• 제목/요약/키워드: Inequality constraints

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

  • 오만숙
    • 응용통계연구
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    • 제15권1호
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    • pp.73-84
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    • 2002
  • 계수에 대한 부등 제한조건이 있는 선형 회귀모형은 경제모형에서 가장 흔하게 다루어지는 것 중의 하나이다. 이는 특정 설명변수에 대한 계수의 부호를 음양 중 하나로 제한하거나 계수들에 대하여 순서적 관계를 주기 때문이다. 본 논문에서는 이러한 부등 제한이 있는 선형회귀 모형에서 유의한 설명변수의 선택을 해결하는 베이지안 기법을 고려한다. 베이지안 변수선택은 가능한 모든 모형의 사후확률 계산이 요구되는데 본 논문에서는 이러한 사후확률들을 동시에 계산하는 방법을 제시한다. 구체적으로 가장 일반적인 모형의 모수에 대한 사후표본을 깁스 표본기법을 적용시켜 얻은 후 이를 이용하여 모든 가능한 모형의 사후확률을 계산하고 실제적인 자료에 본 논문에서 제안된 방법을 적용시켜 본다.

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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    • 제13권1_2호
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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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    • 제18권4호
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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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    • 제어로봇시스템학회 2003년도 ICCAS
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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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    • 제58권2호
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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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    • 제13권3호
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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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    • 제13권3호
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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.

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

  • 장한길로;송서영;김빛나래;남명진
    • 지질공학
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    • 제28권3호
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    • pp.367-377
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    • 2018
  • 이 연구는 전기비저항 역산의 해상도를 높이기 위한 구조제약과 부등식 제약조건을 적용한 전기비저항역산법을 소개하고 적용한 결과를 보여준다. 이들 역산에서는 지하투과레이다와 표면파 탐사자료로부터 사전 해석된 층서구조를 전기비저항 참조모델로 도입하고 구조제약과 부등식 제약의 유용성을 합성모델을 이용한 역산실험으로 확인하였다. 연약지반 조건을 가정한 실험모델에 대한 구조제약과 부등식 제약 역산실험 모두 일반적인 전기비저항 역산보다 향상된 역산결과를 보여주었으나, 부등식제약 역산에서는 참조모델이 다소 부정확한 경우에도 배경층서구조를 정확히 재구성하는 동시에 천부(약 10 m 심도)의 전도성 이상체들도 정확히 나타내는 역산결과를 보여주었다.

Robust Model Predictive Control Using Polytopic Description of Input Constraints

  • Lee, Sang-Moon
    • Journal of Electrical Engineering and Technology
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    • 제4권4호
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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.

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

  • 여정윤;김우현;임준혁;이달호;지규인
    • 제어로봇시스템학회논문지
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    • 제18권12호
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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.