• Journal of applied mathematics & informatics
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• v.9 no.2
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• pp.717-730
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• 2002

In this paper we use measure theory to solve a wide range of the nonlinear programming problems. First, we transform a nonlinear programming problem to a classical optimal control problem with no restriction on states and controls. The new problem is modified into one consisting of the minimization of a special linear functional over a set of Radon measures; then we obtain an optimal measure corresponding to functional problem which is then approximated by a finite combination of atomic measures and the problem converted approximately to a finite-dimensional linear programming. Then by the solution of the linear programming problem we obtain the approximate optimal control and then, by the solution of the latter problem we obtain an approximate solution for the original problem. Furthermore, we obtain the path from the initial point to the admissible solution.

• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.853-867
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• 2013

In this paper a methodology is developed to solve a nonlinear fractional programming problem, whose objective function and constraints are interval valued functions. Interval valued convex fractional programming problem is studied. This model is transformed to a general convex programming problem and relation between the original problem and the transformed problem is established. These theoretical developments are illustrated through a numerical example.

• International Journal of Reliability and Applications
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• v.12 no.2
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• pp.79-94
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• 2011

Redundancy-reliability allocation problems in multi-stage series-parallel systems are addressed in this study. Fuzzy programming techniques are proposed for finding satisfactory solutions. First, a multi-objective programming model is formulated for simultaneously maximizing system reliability and minimizing system total cost. Due to the nature of uncertainty in the problem, the fuzzy set theory and technique are used to convert the deterministic multi-objective programming model into a fuzzy nonlinear programming problem. A heuristic method is developed to get satisfactory solutions for the fuzzy nonlinear programming problem. A Pareto optimal solution is found with maximal degree of satisfaction from the interception area of fuzzy sets. A case study that is related to the electronic control unit installed on aircraft engine over-speed protection system is used to implement the developed approach. Results suggest that the developed fuzzy multi-objective programming model can effectively resolve the fuzzy and uncertain problem when design goals and constraints are not clearly confirmed at the initial conceptual design phase.

• Journal of applied mathematics & informatics
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• v.13 no.1_2
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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.

• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.231-244
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• 2007

In this paper, we use measure theory for considering asymptotically stable of an autonomous system [1] of first order nonlinear ordinary differential equations(ODE's). First, we define a nonlinear infinite-horizon optimal control problem related to the ODE. Then, by a suitable change of variable, we transform the problem to a finite-horizon nonlinear optimal control problem. Then, the problem is modified into one consisting of the minimization of a linear functional over a set of positive Radon measures. The optimal measure is approximated by a finite combination of atomic measures and the problem converted to a finite-dimensional linear programming problem. The solution to this linear programming problem is used to find a piecewise-constant control, and by using the approximated control signals, we obtain the approximate trajectories and the error functional related to it. Finally the approximated trajectories and error functional is used to for considering asymptotically stable of the original problem.

• Journal of the Korean Operations Research and Management Science Society
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• v.15 no.1
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• pp.73-82
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• 1990

This paper describes two algorithms to Nonlinear programming problems with equality constraints and with equality and inequality constraints. The first method treats nonlinear programming problems with equality constraints. Utilizing the nonlinear programming problems with equality constraints. Utilizing the nonlinear parametric programming technique, the method solves the problem by imbedding it into a suitable one-parameter family of problems. The second method is to solve a nonlinear programming problem with equality and inequality constraints, by minimizing a square sum of nonlinear functions which is derived from the Kuhn-Tucker condition.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.597-610
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• 2010

For a class of nonlinear bilevel programming problems in which the follower's problem is linear, the paper develops a genetic algorithm based on the optimality conditions of linear programming. At first, we denote an individual by selecting a base of the follower's linear programming, and use the optimality conditions given in the simplex method to denote the follower's solution functions. Then, the follower's problem and variables are replaced by these optimality conditions and the solution functions, which makes the original bilevel programming become a single-level one only including the leader's variables. At last, the single-level problem is solved by using some classical optimization techniques, and its objective value is regarded as the fitness of the individual. The numerical results illustrate that the proposed algorithm is efficient and stable.

• Journal of the Institute of Convergence Signal Processing
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• v.2 no.4
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• pp.77-84
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• 2001

Since Hopfield introduced the neural network for liner programming problems many papers have been published about it and some of them are about nonlinear programming problems Therefore nonlinear, cost function problem has been solved however nonlinear constraints problem has not been solved In this paper I have proposed the general nonlinear programming neural networks which minimize cost function with nonlinear constraints.

• Journal of applied mathematics & informatics
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• v.24 no.1_2
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• pp.399-409
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• 2007

In this paper we use iterative dynamic programming in the discrete case to solve a wide range of the nonlinear equations systems. First, by defining an error function, we transform the problem to an optimal control problem in discrete case. In using iterative dynamic programming to solve optimal control problems up to now, we have broken up the problem into a number of stages and assumed that the performance index could always be expressed explicitly in terms of the state variables at the last stage. This provided a scheme where we could proceed backwards in a systematic way, carrying out optimization at each stage. Suppose that the performance index can not be expressed in terms of the variables at the last stage only. In other words, suppose the performance index is also a function of controls and variables at the other stages. Then we have a nonseparable optimal control problem. Furthermore, we obtain the path from the initial point up to the approximate solution.

• Structural Engineering and Mechanics
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• v.5 no.5
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• pp.491-505
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• 1997

This paper deals with the formulation and solution of a wide class of structures, in the presence of both geometric and material nonlinearities, as a particular mathematical programming problem. We first present key ideas for the nonholonomic (path dependent) rate formulation for a suitably discretized structural model before we develop its computationally advantageous stepwise holonomic (path independent) counterpart. A feature of the final mathematical programming problem, known as a nonlinear complementarity problem, is that the governing relations exhibit symmetry as a result of the introduction of so-called nonlinear "residuals". One advantage of this form is that it facilitates application of a particular iterative algorithm, in essence a predictor-corrector method, for the solution process. As an illustrative example, we specifically consider the simplest case of plane trusses and detail in particular the general methodology for establishing the static-kinematic relations in a dual format. Extension to other skeletal structures is conceptually transparent. Some numerical examples are presented to illustrate applicability of the procedure.