• 제목/요약/키워드: SQP(sequential quadratic programming)

검색결과 110건 처리시간 0.031초

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
    • /
    • 제29권5_6호
    • /
    • pp.1395-1407
    • /
    • 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.

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

  • 한석영
    • 한국공작기계학회:학술대회논문집
    • /
    • 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
    • /
    • pp.419-424
    • /
    • 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.

  • PDF

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
    • /
    • 제9권5호
    • /
    • pp.1520-1526
    • /
    • 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
    • /
    • 제28권3호
    • /
    • pp.293-303
    • /
    • 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.

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

  • 박일용
    • 재활복지공학회논문지
    • /
    • 제5권1호
    • /
    • pp.59-64
    • /
    • 2011
  • 인공 중이 (IMEHD, implantable middle ear hearing device)용 플로팅 매스 트랜스듀서는 제작 과정상에서 발생하는 구조적 오차 및 제작 결합시의 문제점들로 인해 설계 시 의도와 다른 진동 특성을 가질 수 있게 되고, 이렇게 제작된 진동 트랜스듀서는 향후 실제 환자에게 이식되었을 때의 진동체 진동 성능을 예측하기 어려운 문제점이 있다. 본 연구에서는 제작된 플로팅 매스형 트랜스듀서에 대해 설계값과의 비교 평가 및 향후 컴퓨터 모델화된 청각 중이 집중 소자 모델에 적용이 가능하도록 기 제작된 진동체의 집중 소자 모델 파라미터들을 추정할 수 있는 방법을 제안하였으며, 제안된 방법을 LabVIEW 기반의 그래픽 유저 인터페이스 소프트웨어로 구현하였다. 제안된 방법은 실제 제작된 플로팅 매스형 진동체의 진동 변위 및 위상 데이터를 이용하여 해당 진동체의 집중 모델 파라미터들을 순차적 이차 프로그래밍 (SQP, sequential quadratic programming) 방법으로 추정하는 방식이다. 구현된 방법을 이용하여 측정 데이터에 가해지는 잡음의 양에 따른 플로팅 매스형 진동 트랜스듀서의 집중 모델 파라미터 추정 시의 발생 오차 변화를 컴퓨터 시뮬레이션을 통해 조사하여 본 방법의 파라미터 추정 정확도를 확인하였다. 또한, 실제로 제작한 인공중이용 진동 트랜스듀서에 대해 측정된 진동 변위 및 위상 데이터를 이용하여 진동체의 집중 모델 파라미터들을 추정하였으며, 기존 설계값들과 비교를 통해 제안된 방법의 유용성을 평가하였다.

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

  • 김규호;송경빈
    • 대한전기학회논문지:전력기술부문A
    • /
    • 제55권12호
    • /
    • pp.549-554
    • /
    • 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.

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

  • 최희종;이경우;윤순동
    • 한국항해항만학회지
    • /
    • 제30권10호
    • /
    • pp.869-875
    • /
    • 2006
  • 본 연구에서는 최적화기법과 전산유체역학의 기술을 이용하여 저항의 관점에서 최적의 형상을 가지는 선형을 개발하는 알고리즘을 개발하였다. 최적화기법으로는 SQP(sequential quadratic programming)을 사용하였으며, 목적함수인 저항을 구하기 위하여 먼저 조파저항은 비선형 자유수면 경계조건을 고려한 선체주위 포텐셜유동을 계산할 수 있는 수치해석기법인 상 방향 패널이동법을 사용하였고, 선체에 미치는 전 저항을 구하기 위하여 ITTC 1957년 모형선-실선상관곡선을 이용하였다. 선형최적화 과정 중의 선체의 변경이나 계산 격자의 생성은 NURBS(Non-Uniform Rational B-Spline)기법을 사용하여 구현하였다. 이와 같은 방법을 사용하여 개발된 선형최적화 기법의 타당성을 검증하기 위하여 선형이 비교적 잘 알려진 건형인 Wigley선형과 Series 60(CB=0.6)선형에 대하여 설계속도 Fn=0.316에서 선형최적화를 위한 수치해석을 수행하고 그 결과를 초기선형과 서로 비교하였다.

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

  • 최희종;이경우;김상훈;김호
    • 한국항해항만학회:학술대회논문집
    • /
    • 한국항해항만학회 2005년도 춘계학술대회 논문집
    • /
    • pp.47-53
    • /
    • 2005
  • 본 연구에서는 최적화기법과 전산유체역학의 기술을 이용하여 저항의 관점에서 최적의 형상을 가지는 선형을 개발하는 알고리즘을 개발하였다. 최적화기법으로는 SQP(sequential quadratic programming)을 사용하였으며, 목적함수인 저항을 구하기 위하여 먼저 조파저항은 비선형자유수면경계조건을 고려한 선체주위 포텐셜유동을 계산할 수 있는 수치해석기법인 상방향패널이동법을 사용하였고, 선체에 미치는 전저항을 구하기 위하여 ITTC 1957년 모형선-실선상관곡선을 이용하였다. 선형최적화 과정 중의 선체의 변경이나 계산 격자의 생성은 NURBS(Non-Uniform Rational B-Spline)기법을 사용하여 구현하였다. 이와 같은 방법을 사용하여 개발된 선형최적화 기법의 타당성을 검증하기 위하여 선형이 비교적 잘 알려진 선형인 Wigley선형과 Series 60(C${_B}$=0.6)hull 선형에 대하여 설계속도 Fn=0.316에서 선형최적화를 위한 수치해석을 수행하고 그 결과를 초기선형과 서로 비교하였다.

  • PDF

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
    • /
    • 제16권6호
    • /
    • pp.894-902
    • /
    • 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.

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

  • 진경욱
    • 한국생산제조학회지
    • /
    • 제9권2호
    • /
    • pp.59-65
    • /
    • 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.

  • PDF