• Title/Summary/Keyword: Quadratic Programming Problem

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A dual approach to input/output variance constrained control problem

  • Kim, Jac-Hoon
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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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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STOCHASTIC SINGLE MACHINE SCHEDULING WITH WEIGHTED QUADRATIC EARLY-TARDY PENALTIES

  • Zhao, Chuan-Li;Tang, Heng-Yong
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.889-900
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    • 2008
  • The problem of scheduling n jobs on a single machine is considered when the machine is subject to stochastic breakdowns. The objective is to minimize the weighted squared deviation of job completion times from a common due date. Two versions of the problem are addressed. In the first one the common due date is a given constant, whereas in the second one the common due date is a decision variable. In each case, a general form of deterministic equivalent of the stochastic scheduling problem is obtained when the counting process N(t) related to the machine uptimes is a Poisson process. It is proved that an optimal schedule must be V-shaped in terms of weighted processing time when the agreeable weight condition is satisfied. Based on the V-shape property, two dynamic programming algorithms are proposed to solve both versions of the problem.

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Design of Model Predictive Controllers with Velocity and Acceleration Constraints (속도 및 가속도 제한조건을 갖는 모델예측제어기 설계)

  • Park, Jin-Hyun;Choi, Young-Kiu
    • Journal of the Korean Society of Mechanical Technology
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    • v.20 no.6
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    • pp.809-817
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    • 2018
  • The model predictive controller performance of the mobile robot is set to an arbitrary value because it is difficult to select an accurate value with respect to the controller parameter. The general model predictive control uses a quadratic cost function to minimize the difference between the reference tracking error and the predicted trajectory error of the actual robot. In this study, we construct a predictive controller by transforming it into a quadratic programming problem considering velocity and acceleration constraints. The control parameters of the predictive controller, which determines the control performance of the mobile robot, are used a simple weighting matrix Q, R without the reference model matrix $A_r$ by applying a quadratic cost function from which the reference tracking error vector is removed. Therefore, we designed the predictive controller 1 and 2 of the mobile robot considering the constraints, and optimized the controller parameters of the predictive controller using a genetic algorithm with excellent optimization capability.

Optimal Design of Frame Structure Considering Buckling Load (좌굴하중을 고려한 프레임 그조물의 최적 설계)

  • 진경욱
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.9 no.2
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    • pp.59-65
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    • 2000
  • In this paper the comparison of the first order approximation schemes such as SLP(sequential linear programming) CONLIN(convex linearization) MMA(method of moving asymptotes) and the second order approximation scheme SQP(sequential quadratic programming) was accomplished for optimization of nonlinear structures. It was found that MMA and SQP are the most efficient methods for optimization. But the number of function call of SQP is much more than that of MMA. Therefore when it is considered with the expense of computation MMA is more efficient than SQP. In order to examine the efficiency of MMA for complex optimization problem it was applied to the helicopter tail boom con-sidering column buckling and local wall buckling constraints. it is concluded that MMA can be a very efficient approxima-tion scheme from simple problems to complex problems.

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A Data-Mining-based Methodology for Military Occupational Specialty Assignment (데이터 마이닝 기반의 군사특기 분류 방법론 연구)

  • 민규식;정지원;최인찬
    • Journal of the military operations research society of Korea
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    • v.30 no.1
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    • pp.1-14
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    • 2004
  • In this paper, we propose a new data-mining-based methodology for military occupational specialty assignment. The proposed methodology consists of two phases, feature selection and man-power assignment. In the first phase, the k-means partitioning algorithm and the optimal variable weighting algorithm are used to determine attribute weights. We address limitations of the optimal variable weighting algorithm and suggest a quadratic programming model that can handle categorical variables and non-contributory trivial variables. In the second phase, we present an integer programming model to deal with a man-power assignment problem. In the model, constraints on demand-supply requirements and training capacity are considered. Moreover, the attribute weights obtained in the first phase for each specialty are used to measure dissimilarity. Results of a computational experiment using real-world data are provided along with some analysis.

An Optimization Method using Evolutionary Computation in Large Scale Power Systems (진화연산을 이용한 대규모 전력계통의 최적화 방안)

  • You, Seok-Ku;Park, Chang-Joo;Kim, Kyu-Ho;Lee, Jae-Gyu
    • Proceedings of the KIEE Conference
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    • 1996.07b
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    • pp.714-716
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    • 1996
  • This paper presents an optimization method for optimal reactive power dispatch which minimizes real power loss and improves voltage profile of power systems using evolutionary computation such as genetic algorithms(GAs), evolutionary programming(EP). and evolution strategy(ES). Many conventional methods to this problem have been proposed in the past, but most these approaches have the common defect of being caught to a local minimum solution. Recently, global search methods such as GAs, EP, and ES are introduced. The proposed methods were applied to the IEEE 30-bus system. Each simulation result, compared with that obtained by using a conventional gradient-based optimization method, Sequential Quadratic Programming (SQP), shows the possibility of applications of evolutionary computation to large scale power systems.

