• Title/Summary/Keyword: Constrained Optimization Problems

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Optimal actuator selection for output variance constrained control

  • 김재훈
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.565-569
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    • 1993
  • In this paper, a specified number of actuators are selected from a given set of admissible actuators. The selected set of actuators is likely to use minimum control energy while required output variance constraints are guaranteed to be satisfied. The actuator selection procedure is an iterative algorithm composed of two parts; an output variance constrained control and an input variance constrained control algorithm. The idea behind this algorithm is that the solution to the first control problem provides the necessary weighting matrix in the objective function of the second optimization problem, and the sensitivity information from the second problem is utilized to delete one actuator. For variance constrained control problems, by considering a dual version of each control problem an efficient algorithm is provided, whose convergence properties turn out to be better than an existing algorithm. Numerical examples with a simple beam are given for both the input/output variance constrained control problem and the actuator selection problem.

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Design of GBSB Neural Network Using Solution Space Parameterization and Optimization Approach

  • Cho, Hy-uk;Im, Young-hee;Park, Joo-young;Moon, Jong-sup;Park, Dai-hee
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.1 no.1
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    • pp.35-43
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    • 2001
  • In this paper, we propose a design method for GBSB (generalized brain-state-in-a-box) based associative memories. Based on the theoretical investigation about the properties of GBSB, we parameterize the solution space utilizing the limited number of parameters sufficient to represent the solution space and appropriate to be searched. Next we formulate the problem of finding a GBSB that can store the given pattern as stable states in the form of constrained optimization problems. Finally, we transform the constrained optimization problem into a SDP(semidefinite program), which can be solved by recently developed interior point methods. The applicability of the proposed method is illustrated via design examples.

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NUMERICAL METHDS USING TRUST-REGION APPROACH FOR SOLVING NONLINEAR ILL-POSED PROBLEMS

  • Kim, Sun-Young
    • Communications of the Korean Mathematical Society
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    • v.11 no.4
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    • pp.1147-1157
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    • 1996
  • Nonlinear ill-posed problems arise in many application including parameter estimation and inverse scattering. We introduce a least squares regularization method to solve nonlinear ill-posed problems with constraints robustly and efficiently. The regularization method uses Trust-Region approach to handle the constraints on variables. The Generalized Cross Validation is used to choose the regularization parameter in computational tests. Numerical results are given to exhibit faster convergence of the method over other methods.

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A SUPERLINEAR $\mathcal{VU}$ SPACE-DECOMPOSITION ALGORITHM FOR SEMI-INFINITE CONSTRAINED PROGRAMMING

  • Huang, Ming;Pang, Li-Ping;Lu, Yuan;Xia, Zun-Quan
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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    • pp.759-772
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    • 2012
  • In this paper, semi-infinite constrained programming, a class of constrained nonsmooth optimization problems, are transformed into unconstrained nonsmooth convex programs under the help of exact penalty function. The unconstrained objective function which owns the primal-dual gradient structure has connection with $\mathcal{VU}$-space decomposition. Then a $\mathcal{VU}$-space decomposition method can be applied for solving this unconstrained programs. Finally, the superlinear convergence algorithm is proved under certain assumption.

Trade-off Analysis in Multi-objective Optimization Using Chebyshev Orthogonal Polynomials

  • Baek Seok-Heum;Cho Seok-Swoo;Kim Hyun-Su;Joo Won-Sik
    • Journal of Mechanical Science and Technology
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    • v.20 no.3
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    • pp.366-375
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    • 2006
  • In this paper, it is intended to introduce a method to solve multi-objective optimization problems and to evaluate its performance. In order to verify the performance of this method it is applied for a vertical roller mill for Portland cement. A design process is defined with the compromise decision support problem concept and a design process consists of two steps: the design of experiments and mathematical programming. In this process, a designer decides an object that the objective function is going to pursuit and a non-linear optimization is performed composing objective constraints with practical constraints. In this method, response surfaces are used to model objectives (stress, deflection and weight) and the optimization is performed for each of the objectives while handling the remaining ones as constraints. The response surfaces are constructed using orthogonal polynomials, and orthogonal array as design of experiment, with analysis of variance for variable selection. In addition, it establishes the relative influence of the design variables in the objectives variability. The constrained optimization problems are solved using sequential quadratic programming. From the results, it is found that the method in this paper is a very effective and powerful for the multi-objective optimization of various practical design problems. It provides, moreover, a reference of design to judge the amount of excess or shortage from the final object.

