• 제목/요약/키워드: Kuhn-Tucker necessary conditions

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NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS FOR FUZZY LINEAR PROGRAMMING

  • Farhadinia, Bahram
    • Journal of applied mathematics & informatics
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    • 제29권1_2호
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    • pp.337-349
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    • 2011
  • This paper is concerned with deriving necessary and sufficient optimality conditions for a fuzzy linear programming problem. Toward this end, an equivalence between fuzzy and crisp linear programming problems is established by means of a specific ranking function. Under this setting, a main theorem gives optimality conditions which do not seem to be in conflict with the so-called Karush-Kuhn-Tucker conditions for a crisp linear programming problem.

THE KARUSH-KUHN-TUCKER OPTIMALITY CONDITIONS IN INTERVAL-VALUED MULTIOBJECTIVE PROGRAMMING PROBLEMS

  • Hosseinzade, Elham;Hassanpour, Hassan
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1157-1165
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    • 2011
  • The Karush-Kuhn-Tucker (KKT) necessary optimality conditions for nonlinear differentiable programming problems are also sufficient under suitable convexity assumptions. The KKT conditions in multiobjective programming problems with interval-valued objective and constraint functions are derived in this paper. The main contribution of this paper is to obtain the Pareto optimal solutions by resorting to the sufficient optimality condition.

동하중에서 변환된 등가정하중에 의한 최적화 방법의 수학적 고찰 (Mathematical Proof for Structural Optimization with Equivalent Static Loads Transformed from Dynamic Loads)

  • 박경진;강병수
    • 대한기계학회논문집A
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    • 제27권2호
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    • pp.268-275
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    • 2003
  • Generally, structural optimization is carried out based on external static loads. All forces have dynamic characteristics in the real world. Mathematical optimization with dynamic loads is extremely difficult in a large-scale problem due to the behaviors in the time domain. The dynamic loads are often transformed into static loads by dynamic factors, design codes, and etc. Therefore, the optimization results can give inaccurate solutions. Recently, a systematic transformation has been proposed as an engineering algorithm. Equivalent static loads are made to generate the same displacement field as the one from dynamic loads at each time step of dynamic analysis. Thus, many load cases are used as the multiple leading conditions which are not costly to include in modern structural optimization. In this research, it is mathematically proved that the solution of the algorithm satisfies the Karush-Kuhn-Tucker necessary condition. At first, the solution of the new algorithm is mathematically obtained. Using the termination criteria, it is proved that the solution satisfies the Karush-Kuhn-Tucker necessary condition of the original dynamic response optimization problem. The application of the algorithm is discussed.

DUALITY AND SUFFICIENCY IN MULTIOBJECTIVE FRACTIONAL PROGRAMMING WITH INVEXITY

  • Kim, Do-Sang;Lee, Hyo-Jung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제13권2호
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    • pp.101-108
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    • 2009
  • In this paper, we introduce generalized multiobjective fractional programming problem with two kinds of inequality constraints. Kuhn-Tucker sufficient and necessary optimality conditions are given. We formulate a generalized multiobjective dual problem and establish weak and strong duality theorems for an efficient solution under generalized convexity conditions.

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A PSEUDOCONVEX PROGRAMMINA IN A HILBERT SPACE

  • Yoon, Byung-Ho;Kim, In-Soo
    • 대한수학회보
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    • 제23권2호
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    • pp.141-148
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    • 1986
  • In [1], M. Guignard considered a constraint set in a Banach space, which is similar to that in [2] and gave a first order necessary optimality condition which generalized the Kuhn-Tucker conditions [3]. Sufficiency is proved for objective functions which is either pseudoconcave [5] or quasi-concave [6] where the constraint sets are taken pseudoconvex. In this note, we consider a psedoconvex programming problem in a Hilbert space. Constraint set in a Hillbert space being pseudoconvex and the objective function is restrained by an operator equation. Then we use the methods similar to that in [1] and [6] to obtain a necessary and sufficient optimality condition.

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OPTIMIZATION PROBLEMS WITH DIFFERENCE OF SET-VALUED MAPS UNDER GENERALIZED CONE CONVEXITY

  • DAS, K.;NAHAK, C.
    • Journal of applied mathematics & informatics
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    • 제35권1_2호
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    • pp.147-163
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    • 2017
  • In this paper, we establish the necessary and sufficient Karush-Kuhn-Tucker (KKT) conditions for an optimization problem with difference of set-valued maps under generalized cone convexity assumptions. We also study the duality results of Mond-Weir (MW D), Wolfe (W D) and mixed (Mix D) types for the weak solutions of the problem (P).

