• 제목/요약/키워드: convex optimization

검색결과 382건 처리시간 0.021초

Improvement of the Spectral Reconstruction Process with Pretreatment of Matrix in Convex Optimization

  • Jiang, Zheng-shuai;Zhao, Xin-yang;Huang, Wei;Yang, Tao
    • Current Optics and Photonics
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    • 제5권3호
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    • pp.322-328
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    • 2021
  • In this paper, a pretreatment method for a matrix in convex optimization is proposed to optimize the spectral reconstruction process of a disordered dispersion spectrometer. Unlike the reconstruction process of traditional spectrometers using Fourier transforms, the reconstruction process of disordered dispersion spectrometers involves solving a large-scale matrix equation. However, since the matrices in the matrix equation are obtained through measurement, they contain uncertainties due to out of band signals, background noise, rounding errors, temperature variations and so on. It is difficult to solve such a matrix equation by using ordinary nonstationary iterative methods, owing to instability problems. Although the smoothing Tikhonov regularization approach has the ability to approximatively solve the matrix equation and reconstruct most simple spectral shapes, it still suffers the limitations of reconstructing complex and irregular spectral shapes that are commonly used to distinguish different elements of detected targets with mixed substances by characteristic spectral peaks. Therefore, we propose a special pretreatment method for a matrix in convex optimization, which has been proved to be useful for reducing the condition number of matrices in the equation. In comparison with the reconstructed spectra gotten by the previous ordinary iterative method, the spectra obtained by the pretreatment method show obvious accuracy.

보 보강재 배치 최적화 문제에서의 기하구속조건 처리기법 (A Geometry Constraint Handling Technique in Beam Stiffener Layout Optimization Problem)

  • 이준호;박영진;박윤식
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2004년도 춘계학술대회논문집
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    • pp.870-875
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    • 2004
  • Beam stiffeners have frequently been used for raising natural frequencies of base structures. In stiffener layout optimization problems, most of the previous researches considering the position and/or the length of the stiffener as design variables dealt with structures having just simple convex shapes such as a square or rectangle. The reason is concave shape structures have difficulties ill formulating geometry constraints. In this paper, a new geometry constraint handling technique, which can define both convex and concave feasible lesions and measure a degree of geometry constraint violation, is proposed. Evolution strategies (ESs) is utilized as an optimization tool. In addition, the constraint-handling technique of EVOSLINOC (EVOlution Strategy for scalar optimization with Lineal and Nonlinear Constraints) is utilized to solve constrained optimization problems. From a numerical example, the proposed geometry constraint handling technique is verified and proves that the technique can easily be applied to structures in net only convex but also concave shapes, even with a protrusion or interior holes.

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Convexity of the Lagrangian for Set Functions

  • Lee, Jae Hak
    • 충청수학회지
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    • 제4권1호
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    • pp.55-59
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    • 1991
  • We consider perturbation problems and Lagrangians for convex set function optimization problems. In particular, we prove that the Lagrangian $L({\Omega},y)$ is a convex set function in ${\Omega}$ for each y if the perturbation function is convex.

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A MODIFICATION OF GRADIENT METHOD OF CONVEX PROGRAMMING AND ITS IMPLEMENTATION

  • Stanimirovic, Predrag S.;Tasic, Milan B.
    • Journal of applied mathematics & informatics
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    • 제16권1_2호
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    • pp.91-104
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    • 2004
  • A modification of the gradient method of convex programming is introduced. Also, we describe symbolic implementation of the gradient method and its modification by means of the programming language MATHEMATICA. A few numerical examples are reported.

