• 제목/요약/키워드: Nonconvex optimization

검색결과 38건 처리시간 0.035초

On the Formulation and Optimal Solution of the Rate Control Problem in Wireless Mesh Networks

  • Le, Cong Loi;Hwang, Won-Joo
    • 한국통신학회논문지
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    • 제32권5B호
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    • pp.295-303
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    • 2007
  • An algorithm is proposed to seek a local optimal solution of the network utility maximization problem in a wireless mesh network, where the architecture being considered is an infrastructure/backbone wireless mesh network. The objective is to achieve proportional fairness amongst the end-to-end flows in wireless mesh networks. In order to establish the communication constraints of the flow rates in the network utility maximization problem, we have presented necessary and sufficient conditions for the achievability of the flow rates. Since wireless mesh networks are generally considered as a type of ad hoc networks, similarly as in wireless multi-hop network, the network utility maximization problem in wireless mesh network is a nonlinear nonconvex programming problem. Besides, the gateway/bridge functionalities in mesh routers enable the integration of wireless mesh networks with various existing wireless networks. Thus, the rate optimization problem in wireless mesh networks is more complex than in wireless multi-hop networks.

A Face Optimization Algorithm for Optimizing over the Efficient Set

  • Kim, Dong-Yeop;Taeho Ahn
    • 경영과학
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    • 제15권1호
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    • pp.77-85
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    • 1998
  • In this paper a face optimization algorithm is developed for solving the problem (P) of optimizing a linear function over the set of efficient solutions of a multiple objective linear program. Since the efficient set is in general a nonconvex set, problem (P) can be classified as a global optimization problem. Perhaps due to its inherent difficulty, relatively few attempts have been made to solve problem (P) in spite of the potential benefits which can be obtained by solving problem (P). The algorithm for solving problem (P) is guaranteed to find an exact optimal or almost exact optimal solution for the problem in a finite number of iterations.

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글로벌최적화 문제인 유효해집합 위에서의 최적화 문제에 대한 선형계획적 접근방법 (A linear program approach for a global optimization problem of optimizing a linear function over an efficient set)

  • 송정환
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2000년도 춘계공동학술대회 논문집
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    • pp.53-56
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    • 2000
  • 그로벌최적화문제(Global optimization problem)의 부류인 다목적선형계획법 ( MOLP ) (Multiple objective linear programming)에서 결정된 유효해집합(a set of efficient solutions)위에서 선형함수 최적화문제 ( Ρ )는 해집합이 볼록집합이 아니므로(nonconvex set) 일반적인 선형계획법을 활용하기가 어렵다. 현재까지 ( Ρ )의 최적화를 위해서 유효해집합의 모든 꼭지점(extreme point)를 찾거나 일련의 선형계획문제들을 최적화하여 최적해를 찾는 접근방법들이 있다. 이러한 방법들에는 ( MOLP )의 해집합의 차원(dimension)이 커짐에 따라 문제해결이 실제적으로 가능하지 않는 경우가 많다. 본 연구는 주어진 선형함수와 다목적선형함수들간 관계를 고찰하여 선형목적함수를 구성하고 그 목적함수를 이용하여 주어진 문제 (Ρ) 의 최적해를 찾는 선형계획적 접근방법을 제안한다.

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관수로 시스템의 최적설계 (Optimal Design of Municipal Water Distribution System)

  • 안태진;박정응
    • 대한토목학회논문집
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    • 제14권6호
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    • pp.1375-1383
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    • 1994
  • 관수로시스템 문제는 수리학적 및 시스템운영 제약조건아래서 시스템의 전체비용을 최소비용으로 구하는 것이다. 관수로시스템 문제는 수많은 국지해(local minimum)을 갖는 비볼록(nonconvex) 이므로 종래의 최적화 기법은 임의의 국지해만을 구할 수 있다. 따라서 본 연구에서는 좀더 나은 국지해를 구하기 위해 외부탐사 및 내부최적화 단계 즉 2 단계 분해기법을 제안하였다. 외부탐사 단계에서는 관로들의 최적유량을 찾기 위해 여러 국지해 사이를 이동하면서 좀더 나은 국지해를 찾는 방법인 추계학적탐사방법(stochastic probing method)을 이용 하였고 내부최적화 단계(local minimizer)에서는 외부탐사 단계에서 구한 국지해를 증진시킨다. 이 제안한 방법은 신설 관수로시스템 설계와 기존 관수로시스템의 확장에 적용할 수 있으며, 제안한 방법의 효율성을 검증하기 위해 어느 관수로시스템을 표본으로 채택하여 제안한 방법을 적용한 결과 먼저 발표된 연구자들의 결과보다 적은 비용으로 설계할 수 있었다.

