• 제목/요약/키워드: Constrained problem

검색결과 645건 처리시간 0.023초

Optimal actuator selection for output variance constrained control

  • 김재훈
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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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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A TRUST REGION METHOD FOR SOLVING THE DECENTRALIZED STATIC OUTPUT FEEDBACK DESIGN PROBLEM

  • MOSTAFA EL-SAYED M.E.
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.1-23
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    • 2005
  • The decentralized static output feedback design problem is considered. A constrained trust region method is developed that solves this optimal control problem when a complete set of state variables is not available. The considered problem is interpreted as a non-linear (non-convex) constrained matrix optimization problem. Then, a decentralized constrained trust region method is developed for this problem class exploiting the diagonal structure of the problem and using inexact computations. Finally, numerical results are given for the proposed method.

THE SOLVABILITY CONDITIONS FOR A CLASS OF CONSTRAINED INVERSE EIGENVALUE PROBLEM OF ANTISYMMETRIC MATRICES

  • PAN XIAO-PING;HU XI-YAN;ZHANG LEI
    • 대한수학회지
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    • 제43권1호
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    • pp.87-98
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    • 2006
  • In this paper, a class of constrained inverse eigenvalue problem for antisymmetric matrices and their optimal approximation problem are considered. Some sufficient and necessary conditions of the solvability for the inverse eigenvalue problem are given. A general representation of the solution is presented for a solvable case. Furthermore, an expression of the solution for the optimal approximation problem is given.

INVERSE CONSTRAINED MINIMUM SPANNING TREE PROBLEM UNDER HAMMING DISTANCE

  • Jiao, Li;Tang, Heng-Young
    • Journal of applied mathematics & informatics
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    • 제28권1_2호
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    • pp.283-293
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    • 2010
  • In this paper, inverse constrained minimum spanning tree problem under Hamming distance. Such an inverse problem is to modify the weights with bound constrains so that a given feasible solution becomes an optimal solution, and the deviation of the weights, measured by the weighted Hamming distance, is minimum. We present a strongly polynomial time algorithm to solve the inverse constrained minimum spanning tree problem under Hamming distance.

A remark to a Constrained OWA Aggregation

  • Hong Dug Hun;Kim Kyung Tae
    • 한국지능시스템학회논문지
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    • 제15권3호
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    • pp.355-356
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    • 2005
  • The problem of maximizing an OWA aggregation of a group of variables that are interrelated and constrained by a collection of linear inequalities is considered by Yager[Fuzzy Sets and Systems, 81(1996) 89-101]. He obtained how this problem can be modelled as a mixed integer linear programming problem. Recently, Carlsson et al. [Fuzzy Sets and Systems, 139(2003) 543-546] obtained a simple algorithm for exact computation of optimal solutions to a constrained OWA aggregation problem with a single constraint on the sum of all decision variables. In this note, we introduce anew approach to the same problem as Carlsson et al. considered. Indeed, it is a direct consequence of a known result of the linear programming problem.

APPLYING ELITIST GENETIC ALGORITHM TO RESOURCE-CONSTRAINED PROJECT SCHEDULING PROBLEM

  • Jin-Lee Kim;Ok-Kyue Kim
    • 국제학술발표논문집
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    • The 2th International Conference on Construction Engineering and Project Management
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    • pp.739-748
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    • 2007
  • The objective of this research study is to develop the permutation-based genetic algorithm for solving the resource-constrained project scheduling problem in construction engineering by incorporating elitism into genetic algorithm. A key aspect of the algorithm was the development of the elitist roulette selection operator to preserve the best individual solution for the next generation so the improved solution can be obtained. Another notable characteristic is the application of the parallel schedule generation scheme to generate a feasible solution to the problem. Case studies with a standard test problem were presented to demonstrate the performance and accuracy of the algorithm. The computational results indicate that the proposed algorithm produces reasonably good solutions for the resource-constrained project scheduling problem.

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Term-Based Approach를 기초로한 자원제한프로젝트스케줄링 문제의 해결 (Solution of the Resource Constrained Project Scheduling Problem on the Foundation of a Term-Based Approach)

  • 김복선
    • 한국지능시스템학회논문지
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    • 제24권2호
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    • pp.218-224
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    • 2014
  • The logic-based scheduling language RCPSV may be used to model resource-constrained project scheduling problems with variants for minimizing the project completion time. A diagram-based, nonredundant enumeration algorithm for the RCPSV-problem is proposed and the correctness of the algorithm is proved.

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권1호
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    • pp.19-30
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    • 2013
  • Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

확률적 자원제약 스케줄링 문제 해결을 위한 가변 이웃탐색 기반 동적 의사결정 (Dynamic Decisions using Variable Neighborhood Search for Stochastic Resource-Constrained Project Scheduling Problem)

  • 임동순
    • 대한산업공학회지
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    • 제43권1호
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    • pp.1-11
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    • 2017
  • Stochastic resource-constrained project scheduling problem is an extension of resource-constrained project scheduling problem such that activity duration has stochastic nature. In real situation where activity duration is not known until the activity is finished, open-loop based static policies such as activity-based policy and priority-based policy will not well cope with duration variability. Then, a dynamic policy based on closed-loop decision making will be regarded as an alternative toward achievement of minimal makespan. In this study, a dynamic policy designed to select activities to start at each decision time point is illustrated. The performance of static and dynamic policies based on variable neighborhood search is evaluated under the discrete-event simulation environment. Experiments with J120 sets in PSPLIB and several probability distributions of activity duration show that the dynamic policy is superior to static policies. Even when the variability is high, the dynamic policy provides stable and good solutions.

제약을 가진 최소근접을 찾는 이동질의의 효율적인 수행 (A Efficient Query Processing of Constrained Nearest Neighbor Search for Moving Query Point)

  • 반재훈
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2003년도 추계학술발표논문집 (하)
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    • pp.1429-1432
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    • 2003
  • This paper addresses the problem of finding a constrained nearest neighbor for moving query point(we call it CNNMP) The Nearest neighbor problem is classified by existence of a constrained region, the number of query result and movement of query point and target. The problem assumes that the query point is not static, as 1-nearest neighbor problem, but varies its position over time to the constrained region. The parameters as NC, NCMBR, CQR and QL for the algorithm are also presented. We suggest the query optimization algorithm in consideration of topological relationship among them

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