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Motion Planning of a Robot Manipulator for Conveyor Tracking (컨베이어 추적을 위한 로보트 매니퓰레이터의 동적계획)

  • 박태형;이범희;고명삼
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.38 no.12
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    • pp.995-1006
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    • 1989
  • If robots have the ability to track the parts on a moving conveyor belt, the efficiency of the manipulation tasks will be increased. This paper presents a motion planning algorithm for conveyor tracking. Tracking trajectory of a robot manipulator is determined by belt speed, initial part position, and initial robot position. Torque limit, maximum velocity, maximum acceleration and maximum jerk are also taken into account. To obtain the tracking solution, the problem is converted to the linear quadratic tracking problem. We describe the manipulator dynamics as second order state equation using parametric functions. Constraints on torques and smoothness are converted to those on input and state variables. The solution of the state equation which minimizes the performance index is obtained by dynamic programming method. Numerical examples are then presented to demonstrate the utility of the motion planning method developed.

STOCHASTIC SINGLE MACHINE SCHEDULING SUBJECT TO MACHINES BREAKDOWNS WITH QUADRATIC EARLY-TARDY PENALTIES FOR THE PREEMPTIVE-REPEAT MODEL

  • Tang, Hengyong;Zhao, Chuanli
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.183-199
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    • 2007
  • In this paper we research the problem in which the objective is to minimize the sum of squared deviations of job expected completion times from the due date, and the job processing times are stochastic. In the problem the machine is subject to stochastic breakdowns and all jobs are preempt-repeat. In order to show that the replacing ESSD by SSDE is reasonable, we discuss difference between ESSD function and SSDE function. We first give an express of the expected completion times for both cases without resampling and with resampling. Then we show that the optimal sequence of the problem V-shaped with respect to expected occupying time. A dynamic programming algorithm based on the V-shape property of the optimal sequence is suggested. The time complexity of the algorithm is pseudopolynomial.

Two-Dimensional Trajectory Optimization for Soft Lunar Landing Considering a Landing Site

  • Park, Bong-Gyun;Ahn, Jong-Sun;Tahk, Min-Jea
    • International Journal of Aeronautical and Space Sciences
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    • v.12 no.3
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    • pp.288-295
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    • 2011
  • This paper addresses minimum-fuel, two-dimensional trajectory optimization for a soft lunar landing from a parking orbit to a desired landing site. The landing site is usually not considered when performing trajectory optimization so that the landing problem can be handled. However, for precise trajectories for landing at a desired site to be designed, the landing site has to be considered as the terminal constraint. To convert the trajectory optimization problem into a parameter optimization problem, a pseudospectral method was used, and C code for feasible sequential quadratic programming was used as a numerical solver. To check the reliability of the results obtained, a feasibility check was performed.

An Analysis of Optimal Operation Strategy of ESS to Minimize Electricity Charge Using Octave (Octave를 이용한 전기 요금 최소화를 위한 ESS 운전 전략 최적화 방법에 대한 분석)

  • Gong, Eun Kyoung;Sohn, Jin-Man
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.4
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    • pp.85-92
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    • 2018
  • Reductions of the electricity charge are achieved by demand management of the load. The demand management method of the load using ESS involves peak shifting, which shifts from a high demand time to low demand time. By shifting the load, the peak load can be lowered and the energy charge can be saved. Electricity charges consist of the energy charge and the basic charge per contracted capacity. The energy charge and peak load are minimized by Linear Programming (LP) and Quadratic Programming (QP), respectively. On the other hand, each optimization method has its advantages and disadvantages. First, the LP cannot separate the efficiency of the ESS. To solve these problems, the charge and discharge efficiency of the ESS was separated by Mixed Integer Linear Programming (MILP). Nevertheless, both methods have the disadvantages that they must assume the reduction ratio of peak load. Therefore, QP was used to solve this problem. The next step was to optimize the formula combination of QP and LP to minimize the electricity charge. On the other hand, these two methods have disadvantages in that the charge and discharge efficiency of the ESS cannot be separated. This paper proposes an optimization method according to the situation by analyzing quantitatively the advantages and disadvantages of each optimization method.