• 제목/요약/키워드: Convex optimization

검색결과 383건 처리시간 0.027초

D2D 유틸리티 분석: 볼록최적화 알고리즘 (Analysis of D2D Utility: Convex Optimization Algorithm)

  • 오창윤
    • 한국컴퓨터정보학회:학술대회논문집
    • /
    • 한국컴퓨터정보학회 2020년도 제62차 하계학술대회논문집 28권2호
    • /
    • pp.83-84
    • /
    • 2020
  • Sum Utility를 최적화하는 Convex Optimization Algorithm을 제안한다. 일반적으로, Sum Utility 최적화 문제는 Non Convex Optimization Problem이다. 하지만, '상대간섭'과 '간섭주요화'를 활용하여 Non Convex Optimization Problem이 간섭구간에 따라 Convex Optimization으로 해결할 수 있음을 확인하였다. 특히, 유틸리티 함수는 상대간섭 0.1 이하에서는 오목함수임을 확인하였다. 실험결과 상대간섭이 작아질수록 제안하는 알고리즘에 의한 Sum Utility는 증가함을 확인하였다.

  • PDF

ON BOUNDEDNESS OF $\epsilon$-APPROXIMATE SOLUTION SET OF CONVEX OPTIMIZATION PROBLEMS

  • Kim, Gwi-Soo;Lee, Gue-Myung
    • Journal of applied mathematics & informatics
    • /
    • 제26권1_2호
    • /
    • pp.375-381
    • /
    • 2008
  • Boundedness for the set of all the $\epsilon$-approximate solutions for convex optimization problems are considered. We give necessary and sufficient conditions for the sets of all the $\epsilon$-approximate solutions of a convex optimization problem involving finitely many convex functions and a convex semidefinite problem involving a linear matrix inequality to be bounded. Furthermore, we give examples illustrating our results for the boundedness.

  • PDF

ON SURROGATE DUALITY FOR ROBUST SEMI-INFINITE OPTIMIZATION PROBLEM

  • Lee, Gue Myung;Lee, Jae Hyoung
    • 충청수학회지
    • /
    • 제27권3호
    • /
    • pp.433-438
    • /
    • 2014
  • A semi-infinite optimization problem involving a quasi-convex objective function and infinitely many convex constraint functions with data uncertainty is considered. A surrogate duality theorem for the semi-infinite optimization problem is given under a closed and convex cone constraint qualification.

순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화 (Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming)

  • 권혁훈;신효섭;김윤환;이동희
    • 전기학회논문지
    • /
    • 제68권1호
    • /
    • pp.159-166
    • /
    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

볼록최적화에 의거한 구조계와 제어계의 동시최적화 - 근사적 어프로치 - (Simultaneous Optimization of Structure and Control Systems Based on Convex Optimization - An approximate Approach -)

  • 손회수
    • 대한기계학회논문집A
    • /
    • 제27권8호
    • /
    • pp.1353-1362
    • /
    • 2003
  • This paper considers a simultaneous optimization problem of structure and control systems. The problem is generally formulated as a non-convex optimization problem for the design parameters of mechanical structure and controller. Therefore, it is not easy to obtain the global solutions for practical problems. In this paper, we parameterize all design parameters of the mechanical structure such that the parameters work in the control system as decentralized static output feedback gains. Using this parameterization, we have formulated a simultaneous optimization problem in which the design specification is defined by the Η$_2$and Η$\_$$\infty$/ norms of the closed loop transfer function. So as to lead to a convex problem we approximate the nonlinear terms of design parameters to the linear terms. Then, we propose a convex optimization method that is based on linear matrix inequality (LMI). Using this method, we can surely obtain suboptimal solution for the design specification. A numerical example is given to illustrate the effectiveness of the proposed method.

