• 제목/요약/키워드: Constrained Optimization

검색결과 455건 처리시간 0.024초

Robust Predictive Control of Uncertain Nonlinear System With Constrained Input

  • Son, Won-Kee;Park, Jin-Young;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • 제4권4호
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    • pp.289-295
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    • 2002
  • In this paper, a linear matrix inequality(LMI)-based robust control method, which combines model predictive control(MPC) with the feedback linearization(FL), is presented for constrained nonlinear systems with parameter uncertainty. The design procedures consist of the following 3 steps: Polytopic description of nonlinear system with a parameter uncertainty via FL, Mapping of actual input constraint by FL into constraint on new input of linearized system, Optimization of the constrained MPC problem based on LMI. To verify the performance and usefulness of the control method proposed in this paper, some simulations with application to a flexible single link manipulator are performed.

On a Balanced Classification Rule

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.453-470
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    • 1995
  • We describe a constrained optimal classification rule for the case when the prior probability of an observation belonging to one of the two populations is unknown. This is done by suggesting a balanced design for the classification experiment and constructing the optimal rule under the balanced design condition. The rule si characterized by a constrained minimization of total risk of misclassification; the constraint of the rule is constructed by the process of equation between Kullback-Leibler's directed divergence measures obtained from the two population conditional densities. The efficacy of the suggested rule is examined through two-group normal classification. This indicates that, in case little is known about the relative population sizes, dramatic gains in accuracy of classification result can be achieved.

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페널티화된 LMI를 이용한 구조적 제약이 있는 제어기 설계 (Structured Controller Synthesis Using a Penalized LMI Method)

  • 김석주;권순만;천종민;문영현
    • 제어로봇시스템학회논문지
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    • 제11권8호
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    • pp.656-661
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    • 2005
  • This paper is concerned with an iterative linear matrix inequality (LMI) approach to the design of a structurally constrained output feedback controller such as decentralized control. The structured synthesis is formulated as a novel rank-constrained LMI optimization problem, where the controller parameters are explicitly described so as to impose structural constraints on the parameter matrices. An iterative penalty method is applied to solve the rank-constrained LMI problem. Numerical experiments are performed to illustrate the effectiveness of the proposed method.

제약조건을 갖는 다변수 모델 예측제어기의 보일러 시스템 적용 (Multivariable constrained model-based predictive control with application to boiler systems)

  • 손원기;권오규
    • 제어로봇시스템학회논문지
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    • 제3권6호
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    • pp.582-587
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    • 1997
  • This paper deals with the control problem under nonlinear boiler systems with noise, and input constraints. MCMBPC(Multivariable Constrained Model-Based Predictive Controller) proposed by Wilkinson et al.[10,11] is used and nominal model is modified in this paper in order to applied to nonlinear boiler systems with feed-forward terms. The solution of the cost function optimization constrained on input and/or output variables is achieved using quadratic programming, via singular value decomposition(SVD). The controller designed is shown to satisfy the constraints and to have excellent tracking performance via simulation applied to nonlinear dynamic drum boiler turbine model for 16OMW unit.

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선형의 자동순정 및 모델링 시스템에 관한 연구 (A Study on the Automatic Fairing and Modeling System of Hull From)

  • 김동준
    • 한국해양공학회지
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    • 제14권2호
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    • pp.121-127
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    • 2000
  • In this paper a new technique of inverse fairing problem for ship hull is proposed. Recently Lu solved the inverse fairing problem for automobile's body that was made by one surface element. In this system however hull surface is constructed by Gregory's composite surface interpolation method. So reflection line at boundary position is used as a tool of solving inverse problem in surface fairing. But the results are not good. The new concepts of Normal vector line and Constrained reflection line are introduced as an alternative tool. Energy minimization method for Normal Vector Line curve net and the inverse method for Constrained Reflection Line by using optimization technique are examined And the final lines from this proposed surface fairing method shows good fairness.

