• Title/Summary/Keyword: Inequality Constraints

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Bayesian Variable Selection in Linear Regression Models with Inequality Constraints on the Coefficients (제한조건이 있는 선형회귀 모형에서의 베이지안 변수선택)

  • 오만숙
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.73-84
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    • 2002
  • Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

CONVERGENCE ANALYSIS OF A NONLINEAR LAGRANGIAN ALGORITHM FOR NONLINEAR PROGRAMMING WITH INEQUALITY CONSTRAINTS

  • Zhang, Li-Wei;Liu, Yong-Jin
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.1-10
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    • 2003
  • In this paper, we establish a nonlinear Lagrangian algorithm for nonlinear programming problems with inequality constraints. Under some assumptions, it is proved that the sequence of points, generated by solving an unconstrained programming, convergents locally to a Kuhn-Tucker point of the primal nonlinear programming problem.

A generalized adaptive incremental approach for solving inequality problems of convex nature

  • Hassan, M.M.;Mahmoud, F.F.
    • Structural Engineering and Mechanics
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    • v.18 no.4
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    • pp.461-474
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    • 2004
  • A proposed incremental model for the solution of a general class of convex programming problems is introduced. The model is an extension of that developed by Mahmoud et al. (1993) which is limited to linear constraints having nonzero free coefficients. In the present model, this limitation is relaxed, and allowed to be zero. The model is extended to accommodate those constraints of zero free coefficients. The proposed model is applied to solve the elasto-static contact problems as a class of variation inequality problems of convex nature. A set of different physical nature verification examples is solved and discussed in this paper.

Energy Optimization of a Biped Robot for Walking a Staircase Using Genetic Algorithms

  • Jeon, Kweon-Soo;Park, Jong-Hyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.215-219
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    • 2003
  • In this paper, we generate a trajectory minimized the energy gait of a biped robot for walking a staircase using genetic algorithms and apply to the computed torque controller for the stable dynamic biped locomotion. In the saggital plane, a 6 degree of freedom biped robot that model consists of seven links is used. In order to minimize the total energy efficiency, the Real-Coded Genetic Algorithm (RCGA) is used. Operators of genetic algorithms are composed of a reproduction, crossover and mutation. In order to approximate the walking gait, the each joint angle is defined as a 4-th order polynomial of which coefficients are chromosomes. Constraints are divided into equality and inequality. Firstly, equality constraints consist of position conditions at the end of stride period and each joint angle and angular velocity condition for periodic walking. On the other hand, inequality constraints include the knee joint conditions, the zero moment point conditions for the x-direction and the tip conditions of swing leg during the period of a stride for walking a staircase.

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A New Technique for Solving Optimal Control Problems of the Time-delayed Systems

  • Ghomanjani, Fateme
    • Kyungpook Mathematical Journal
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    • v.58 no.2
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    • pp.333-346
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    • 2018
  • An approximation scheme utilizing Bezier curves is considered for solving time-delayed optimal control problems with terminal inequality constraints. First, the problem is transformed, using a $P{\acute{a}}de$ approximation, to one without a time-delayed argument. Terminal inequality constraints, if they exist, are converted to equality constraints. A computational method based on Bezier curves in the time domain is then proposed for solving the obtained non-delay optimal control problem. Numerical examples are introduced to verify the efficiency and accuracy of the proposed technique. The findings demonstrate that the proposed method is accurate and easy to implement.

A New Constraint Handling Method for Economic Dispatch

  • Li, Xueping;Xiao, Canwei;Lu, Zhigang
    • Journal of Electrical Engineering and Technology
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    • v.13 no.3
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    • pp.1099-1109
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    • 2018
  • For practical consideration, economic dispatch (ED) problems in power system have non-smooth cost functions with equality and inequality constraints that makes the problems complex constrained nonlinear optimization problems. This paper proposes a new constraint handling method for equality and inequality constraints which is employed to solve ED problems, where the incremental rate is employed to enhance the modification process. In order to prove the applicability of the proposed method, the study cases are tested based on the classical particle swarm optimization (PSO) and differential evolution (DE) algorithm. The proposed method is evaluated for ED problems using six different test systems: 6-, 15-, 20-, 38-, 110- and 140-generators system. Simulation results show that it can always find the satisfactory solutions while satisfying the constraints.

Fuzzy-Enforced Complementarity Constraints in Nonlinear Interior Point Method-Based Optimization

  • Song, Hwachang
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.3
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    • pp.171-177
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    • 2013
  • This paper presents a fuzzy set method to enforce complementarity constraints (CCs) in a nonlinear interior point method (NIPM)-based optimization. NIPM is a Newton-type approach to nonlinear programming problems, but it adopts log-barrier functions to deal with the obstacle of managing inequality constraints. The fuzzy-enforcement method has been implemented for CCs, which can be incorporated in optimization problems for real-world applications. In this paper, numerical simulations that apply this method to power system optimal power flow problems are included.

Strategy for Improving the Resolution of Electrical-resistivity Inversions for Detecting Soft Ground at Shallow Depths (~ 10 m) (천부(약 10 m) 연약 지반 탐지를 위한 전기비저항 역산 해상도 향상 전략)

  • Jang, Hangilro;Song, Seo Young;Kim, Bitnarae;Nam, Myung Jin
    • The Journal of Engineering Geology
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    • v.28 no.3
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    • pp.367-377
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    • 2018
  • This study introduces a DC resistivity inversion method that incorporates structural and inequality constraints to enhance the resolution of resistivity inversions, and presents sample inversion results with these constraints. In the constrained inversions, a base model is constructed from a layered model through interpretation of other geophysical data. Inversion tests establish that both the structural and inequality constraints produce better resistivity models than the unconstrained inversion. However, the inequality inversion not only reproduces the exact layered structure of the background, it reproduces conductive anomalies at a depth of ~ 10 m when an inexact base model of electrical resistivity is used.

Robust Model Predictive Control Using Polytopic Description of Input Constraints

  • Lee, Sang-Moon
    • Journal of Electrical Engineering and Technology
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    • v.4 no.4
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    • pp.566-569
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    • 2009
  • In this paper, we propose a less conservative a linear matrix inequality (LMI) condition for the constrained robust model predictive control of systems with input constraints and polytopic uncertainty. Systems with input constraints are represented as perturbed systems with sector bounded conditions. For the infinite horizon control, closed-loop stability conditions are obtained by using a parameter dependent Lyapunov function. The effectiveness of the proposed method is shown by an example.

Obstacle Parameter Modeling for Model Predictive Control of the Unmanned Vehicle (무인자동차의 모델 예측제어를 위한 장애물 파라미터 모델링 기법)

  • Yeu, Jung-Yun;Kim, Woo-Hyun;Im, Jun-Hyuck;Lee, Dal-Ho;Jee, Gyu-In
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.12
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    • pp.1132-1138
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    • 2012
  • The MPC (Model Predictive Control) is one of the techniques that can be used to control an unmanned vehicle. It predicts the future vehicle trajectory using the dynamic characteristic of the vehicle and generate the control value to track the reference path. If some obstacles are detected on the reference paths, the MPC can generate control value to avoid the obstacles imposing the inequality constraints on the MPC cost function. In this paper, we propose an obstacle modeling algorithm for MPC with inequality constraints for obstacle avoidance and a method to set selective constraint on the MPC for stable obstacle avoidance. Simulations with the field test data show successful obstacle avoidance and way point tracking performance.