• Title/Summary/Keyword: linear quadratic optimization

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A NONRANDOM VARIATIONAL APPROACH TO STOCHASTIC LINEAR QUADRATIC GAUSSIAN OPTIMIZATION INVOLVING FRACTIONAL NOISES (FLQG)

  • JUMARIE GUY
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.19-32
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    • 2005
  • It is shown that the problem of minimizing (maximizing) a quadratic cost functional (quadratic gain functional) given the dynamics dx = (fx + gu)dt + hdb(t, a) where b(t, a) is a fractional Brownian motion of order a, 0 < 2a < 1, can be solved completely (and meaningfully!) by using the dynamical equations of the moments of x(t). The key is to use fractional Taylor's series to obtain a relation between differential and differential of fractional order.

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

  • 한석영
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.10a
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    • pp.419-424
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    • 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.

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SUBSTRUCTURING ALGORITHM FOR STRUCTURAL OPTIMIZATION USING THE FORCE METHOD

  • JANG, HO-JONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.2 no.2
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    • pp.41-47
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    • 1998
  • We consider some numerical solution methods for equality-constrained quadratic problems in the context of structural analysis. Sparse orthogonal schemes for linear least squares problem are adapted to handle the solution step of the force method. We also examine these schemes with substructuring concepts.

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Parametric Approaches to Sliding Mode Design for Linear Multivariable Systems

  • Kim, Kyung-Soo;Park, Young-Jin
    • International Journal of Control, Automation, and Systems
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    • v.1 no.1
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    • pp.11-18
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    • 2003
  • The parametric approaches to sliding mode design are newly proposed for the class of multivariable systems. Our approach is based on an explicit formula for representing all the slid-ing modes using the Lyapunov matrices of full order. By manipulating Lyapunov matrices, the sliding modes which satisfy the design criteria such as the quadratic performance optimization and robust stability to parametric uncertainty, etc., can be easily obtained. The proposed ap-proach enables us to adopt a variety of Lyapunov- (or Riccati-) based approaches to the sliding mode design. Applications to the quadratic performance optimization problem, uncertain systems, systems with uncertain state delay, and the pole-clustering problem are discussed.

Progressive Quadratic Approximation Method for Effective Constructing the Second-Order Response Surface Models in the Large Scaled System Design (대형 설계 시스템의 효율적 반응표면 근사화를 위한 점진적 이차 근사화 기법)

  • Hong, Gyeong-Jin;Kim, Min-Su;Choe, Dong-Hun
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.12
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    • pp.3040-3052
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    • 2000
  • For effective construction of second-order response surface models, an efficient quad ratic approximation method is proposed in the context of trust region model management strategy. In the proposed method, although only the linear and quadratic terms are uniquely determined using 2n+1 design points, the two-factor interaction terms are mathematically updated by normalized quasi-Newton formula. In order to show the numerical performance of the proposed approximation method, a sequential approximate optimizer is developed and solves a typical unconstrained optimization problem having 2, 6, 10, 15, 30 and 50 design variables, a gear reducer system design problem and two dynamic response optimization problems with multiple objectives, five objectives for one and two objectives for the other. Finally, their optimization results are compared with those of the CCD or the 50% over-determined D-optimal design combined with the same trust region sequential approximate optimizer. These comparisons show that the proposed method gives more efficient than others.

A Study on the Optimal Design of Automotive Gas Spring (차량용 가스스프링의 최적설계에 관한 연구)

