• Title/Summary/Keyword: Nonlinear programming

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A Study on the Dynamic Programming for Control (제어를 위한 동적 프로그래밍에 관한 연구)

  • Cho, Hyang-Duck;Kim, Woo-Shik
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.556-559
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    • 2007
  • The notion of linearity is fundamental in science and engineering. Much of system and control theory is based on the analysis of linear system, which does not care whether it is nonlinear and complex. The dynamic programming is one of concerned technology when users are interested in choosing best choice from system operation for nonlinear or dynamic system‘s performance and control problem. In this paper, we will introduce the dynamic programming which is based on discrete system. When the discrete system is constructed with discrete state, transfer between states, and the event to induct transfer, the discrete system can describe the system operation as dynamic situation or symbolically at the logical point of view. We will introduce technologies which are related with controllable of Controlled Markov Chain as shown example of simple game. The dynamic programming will be able to apply to optimal control part which has adaptable performance in the discrete system.

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A Study of the Reformulation of 0-1 Goal Programming (0 - 1 목표계획모형의 재구조화에 관한 연구-기회제약계획법(CCP)과 계층화 분석과정(AHP)의 결합 가능성을 중심으로-)

  • 이영찬;민재형
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.525-529
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    • 1996
  • Decision environments involve a high degree of uncertainty as well as multiple, conflicting goals. Although traditional goal programming offers a means of considering multiple, conflicting goals and arrives at a satisficing solution in a deterministic manner, its major drawback is that decision makers often specify aspiration level of each goal as a single number. To overcome the problem of setting aspiration levels, chance constrained programming can be incorporated into goal programming formulation so that sampling information can be utilized to describe uncertainty distribution. Another drawback of goal programming is that it does not provide a systematic approach to set priorities and trade-offs among conflicting goals. To overcome this weekness, the analytic hierarchy process(AHP) is used in the model. Also, most goal programming models in the literature are of a linear form, although some nonlinear models have been presented. Consideration of risk in technological coefficients and right hand sides, however, leads to nonlinear goal programming models, which require a linear approximation to be solved. In this paper, chance constrained reformulation with linear approximation is presented for a 0-1 goal programming problem whose technological coefficients and right hand sides are stochastic. The model is presented with a numerical example for the purpose of demonstration.

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PROXIMAL AUGMENTED LAGRANGIAN AND APPROXIMATE OPTIMAL SOLUTIONS IN NONLINEAR PROGRAMMING

  • Chen, Zhe;Huang, Hai Qiao;Zhao, Ke Quan
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.149-159
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    • 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.

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The Role of S-Shape Mapping Functions in the SIMP Approach for Topology Optimization

  • Yoon, Gil-Ho;Kim, Yoon-Young
    • Journal of Mechanical Science and Technology
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    • v.17 no.10
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    • pp.1496-1506
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    • 2003
  • The SIMP (solid isotropic material with penalization) approach is perhaps the most popular density variable relaxation method in topology optimization. This method has been very successful in many applications, but the optimization solution convergence can be improved when new variables, not the direct density variables, are used as the design variables. In this work, we newly propose S-shape functions mapping the original density variables nonlinearly to new design variables. The main role of S-shape function is to push intermediate densities to either lower or upper bounds. In particular, this method works well with nonlinear mathematical programming methods. A method of feasible directions is chosen as a nonlinear mathematical programming method in order to show the effects of the S-shape scaling function on the solution convergence.

Fast Pattern Classification with the Multi-layer Cellular Nonlinear Networks (CNN) (다층 셀룰라 비선형 회로망(CNN)을 이용한 고속 패턴 분류)

  • 오태완;이혜정;손홍락;김형석
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.52 no.9
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    • pp.540-546
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    • 2003
  • A fast pattern classification algorithm with Cellular Nonlinear Network-based dynamic programming is proposed. The Cellular Nonlinear Networks is an analog parallel processing architecture and the dynamic programing is an efficient computation algorithm for optimization problem. Combining merits of these two technologies, fast pattern classification with optimization is formed. On such CNN-based dynamic programming, if exemplars and test patterns are presented as the goals and the start positions, respectively, the optimal paths from test patterns to their closest exemplars are found. Such paths are utilized as aggregating keys for the classification. The algorithm is similar to the conventional neural network-based method in the use of the exemplar patterns but quite different in the use of the most likely path finding of the dynamic programming. The pattern classification is performed well regardless of degree of the nonlinearity in class borders.

