• 제목/요약/키워드: Optimality Conditions

검색결과 145건 처리시간 0.023초

유한 공급 능력을 보유한 공급자의 재고 및 가격정책 모형 (Static Model for Simultaneous Decision Making on Inventory and Pricing Polices for Capacity-Constrained Supplier)

  • 이경근;김영석
    • 대한산업공학회지
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    • 제22권4호
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    • pp.677-687
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    • 1996
  • We study simultaneous decision making model for a monopolistic or competitive supplier to decide inventory and pricing policies under capacity constraint. Economic implications are obtained from the optimality conditions such as production lot sizes, pricing schedules and so on. Sensitivity analysis gives us the optimal relations among the critical economic quantities.

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Optimal Discrete Systems using Time-Weighted Performance Index with Prescribed Closed-Loop Eigenvalues

  • 권봉환;윤명중
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 전기.전자공학 학술대회 논문집(I)
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    • pp.786-790
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    • 1987
  • An optimization problem minimizing n given time-weighted performance index for discrete-time linear multi-input systems is investigated for the prespecified closed-loop eigenvalues. Necessary conditions for an optimality of the controller that satisfies the specified closed-loop eigenvalues are derived. A computational algorithm solving the optimal constant feedback gain is presented and a numerical example is given to show the effect of a time-weighted performance index on the transient responses.

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SOLUTION SETS OF SECOND-ORDER CONE LINEAR FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Gwi Soo;Kim, Moon Hee;Lee, Gue Myung
    • Nonlinear Functional Analysis and Applications
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    • 제26권1호
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    • pp.65-70
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    • 2021
  • We characterize the solution set for a second-order cone linear fractional optimization problem (P). We present sequential Lagrange multiplier characterizations of the solution set for the problem (P) in terms of sequential Lagrange multipliers of a known solution of (P).

Optimal control of stochastic continuous discrete systems applied to FMS

  • Boukas, E.K.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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    • pp.733-743
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    • 1989
  • This paper deals with the control of system with controlled jump Markov disturbances. A such formulation was used by Boukas to model the planning production and maintenance of a FMS with failure machines. The optimal control problem of systems with controlled jump Markov process is addressed. This problem describes the planning production and preventive maintenance of production systems. The optimality conditions in both cases finite and infinite horizon, are derived. A numerical example is presented to validate the proposed results.

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OPTIMAL CONTROL PROBLEM FOR HOST-PATHOGEN MODEL

  • P. T. Sowndarrajan
    • Nonlinear Functional Analysis and Applications
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    • 제28권3호
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    • pp.659-670
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    • 2023
  • In this paper, we study the distributed optimal control problem of a coupled system of the host-pathogen model. The system consists of the density of the susceptible host, the density of the infected host, and the density of pathogen particles. Our main goal is to minimize the infected density and also to decrease the cost of the drugs administered. First, we prove the existence and uniqueness of solutions for the proposed problem. Then, the existence of the optimal control is established and necessary optimality conditions are also derived.

Optimization of Triple Response Systems by Using the Dual Response Approach and the Hooke-Jeeves Search Method

  • Fan, Shu-Kai S.;Huang, Chia-Fen;Chang, Ko-Wei;Chuang, Yu-Chiang
    • Industrial Engineering and Management Systems
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    • 제9권1호
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    • pp.10-19
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    • 2010
  • This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

Uniqueness of an Optimal Run-up for a Steep Incline of a Train

  • Vu, Xuan
    • International Journal of Railway
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    • 제2권2호
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    • pp.70-79
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    • 2009
  • An optimal driving strategy of a train in a long journey on a nonsteep track has four phases: an initial power phase, a long hold speed phase, a coast phase and a final brake phase. The majority of the journey is speed holding. On a track with steep gradients, it becomes necessary to vary the strategy around steep sections of track because it is not possible to hold a constant steep on steep track. Instead we must interrupt the speed hold phase with a power phase. The aim of this paper is to show that there is a unique power phase that satisfies the necessary conditions for an optimal journey. The problem is developed and solved for various cases, from a simple single steep gradient to a complicated multiple steep gradient section. For each case, we construct a set of new conditions for optimality of the power phase that minimises the energy used during the power phase subject to a weighted time penalty. We then use the new necessary conditions to develop a calculate scheme for finding an optimal power phase for a steep incline. We also present an example to confirm the uniqueness of an optimal power phase.

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Necessary optimality conditions in the small for degenerate hyperbolic distributed-parameter control systems

  • Chang, Kun-Soo;Lee, In-Beum
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1043-1048
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    • 1990
  • The degenerate case of multivariable hyperbolic distributed-parameter systems (systems of hyperbolic partial differential equations) in time coordinate t and space coordinate x is characterized by a property that all the characteristic curves of the state equations are parallel to the coordinate axes of independent variables. It is a disturbing fact, although not well known, that the so-called maximum principle as applied to these systems does not exist for the control that depend on time alone. In this paper, however, it is shown that a set of necessary conditions in the small can exist for unconstrained as well as magnitude constrained controls in a locally convex set. The necessary conditions thus derived can be used conveniently to find the optimal control for degenerate hyperbolic distributed-parameter control systems.

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A BOUNDARY CONTROL PROBLEM FOR THE TIME-DEPENDENT 2D NAVIER-STOKES EQUATIONS

  • Kim, Hongchul;Kim, Seon-Gyu
    • Korean Journal of Mathematics
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    • 제16권1호
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    • pp.57-84
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    • 2008
  • In this paper, a boundary control problem for a flow governed by the time-dependent two dimensional Navier-Stokes equations is considered. We derive a mathematical formulation and a relevant process for an appropriate control along the part of the boundary to minimize the drag due to the flow. After showing the existence of an optimal solution, the first order optimality conditions are derived. The strict differentiability of the state solution in regard to the control parameter shall be exposed rigorously, and the necessary conditions along with the system for the optimal solution shall be deduced in conjunction with the evaluation of the first order Gateaux derivative to the performance functional.

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A dual approach to input/output variance constrained control problem

  • Kim, Jac-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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    • pp.28-33
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    • 1994
  • An optimal controller, e.g. LQG controller, may not be realistic in the sense that the required control power may not be achieved by existing actuators, and the measured output is not satisfactory. To be realistic, the controller should meet such constraints as sensor or actuator limitation, performance limit, etc. In this paper, the lnput/Output Variance Constrained (IOVC) control problem will be considered from the viewpoint of mathematical programming. A dual version shall be developed to solve the IOVC control problem, whose objective is to find a stabilizing control law attaining a minimum value of a quadratic cost function subject to the inequality constraint on each input and output variance for a stabilizable and detectable plant. One approach to the constrained optimization problem is to use the Kuhn-Tucker necessary conditions for the optimality and to seek an optimal point by an iterative algorithm. However, since the algorithm uses only the necessary conditions, the convergent point may not be optimal solution. Our algorithm will guarantee a sufficiency.

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