• Title/Summary/Keyword: Extended Penalty Function

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ON THE GLOBAL CONVERGENCE OF A MODIFIED SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

  • Liu, Bingzhuang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1395-1407
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    • 2011
  • When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

A Causal-Forecasting Model using Guided Genetic Algorithm in Continuous Manufacturing Process (연속생산공정에서의 유도형 유전알고리즘을 이용한 인과형 예측모델에 관한 연구)

  • 정호상;정봉주
    • Korean Management Science Review
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    • v.17 no.2
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    • pp.39-54
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    • 2000
  • This paper presents a causal forecasting model using guided genetic algorithm in continuous manufacturing process. The guide genetic algorithm(GGA) is an extended genetic algorithm(GA) using penalty function and population diversity index to increase forecasting accuracy. GGA adds to the canonical GA the concept of a penalty function to avoid selecting the unproductive chromosomes and to make a proper searching direction. Also, GGA modifies the current population using the similarity of chromosomes to avoid falling into the trap of local optimal solution. For investigation GGA performance, we used a set of real data that was collected in local glass melting processes, and experimental results show the proposed model results in the better forecasting accuracy than linear regression model and canonical GA.

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Research on the Optimum Design for PSC Box Girder Bridges Using the Full Staging Method (FSM 공법 PSC 박스 거더교의 최적설계에 관한 연구)

  • Kim, Ki-Wook;Park, Moon-Ho;Chang, Chun-Ho
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.8 no.3
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    • pp.159-167
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    • 2004
  • The objective of this study is development of the optimum design program to minimize the cost for PSC box girder bridge using the full staging method to indicate the necessity for the optimum design applied many types of bridges. It also considered the proper span length to girder depth ratio and the cell number along the width of bridge. This program used SUMT procedure and Kavlie's extended penalty function to allow infeasible design points in the process. Powell's direct method was used in searching design points and Gradient Approximate Method was used to reduce design hours. This study showed the convergence in design parameter and correlation of totally optimized cost according to cell numbers, span lengths, and lane numbers.

The size and shape optimization of plane trusses using the multi-levels method (다단계 분할기법에 의한 평면트러스의 단면치수 및 형상 최적화)

  • Pyeon, Hae-Wan;Oh, Kyu-Rak;Kang, Moon-Myung
    • Journal of Korean Society of Steel Construction
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    • v.12 no.5 s.48
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    • pp.515-525
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    • 2000
  • The purpose of this paper was to develop size & shape optimization programming algorithm of plane trusses. The optimum techniques applied in this study were extended penalty method of Sequential Unconstrained Minimization Techniques(SUMT) and direct search method with multi-variables proposed by Hooke & Jeeves. Upper mentioned two methods were used iteratively at each level of size and shape optimization routines. The design variables of size optimization were circular steel tube(structural member) diameter and thickness, those of shape optimization were joint coordinates, and the objective function was represented as total weight of truss. During the optimum design, two level procedures of size and shape optimization were interacted iteratively until the final optimum values were attained. At the previous studies about shape optimization of truss, the member sectional areas and coordinates were applied as design variables. So that they could not apply the buckling effect of compression member. In this paper, actual sizes of member and nodal coordinates are used as design variables to consider the buckling effect of compression member properly.

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A FINITE-VISCOELASTIC CONTINUUM MODEL FOR RUBBER AND ITS FINITE ELEMENT ANALYSIS

  • Kim, Seung-Jo;Kim, Kyeong-Su;Cho, Jin-Yeon
    • Journal of Theoretical and Applied Mechanics
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    • v.1 no.1
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    • pp.97-109
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    • 1995
  • In this paper, a finite viscoelastic continuum model for rubber and its finite element analysis are presented. This finite viscoelatic model based on continuum mechanics is an extended model of Johnson and Wuigley's 1-D model. In this extended model, continuum based kinematic measures are rigorously defied and by using this kinematic measures, elastic stage law and flow rule are introduced. In kinematics, three configuration are introduced. In kinematics, three configuration are introduced. They are reference, current and virtual visco configurations. In elastic state law, it is assumed that at a certain time, there exists an elastic potential which describes the recoverable elastic energy. From this elastic potential, elastic state law is derived. The proposed flow rule is based on phenomenological observation. The flow rule gives precise relaxation response. In finite element approximation, mixed Lagrangian description is used, where total and similar method of updated Lagrangian descriptions are used together. This approach reduces the numerical job and gives simple nonlinear syatem of equations. To satisfy the incompressible condition, penalty-type modified Mooney-Rivlin energy function is adopted. By this method nearly incompressible condition is obtain the virtual visco configuration. For verification, uniaxial stretch tests are simulated for various stretch rates. The simulated results show good agreement with experiments. As a practical experiments. As a preactical example, pressurized rubber plate is simulated. The result shows finite viscoelastic effects clearly.