A use of fuzzy set in linear programming problems (선형문제에서의 퍼지집합 이용)

  • 전용진
    • Korean Management Science Review
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    • v.10 no.2
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    • pp.1-9
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    • 1993
  • This paper shows the application of fuzzy set and nonlinear membership function to linear programming problems in a fuzzy environment. In contrast to typical linear programming problems, the objectives and constraints of the problem in a fuzzy environment are defined imprecisely. This paper describes that fuzzy linear programming models can be formulated using the basic concepts of membership functions and fuzzy sets, and that they can be solved by quadratic programming methods. In a numerical example, a linear programming problem with two constraints and two decision variables is provided to illustrate the solution procedure.

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Analog Celluar Nonlinear Circuits-Based Dynamic Programming with Subgoal Setting (서브 골 설정에 의한 아날로그 셀룰라 비선형 회로망 기반 동적계획법)

  • Kim, Hyong-Suk;Park, Jin-Hee;Son, Hong-Rak;Lee, Jae-Chul;Lee, Wang-Hee
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.10
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    • pp.582-590
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    • 2000
  • A fast optimal path planning algorithm using the analog Cellular Nonlinear Circuits(CNC) is proposed. The analog circuits based optimal path planning is very useful since most of the optimal path planning problems require real time computation. There has already been a previous study to implement the dynamic programming with analog circuits. However, it could not be applied for the practically large size of problems since the algorithm employs the mechanism of reducing its input current/voltage by the amount of cost, which causes outputs of distant cells to become zero. In this study, a subgoal-based dynamic programming algorithm to compute the optimal path is proposed. In the algorithm, the optimal paths are computed regardless of the distance between the starting and the goal points. It finds subgoals starting from the starting point when the output of the starting cell is raised from its initial value. The subgoal is set as the next initial position to find the next subgoal until the final goal is reached. The global optimality of the proposed algorithm is discussed and two different kinds of simulations have been done for the proposed algorithm.

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Application of Nonlinear Integer Programming for Vibration Optimization of Ship Structure (선박 구조물의 진동 최적화를 위한 비선형 정수 계획법의 적용)

  • Kong, Young-Mo;Choi, Su-Hyun;Song, Jin-Dae;Yang, Bo-Suk
    • Journal of the Society of Naval Architects of Korea
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    • v.42 no.6 s.144
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    • pp.654-665
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    • 2005
  • In this paper, we present a non-linear integer programming by genetic algorithm (GA) for available sizes of stiffener or thickness of plate in a job site. GA can rapidly search for the approximate global optimum under complicated design environment such as ship. Meanwhile it can handle the optimization problem involving discrete design variable. However, there are many parameters have to be set for GA, which greatly affect the accuracy and calculation time of optimum solution. The setting process is hard for users, and there are no rules to decide these parameters. In order to overcome these demerits, the optimization for these parameters has been also conducted using GA itself. Also it is proved that the parameters are optimal values by the trial function. Finally, we applied this method to compass deck of ship where the vibration problem is frequently occurred to verify the validity and usefulness of nonlinear integer programming.

Design optimization of reinforced concrete structures

  • Guerra, Andres;Kiousis, Panos D.
    • Computers and Concrete
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    • v.3 no.5
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    • pp.313-334
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    • 2006
  • A novel formulation aiming to achieve optimal design of reinforced concrete (RC) structures is presented here. Optimal sizing and reinforcing for beam and column members in multi-bay and multistory RC structures incorporates optimal stiffness correlation among all structural members and results in cost savings over typical-practice design solutions. A Nonlinear Programming algorithm searches for a minimum cost solution that satisfies ACI 2005 code requirements for axial and flexural loads. Material and labor costs for forming and placing concrete and steel are incorporated as a function of member size using RS Means 2005 cost data. Successful implementation demonstrates the abilities and performance of MATLAB's (The Mathworks, Inc.) Sequential Quadratic Programming algorithm for the design optimization of RC structures. A number of examples are presented that demonstrate the ability of this formulation to achieve optimal designs.