• Title/Summary/Keyword: Nonlinear Programming Problem

검색결과 273건 처리시간 0.025초

대규모 비선형 구조최적화에 관한 선형 goal programming의 응용 (Application of Linear Goal Programming to Large Scale Nonlinear Structural Optimization)

  • 장태사;엘세이드;김호룡
    • 전산구조공학
    • /
    • 제5권1호
    • /
    • pp.133-142
    • /
    • 1992
  • 본 논문은 수식화의 특이성 때문에 구조 최적화 문제에 거의 사용되지 않고 있는 선형 goal programming을 대규모 비선형 구조 최적화에 응용하는 방법을 제시한다. 이 방법은 다기준 최적화의 도구로 사용되는데 그 까닭은 goal programming이 목적함수와 제한조건등을 정의하는데 있어서 발생하는 난점들을 제거해 주기 때문이다. 이 방법은 비선형 goal 최적화 문제들의 해를 얻기 위해서 유한요소해석, 선형 goal programming기법, 그리고 계속적인 선형화 기법을 이용한다. 즉, 대규모 비선형 구조 최적화 문제를 비선형 goal programming형태로 전환시키는 일반적인 수식화 방법을 제시하고, 얻어진 비선형 goal 최적화 문제를 풀기 위한 계속적인 선형화 방법에 대해서도 논의한다. 설계도구로서 이 방법의 유효성을 논증하기 위하여 10, 25 및 200트러스의 사례를 가지고 응력제한조건들의 최소무게 구조 최적화 문제에 대한 해를 모색하며 이를 다른 연구결과와 비교검토한다.

  • PDF

PROXIMAL AUGMENTED LAGRANGIAN AND APPROXIMATE OPTIMAL SOLUTIONS IN NONLINEAR PROGRAMMING

  • Chen, Zhe;Huang, Hai Qiao;Zhao, Ke Quan
    • Journal of applied mathematics & informatics
    • /
    • 제27권1_2호
    • /
    • pp.149-159
    • /
    • 2009
  • In this paper, we introduce some approximate optimal solutions and an augmented Lagrangian function in nonlinear programming, establish dual function and dual problem based on the augmented Lagrangian function, discuss the relationship between the approximate optimal solutions of augmented Lagrangian problem and that of primal problem, obtain approximate KKT necessary optimality condition of the augmented Lagrangian problem, prove that the approximate stationary points of augmented Lagrangian problem converge to that of the original problem. Our results improve and generalize some known results.

  • PDF

A METHOD USING PARAMETRIC APPROACH WITH QUASINEWTON METHOD FOR CONSTRAINED OPTIMIZATION

  • Ryang, Yong-Joon;Kim, Won-Serk
    • 대한수학회보
    • /
    • 제26권2호
    • /
    • pp.127-134
    • /
    • 1989
  • This paper proposes a deformation method for solving practical nonlinear programming problems. Utilizing the nonlinear parametric programming technique with Quasi-Newton method [6,7], the method solves the problem by imbedding it into a suitable one-parameter family of problems. The approach discussed in this paper was originally developed with the aim of solving a system of structural optimization problems with frequently appears in various kind of engineering design. It is assumed that we have to solve more than one structural problem of the same type. It an optimal solution of one of these problems is available, then the optimal solutions of thel other problems can be easily obtained by using this known problem and its optimal solution as the initial problem of our parametric method. The method of nonlinear programming does not generally converge to the optimal solution from an arbitrary starting point if the initial estimate is not sufficiently close to the solution. On the other hand, the deformation method described in this paper is advantageous in that it is likely to obtain the optimal solution every if the initial point is not necessarily in a small neighborhood of the solution. the Jacobian matrix of the iteration formula has the special structural features [2, 3]. Sectioon 2 describes nonlinear parametric programming problem imbeded into a one-parameter family of problems. In Section 3 the iteration formulas for one-parameter are developed. Section 4 discusses parametric approach for Quasi-Newton method and gives algorithm for finding the optimal solution.

  • PDF

ADF를 사용한 유전프로그래밍 기반 비선형 회귀분석 기법 개선 및 풍속 예보 보정 응용 (Improvement of Genetic Programming Based Nonlinear Regression Using ADF and Application for Prediction MOS of Wind Speed)

  • 오승철;서기성
    • 전기학회논문지
    • /
    • 제64권12호
    • /
    • pp.1748-1755
    • /
    • 2015
  • A linear regression is widely used for prediction problem, but it is hard to manage an irregular nature of nonlinear system. Although nonlinear regression methods have been adopted, most of them are only fit to low and limited structure problem with small number of independent variables. However, real-world problem, such as weather prediction required complex nonlinear regression with large number of variables. GP(Genetic Programming) based evolutionary nonlinear regression method is an efficient approach to attach the challenging problem. This paper introduces the improvement of an GP based nonlinear regression method using ADF(Automatically Defined Function). It is believed ADFs allow the evolution of modular solutions and, consequently, improve the performance of the GP technique. The suggested ADF based GP nonlinear regression methods are compared with UM, MLR, and previous GP method for 3 days prediction of wind speed using MOS(Model Output Statistics) for partial South Korean regions. The UM and KLAPS data of 2007-2009, 2011-2013 years are used for experimentation.