Application of Numerical Optimization Technique to the Design of Fans (송풍기 설계를 위한 수치최적설계기법의 응용)

  • Kim, K.Y.;Choi, J.H.;Kim, T.J.;Rew, H.S.
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.7 no.4
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    • pp.566-576
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    • 1995
  • A Computational code has been developed in order to design axial fans by the numerical optimization techniques incorporated with flow analysis code solving three-dimensional Navier-Stokes equation. The steepest descent method and the conjugate gradient method are used to look for the search direction in the design space, and the golden section method is used for one-dimensional search. To solve the constrained optimization problem, sequential unconstrained minimization technique, SUMT, is used with imposed quadratic extended interior penalty functions. In the optimization of two-dimensional cascade design, the ratio of drag coefficient to lift coefficient is minimized by the design variables such as maximum thickness, maximum ordinate of camber and chord wise position of maximum ordinate. In the application of this numerical optimization technique to the design of an axial fan, the efficiency is maximized by the design variables related to the sweep angle distributed by quadratic function along the hub to tip of fan.

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The Optimum Design for PSC Box Girder Bridges Considering Friction Coefficient and Material Strength (마찰계수와 재료강도를 고려한 PSC 박스 거더교의 최적설계)

  • Kim, Ki Wook
    • Journal of Korean Society of Steel Construction
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    • v.18 no.2
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    • pp.181-189
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    • 2006
  • This study analyzes the effects of the curvature friction coefficient, the wobble friction coefficient, and the increased strength of concrete, reinforced tendon on optimum de signs by using the optimum-design program, to minimize the cost of a PSC box girder bridge using the full staging method. The objective of this study is to find a proper tendon for the friction coefficient, and thereafter, to indicate the direction of the study development about tendons and to indicate the direction of a study on the increased strength of used materials. This program used the SUMT procedure and Kavlie's extended-penalty function to allow infeasible design points in the process. Powel's direct method was used in searching design points, and the gradient approximate method was used to reduce the design hours.

A Study on Bias Effect on Model Selection Criteria in Graphical Lasso

  • Choi, Young-Geun;Jeong, Seyoung;Yu, Donghyeon
    • Quantitative Bio-Science
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    • v.37 no.2
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    • pp.133-141
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    • 2018
  • Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.

Optimum Design of PSC Box Girder Bridge considering the Influence of Unequal Span Length Division, Load Factor, and Variable Girder Depth (부등 경간 비율, 하중계수 및 변단면의 영향을 고려한 PSC 박스 거더교의 최적설계)

  • 박문호;김기욱
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.3
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    • pp.309-318
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    • 2004
  • This research automatically designed psc-box girder bridges by using an optimum design program and applied the results to the various types of bridges to verify if common facts used in steel bridges or concrete bridges can be applied to PSC bridges. Namely, it investigated appropriate unequal span length division by comparing with bridge of unequal and equal span length division, and verified the influence of the load factors which are changed by time or specification applying the results to various types of bridge. and it applied reinforced concrete bridge and steel bridge's variable girder depth which is slender and effective to save material costs to PSC box girder bridges. Technical solution of optimum design program used SUMT procedure, and Kavlie's extended penalty function to allow infeasible design points in the process. Powell's direct method was used for searching design points and a gradient's approximate method was used to reduce the design time.

Research on Variable Girder Types and Tendon Arrangement of PSC Box Girder Bridges by using the Optimum Design (최적설계에 의한 PSC 박스 거더교의 변단면 거더유형과 긴장재 배치에 관한 연구)

  • Kim, Ki-Wook
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.10 no.3
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    • pp.175-185
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    • 2006
  • This study performed the optimum design of balanced and unbalanced span length bridges with many variable Girder types by using the optimum design program to minimize the cost for PSC box girder bridge of the full staging method. The objective of this study is to present tendon's application direction about complicated construction hereafter by studying about optimum tendon arrangement that is worked in each variable Girder type. This program used SUMT procedure and Kavlie's extended penalty function to allow infeasible design points in the process. Powell's direct method was used in searching design points and Gradient Approximate Method was used to reduce design hours.