• Title/Summary/Keyword: constrained optimization problem

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An Efficient Method for Nonlinear Optimization Problems using Genetic Algorithms (유전해법을 이용한 비선형최적화 문제의 효율적인 해법)

  • 임승환;이동춘
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.44
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    • pp.93-101
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    • 1997
  • This paper describes the application of Genetic Algorithms(GAs) to nonlinear constrained mixed optimization problems. Genetic Algorithms are combinatorial in nature, and therefore are computationally suitable for treating discrete and integer design variables. But, several problems that conventional GAs are ill defined are application of penalty function that can be adapted to transform a constrained optimization problem into an unconstrained one and premature convergence of solution. Thus, we developed an improved GAs to solve this problems, and two examples are given to demonstrate the effectiveness of the methodology developed in this paper.

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A STUDY ON CONSTRAINED EGO METHOD FOR NOISY CFD DATA (Noisy 한 CFD 결과에 대한 구속조건을 고려한 EGO 방법 연구)

  • Bae, H.G.;Kwon, J.H.
    • Journal of computational fluids engineering
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    • v.17 no.4
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    • pp.32-40
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    • 2012
  • Efficient Global Optimization (EGO) method is a global optimization technique which can select the next sample point automatically by infill sampling criteria (ISC) and search for the global minimum with less samples than what the conventional global optimization method needs. ISC function consists of the predictor and mean square error (MSE) provided from the kriging model which is a stochastic metamodel. Also the constrained EGO method can minimize the objective function dealing with the constraints under EGO concept. In this study the constrained EGO method applied to the RAE2822 airfoil shape design formulated with the constraint. But the noisy CFD data caused the kriging model to fail to depict the true function. The distorted kriging model would make the EGO deviate from the correct search. This distortion of kriging model can be handled with the interpolation(p=free) kriging model. With the interpolation(p=free) kriging model, however, the search of EGO solution was stalled in the narrow feasible region without the chance to update the objective and constraint functions. Then the accuracy of EGO solution was not good enough. So the three-step search method was proposed to obtain the accurate global minimum as well as prevent from the distortion of kriging model for the noisy constrained CFD problem.

A Efficient Query Processing of Constrained Nearest Neighbor Search for Moving Query Point (제약을 가진 최소근접을 찾는 이동질의의 효율적인 수행)

  • Ban, Chae-Hoon
    • Proceedings of the Korea Information Processing Society Conference
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    • 2003.11c
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    • pp.1429-1432
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    • 2003
  • This paper addresses the problem of finding a constrained nearest neighbor for moving query point(we call it CNNMP) The Nearest neighbor problem is classified by existence of a constrained region, the number of query result and movement of query point and target. The problem assumes that the query point is not static, as 1-nearest neighbor problem, but varies its position over time to the constrained region. The parameters as NC, NCMBR, CQR and QL for the algorithm are also presented. We suggest the query optimization algorithm in consideration of topological relationship among them

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An efficient method for nonlinear optimization problems using modified genetic algorithms (수정된 유전 알고리즘을 이용한 비선형최적화 문제의 효율적인 해법)

  • 윤영수;이상용
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.519-524
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    • 1996
  • This paper describes the application of Genetic Algorithms(GAs) to nonlinear constrained mixed optimization problems. Genetic Algorithms are combinatorial in nature, and therefore are computationally suitable for treating discrete and integer design variables. But, several problems that conventional GAs are ill defined are applicaiton of penalty function that can be adapted to transform a constrained optimization problem into an unconstrained optimization problem into an unconstrained one and premature convergence of solution. Thus, we developed an modified GAs to solve this problems, and two examples are given to demonstrate the effectiveness of the methodology developed in this paper.

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GRID-BASED METHODS FOR LINEARLY EQUALITY CONSTRAINED OPTIMIZATION PROBLEMS

  • Feng, Yan;Zhang, Xuesheng;Liu, Liying
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.269-279
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    • 2007
  • This paper describes a direct search method for a class of linearly constrained optimization problem. Through research we find it can be treated as an unconstrained optimization problem. And with the decrease of dimension of the variables need to be computed in the algorithms, the implementation of convergence to KKT points will be simplified to some extent. Convergence is shown under mild conditions which allow successive frames to be rotated, translated, and scaled relative to one another.