A Nonlinear Programming Approach to Biaffine Matrix Inequality Problems in Multiobjective and Structured Controls

  • Lee, Joon-Hwa;Lee, Kwan-Ho;Kwon, Wook-Hyun
    • International Journal of Control, Automation, and Systems
    • /
    • 제1권3호
    • /
    • pp.271-281
    • /
    • 2003
  • In this paper, a new nonlinear programming approach is suggested to solve biaffine matrix inequality (BMI) problems in multiobjective and structured controls. It is shown that these BMI problems are reduced to nonlinear minimization problems. An algorithm that is easily implemented with existing convex optimization codes is presented for the nonlinear minimization problem. The efficiency of the proposed algorithm is illustrated by numerical examples.

OPTIMALITY CONDITIONS AND DUALITY FOR SEMI-INFINITE PROGRAMMING INVOLVING SEMILOCALLY TYPE I-PREINVEX AND RELATED FUNCTIONS

  • Jaiswal, Monika;Mishra, Shashi Kant;Al Shamary, Bader
    • 대한수학회논문집
    • /
    • 제27권2호
    • /
    • pp.411-423
    • /
    • 2012
  • A nondifferentiable nonlinear semi-infinite programming problem is considered, where the functions involved are ${\eta}$-semidifferentiable type I-preinvex and related functions. Necessary and sufficient optimality conditions are obtained for a nondifferentiable nonlinear semi-in nite programming problem. Also, a Mond-Weir type dual and a general Mond-Weir type dual are formulated for the nondifferentiable semi-infinite programming problem and usual duality results are proved using the concepts of generalized semilocally type I-preinvex and related functions.

A FILLED FUNCTION METHOD FOR BOX CONSTRAINED NONLINEAR INTEGER PROGRAMMING

  • Lin, Youjiang;Yang, Yongjian
    • 대한수학회지
    • /
    • 제48권5호
    • /
    • pp.985-999
    • /
    • 2011
  • A new filled function method is presented in this paper to solve box-constrained nonlinear integer programming problems. It is shown that for a given non-global local minimizer, a better local minimizer can be obtained by local search starting from an improved initial point which is obtained by locally solving a box-constrained integer programming problem. Several illustrative numerical examples are reported to show the efficiency of the present method.

Control of an stochastic nonlinear system by the method of dynamic programming

  • Choi, Wan-Sik
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
    • /
    • pp.156-161
    • /
    • 1994
  • In this paper, we consider an optimal control problem of a nonlinear stochastic system. Dynamic programming approach is employed for the formulation of a stochastic optimal control problem. As an optimality condition, dynamic programming equation so called the Bellman equation is obtained, which seldom yields an analytical solution, even very difficult to solve numerically. We obtain the numerical solution of the Bellman equation using an algorithm based on the finite difference approximation and the contraction mapping method. Optimal controls are constructed through the solution process of the Bellman equation. We also construct a test case in order to investigate the actual performance of the algorithm.

  • PDF

비선형계획법을 이용한 대규모 선형계획해법의 개발 (Development of Nonlinear Programming Approaches to Large Scale Linear Programming Problems)

  • 장수영
    • 대한산업공학회지
    • /
    • 제17권2호
    • /
    • pp.131-142
    • /
    • 1991
  • The concept of criterion function is proposed as a framework for comparing the geometric and computational characteristics of various nonlinear programming approaches to linear programming such as the method of centers, Karmakar's algorithm and the gravitational method. Also, we discuss various computational issues involved in obtaining an efficient parallel implementation of these methods. Clearly, the most time consuming part in solving a linear programming problem is the direction finding procedure, where we obtain an improving direction. In most cases, finding an improving direction is equivalent to solving a simple optimization problem defined at the current feasible solution. Again, this simple optimization problem can be seen as a least squares problem, and the computational effort in solving the least squares problem is, in fact, same as the effort as in solving a system of linear equations. Hence, getting a solution to a system of linear equations fast is very important in solving a linear programming problem efficiently. For solving system of linear equations on parallel computing machines, an iterative method seems more adequate than direct methods. Therefore, we propose one possible strategy for getting an efficient parallel implementation of an iterative method for solving a system of equations and present the summary of computational experiment performed on transputer based parallel computing board installed on IBM PC.

  • PDF

시뮬레이션과 퍼지비선형계획 및 신경망 기법을 이용한 경제적 절삭공정 모델 (Economic Machining Process Models Using Simulation, Fuzzy Non-Linear Programming and Neural-Networks)

  • 이영해;양병희;전성진
    • 대한산업공학회지
    • /
    • 제23권1호
    • /
    • pp.39-54
    • /
    • 1997
  • This paper presents four process models for machining processes : 1) an economical mathematical model of machining process, 2) a prediction model for surface roughness, 3) a decision model for fuzzy cutting conditions, and 4) a judgment model of machinability with automatic selection of cutting conditions. Each model was developed the economic machining, and these models were applied to theories widely studied in industrial engineering which are nonlinear programming, computer simulation, fuzzy theory, and neural networks. The results of this paper emphasize the human oriented domain of a nonlinear programming problem. From a viewpoint of the decision maker, fuzzy nonlinear programming modeling seems to be apparently more flexible, more acceptable, and more reliable for uncertain, ill-defined, and vague problem situations.

  • PDF