• 제목/요약/키워드: Inequality Constraints

검색결과 166건 처리시간 0.023초

A MODIFIED NONMONOTONE FILTER TRUST REGION METHOD FOR SOLVING INEQUALITY CONSTRAINED PROGRAMMING

  • Wang, Hua;Pu, Dingguo
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.573-585
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    • 2011
  • SQP method is one of the most important methods for solving nonlinear programming. But it may fail if the quadratic subproblem is inconsistent. In this paper, we propose a modified nonmonotone filter trust region method in which the QP subproblem is consistent. By means of nonmonotone filter, this method has no demand on the penalty parameter which is difficult to obtain. Moreover, the restoration phase is not needed any more. Under reasonable conditions, we obtain the global convergence of the algorithm. Some numerical results are presented.

부등호 제약조건의 등호제약조건화를 통한 OPF해석 알고리즘 (OPF Algorithm of changing inequality constraint to equality constraint)

  • 최장흠;김건중;전동훈;임종호;이병일;한현규
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 추계학술대회 논문집 학회본부 A
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    • pp.197-199
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    • 1999
  • This paper deals with optimal power flow, which is optimal problem with equality constraint and inequality constraint. A algorithm of changing two constraints problem to one constraint - equality constraint problem - that make it analytical access for optimal power flow is presented.

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Analytical Development of a Robust Controller for Smart Structural Systems

  • Park Chul Hue;Hong Seong Il;Park Hyun Chul
    • Journal of Mechanical Science and Technology
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    • 제19권5호
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    • pp.1138-1147
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    • 2005
  • This paper aims at demonstrating the feasibility of active control of beams with a multiobjective state-feedback control technique. The multiobjective state-feedback controller is de­signed on a linear matrix inequality (LMI) approach for the multiobjective synthesis. The design objectives are to achieve a mix of Hoo performance and H2 performance satisfying constraints on the closed-loop pole locations in the face of model uncertainties. The controller is also designed to reject the effects of the noise and external of disturbances. For the theoretical analysis, the governing equation of motion is derived by Hamilton's principle to describe the dynamics of a smart structural system. Numerical examples are presented to demonstrate the effectiveness of the integrated robust controller in damping out the multiple vibration modes of the piezo/beam system.

수리계획법에 의한 대형시스템의 최적운용 앨고리즘 (Algorithm for optimum operation of large-scale systems by the mathematical programming)

  • 박영문;이봉용;백영식;김영창;김건중;김중훈;양원영
    • 전기의세계
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    • 제30권6호
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    • pp.375-385
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    • 1981
  • New algorithms are derived for nonlinear programming problems which are characterized by their large variables and equality and inequality constraints. The algorithms are based upon the introduction of the Dependent-Variable-Elimination method, Independent-Variable-Reduction method, Optimally-Ordered-Triangular-Factorization method, Equality-Inequality-Sequential-Satisfaction method, etc. For a case study problem relating to the optimal determination of load flow in a 10-bus, 13-line sample power system, several approaches are undertaken, such as SUMT, Lagrange's Multiplier method, sequential applications of linear and quadratic programming method. For applying the linear programming method, the conventional simplex algorithm is modified to the large-system-oriented one by the introduction of the Two-Phase method and Variable-Upper-Bounding method, thus resulting in remarkable savings in memory requirements and computing time. The case study shows the validity and effectivity of the algorithms presented herein.

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고이득 외란 관측기에 기반한 입력 제약 조건이 있는 불확실한 선형 시스템의 강인 추종 제어 (Robust Tracking of Constrained Uncertain Linear Systems using a High-gain Disturbance Observer)

  • 윤문채;김정수;백주훈
    • 제어로봇시스템학회논문지
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    • 제22권6호
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    • pp.397-402
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    • 2016
  • This paper proposes a robust tracking control for constrained uncertain linear systems by combining a disturbance observer (DOB) and linear matrix inequality (LMI) based state feedback control. To this end, the state feedback control is designed for the nominal system and then a DOB based feed-forward control is added to reject uncertainties. In doing so, the DOB and state feedback controller are joined in a way that the combined control satisfies the input constraints and closed loop stability is guaranteed. Simulation results are provided to show that the proposed control scheme successfully stabilizes uncertain systems.

