle complex geometries and its computational efficiency. The proposed approach has been implemented and computations were carried out for an electromagnet subject to different DC excitation conditions. These computations showed good agreement with the results obtained by the finite-element approach.
A New Subspace Correction Method for Nonlinear Unconstrained Convex Optimization Problems
Institute of Scientific and Technical Information of China (English)
Rong-liang CHEN; Jin-ping ZENG
2012-01-01
This paper gives a new subspace correction algorithm for nonlinear unconstrained convex optimization problems based on the multigrid approach proposed by S.Nash in 2000 and the subspace correction algorithm proposed by X.Tai and J.Xu in 2001.Under some reasonable assumptions,we obtain the convergence as well as a convergence rate estimate for the algorithm.Numerical results show that the algorithm is effective.
The solution of singular optimal control problems using direct collocation and nonlinear programming
Downey, James R.; Conway, Bruce A.
1992-08-01
This paper describes work on the determination of optimal rocket trajectories which may include singular arcs. In recent years direct collocation and nonlinear programming has proven to be a powerful method for solving optimal control problems. Difficulties in the application of this method can occur if the problem is singular. Techniques exist for solving singular problems indirectly using the associated adjoint formulation. Unfortunately, the adjoints are not a part of the direct formulation. It is shown how adjoint information can be obtained from the direct method to allow the solution of singular problems.
DEFF Research Database (Denmark)
Petersen, Lars Norbert; Jørgensen, John Bagterp; Rawlings, James B.
2015-01-01
In this paper, we develop an economically optimizing Nonlinear Model Predictive Controller (E-NMPC) for a complete spray drying plant with multiple stages. In the E-NMPC the initial state is estimated by an extended Kalman Filter (EKF) with noise covariances estimated by an autocovariance least...... squares method (ALS). We present a model for the spray drying plant and use this model for simulation as well as for prediction in the E-NMPC. The open-loop optimal control problem in the E-NMPC is solved using the single-shooting method combined with a quasi-Newton Sequential Quadratic programming (SQP...
Role of the conjugated spacer in the optimization of second-order nonlinear chromophores
Pérez-Moreno, Javier; Clays, Koen; Kuzyk, Mark G.
2009-08-01
We investigate the role of the conjugated spacer in the optimization of the first hyperpolarizability of organic chromophores. We propose a novel strategy for the optimization of the first hyperpolarizability that is based on the variation of the degree of conjugation for the bridge that separates the donor and acceptors at the end of push-pull type chromophores. The correlation between the type of conjugated spacer and the experimental nonlinear performance of the chromophores is investigated and interpreted in the context of the quantum limits.
Sahoo, Avimanyu; Xu, Hao; Jagannathan, Sarangapani
2017-03-01
This paper presents an approximate optimal control of nonlinear continuous-time systems in affine form by using the adaptive dynamic programming (ADP) with event-sampled state and input vectors. The knowledge of the system dynamics is relaxed by using a neural network (NN) identifier with event-sampled inputs. The value function, which becomes an approximate solution to the Hamilton-Jacobi-Bellman equation, is generated by using event-sampled NN approximator. Subsequently, the NN identifier and the approximated value function are utilized to obtain the optimal control policy. Both the identifier and value function approximator weights are tuned only at the event-sampled instants leading to an aperiodic update scheme. A novel adaptive event sampling condition is designed to determine the sampling instants, such that the approximation accuracy and the stability are maintained. A positive lower bound on the minimum inter-sample time is guaranteed to avoid accumulation point, and the dependence of inter-sample time upon the NN weight estimates is analyzed. A local ultimate boundedness of the resulting nonlinear impulsive dynamical closed-loop system is shown. Finally, a numerical example is utilized to evaluate the performance of the near-optimal design. The net result is the design of an event-sampled ADP-based controller for nonlinear continuous-time systems.
Approximate optimal control for a class of nonlinear discrete-time systems with saturating actuators
Institute of Scientific and Technical Information of China (English)
2008-01-01
In this paper, we solve the approximate optimal control problem for a class of nonlinear discrete-time systems with saturating actu- ators via greedy iterative Heuristic Dynamic Programming (GI-HDP) algorithm. In order to deal with the saturating problem of actu- ators, a novel nonquadratic functional is developed. Based on the nonquadratic functional, the GI-HDP algorithm is introduced to obtain the optimal saturated controller with a rigorous convergence analysis. For facilitating the implementation of the iterative algo- rithm, three neural networks are used to approximate the value function, compute the optimal control policy and model the unknown plant, respectively. An example is given to demonstrate the validity of the proposed optimal control scheme.
A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems.
Telen, Dries; Van Riet, Nick; Logist, Flip; Van Impe, Jan
2015-06-01
Informative experiments are highly valuable for estimating parameters in nonlinear dynamic bioprocesses. Techniques for optimal experiment design ensure the systematic design of such informative experiments. The E-criterion which can be used as objective function in optimal experiment design requires the maximization of the smallest eigenvalue of the Fisher information matrix. However, one problem with the minimal eigenvalue function is that it can be nondifferentiable. In addition, no closed form expression exists for the computation of eigenvalues of a matrix larger than a 4 by 4 one. As eigenvalues are normally computed with iterative methods, state-of-the-art optimal control solvers are not able to exploit automatic differentiation to compute the derivatives with respect to the decision variables. In the current paper a reformulation strategy from the field of convex optimization is suggested to circumvent these difficulties. This reformulation requires the inclusion of a matrix inequality constraint involving positive semidefiniteness. In this paper, this positive semidefiniteness constraint is imposed via Sylverster's criterion. As a result the maximization of the minimum eigenvalue function can be formulated in standard optimal control solvers through the addition of nonlinear constraints. The presented methodology is successfully illustrated with a case study from the field of predictive microbiology.
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.
Duarte, Belmiro P M; Wong, Weng Kee
2015-08-01
This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.