대규모 비분리 콘벡스 최적화 - 미분가능한 경우 (Large-scale Nonseparabel Convex Optimization:Smooth Case)

  • 박구현;신용식
    • 한국경영과학회지
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    • 제21권1호
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    • pp.1-17
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    • 1996
  • There have been considerable researches for solving large-scale separable convex optimization ptoblems. In this paper we present a method for large-scale nonseparable smooth convex optimization problems with block-angular linear constraints. One of them is occurred in reconfiguration of the virtual path network which finds the routing path and assigns the bandwidth of the path for each traffic class in ATM (Asynchronous Transfer Mode) network [1]. The solution is approximated by solving a sequence of the block-angular structured separable quadratic programming problems. Bundle-based decomposition method [10, 11, 12]is applied to each large-scale separable quadratic programming problem. We implement the method and present some computational experiences.

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A New Approach to Solve the Rate Control Problem in Wired-cum-Wireless Networks

  • Loi Le Cong;Hwang Won-Joo
    • 한국멀티미디어학회논문지
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    • 제9권12호
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    • pp.1636-1648
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    • 2006
  • In this paper, we propose a new optimization approach to the rate control problem in a wired-cum-wireless network. A primal-dual interior-point(PDIP) algorithm is used to find the solution of the rate optimization problem. We show a comparison between the dual-based(DB) algorithm and PDIP algorithm for solving the rate control problem in the wired-cum-wireless network. The PDIP algorithm performs much better than the DB algorithm. The PDIP can be considered as an attractive method to solve the rate control problem in network. We also present a numerical example and simulation to illustrate our conclusions.

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A TYPE OF MODIFIED BFGS ALGORITHM WITH ANY RANK DEFECTS AND THE LOCAL Q-SUPERLINEAR CONVERGENCE PROPERTIES

  • Ge Ren-Dong;Xia Zun-Quan;Qiang Guo
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.193-208
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    • 2006
  • A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

Design and Field Test of an Optimal Power Control Algorithm for Base Stations in Long Term Evolution Networks

  • Zeng, Yuan;Xu, Jing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권12호
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    • pp.5328-5346
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    • 2016
  • An optimal power control algorithm based on convex optimization is proposed for base stations in long term evolution networks. An objective function was formulated to maximize the proportional fairness of the networks. The optimal value of the objective function was obtained using convex optimization and distributed methods based on the path loss model between the base station and users. Field tests on live networks were conducted to evaluate the performance of the proposed algorithm. The experimental results verified that, in a multi-cell multi-user scenario, the proposed algorithm increases system throughputs, proportional fairness, and energy efficiency by 9, 1.31 and 20.2 %, respectively, compared to the conventional fixed power allocation method.

선형행렬부등식에 의한 불확실한 선형시스템의 견실한 극점배치 (A Robust Pole Placement for Uncertain Linear Systems via Linear Matrix Inequalities)

  • 류석환
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2000년도 추계학술대회 학술발표 논문집
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    • pp.476-479
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    • 2000
  • This paper deals with a robust pole placement method for uncertain linear systems. For all admissible uncertain parameters, a static output feedback controller is designed such that all the poles of the closed loop system are located within the prespecfied disk. It is shown that the existence of a positive definite matrix belonging to a convex set such that its inverse belongs to another convex set guarantees the existence of the output feedback gain matrix for our control problem. By a sequence of convex optimization the aforementioned matrix is obtained. A numerical example is solved in order to illustrate efficacy of our design method.

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감소하는 비용함수를 가진 Robust EOQ 모형 (Robust EOQ Models with Decreasing Cost Functions)

  • 임성묵
    • 한국경영과학회지
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    • 제32권2호
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    • pp.99-107
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    • 2007
  • We consider (worst-case) robust optimization versions of the Economic Order Quantity (EOQ) model with decreasing cost functions. Two variants of the EOQ model are discussed, in which the purchasing costs are decreasing power functions in either the order quantity or demand rate. We develop the corresponding worst-case robust optimization models of the two variants, where the parameters in the purchasing cost function of each model are uncertain but known to lie in an ellipsoid. For the robust EOQ model with the purchasing cost being a decreasing function of the demand rate, we derive the analytical optimal solution. For the robust EOQ model with the purchasing cost being a decreasing function of the order quantity, we prove that it is a convex optimization problem, and thus lends itself to efficient numerical algorithms.