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GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1303-1309
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    • 2011
  • Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

Modified Particle Swarm Optimization with Time Varying Acceleration Coefficients for Economic Load Dispatch with Generator Constraints

  • Abdullah, M.N.;Bakar, A.H.A;Rahim, N.A.;Mokhlis, H.;Illias, H.A.;Jamian, J.J.
    • Journal of Electrical Engineering and Technology
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    • 제9권1호
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    • pp.15-26
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    • 2014
  • This paper proposes a Modified Particle Swarm Optimization with Time Varying Acceleration Coefficients (MPSO-TVAC) for solving economic load dispatch (ELD) problem. Due to prohibited operating zones (POZ) and ramp rate limits of the practical generators, the ELD problems become nonlinear and nonconvex optimization problem. Furthermore, the ELD problem may be more complicated if transmission losses are considered. Particle swarm optimization (PSO) is one of the famous heuristic methods for solving nonconvex problems. However, this method may suffer to trap at local minima especially for multimodal problem. To improve the solution quality and robustness of PSO algorithm, a new best neighbour particle called 'rbest' is proposed. The rbest provides extra information for each particle that is randomly selected from other best particles in order to diversify the movement of particle and avoid premature convergence. The effectiveness of MPSO-TVAC algorithm is tested on different power systems with POZ, ramp-rate limits and transmission loss constraints. To validate the performances of the proposed algorithm, comparative studies have been carried out in terms of convergence characteristic, solution quality, computation time and robustness. Simulation results found that the proposed MPSO-TVAC algorithm has good solution quality and more robust than other methods reported in previous work.

The Network Utility Maximization Problem with Multiclass Traffic

  • Vo, Phuong Luu;Hong, Choong-Seon
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2012년도 한국컴퓨터종합학술대회논문집 Vol.39 No.1(D)
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    • pp.219-221
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    • 2012
  • The concave utility in the Network Utility Maximization (NUM) problem is only suitable for elastic flows. In networks with multiclass traffic, the utility can be concave, linear, step or sigmoidal. Hence, the basic NUM becomes a nonconvex optimization problem. The current approach utilizes the standard dual-based decomposition method. It does not converge in case of scarce resource. In this paper, we propose an algorithm that always converges to a local optimal solution to the nonconvex NUM after solving a series of convex approximation problems. Our techniques can be applied to any log-concave utilities.

GLOBAL CONVERGENCE OF AN EFFICIENT HYBRID CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION

  • Liu, Jinkui;Du, Xianglin
    • 대한수학회보
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    • 제50권1호
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    • pp.73-81
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    • 2013
  • In this paper, an efficient hybrid nonlinear conjugate gradient method is proposed to solve general unconstrained optimization problems on the basis of CD method [2] and DY method [5], which possess the following property: the sufficient descent property holds without any line search. Under the Wolfe line search conditions, we proved the global convergence of the hybrid method for general nonconvex functions. The numerical results show that the hybrid method is especially efficient for the given test problems, and it can be widely used in scientific and engineering computation.

Hybrid PSO를 이용한 안전도를 고려한 경제급전 (The Security Constrained Economic Dispatch with Line Flow Constraints using the Hybrid PSO Algorithm)

  • 장세환;김진호;박종배;박준호
    • 전기학회논문지
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    • 제57권8호
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    • pp.1334-1341
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    • 2008
  • This paper introduces an approach of Hybrid Particle Swarm Optimization(HPSO) for a security-constrained economic dispatch(SCED) with line flow constraints. To reduce a early convergence effect of PSO algorithm, we proposed HPSO algorithm considering a mutation characteristic of Genetic Algorithm(GA). In power system, for considering N-1 line contingency, we have chosen critical line contingency through a process of Screening and Selection based on PI(performance Index). To prove the ability of the proposed HPSO in solving nonlinear optimization problems, SCED problems with nonconvex solution spaces are considered and solved with three different approach(Conventional GA, PSO, HPSO). We have applied to IEEE 118 bus system for verifying a usefulness of the proposed algorithm.

경제급전 문제에의 개선된 PSO 알고리즘 적용 (An Improved Particle Swarm Optimization for Economic Dispatch Problems with Prohibited Operating Zones)

  • 정윤원;이우남;김현홍;박종배;신중린
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 제38회 하계학술대회
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    • pp.850-851
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    • 2007
  • This paper presents an efficient approach for solving the economic dispatch (ED) problems with prohibited operating zones using an improved particle swarm optimization (PSO). Although the PSO-based approaches have several advantages suitable to the heavily constrained nonconvex optimization problems, they still have the drawbacks such as local optimal trapping due to the premature convergence (i.e., exploration problem) and insufficient capability to find nearly-by extreme points (i.e., exploitation problem). This paper proposes an improved PSO framework adopting a crossover operation scheme to increase both exploration and exploitation capability of the PSO. The proposed method is applied to ED problem with prohibited operating zones. Also, the results are compared with those of the state-of-the-art methods.

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