• Title/Summary/Keyword: linear quadratic optimization

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Efficient Approximation Method for Constructing Quadratic Response Surface Model

  • Park, Dong-Hoon;Hong, Kyung-Jin;Kim, Min-Soo
    • Journal of Mechanical Science and Technology
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    • v.15 no.7
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    • pp.876-888
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    • 2001
  • For a large scaled optimization based on response surface methods, an efficient quadratic approximation method is presented in the context of the trust region model management strategy. If the number of design variables is η, the proposed method requires only 2η+1 design points for one approximation, which are a center point and tow additional axial points within a systematically adjusted trust region. These design points are used to uniquely determine the main effect terms such as the linear and quadratic regression coefficients. A quasi-Newton formula then uses these linear and quadratic coefficients to progressively update the two-factor interaction effect terms as the sequential approximate optimization progresses. In order to show the numerical performance of the proposed method, a typical unconstrained optimization problem and two dynamic response optimization problems with multiple objective are solved. Finally, their optimization results compared with those of the central composite designs (CCD) or the over-determined D-optimality criterion show that the proposed method gives more efficient results than others.

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A New Anti-windup Method Using the Linear Quadratic Observer (LQ관측기를 사용한 새로운 누적방지 기법)

  • Kim, Tae-Shin;Yang, Ji-Hyuk;Kwon, Oh-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.2
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    • pp.134-139
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    • 2010
  • In order to overcome some problems of existing anti-windup methods, this paper defines LQ (Linear Quadratic) observer and proposes a new anti-windup method using the LQ observer. LQ observer is derived by linear quadratic optimization in order to calculate controller states, which make the controller outputs equal to the plant inputs. And we propose an algorithm so that it can be implemented by a digital controller easily. The relationship between the design parameters and the anti-windup performance is shown via some numerical examples, which cover the cases with the anti-windup method using LQ observer designed and the case without it. Finally, the anti-windup performance of the proposed method is exemplified via comparison with the existing model-based conditioning scheme method[4].

A Study on ESS Optimal Operation Strategy Using Two Stage Hybrid Optimization (Two Stage Hybrid Optimization을 사용한 ESS 최적 운전 전략에 대한 연구)

  • Gong, Eun-Kyoung;Sohn, Jin-Man
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.7
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    • pp.833-839
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    • 2018
  • This paper presents an analysis and the methodology of optimal operation strategy of the ESS(Energy Storage System) for reduce electricity charges. Electricity charges consist of a basic charge based on the contract capacity and energy charge according to the power usage. In order to use electrical energy at minimal charge, these two factors are required to be reduced at the same time. QP(Quadratic Programming) is appropriate for minimization of the basic charge and LP(Linear Programmin) is adequate to minimize the energy charge. However, the integer variable have to be introduced for modelling of different charge and discharge efficiency of ESS PCS(Power Conversion System), where MILP(Mixed Integer Linear Programming) can be used. In this case, the extent to which the peak load savings is accomplished should be assumed before the energy charge is minimized. So, to minimize the electricity charge exactly, optimization is sequentially performed in this paper, so-called the Two Stage Hybird optimization, where the extent to which the peak load savings is firstly accomplished through optimization of basic charge and then the optimization of energy charge is performed with different charge and discharge efficiency of ESS PCS. Finally, the proposed method is analyzed quantitatively with other optimization methods.

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.

Quasiconcave Bilevel Programming Problem

  • Arora S.R.;Gaur Anuradha
    • Management Science and Financial Engineering
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    • v.12 no.1
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    • pp.113-125
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    • 2006
  • Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

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.

A Study on The Generation Redispatch for Congestion Management of Transmission Lines (송전선 혼잡 해소를 위한 발전력 재배분 기법 연구)

  • Jung, Jae-Ok;Lee, Kwang-Ho
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.347-349
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    • 2000
  • Under an open transmission access, the generation dispatch is determined by the bidding process of market participants. Congestion occurs when the dispatch would result in the violation of operational constraints. Congestion problem is formulated and solved by OPF(optimal power flow) calculation. The objective functions in OPF are given as quadratic cost functions or piecewise linear functions of bidding functions. In this study, the optimization technique of generation dispatch is presented for the combination of two types of quadratic and linear cost functions.

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Design Optimization and Development of Linear Brushless Permanent Magnet Motor

  • Chung, Myung-Jin;Gweon, Dae-Gab
    • International Journal of Control, Automation, and Systems
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    • v.1 no.3
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    • pp.351-357
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    • 2003
  • A method of design optimization for minimization of force ripple and maximization of thrust force in a linear brushless permanent magnet motor without finite element analysis is represented. The design optimization method calculated the driving force in the function of electric and geometric parameters of a linear brushless PM motor using the sequential quadratic programming method. Using electric and geometric parameters obtained by this method, the normalized force ripple is reduced 7.7% (9.7% to 2.0%) and the thrust force is increased 12.88N (111.55N to 124.43N) compared to those not using design optimization.

Structural optimal control based on explicit time-domain method

  • Taicong Chen;Houzuo Guo;Cheng Su
    • Structural Engineering and Mechanics
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    • v.85 no.5
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    • pp.607-620
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    • 2023
  • The classical optimal control (COC) method has been widely used for linear quadratic regulator (LQR) problems of structural control. However, the equation of motion of the structure is incorporated into the optimization model as the constraint condition for the LQR problem, which needs to be solved through the Riccati equation under certain assumptions. In this study, an explicit optimal control (EOC) method is proposed based on the explicit time-domain method (ETDM). By use of the explicit formulation of structural responses, the LQR problem with the constraint of equation of motion can be transformed into an unconstrained optimization problem, and therefore the control law can be derived directly without solving the Riccati equation. To further optimize the weighting parameters adopted in the control law using the gradient-based optimization algorithm, the sensitivities of structural responses and control forces with respect to the weighting parameters are derived analytically based on the explicit expressions of dynamic responses of the controlled structure. Two numerical examples are investigated to demonstrate the feasibility of the EOC method and the optimization scheme for weighting parameters involved in the control law.

Application of Quadratic Interior Point Method to Economic Dispatch (Quadratic Interior Point 법을 적용한 전력계통의 경제급전)

  • Lee, Hong-Joo;Chung, Jai-Gil;Lee, In-Yong;Kim, Kyung-Shin;Park, Kyu-Hong
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.344-346
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    • 2000
  • The Paper describes the implementation of a quadratic interior point method for optimal power flow involves the determination of the optimal of a given objectives function subject to given constraints. The scheme developed solves the quadratic or linear optimization problem subject to linear constraints. The algorithm has been evaluated on a 14-bus system, and its accuracy and speed are demonstrated.

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