DCOC를 이용한 철근 콘크리트보의 최소경비설계 (Minimum Cost Design of Reinforced Concrete Beam Using DCOC)

  • 조홍동;한상훈
    • 한국전산구조공학회논문집
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    • 제13권4호
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    • pp.417-425
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    • 2000
  • 본 연구에서는 이산성 연속형 최적성규준방법(DCOC)을 이용하여 직사각형 단면을 갖는 철근콘크리트 연속보의 최적설계 알고리즘을 유도하였고, 최적설계 프로그램을 개발하였다. 목적함수로서 건설경비는 콘크리트 경비, 철근 경비 그리고 거푸집 경비를 포함하였으며 이를 최소화하였다. 설계제약조건으로는 시방서상의 최대처짐제약, 휨 및 전단강도제약, 연성제약 그리고 설계변수에 대한 상·하한 제약을 고려하였다. 쿤-터커 필요조건을 이용하여 최적성 규준을 설계변수의 항으로 명시적으로 유도하였으며, 이때 설계변수로는 보의 유효깊이와 철근비를 취하였다. 구조물 자중의 영향을 실제 시스템의 평형방정식에서 고려하였다. 설계변수들의 개선을 위한 반복과정과 컴퓨터 프로그램을 개발하였으며, 수치예를 들어 개발된 기법의 적용성과 효율성을 보였다.

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A dual approach to input/output variance constrained control problem

  • Kim, Jac-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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    • pp.28-33
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    • 1994
  • An optimal controller, e.g. LQG controller, may not be realistic in the sense that the required control power may not be achieved by existing actuators, and the measured output is not satisfactory. To be realistic, the controller should meet such constraints as sensor or actuator limitation, performance limit, etc. In this paper, the lnput/Output Variance Constrained (IOVC) control problem will be considered from the viewpoint of mathematical programming. A dual version shall be developed to solve the IOVC control problem, whose objective is to find a stabilizing control law attaining a minimum value of a quadratic cost function subject to the inequality constraint on each input and output variance for a stabilizable and detectable plant. One approach to the constrained optimization problem is to use the Kuhn-Tucker necessary conditions for the optimality and to seek an optimal point by an iterative algorithm. However, since the algorithm uses only the necessary conditions, the convergent point may not be optimal solution. Our algorithm will guarantee a sufficiency.

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PRC연속보 최적설계에서 단면의 유효깊이 변화를 고려한 DCOC알고리즘 개발 (Development of DCOC Algorithm Considering the Variation of Effective Depth in the Optimum Design of PRC Continuous Beam)

  • 조홍동;한상훈
    • 한국전산구조공학회논문집
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    • 제15권2호
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    • pp.281-291
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    • 2002
  • 본 연구에서는 직사각형 단면을 갖는 프리스트레스 철근콘크리트보(PRC)의 최소경비설계를 수행하였다. 목적함수로서 건설경비는 콘크리트 경비, 긴장재 경비, 철근 경비 그리고 거푸집 경비를 포함하였으며 이를 최소화하였다. 설계제약조건으로는 시방서상의 최대처짐제약, 휨 및 전단강도제약, 연성제약 그리고 설계변수에 대한 상·하한 제약을 고려하였다. 쿤-터커 필요조건을 이용하여 최적성 규준을 설계변수의 항으로 명시적으로 유도하였으며, 이때 설계변수로는 보의 유효깊이, 긴장재의 최대편심거리 그리고 철근비로 취하였고, 긴장재의 형상은 2차 포물선함수로 가정하였다. 또한 본 연구에서는 요소별로 변화하는 단면을 갖는 경우와 전경간에 걸쳐 일정한 단면을 갖는 경우에 대하여 고려하였고, 긴장재의 경간별 최대편심을 설계변수화 하였다. 그리고 수치예를 들어 개발된 기법의 적용성과 효율성을 보였다.

CONTINUOUS PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • Husain, I.;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.75-106
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    • 2008
  • In this paper, we derive necessary optimality conditions for a continuous programming problem in which both objective and constraint functions contain support functions and is, therefore, nondifferentiable. It is shown that under generalized invexity of functionals, Karush-Kuhn-Tucker type optimality conditions for the continuous programming problem are also sufficient. Using these optimality conditions, we construct dual problems of both Wolfe and Mond-Weir types and validate appropriate duality theorems under invexity and generalized invexity. A mixed type dual is also proposed and duality results are validated under generalized invexity. A special case which often occurs in mathematical programming is that in which the support function is the square root of a positive semidefinite quadratic form. Further, it is also pointed out that our results can be considered as dynamic generalizations of those of (static) nonlinear programming with support functions recently incorporated in the literature.

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