• 제목/요약/키워드: Nonsmooth programming

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A SYNCRO-PARALLEL NONSMOOTH PGD ALGORITHM FOR NONSMOOTH OPTIMIZATION

  • Feng, Shan;Pang, Li-Ping
    • Journal of applied mathematics & informatics
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    • 제24권1_2호
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    • pp.333-342
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    • 2007
  • A nonsmooth PGD scheme for minimizing a nonsmooth convex function is presented. In the parallelization step of the algorithm, a method due to Pang, Han and Pangaraj (1991), [7], is employed to solve a subproblem for constructing search directions. The convergence analysis is given as well.

SECOND ORDER NONSMOOTH MULTIOBJECTIVE FRACTIONAL PROGRAMMING PROBLEM INVOLVING SUPPORT FUNCTIONS

  • Kharbanda, Pallavi;Agarwal, Divya;Sinha, Deepa
    • Journal of applied mathematics & informatics
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    • 제31권5_6호
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    • pp.835-852
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    • 2013
  • In this paper, we have considered a class of constrained non-smooth multiobjective fractional programming problem involving support functions under generalized convexity. Also, second order Mond Weir type dual and Schaible type dual are discussed and various weak, strong and strict converse duality results are derived under generalized class of second order (F, ${\alpha}$, ${\rho}$, $d$)-V-type I functions. Also, we have illustrated through non-trivial examples that class of second order (F, ${\alpha}$, ${\rho}$, $d$)-V-type I functions extends the definitions of generalized convexity appeared in the literature.

A SUPERLINEAR $\mathcal{VU}$ SPACE-DECOMPOSITION ALGORITHM FOR SEMI-INFINITE CONSTRAINED PROGRAMMING

  • Huang, Ming;Pang, Li-Ping;Lu, Yuan;Xia, Zun-Quan
    • Journal of applied mathematics & informatics
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    • 제30권5_6호
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    • pp.759-772
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    • 2012
  • In this paper, semi-infinite constrained programming, a class of constrained nonsmooth optimization problems, are transformed into unconstrained nonsmooth convex programs under the help of exact penalty function. The unconstrained objective function which owns the primal-dual gradient structure has connection with $\mathcal{VU}$-space decomposition. Then a $\mathcal{VU}$-space decomposition method can be applied for solving this unconstrained programs. Finally, the superlinear convergence algorithm is proved under certain assumption.

Optimal Particle Swarm Based Placement and Sizing of Static Synchronous Series Compensator to Maximize Social Welfare

  • Hajforoosh, Somayeh;Nabavi, Seyed M.H.;Masoum, Mohammad A.S.
    • Journal of Electrical Engineering and Technology
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    • 제7권4호
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    • pp.501-512
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    • 2012
  • Social welfare maximization in a double-sided auction market is performed by implementing an aggregation-based particle swarm optimization (CAPSO) algorithm for optimal placement and sizing of one Static Synchronous Series Compensator (SSSC) device. Dallied simulation results (without/with line flow constraints and without/with SSSC) are generated to demonstrate the impact of SSSC on the congestion levels of the modified IEEE 14-bus test system. The proposed CAPSO algorithm employs conventional quadratic smooth and augmented quadratic nonsmooth generator cost curves with sine components to improve the accurate of the model by incorporating the valve loading effects. CAPSO also employs quadratic smooth consumer benefit functions. The proposed approach relies on particle swarm optimization to capture the near-optimal GenCos and DisCos, as well as the location and rating of SSSC while the Newton based load flow solution minimizes the mismatch equations. Simulation results of the proposed CAPSO algorithm are compared to solutions obtained by sequential quadratic programming (SQP) and a recently implemented Fuzzy based genetic algorithm (Fuzzy-GA). The main contributions are inclusion of customer benefit in the congestion management objective function, consideration of nonsmooth generator characteristics and the utilization of a coordinated aggregation-based PSO for locating/sizing of SSSC.

Maximizing the Overall Satisfaction Degree of all Participants in the Market Using Real Code-based Genetic Algorithm by Optimally Locating and Sizing the Thyristor-Controlled Series Capacitor

  • Nabavi, Seyed M.H.;Hajforoosh, Somayeh;Hajforoosh, Sajad;Karimi, Ali;Khafafi, Kamran
    • Journal of Electrical Engineering and Technology
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    • 제6권4호
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    • pp.493-504
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    • 2011
  • The present paper presents a genetic algorithm (GA) to maximize social welfare and perform congestion management by optimally placing and sizing one Thyristor-Controlled Series Capacitor (TCSC) device in a double-sided auction market. Simulation results, with line flow constraints before and after the compensation, are compared through the Sequential Quadratic Programming SQP method, and are used to analyze the effect of TCSC on the congestion levels of modified IEEE 14-bus and 30-bus test systems. Quadratic, smooth and nonsmooth (with sine components due to valve point loading effect) generator cost curves, and quadratic smooth consumer benefit functions are considered. The main aims of the present study are the inclusion of customer benefit in the social welfare maximization and congestion management objective function, the consideration of nonsmooth generator characteristics, and the optimal locating and sizing of the TCSC using real code-based GA to guarantee fast convergence to the best solution.