• 제목/요약/키워드: SQP(Sequential Quadratic Programming)

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ON THE GLOBAL CONVERGENCE OF A MODIFIED SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

  • Liu, Bingzhuang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1395-1407
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    • 2011
  • When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

Optimal Design of Helicopter Tailer Boom (헬리곱터 꼬리 날개의 최적 설계)

  • 한석영
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.10a
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    • pp.419-424
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    • 1999
  • 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 and nonlinear structures. It was found that MMA and SQP(sequential quadratic programming) was accomplished for optimization of and 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 considering column buckling and local wall buckling constraints. It is concluded that MMA can be a very efficient approximation scheme from simple problems to complex problems.

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Probabilistic Assessment of Total Transfer Capability Using SQP and Weather Effects

  • Kim, Kyu-Ho;Park, Jin-Wook;Rhee, Sang-Bong;Bae, Sungwoo;Song, Kyung-Bin;Cha, Junmin;Lee, Kwang Y.
    • Journal of Electrical Engineering and Technology
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    • v.9 no.5
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    • pp.1520-1526
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    • 2014
  • This paper presents a probabilistic method to evaluate the total transfer capability (TTC) by considering the sequential quadratic programming and the uncertainty of weather conditions. After the initial TTC is calculated by sequential quadratic programming (SQP), the transient stability is checked by time simulation. Also because power systems are exposed to a variety of weather conditions the outage probability is increased due to the weather condition. The probabilistic approach is necessary to evaluate the TTC, and the Monte Carlo Simulation (MCS) is used to accomplish the probabilistic calculation of TTC by considering the various weather conditions.

AN ACTIVE SET SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING

  • Su, Ke;Yuan, Yingna;An, Hui
    • East Asian mathematical journal
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    • v.28 no.3
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    • pp.293-303
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    • 2012
  • Sequential quadratic programming (SQP) has been one of the most important methods for solving nonlinear constrained optimization problems. Recently, filter method, proposed by Fletcher and Leyffer, has been extensively applied for its promising numerical results. In this paper, we present and study an active set SQP-filter algorithm for inequality constrained optimization. The active set technique reduces the size of quadratic programming (QP) subproblem. While by the filter method, there is no penalty parameter estimate. Moreover, Maratos effect can be overcome by filter technique. Global convergence property of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.

Lumped Model Parameter Estimation of Floating Mass Transducers based on Sequential Quadratic Programming Method for IMEHDs (Sequential Quadratic Programming 방법을 이용한 인공중이용 플로팅 매스 트랜스듀서의 집중 모델 파라미터 추정)

  • Park, I.Y.
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.5 no.1
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    • pp.59-64
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    • 2011
  • In this paper, the lumped element model parameter estimation method and its implemented estimation software for fabricated floating mass transducers of IMEHDs have been presented so that the estimated parameter values could be compared with the designed ones and applied to predict the output performance when the transducers were implanted into human ears. The presented method is based on the sequential quadratic programming (SQP) for estimating parameters in the transducer's lumped model and has been implemented by the use of LabVIEW graphical language. Using the implemented estimation software, the accuracy of parameter estimation has been verified and our implemented estimation method has been evaluated by the comparison of the estimated transducer parameter values with the designed ones for a practically fabricated floating mass transducer for IMEHDs.

Comparison of Optimization Algorithms for Available Transfer Capability Assessment in Interconnected Systems (연계계통에서 가용송전용량 평가를 위한 최적화 알고리즘의 비교)

  • Kim, Kyu-Ho;Song, Kyung-Bin
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.12
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    • pp.549-554
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    • 2006
  • Available transfer capability(ATC) is an important indicator of the usable amount of transmission capacity accessible by several parties for commercial trading in power transaction activities. This paper deals with an application of optimization technique for available transfer capability(ATC) calculation and analyzes the results of ATC by considering several constraints. Especially several optimization techniques are used to solve the ATC problem with state-steady security constraints. The results are compared with that of repeat power flow(RPF), sequential quadratic programming(SQP) and linear programming(LP). The proposed method is applied to 10 machines 39 buses model systems to show its effectiveness.

Study for the Development of an Optimum Hull Form using SQP (SQP법을 이용한 최적선형개발에 대한 연구)

  • Choi, Hee-Jong;Lee, Gyoung-Woo;Yun, Soon-Dong
    • Journal of Navigation and Port Research
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    • v.30 no.10 s.116
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    • pp.869-875
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    • 2006
  • This paper presents the method for developing an optimum hull form with minimum wave resistance using SQP(sequential quadratic programming) as an optimization technique. The wave resistance is evaluated by a Rankine source panel method with non-linear free surface conditions and the ITTC 1957 friction line is used to predict the frictional resistance coefficient. The geometry of the hull surface is represented and modified using NURBS(Non-Uniform Rational B-Spline) surface patches. To verity the validity of the developed program the numerical calculations for Wigley hull and Series 60( $C_B=0.6$) hull have been performed and the results obtained by the numerical calculations have been compared with the original hulls.

Study for the Development of an Optimum Hull Form using SQP (SQP법을 이용한 최적선형개발에 대한 연구)

  • Choi, Hee-Jong;Lee, Gyoung-Woo;Kim, Sang-Hoon;Kim, Ho
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.29 no.1
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    • pp.47-53
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    • 2005
  • This paper presents the method for developing an optimum hull form with minimum wave resistance using SQP(sequential quadratic programming) as an optimization technique. The wave resistance is evaluated by a Rankine source panel method with non-linear free surface conditions and the ITTC 1957 friction line is used to predict the frictional resistance coefficient. The geometry of the hull surface is represented and modified using NURBS(Non-Uniform Rational B-Spline) surface patches. To verity the validity of the developed program the numerical calculations for Wigley hull and Series 60(C${_B}$=0.6) hull had been performed and the results obtained after the numerical calculations had been compared with the original hulls.

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Optimization of the Growth Rate of Probiotics in Fermented Milk Using Genetic Algorithms and Sequential Quadratic Programming Techniques

  • Chen, Ming-Ju;Chen, Kun-Nan;Lin, Chin-Wen
    • Asian-Australasian Journal of Animal Sciences
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    • v.16 no.6
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    • pp.894-902
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    • 2003
  • Prebiotics (peptides, N-acetyglucoamine, fructo-oligosaccharides, isomalto-oligosaccharides and galactooligosaccharides) were added to skim milk in order to improve the growth rate of contained Lactobacillus acidophilus, Lactobacillus casei, Bifidobacterium longum and Bifidobacterium bifidum. The purpose of this research was to study the potential synergy between probiotics and prebiotics when present in milk, and to apply modern optimization techniques to obtain optimal design and performance for the growth rate of the probiotics using a response surface-modeling technique. To carry out response surface modeling, the regression method was performed on experimental results to build mathematical models. The models were then formulated as an objective function in an optimization problem that was consequently optimized using a genetic algorithm and sequential quadratic programming approach to obtain the maximum growth rate of the probiotics. The results showed that the quadratic models appeared to have the most accurate response surface fit. Both SQP and GA were able to identify the optimal combination of prebiotics to stimulate the growth of probiotics in milk. Comparing both methods, SQP appeared to be more efficient than GA at such a task.

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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