  • Lee, Choon Tae
    • Journal of Drive and Control
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    • v.14 no.4
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    • pp.45-50
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    • 2017
  • The gas spring is a hydropneumatic adjusting element, consisting of a pressure tube, a piston rod, a piston and a connection fitting. The gas spring is filled with compressed nitrogen within the cylinder. The filling pressure acts on both sides of the piston and because of area difference it produces an extension force. Therefore, a gas spring is similar in function compare to mechanical coil spring. Conversely, optimization is a process of finding the best set of parameters to reach a goal while not violating certain constraints. The AMESim software provides NLPQL (Nonlinear Programming by Quadratic Lagrangian) and GA (genetic algorithm) for optimization. The NLPQL method builds a quadratic approximation to the Lagrange function and linear approximations to all output constraints at each iteration, starting with the identity matrix for the Hessian of the Lagrangian, and gradually updating it using the BFGS method. On each iteration, a quadratic programming problem is solved to find an improved design until the final convergence to the optimum design. In this study, we conducted optimization design of the gas spring reaction force with NLPQL.

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

  • 박구현;신용식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.1
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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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Hull-form optimization of a container ship based on bell-shaped modification function

  • Choi, Hee Jong
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.3
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    • pp.478-489
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    • 2015
  • In the present study, a hydrodynamic hull-form optimization algorithm for a container ship was presented in terms of the minimum wave-making resistance. Bell-shaped modification functions were developed to modify the original hull-form and a sequential quadratic programming algorithm was used as an optimizer. The wave-making resistance as an objective function was obtained by the Rankine source panel method in which non-linear free surface conditions and the trim and sinkage of the ship were fully taken into account. Numerical computation was performed to investigate the validity and effectiveness of the proposed hull-form modification algorithm for the container carrier. The computational results were validated by comparing them with the experimental data.

A Study on the Design and Structure Optimization of an Automatic Mooring System for a 6000 ton Class Autonomous Ship (6000톤급 자율운항선박을 위한 자동계류장치 설계 및 구조 최적화에 대한 연구)

  • Kim, Namgeon;Shin, Haneul;Kim, Teagyun;Park, Jihyuk
    • The Journal of Korea Robotics Society
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    • v.17 no.4
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    • pp.493-499
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    • 2022
  • This paper presents the design for the kinematic structure of a system for an automatically moored 6000 ton autonomous ship in a port, and the process and results of optimal design for the link cross-sectional shape. We propose an automatic mooring system with a PPP type serial manipulator structure capable of linear motion in the XYZ axis. The mooring force applied by the mooring system was derived with dynamics simulation tool "ADAMS". The design goal is the minimization of the cross-sectional area of the link. Constrains include compressive stress and shear stress. The optimization problems were solved by using the sequential quadratic programing method implemented in the fmincon package. The shape of the cross section was assumed to be rectangle. Through future research, we plan to manufacture automatic mooring system for 6000ton class autonomous ship.

Multi-objective Optimization of Pedestrian Wind Comfort and Natural Ventilation in a Residential Area

  • H.Y. Peng;S.F. Dai;D. Hu;H.J. Liu
    • International Journal of High-Rise Buildings
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    • v.11 no.4
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    • pp.315-320
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    • 2022
  • With the rapid development of urbanization the problems of pedestrian-level wind comfort and natural ventilation of tall buildings are becoming increasingly prominent. The velocity at the pedestrian level ($\overline{MVR}$) and variation of wind pressure coefficients $\overline{{\Delta}C_p}$ between windward and leeward surfaces of tall buildings were investigated systematically through numerical simulations. The examined parameters included building density ρ, height ratio of building αH, width ratio of building αB, and wind direction θ. The linear and quadratic regression analyses of $\overline{MVR}$ and $\overline{{\Delta}C_p}$ were conducted. The quadratic regression had better performance in predicting $\overline{MVR}$ and $\overline{{\Delta}C_p}$ than the linear regression. $\overline{MVR}$ and $\overline{{\Delta}C_p}$ were optimized by the NSGA-II algorithm. The LINMAP and TOPSIS decision-making methods demonstrated better capability than the Shannon's entropy approach. The final optimal design parameters of buildings were ρ = 20%, αH = 4.5, and αB = 1, and the wind direction was θ = 10°. The proposed method could be used for the optimization of pedestrian-level wind comfort and natural ventilation in a residential area.