Development of Genetic Algorithms for Efficient Constraints Handling (구속조건의 효율적인 처리를 위한 유전자 알고리즘의 개발)

  • Cho, Young-Suk;Choi, Dong-Hoon
    • Proceedings of the KSME Conference
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    • 2000.04a
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    • pp.725-730
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    • 2000
  • Genetic algorithms based on the theory of natural selection, have been applied to many different fields, and have proven to be relatively robust means to search for global optimum and handle discontinuous or even discrete data. Genetic algorithms are widely used for unconstrained optimization problems. However, their application to constrained optimization problems remains unsettled. The most prevalent technique for coping with infeasible solutions is to penalize a population member for constraint violation. But, the weighting of a penalty for a particular problem constraint is usually determined in the heuristic way. Therefore this paper proposes, the effective technique for handling constraints, the ranking penalty method and hybrid genetic algorithms. And this paper proposes dynamic mutation tate to maintain the diversity in population. The effectiveness of the proposed algorithm is tested on several test problems and results are discussed.

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An Improved Particle Swarm Optimization for Economic Dispatch Problems with Prohibited Operating Zones (경제급전 문제에의 개선된 PSO 알고리즘 적용)

  • Jeong, Yun-Won;Lee, Woo-Nam;Kim, Hyun-Houng;Park, Jong-Bae;Shin, Joong-Rin
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.850-851
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    • 2007
  • This paper presents an efficient approach for solving the economic dispatch (ED) problems with prohibited operating zones using an improved particle swarm optimization (PSO). Although the PSO-based approaches have several advantages suitable to the heavily constrained nonconvex optimization problems, they still have the drawbacks such as local optimal trapping due to the premature convergence (i.e., exploration problem) and insufficient capability to find nearly-by extreme points (i.e., exploitation problem). This paper proposes an improved PSO framework adopting a crossover operation scheme to increase both exploration and exploitation capability of the PSO. The proposed method is applied to ED problem with prohibited operating zones. Also, the results are compared with those of the state-of-the-art methods.

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A New Tree Representation for Evolutionary Algorithms (진화 알고리듬을 위한 새로운 트리 표현 방법)

  • Soak, Sang-Moon;Ahn, Byung-Ha
    • Journal of Korean Institute of Industrial Engineers
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    • v.31 no.1
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    • pp.10-19
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    • 2005
  • The minimum spanning tree (MST) problem is one of the traditional optimization problems. Unlike the MST, the degree constrained minimum spanning tree (DCMST) of a graph cannot, in general, be found using a polynomial time algorithm. So, finding the DCMST of a graph is a well-known NP-hard problem of importance in communications network design, road network design and other network-related problems. So, it seems to be natural to use evolutionary algorithms for solving DCMST. Especially, when applying an evolutionary algorithm to spanning tree problems, a representation and search operators should be considered simultaneously. This paper introduces a new tree representation scheme and a genetic operator for solving combinatorial tree problem using evolutionary algorithms. We performed empirical comparisons with other tree representations on several test instances and could confirm that the proposed method is superior to other tree representations. Even it is superior to edge set representation which is known as the best algorithm.

Efficient Elitist Genetic Algorithm for Resource-Constrained Project Scheduling

  • Kim, Jin-Lee
    • Korean Journal of Construction Engineering and Management
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    • v.8 no.6
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    • pp.235-245
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    • 2007
  • This research study presents the development and application of an Elitist Genetic Algorithm (Elitist GA) for solving the resource-constrained project scheduling problem, which is one of the most challenging problems in construction engineering. Main features of the developed algorithm are that the elitist roulette selection operator is developed to preserve the best individual solution for the next generation so as to obtain the improved solution, and that parallel schedule generation scheme is used to generate a feasible solution to the problem. The experimental results on standard problem sets indicate that the proposed algorithm not only produces reasonably good solutions to the problems over the heuristic method and other GA, but also can find the optimal and/or near optimal solutions for the large-sized problems with multiple resources within a reasonable amount of time that will be applicable to the construction industry. This paper will help researchers and/or practitioners in the construction project scheduling software area with alternative means to find the optimal schedules by utilizing the advantages of the Elitist GA.

An Improved Particle Swarm Optimization Adopting Chaotic Sequences for Nonconvex Economic Dispatch Problems (개선된 PSO 기법을 적용한 전력계통의 경제급전)

  • Jeong, Yun-Won;Park, Jong-Bae;Cho, Ki-Seon;Kim, Hyeong-Jung;Shin, Joong-Rin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.6
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    • pp.1023-1030
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    • 2007
  • This paper presents a new and efficient approach for solving the economic dispatch (ED) problems with nonconvex cost functions using particle swarm optimization (PSO). Although the PSO is easy to implement and has been empirically shown to perform well on many optimization problems, it may easily get trapped in a local optimum when solving problems with multiple local optima and heavily constrained. This paper proposes an improved PSO, which combines the conventional PSO with chaotic sequences (CPSO). The chaotic sequences combined with the linearly decreasing inertia weights in PSO are devised to improve the global searching capability and escaping from local minimum. To verify the feasibility of the proposed method, numerical studies have been performed for two different nonconvex ED test systems and its results are compared with those of previous works. The proposed CPSO algorithm outperforms other state-of-the-art algorithms in solving ED problems, which consider valve-point and multi-fuels with valve-point effects.