페널티화된 LMI를 이용한 구조적 제약이 있는 제어기 설계 (Structured Controller Synthesis Using a Penalized LMI Method)

  • 김석주;권순만;천종민;문영현
    • 제어로봇시스템학회논문지
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    • 제11권8호
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    • pp.656-661
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    • 2005
  • This paper is concerned with an iterative linear matrix inequality (LMI) approach to the design of a structurally constrained output feedback controller such as decentralized control. The structured synthesis is formulated as a novel rank-constrained LMI optimization problem, where the controller parameters are explicitly described so as to impose structural constraints on the parameter matrices. An iterative penalty method is applied to solve the rank-constrained LMI problem. Numerical experiments are performed to illustrate the effectiveness of the proposed method.

시변 시간지연을 가지는 입력제한 시스템의 모델예측제어 (Model Predictive Control for Input Constrained Systems with Time-varying Delay)

  • 이상문
    • 전기학회논문지
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    • 제61권7호
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    • pp.1019-1023
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    • 2012
  • This paper considers a model predictive control problem of discrete-time constrained systems with time-varying delay. For this problem, a delay dependent state feedback control approach is used to achieve asymptotic stabilization of systems with input constraints. Based on Lyapunov stability theory, a new stability condition is obtained via linear matrix inequality formulation to find cost monotonicity condition of the model predictive control algorithm which guarantee the closed loop stability. Finally, the proposed method is applied to a numerical example in order to show the effectiveness of our results.

상태-정합 성능 향상을 위한 지능형 디지털 재설계에 관한 새로운 충분조건들 (New Sufficient Conditions to Intelligent Digital Redesign for the Improvement of State-Matching Performance)

  • Kim, Do-Wan;Joo, Young-Hoon;Park, Jin-Bae
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2006년도 추계학술대회 학술발표 논문집 제16권 제2호
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    • pp.293-296
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    • 2006
  • This paper presents new sufficient conditions to an intelligent digital redesign (IDR). The purpose of the IDR is to effectively convert an existing continuous-time fuzzy controller to an equivalent sampled-data fuzzy controller in the sense of the state-matching. The state-matching error between the closed-loop trajectories is carefully analyzed using the integral quadratic functional approach. The problem of designing the sampled-data fuzzy controller to minimize the state-matching error as well as to guarantee the stability is formulated and solved as the convex optimization problem with linear matrix inequality (LMI) constraints.

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Social Distancing, Labor Supply, and Income Distribution

  • CHO, DUKSANG
    • KDI Journal of Economic Policy
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    • 제43권2호
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    • pp.1-22
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    • 2021
  • The effects of social distancing measures on income distributions and aggregate variables are examined with an off-the-shelf heterogeneous-agent incomplete-market model. The model shows that social distancing measures, which limit households' labor supply, can decrease the labor supply of low-income households who hold insufficient assets and need income the most given their borrowing constraints. Social distancing measures can therefore exacerbate income inequality by lowering the incomes of the poor. An equilibrium interest rate can fall when the social distancing shock is expected to be persistent because households save more to prepare for rising consumption volatility given the possibility of binding to the labor supply constraint over time. When the shock is expected to be transitory, in contrast, the interest rate can rise upon the arrival of the shock because constrained households choose to borrow more to smooth consumption given the expectation that the shock will fade away. The model also shows that social distancing shocks, which diminish households' consumption demand, can decrease households' incomes evenly for every income quantile, having a limited impact on income inequality.

A NEW EXPLICIT EXTRAGRADIENT METHOD FOR SOLVING EQUILIBRIUM PROBLEMS WITH CONVEX CONSTRAINTS

  • Muangchoo, Kanikar
    • Nonlinear Functional Analysis and Applications
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    • 제27권1호
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    • pp.1-22
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    • 2022
  • The purpose of this research is to formulate a new proximal-type algorithm to solve the equilibrium problem in a real Hilbert space. A new algorithm is analogous to the famous two-step extragradient algorithm that was used to solve variational inequalities in the Hilbert spaces previously. The proposed iterative scheme uses a new step size rule based on local bifunction details instead of Lipschitz constants or any line search scheme. The strong convergence theorem for the proposed algorithm is well-proven by letting mild assumptions about the bifunction. Applications of these results are presented to solve the fixed point problems and the variational inequality problems. Finally, we discuss two test problems and computational performance is explicating to show the efficiency and effectiveness of the proposed algorithm.