• 제목/요약/키워드: Constrained nonlinear optimization

검색결과 112건 처리시간 0.028초

제약을 갖는 최적화문제에 대한 파라메트릭 접근법과 구조문제의 최적화에 대한 응용 (A Method using Parametric Approach for Constrained Optimization and its Application to a System of Structural Optimization Problems)

  • 양용준;김원석
    • 한국경영과학회지
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    • 제15권1호
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    • pp.73-82
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    • 1990
  • This paper describes two algorithms to Nonlinear programming problems with equality constraints and with equality and inequality constraints. The first method treats nonlinear programming problems with equality constraints. Utilizing the nonlinear programming problems with equality constraints. Utilizing the nonlinear parametric programming technique, the method solves the problem by imbedding it into a suitable one-parameter family of problems. The second method is to solve a nonlinear programming problem with equality and inequality constraints, by minimizing a square sum of nonlinear functions which is derived from the Kuhn-Tucker condition.

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Dynamic Optimization Algorithm of Constrained Motion

  • Eun, Hee-Chang;Yang, Keun-Heok;Chung, Heon-Soo
    • Journal of Mechanical Science and Technology
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    • 제16권8호
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    • pp.1072-1078
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    • 2002
  • The constrained motion requires the determination of constraint force acting on unconstrained systems for satisfying given constraints. Most of the methods to decide the force depend on numerical approaches such that the Lagrange multiplier method, and the other methods need vector analysis or complicated intermediate process. In 1992, Udwadia and Kalaba presented the generalized inverse method to describe the constrained motion as well as to calculate the constraint force. The generalized inverse method has the advantages which do not require any linearization process for the control of nonlinear systems and can explicitly describe the motion of holonomically and/or nongolonomically constrained systems. In this paper, an explicit equation to describe the constrained motion is derived by minimizing the performance index, which is a function of constraint force vector, with respect to the constraint force. At this time, it is shown that the positive-definite weighting matrix in the performance index must be the inverse of mass matrix on the basis of the Gauss's principle and the derived differential equation coincides with the generalized inverse method. The effectiveness of this method is illustrated by means of two numerical applications.

다성분 공정을 위한 데이터 보정 (Data reconciliation for multicomposition processes)

  • 이무호;한종훈;장근수
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.36-39
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    • 1996
  • In chemical processes, measurement errors reduce the credibility of information and cause inconsistency in material and energy balances. Because multicomposition flows and temperature measurements make material and energy balances nonlinear equations, data reconciliation becomes a nonlinear constrained optimization problem. In multicomposition processes, if we follow general optimization procedure, the number of measurement variables is so large that data reconciliation requires much computation time. We propose the decomposition procedure to reduce the computation time without the decrease of accuracy of data reconciliation. Decomposition procedure finds global variables, that can reduce the nonlinearity of constraints, and divides two sub-optimization problems. Once we optimize the global variables at upper level, we can easily optimize the remain variables at tower level, We can obtain the short computational time and the same accuracy as SQP optimization method.

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Gain Tuning of PID Controllers with the Dynamic Encoding Algorithm for Searches(DEAS) Based on the Constrained Optimization Technique

  • Kim, Jong-Wook;Kim, Sang-Woo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.13-18
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    • 2003
  • This paper proposes a design method of PID controllers in the framework of a constrained optimization problem. Owing to the popularity for the controller's simplicity and robustness, a great deal of literature concerning PID control design has been published, which can be classified into frequency-based and time-based approaches. However, both approaches have to be considered together for a designed PID control to work well with a guaranteed closed-loop stability. For this purpose, a penalty function is formulated to satisfy both frequency- and time-domain specifications, and is minimized by a recet nonlinear optimization algorithm to attain optimal PID control gains. The proposed method is compared with Wang's and Ho's methods on a suite of example systems. Simulation results show that the PID control tuned by the proposed method improves time-domain performance without deteriorating closed-loop stability.

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Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.169.4-169
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    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

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최적화 기법을 이용한 선체중앙단면의 최소중량설계 (Minimum Weight Desing of Midship Structure Using Optimization Technuque)

  • 신종계
    • 대한조선학회지
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    • 제17권4호
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    • pp.46-54
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    • 1980
  • The ship structural design problem is formulated as a general nonlinear optimization problem with constraints. Characteristics of the general structural problems and various optimization techniques are discussed, with special emphasis on penalty function method for constrained problems. A simple example of the solution of a midship structure design of cargo vessel, which complies with the rules of the Korean Register of Shipping is shown using SUMT-exterior method with some search methods.

