• Title/Summary/Keyword: Constrained nonlinear optimization

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Hopfield neuron based nonlinear constrained programming to fuzzy structural engineering optimization

  • Shih, C.J.;Chang, C.C.
    • Structural Engineering and Mechanics
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    • v.7 no.5
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    • pp.485-502
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    • 1999
  • Using the continuous Hopfield network model as the basis to solve the general crisp and fuzzy constrained optimization problem is presented and examined. The model lies in its transformation to a parallel algorithm which distributes the work of numerical optimization to several simultaneously computing processors. The method is applied to different structural engineering design problems that demonstrate this usefulness, satisfaction or potential. The computing algorithm has been given and discussed for a designer who can program it without difficulty.

Constrained multivariable model based predictive control application to nonlinear boiler system (제약조건을 갖는 다변수 모델 예측 제어기의 비선형 보일러 시스템에 대한 적용)

  • 손원기;이명의;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.160-163
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    • 1996
  • This paper deals with MCMBPC(Multivariable Constrained Model Based Predictive Controller) for nonlinear boiler system with noise and disturbance. MCMBPC is designed by linear state space model obtained from some operating point of nonlinear boiler system and Kalman filter is used to estimate the state with noise and disturbance. The solution of optimization of the cost function constrained on input and/or output variables is achieved using quadratic programming, viz. singular value decomposition (SVD). The controller designed is shown to have excellent tracking performance via simulation applied to nonlinear dynamic drum boiler turbine model for 16OMW unit.

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An Efficient Method for Nonlinear Optimization Problems using Genetic Algorithms (유전해법을 이용한 비선형최적화 문제의 효율적인 해법)

  • 임승환;이동춘
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.44
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    • pp.93-101
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    • 1997
  • This paper describes the application of Genetic Algorithms(GAs) to nonlinear constrained mixed optimization problems. Genetic Algorithms are combinatorial in nature, and therefore are computationally suitable for treating discrete and integer design variables. But, several problems that conventional GAs are ill defined are application of penalty function that can be adapted to transform a constrained optimization problem into an unconstrained one and premature convergence of solution. Thus, we developed an improved GAs to solve this problems, and two examples are given to demonstrate the effectiveness of the methodology developed in this paper.

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A FILLED FUNCTION METHOD FOR BOX CONSTRAINED NONLINEAR INTEGER PROGRAMMING

  • Lin, Youjiang;Yang, Yongjian
    • Journal of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.985-999
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    • 2011
  • A new filled function method is presented in this paper to solve box-constrained nonlinear integer programming problems. It is shown that for a given non-global local minimizer, a better local minimizer can be obtained by local search starting from an improved initial point which is obtained by locally solving a box-constrained integer programming problem. Several illustrative numerical examples are reported to show the efficiency of the present method.

AN OPTIMIZATION APPROACH FOR COMPUTING A SPARSE MONO-CYCLIC POSITIVE REPRESENTATION

  • KIM, KYUNGSUP
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.20 no.3
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    • pp.225-242
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    • 2016
  • The phase-type representation is strongly connected with the positive realization in positive system. We attempt to transform phase-type representation into sparse mono-cyclic positive representation with as low order as possible. Because equivalent positive representations of a given phase-type distribution are non-unique, it is important to find a simple sparse positive representation with lower order that leads to more effective use in applications. A Hypo-Feedback-Coxian Block (HFCB) representation is a good candidate for a simple sparse representation. Our objective is to find an HFCB representation with possibly lower order, including all the eigenvalues of the original generator. We introduce an efficient nonlinear optimization method for computing an HFCB representation from a given phase-type representation. We discuss numerical problems encountered when finding efficiently a stable solution of the nonlinear constrained optimization problem. Numerical simulations are performed to show the effectiveness of the proposed algorithm.

An efficient method for nonlinear optimization problems using modified genetic algorithms (수정된 유전 알고리즘을 이용한 비선형최적화 문제의 효율적인 해법)

  • 윤영수;이상용
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.519-524
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    • 1996
  • This paper describes the application of Genetic Algorithms(GAs) to nonlinear constrained mixed optimization problems. Genetic Algorithms are combinatorial in nature, and therefore are computationally suitable for treating discrete and integer design variables. But, several problems that conventional GAs are ill defined are applicaiton of penalty function that can be adapted to transform a constrained optimization problem into an unconstrained optimization problem into an unconstrained one and premature convergence of solution. Thus, we developed an modified GAs to solve this problems, and two examples are given to demonstrate the effectiveness of the methodology developed in this paper.

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CONFIDENCE CURVES FOR A FUNCTION OF PARAMETERS IN NONLINEAR REGRESSION

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.1-10
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    • 2003
  • We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

AN ACTIVE SET SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING

  • Su, Ke;Yuan, Yingna;An, Hui
    • East Asian mathematical journal
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    • v.28 no.3
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    • pp.293-303
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    • 2012
  • Sequential quadratic programming (SQP) has been one of the most important methods for solving nonlinear constrained optimization problems. Recently, filter method, proposed by Fletcher and Leyffer, has been extensively applied for its promising numerical results. In this paper, we present and study an active set SQP-filter algorithm for inequality constrained optimization. The active set technique reduces the size of quadratic programming (QP) subproblem. While by the filter method, there is no penalty parameter estimate. Moreover, Maratos effect can be overcome by filter technique. Global convergence property of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.

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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    • v.4 no.4
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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.

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

  • Son, Won-Gi;Gwon, O-Gyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.3 no.6
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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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