• Title/Summary/Keyword: Optimal problem

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An Optimal Ordering Policy under the Condition of a Free Addition (덤이 주어지는 상황하의 최적주문정책)

  • Shinn, Seong-Whan;Song, Chang-Yong
    • Journal of Korean Institute of Industrial Engineers
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    • v.26 no.1
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    • pp.48-53
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    • 2000
  • This paper deals with the problem of determining the optimal ordering quantity under the condition of a free addition. It is assumed that the supplier permits a fixed free addition depending on the amount of the quantity purchased by the customer. Investigation of the properties of an optimal solution allows us to develop an algorithm whose validity is illustrated through an example problem.

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Block LU Factorization for the Coupled Stokes Equations by Spectral Element Discretization

  • Piao, Xiangfan;Kim, Philsu;Kim, Sang Dong
    • Kyungpook Mathematical Journal
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    • v.52 no.4
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    • pp.359-373
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    • 2012
  • The block LU factorization is used to solve the coupled Stokes equations arisen from an optimal control problem subject to Stokes equations. The convergence of the spectral element solution is proved. Some numerical evidences are provided for the model coupled Stokes equations. Moreover, as an application, this algorithm is performed for an optimal control problem.

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

  • Choi, Wan-Sik
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.156-161
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    • 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.

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An Approach to maximize throughput for Energy Efficient Cognitive Radio Networks

  • Ghosh, Jyotirmoy;Koo, Insoo
    • International Journal of Advanced Culture Technology
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    • v.1 no.2
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    • pp.18-23
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    • 2013
  • In this paper, we consider the problem of designing optimal sensing time and the minimization of energy consumption in the Cognitive radio Network. Trade-off between throughput and the sensing time are observed, and the equations are derived for the optimal choice of design variables. In this paper, we also look at the optimization problem involving all the design parameters together. The advantages of the proposed scheme for the spectrum sensing and access process are shown through simulation.

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INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS

  • BINH, NGUYEN THANH
    • Journal of applied mathematics & informatics
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    • v.33 no.3_4
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    • pp.387-399
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    • 2015
  • In this paper, a new smoothing approximation to the l1 exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.

On the Linear Quadratic Regulator for Descriptor Systems

  • Katayama, Tohru;Minamino, Katsuki
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.219-224
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    • 1992
  • This paper deals with the linear quadratic optimal regulator problem for descriptor systems without performing a preliminary transformation for a descriptor system. We derive a generalized Riccati differential equation (GRDE) based on the two-point boundary value problem for a Hamiltonian equation. We then obtain an optimal feedback control and the optimal cost in terms of the solution of GRE. A simple example is included.

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OPTIMAL INVERSION OF THE NOISY RADON TRANSFORM ON CLASSES DEFINED BY A DEGREE OF THE LAPLACE OPERATOR

  • BAGRAMYAN, TIGRAN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.21 no.1
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    • pp.29-37
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    • 2017
  • A general optimal recovery problem is to approximate a value of a linear operator on a subset (class) in linear space from a value of another linear operator (called information), measured with an error in given metric. We use this formulation to investigate the classical computerized tomography problem of inversion of the noisy Radon transform.

Optimal Output P and PI Feedback for Discrete Time Systems (리산시스템을 위한 최적출력 P&PI궤환)

  • 신현철;변증남
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.17 no.6
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    • pp.38-43
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    • 1980
  • For linear discrete-time time-invariant multi-input mufti-output systems, a necessary condition which an optimal output Proportional feedback gains must satisfr is deiived. Quadratic performance index is used. The result is extended to the desi01 problem for determining optimal output proportional plus integral feedback gains. For illustration, an example problem is solved and discussed.

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A BIOECONOMIC MODEL OF A RATIO-DEPENDENT PREDATOR-PREY SYSTEM AND OPTIMAL HARVESTING

  • Kar T.K.;Misra Swarnakamal;Mukhopadhyay B.
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.387-401
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    • 2006
  • This paper deals with the problem of a ratio-dependent prey- predator model with combined harvesting. The existence of steady states and their stability are studied using eigenvalue analysis. Boundedness of the exploited system is examined. We derive conditions for persistence and global stability of the system. The possibility of existence of bionomic equilibria has been considered. The problem of optimal harvest policy is then solved by using Pontryagin's maximal principle.