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PC 클러스터 기반의 Multi-HPSO를 이용한 안전도 제약의 경제급전 (The Security Constrained Economic Dispatch with Line Flow Constraints using the Multi PSO Algorithm Based on the PC Cluster System)

  • 장세환;김진호;박종배;박준호
    • 전기학회논문지
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    • 제58권9호
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    • pp.1658-1666
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    • 2009
  • This paper proposes an approach of Mult_HPSO based on the PC cluster system to reduce or remove the stagnation on an early convergence effect of PSO, reduce an execution time and improve a search ability on an optimal solution. Hybrid PSO(HPSO) is combines the PSO(Particle Swarm Optimization) with the mutation of conventional GA(Genetic Algorithm). The conventional PSO has operated a search process in a single swarm. However, Multi_PSO operates a search process through multiple swarms, which increments diversity of expected solutions and reduces the execution time. Multiple Swarms are composed of unsynchronized PC clusters. We apply to SCED(security constrained economic dispatch) problem, a nonlinear optimization problem, which considers line flow constraints and N-1 line contingency constraints. To consider N-1 line contingency in power system, we have chosen critical line contingency through a process of Screening and Selection based on PI(performace Index). We have applied to IEEE 118 bus system for verifying a usefulness of the proposed approaches.

신경 회로망을 이용한 음성 신호의 장구간 예측 (Long-term Prediction of Speech Signal Using a Neural Network)

  • 이기승
    • 한국음향학회지
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    • 제21권6호
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    • pp.522-530
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    • 2002
  • 본 논문에서는 선형 예측 후에 얻어지는 잔차 신호 (residual signal)를 신경 회로망에 바탕을 둔 비선형 예측기로 예측하는 방법을 제안하였다. 신경 회로망을 이용한 예측 방법의 타당성을 입증하기 위해, 먼저 선형 장구간 예측기와 신경 회로망이 도입된 비선형 장구간 예측기의 성능을 서로 비교하였다. 그리고 비선형 예측 후의 잔차 신호를 양자화 하는 과정에서 발생하는 양자화 오차의 영향에 대해 분석하였다. 제안된 신경망 예측기는 예측 오차뿐만 아니라 양자화의 영향을 함께 고려하였으며, 양자화오차에 대한강인성을 갖게 하기 위하여 쿤-터커 (Kuhn-Tucker) 부등식 조건을 만족하는 제한조건 역전파 알고리즘을 새로이 제안하였다. 실험 결과, 제안된 신경망 예측기는 제한조건을 갖는 학습 알고리즘을 사용했음에도 불구하고, 예측 이득이 크게 뒤떨어지지 않는 성능을 나타내었다.

비선형계량법(非線型計量法)을 이용한 신뢰성(信賴性)의 최적화(最適化) (Reliability Optimization By using a Nonlinear Programming)

  • 이창호
    • 품질경영학회지
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    • 제9권2호
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    • pp.31-36
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    • 1981
  • 점증되고 있는 고신뢰성 제품의 설계에 있어 주어진 선형제약조건 내(內)에서 체계의 신뢰성을 최대화하는 방법을 소개하고 이를 해결하는 비선형계획법을 반복단계로 하여 Computer Programming을 하였다. 단, 본 논문에서 다루는 체계는 병렬중복구조를 갖는 직렬다단계 구조이다. 타당성 검토를 위한 예제를 해결하였으며 Computer Programming은 지면관계로 생략하였다.

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비선형 시스템을 위한 퍼지모델 기반 일반예측제어 (Fuzzy Model Based Generalized Predictive Control for Nonlinear System)

  • 이철희;서선학
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 추계학술대회 논문집 학회본부 D
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    • pp.697-699
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    • 2000
  • In this paper, an extension of model predictive controller for nonlinear process using Takagi-Sugeno(TS) fuzzy model is proposed Since the consequent parts of TS fuzzy model comprise linear equations of input and output variables. it is locally linear, and the Generalized Predictive Control(GPC) technique which has been developed to control Linear Time Invariant(LTI) plants, can be extended as a parallel distributed controller. Also fuzzy soft constraints are introduced to handle both equality and inequality constraints in a unified form. So the traditional constrained GPC can be transferred to a standard fuzzy optimization problem. The proposed method conciliates the advantages of the fuzzy modeling with the advantages of the constrained predictive control, and the degree of freedom is increased in specifying the desired process behavior.

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