• Title/Summary/Keyword: Second-Order Cone Programming

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SECOND ORDER DUALITY IN VECTOR OPTIMIZATION OVER CONES

  • Suneja, S.K.;Sharma, Sunila;Vani, Vani
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.251-261
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    • 2008
  • In this paper second order cone convex, second order cone pseudoconvex, second order strongly cone pseudoconvex and second order cone quasiconvex functions are introduced and their interrelations are discussed. Further a MondWeir Type second order dual is associated with the Vector Minimization Problem and the weak and strong duality theorems are established under these new generalized convexity assumptions.

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Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming (순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화)

  • Kwon, Hyuck-Hoon;Shin, Hyo-Sub;Kim, Yoon-Hwan;Lee, Dong-Hee
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.68 no.1
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    • pp.159-166
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    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION

  • YU, MOONSOOK;KIM, SUNYOUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.2
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    • pp.137-147
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    • 2001
  • Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.

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Sparse Second-Order Cone Programming for 3D Reconstruction

  • Lee, Hyun-Jung;Lee, Sang-Wook;Seo, Yong-Duek
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.103-107
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    • 2009
  • This paper presents how to minimize the second-order cone programming problem occurring in the 3D reconstruction of multiple views. The $L_{\infty}$-norm minimization is done by a series of the minimization of the maximum infeasibility. Since the problem has many inequality constraints, we have to adopt methods of the interior point algorithm, in which the inequalities are sequentially approximated by log-barrier functions. An initial feasible solution is found easily by the construction of the problem. Actual computing is done by an iterative Newton-style update. When we apply the interior point method to the problem of reconstructing the structure and motion, every Newton update requires to solve a very large system of linear equations. We show that the sparse bundle-adjustment technique can be utilized in the same way during the Newton update, and therefore we obtain a very efficient computation.

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MULTIOBJECTIVE SECOND-ORDER NONDIFFERENTIABLE SYMMETRIC DUALITY INVOLVING (F, $\alpha$, $\rho$, d)-CONVEX FUNCTIONS

  • Gupta, S.K.;Kailey, N.;Sharma, M.K.
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1395-1408
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    • 2010
  • In this paper, a pair of Wolfe type second-order nondifferentiable multiobjective symmetric dual program over arbitrary cones is formulated. Weak, strong and converse duality theorems are established under second-order (F, $\alpha$, $\rho$, d)-convexity assumptions. An illustration is given to show that second-order (F, $\alpha$, $\rho$, d)-convex functions are generalization of second-order F-convex functions. Several known results including many recent works are obtained as special cases.

Achievable Rate of Beamforming Dual-hop Multi-antenna Relay Network in the Presence of a Jammer

  • Feng, Guiguo;Guo, Wangmei;Gao, Jingliang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.8
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    • pp.3789-3808
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    • 2017
  • This paper studies a multi-antenna wireless relay network in the presence of a jammer. In this network, the source node transmits signals to the destination node through a multi-antenna relay node which adopts the amplify-and-forward scheme, and the jammer attempts to inject additive signals on all antennas of the relay node. With the linear beamforming scheme at the relay node, this network can be modeled as an equivalent Gaussian arbitrarily varying channel (GAVC). Based on this observation, we deduce the mathematical closed-forms of the capacities for two special cases and the suboptimal achievable rate for the general case, respectively. To reduce complexity, we further propose an optimal structure of the beamforming matrix. In addition, we present a second order cone programming (SOCP)-based algorithm to efficiently compute the optimal beamforming matrix so as to maximize the transmission rate between the source and the destination when the perfect channel state information (CSI) is available. Our numerical simulations show significant improvements of our propose scheme over other baseline ones.

Mid-course Trajectory Optimization for Boost-Glide Missiles Based on Convex Programming (컨벡스 프로그래밍을 이용한 추진-활공 유도탄의 중기궤적 최적화)

  • Kwon, Hyuck-Hoon;Hong, Seong-Min;Kim, Gyeong-Hun;Kim, Yoon-Hwan
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.1
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    • pp.21-30
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    • 2021
  • Mid-course trajectory of the missiles equipped with seeker should be designed to detect target within FOV of seeker and to maximize the maneuverability at the point of transition to terminal guidance phase. Because the trajectory optimization problems are generally hard to obtain the analytic solutions due to its own nonlinearity with several constraints, the various numerical methods have been presented so far. In this paper, mid-course trajectory optimization problem for boost-glide missiles is calculated by using SOCP (Second-Order Cone Programming) which is one of convex optimization methods. At first, control variable augmentation scheme with a control constraint is suggested to reduce state variables of missile dynamics. And it is reformulated using a normalized time approach to cope with a free final time problem and boost time problem. Then, partial linearization and lossless convexification are used to convexify dynamic equation and control constraint, respectively. Finally, the results of the proposed method are compared with those of state-of-the-art nonlinear optimization method for verification.

Active Distribution Network Expansion Planning Considering Distributed Generation Integration and Network Reconfiguration

  • Xing, Haijun;Hong, Shaoyun;Sun, Xin
    • Journal of Electrical Engineering and Technology
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    • v.13 no.2
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    • pp.540-549
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    • 2018
  • This paper proposes the method of active distribution network expansion planning considering distributed generation integration and distribution network reconfiguration. The distribution network reconfiguration is taken as the expansion planning alternative with zero investment cost of the branches. During the process of the reconfiguration in expansion planning, all the branches are taken as the alternative branches. The objective is to minimize the total costs of the distribution network in the planning period. The expansion alternatives such as active management, new lines, new substations, substation expansion and Distributed Generation (DG) installation are considered. Distribution network reconfiguration is a complex mixed-integer nonlinear programming problem, with integration of DGs and active managements, the active distribution network expansion planning considering distribution network reconfiguration becomes much more complex. This paper converts the dual-level expansion model to Second-Order Cone Programming (SOCP) model, which can be solved with commercial solver GUROBI. The proposed model and method are tested on the modified IEEE 33-bus system and Portugal 54-bus system.

Stability assessment of unlined tunnels with semicircular arch and straight sides in anisotropic clay

  • Bibhash Kumar;Jagdish P. Sahoo
    • Geomechanics and Engineering
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    • v.35 no.2
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    • pp.149-163
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    • 2023
  • This paper presents stability evaluation of unlined tunnels with semi-circular arch and straight sides (SASS) driven in non-homogeneous and anisotropic undrained clay. Numerical analysis has been conducted based on lower bound finite element limit analysis with second order cone programming under plane strain condition. The solutions will be used for the assessment of stability of unlined semi-circular arch tunnels and tunnels in which semi-circular roof is supported over rectangular/square sections. The stability charts have been generated in terms of a non-dimensional factor considering linear variation in undrained anisotropic strength for normally consolidated and lightly over consolidated clay with depth, and constant undrained anisotropic strength for heavily over-consolidated clay across the depth. The effect of normalized surcharge pressure on ground surface, non-homogeneity and anisotropy of clay, tunnel cover to width ratio and height to width ratio of tunnel on the stability factor and associated zone of shear failure at yielding have been examined and discussed. The geometry of tunnel in terms of shape and size, and non-homogeneity and anisotropy in undrained strength of clay has been observed to influence significantly the stability of unlined SASS tunnels.