About fully Polynomial Approximability of the Generalized Knapsack Problem (일반배낭문제의 완전다항시간근사해법군의 존재조건)

  • 홍성필;박범환
    • Journal of the Korean Operations Research and Management Science Society
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    • v.28 no.4
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    • pp.191-198
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    • 2003
  • The generalized knapsack problem or gknap is the combinatorial optimization problem of optimizing a nonnegative linear function over the integral hull of the intersection of a polynomially separable 0-1 polytope and a knapsack constraint. The knapsack, the restricted shortest path, and the constrained spanning tree problem are a partial list of gknap. More interesting1y, all the problem that are known to have a fully polynomial approximation scheme, or FPTAS are gknap. We establish some necessary and sufficient conditions for a gknap to admit an FPTAS. To do so, we recapture the standard scaling and approximate binary search techniques in the framework of gknap. This also enables us to find a weaker sufficient condition than the strong NP-hardness that a gknap does not have an FPTAS. Finally, we apply the conditions to explore the fully polynomial approximability of the constrained spanning problem whose fully polynomial approximability is still open.

Rank-constrained LMI Approach to Simultaneous Linear Quadratic Optimal Control Design (계수조건부 LMI를 이용한 동시안정화 LQ 최적제어기 설계)

  • Kim, Seog-Joo;Cheon, Jong-Min;Kim, Jong-Moon;Kim, Chun-Kyung;Lee, Jong-Moo;Kwon, Soom-Nam
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.11
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    • pp.1048-1052
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    • 2007
  • This paper presents a rank-constrained linear matrix inequality(LMI) approach to simultaneous linear-quadratic(LQ) optimal control by static output feedback. Simultaneous LQ optimal control is formulated as an LMI optimization problem with a nonconvex rank condition. An iterative penalty method recently developed is applied to solve this rank-constrained LMI optimization problem. Numerical experiments are performed to illustrate the proposed method, and the results are compared with those of previous work.

Research of a freedom rate for timetabling problem (시간표 작성 문제의 자유도에 관한 연구)

  • An, Jong-Il;Jo, Seung-Han
    • Journal of the Korea Computer Industry Society
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    • v.10 no.5
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    • pp.201-206
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    • 2009
  • The timetabling problem is a one of the optimization problem for satisfied a constraints. Most optimization algorithm arrives optimal to use a method that is make a initial solution and modify and reconstruct it repetitively. In case of insufficient resources, it is not easy to obtain initial solution oneself. The most method of make a initial solution is high constrained subject assign first. The freedom rate is a numerical value of degree of how much constrained. In this paper, we define the freedom rate in timetabling problem and experiment its role in timetabling process.

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Economic Power Dispatch with Valve Point Effects Using Bee Optimization Algorithm

  • Kumar, Rajesh;Sharma, Devendra;Kumar, Anupam
    • Journal of Electrical Engineering and Technology
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    • v.4 no.1
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    • pp.19-27
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    • 2009
  • This paper presents a newly developed optimization algorithm, the Bee Optimization Algorithm (BeeOA), to solve the economic power dispatch (EPD) problem. The authors have developed a derivative free and global optimization technique based on the working of the honey bee. The economic power dispatch problem is a nonlinear constrained optimization problem. Classical optimization techniques fail to provide a global solution and evolutionary algorithms provide only a good enough solution. The proposed approach has been examined and tested on two test systems with different objectives. A simple power dispatch problem is tested first on 6 generators and then the algorithm is demonstrated on 13 thermal unit systems whose incremental fuel cost function takes into account the value point loading effect. The results are promising and show the effectiveness and robustness of the proposed approach over recently reported methods.

A Shape-preserved Method to Improve the Developability of Mesh

  • Su, Zhixun;Liu, Xiuping;Zhou, Xiaojie;Shen, Aihong
    • Proceedings of the Korea Society of Information Technology Applications Conference
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    • 2005.11a
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    • pp.219-224
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    • 2005
  • Developable surface plays an important role in computer aided design and manufacturing systems. This paper is concerned with improving the develop ability of mesh. Since subdivision is an efficient way to design complicated surface, we intend to improve the developability of the mesh obtained from Loop subdivision. The problem is formulated as a constrained optimization problem. The optimization is performed on the coordinates of the points of the mesh, together with the constraints of minimizing shape difference and maximizing developability, a developability improved mesh is obtained.

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