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Dynamic Economic Dispatch for Microgrid Based on the Chance-Constrained Programming

  • Huang, Daizheng;Xie, Lingling;Wu, Zhihui
    • Journal of Electrical Engineering and Technology
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    • 제12권3호
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    • pp.1064-1072
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    • 2017
  • The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

Analytical design of constraint handling optimal two parameter internal model control for dead-time processes

  • Tchamna, Rodrigue;Qyyum, Muhammad Abdul;Zahoor, Muhammad;Kamga, Camille;Kwok, Ezra;Lee, Moonyong
    • Korean Journal of Chemical Engineering
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    • 제36권3호
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    • pp.356-367
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    • 2019
  • This work presents an advanced and systematic approach to analytically design the optimal parameters of a two parameter second-order internal model control (IMC) filter that satisfies operational constraints on the output process, the manipulated variable as well as rate of change of the manipulated variable, for a first-order plus dead time (FOPDT) process. The IMC parameters are designed to minimize a control objective function composed of the weighted sum of the error between the process variable and the set point, and the rate of change of the manipulated variable, and to satisfy the desired constraints. The feasible region of the constrained IMC control parameters was graphically analyzed, as the process parameters and the constraints varied. The resulting constrained IMC control parameters were also used to find the corresponding industrial proportional-integral controller parameters of a Smith predictor structure.

Simulated Annealing을 이용한 제약 네트워크에서의 제약 충족 방식에 관한 연구 (Constraint satisfaction algorithm in constraint network using simulated annealing method)

  • 차주헌;이인호;김재정
    • 한국정밀공학회지
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    • 제14권9호
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    • pp.116-123
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    • 1997
  • We have already presented the constraint satisfaction algorithm which could solve the closed loop porblem in constraint network by using local constraint propagation, variable elimination and constraint modularization. With this algorithm, we have implemented a knowledge-based system (intelligent CAD) for supporting machine design interactively. In this paper, we present newer constraint satisfaction algorithm which can solve inequalities or under-constrained problems in constraint network, interactively and effi- ciently. This algorithm is a hybrid type of using both declarative description (constraint representation) and optimization algorithm (Simulated Annealing), simultaneously. The under-constrained problems are represented by constraint networks and satisfied completely with this algorithm. The usefulness of our algorithm will be illustrated by the application to a gear design.

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적응 오류 제약 Backpropagation 알고리즘 (Adaptive Error Constrained Backpropagation Algorithm)

  • 최수용;고균병;홍대식
    • 한국통신학회논문지
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    • 제28권10C호
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    • pp.1007-1012
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    • 2003
  • Multilayer perceptrons (MLPs)를 위한 일반적인 BP 알고리즘의 학습 속도를 개선하기 위하여 제약을 갖는 최적화 기술을 제안하고 이를 backpropagation (BP) 알고리즘에 적용한다. 먼저 잡음 제약을 갖는 LMS (noise constrained least mean square : NCLMS) 알고리즘과 영잡음 제약 LMS (ZNCLMS) 알고리즘을 BP 알고리즘에 적용한다. 이러한 알고리즘들은 다음과 같은 가정을 반드시 필요로 하여 알고리즘의 이용에 많은 제약을 갖는다. NCLMS 알고리즘을 이용한 NCBP 알고리즘은 정확한 잡음 전력을 알고 있다고 가정한다. 또한 ZNCLMS 알고리즘을 이용한 ZNCBP 알고리즘은 잡음의 전력을 0으로 가정, 즉 잡음을 무시하고 학습을 진행한다. 본 논문에서는 확장된(augmented) Lagrangian multiplier를 이용하여, 비용함수(cost function)를 변형한다. 이를 통하여 잡음에 대한 가정을 제거하고 ZNCBP와 NCBP 알고리즘을 확장, 일반화하여 적응 오류 제약 BP(adaptive error constrained BP : AECBP) 알고리즘을 유도, 제안한다. 제안한 알고리즘들의 수렴 속도는 일반적인 BP 알고리즘보다 약 30배정도 빠른 학습 속도를 나타내었으며, 일반적인 선형 필터와 거의 같은 수렴속도를 나타내었다.

Portfolio Optimization with Groupwise Selection

  • Kim, Namhyoung;Sra, Suvrit
    • Industrial Engineering and Management Systems
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    • 제13권4호
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    • pp.442-448
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    • 2014
  • Portfolio optimization in the presence of estimation error can be stabilized by incorporating norm-constraints; this result was shown by DeMiguel et al. (A generalized approach to portfolio optimization: improving performance by constraining portfolio norms, Management Science, 5, 798-812, 2009), who reported empirical performance better than numerous competing approaches. We extend the idea of norm-constraints by introducing a powerful enhancement, grouped selection for portfolio optimization. Here, instead of merely penalizing norms of the assets being selected, we penalize groups, where within a group assets are treated alike, but across groups, the penalization may differ. The idea of groupwise selection is grounded in statistics, but to our knowledge, it is novel in the context of portfolio optimization. Novelty aside, the real benefits of groupwise selection are substantiated by experiments; our results show that groupwise asset selection leads to strategies with lower variance, higher Sharpe ratios, and even higher expected returns than the ordinary norm-constrained formulations.