Analysis of D2D Utility Function with the Interference Majorization

  • Oh, Changyoon
    • 한국컴퓨터정보학회논문지
    • /
    • 제25권7호
    • /
    • pp.75-83
    • /
    • 2020
  • 셀룰라 시스템에서 D2D 유틸리티 최적화 문제를 연구하도록 한다. 구체적으로, Non-Convex 최적화 문제의 복잡도를 완화하도록 해주는 오목함수 결정규칙을 제안하고자 한다. 일반적으로, 유틸리티 함수는 신호와 간섭의 함수이며, 해법이 복잡한 Non-Convex 형태를 가진다. 본 논문에서는 간단한 해법을 찾고자 유틸리티 함수를 간섭관점에서 분석한다. 먼저 D2D 수신단에서의 간섭 레벨을 의미하는 '상대간섭'과 간섭을 주요간섭으로 간략화하는 '간섭주요화'를 수식적으로 정의한다. 정의한 간섭주요화를 바탕으로 간단한 해법의 기반이 되는 오목함수 결정규칙과 최적화 해법이 간단한 Convex Optimization 해법을 제안하도록 한다. 실험결과를 통하여 유틸리티 함수는 D2D 적용시나리오에 해당하는 수치인 상대간섭 0.1 이하에서는 오목함수임을 확인하였다. 또한, 제안하는 Convex Optimization 해법은 상대간섭 수치 0.1 이하에서 적용이 가능함을 확인하였다.

개선된 고차 Convex 근사화를 이용한 구조최적설계 (Structural Optimization using Improved Higher-order Convex Approximation)

  • 조효남;민대홍;김성헌
    • 한국전산구조공학회:학술대회논문집
    • /
    • 한국전산구조공학회 2002년도 가을 학술발표회 논문집
    • /
    • pp.271-278
    • /
    • 2002
  • Structural optimization using improved higer-order convex approximation is proposed in this paper. The proposed method is a generalization of the convex approximation method. The order of the approximation function for each constraint is automatically adjusted in the optimization process. And also the order of each design variable is differently adjusted. This self-adjusted capability makes the approximate constraint values conservative enough to maintain the optimum design point of the approximate problem in feasible region. The efficiency of proposed algorithm, compared with conventional algorithm is successfully demonstrated in the Three-bar Truss example.

  • PDF

Multi Case Non-Convex Economic Dispatch Problem Solving by Implementation of Multi-Operator Imperialist Competitive Algorithm

  • Eghbalpour, Hamid;Nabatirad, Mohammadreza
    • Journal of Electrical Engineering and Technology
    • /
    • 제12권4호
    • /
    • pp.1417-1426
    • /
    • 2017
  • Power system analysis, Non-Convex Economic Dispatch (NED) is considered as an open and demanding optimization problem. Despite the fact that realistic ED problems have non-convex cost functions with equality and inequality constraints, conventional search methods have not been able to effectively find the global answers. Considering the great potential of meta-heuristic optimization techniques, many researchers have started applying these techniques in order to solve NED problems. In this paper, a new and efficient approach is proposed based on imperialist competitive algorithm (ICA). The proposed algorithm which is named multi-operator ICA (MuICA) merges three operators with the original ICA in order to simultaneously avoid the premature convergence and achieve the global optimum answer. In this study, the proposed algorithm has been applied to different test systems and the results have been compared with other optimization methods, tending to study the performance of the MuICA. Simulation results are the confirmation of superior performance of MuICA in solving NED problems.

이점 볼록 근사화 기법을 적용한 최적설계 (Design Optimization Using the Two-Point Convex Approximation)

  • 김종립;최동훈
    • 대한기계학회논문집A
    • /
    • 제27권6호
    • /
    • pp.1041-1049
    • /
    • 2003
  • In this paper, a new local two-point approximation method which is based on the exponential intervening variable is proposed. This new algorithm, called the Two-Point Convex Approximation(TPCA), use the function and design sensitivity information from the current and previous design points of the sequential approximate optimization to generate a sequence of convex, separable subproblems. This paper describes the derivation of the parameters associated with the approximation and the numerical solution procedure. In order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve several typical design problems. These optimization results are compared with those of other optimizers. Numerical results obtained from the test examples demonstrate the effectiveness of the proposed method.