• Title/Summary/Keyword: penalty method

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ON THE GLOBAL CONVERGENCE OF A MODIFIED SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

  • Liu, Bingzhuang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1395-1407
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    • 2011
  • When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

Design of a Static Output Feedback Stabilization Controller by Solving a Rank-constrained LMI Problem (선형행렬부등식을 이용한 정적출력궤환 제어기 설계)

  • Kim Seogj-Joo;Kwon Soonman;Kim Chung-Kyung;Moon Young-Hyun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.11
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    • pp.747-752
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    • 2004
  • This paper presents an iterative linear matrix inequality (LMI) approach to the design of a static output feedback (SOF) stabilization controller. A linear penalty function is incorporated into the objective function for the non-convex rank constraint so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. Hence, the overall procedure results in solving a series of semidefinite programs (SDPs). With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Extensive numerical experiments are Deformed to illustrate the proposed algorithm.

A Software And Hardware Scheme For Reducing The Branch Penalty In Parallel Computers (병렬구조 컴퓨터에서 Branch penalty를 감소시키기 위한 소프트웨어와 하드웨어 방법)

  • 함찬숙;조종현;조영일
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.11
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    • pp.11-16
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    • 1993
  • VLIW architecture capable of testing multiple conditions in a cycle must support an efficient mechanism for multi-way branches. This paper proposes a mechanism to speed up the execution of multi-way branches and an efficient memory packing method of instructions, which reduced the wasted memory space. Also, we develops a new compiler technique which can transform program segments that are not applied to multi-way branches into ones that are applied to multi-way branches. The benefits gained by the transformation are to reduce branch penalty and to increase instruction-level parallelism.

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A New Design Procedure for the Evaluation of Rod Bow DNBR Penalty

  • Paik, Hyun-Jong;Yang, Seung-Geun
    • Nuclear Engineering and Technology
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    • v.28 no.3
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    • pp.331-338
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    • 1996
  • In the thermal-hydraulic design, the effect of fuel rod bow is quantified tv the rod bow DNBR penalty which is a key design parameter to assure the coolability of fuel assembly in the pressurized water reactor. In this work, a computer program for the evaluation of the rod bow DNBR penalty based on Westinghouse methodology is developed and its application procedure is proposed. The computer simulation is based on the Monte-Carlo method. The qualification of developed computer program is performed by a comparison of calculational result with that given by Westinghouse's document. A new application procedure is built using batch mean and batch standard deviation. The normality of sample population generated by the batch calculation is confirmed by means of a chi-square test for goodness of fit. On the view point of statistics it is effected that the more reliable design value may be produced by the new application procedure.

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OPTIMAL PROBLEM FOR RETARDED SEMILINEAR DIFFERENTIAL EQUATIONS

  • Park, Dong-Gun;Jeong, Jin-Mun;Kang, Weon-Kee
    • Journal of the Korean Mathematical Society
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    • v.36 no.2
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    • pp.317-332
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    • 1999
  • In this paper we deal with the optimal control problem for the semilinear functional differential equations with unbounded delays. We will also establish the regularity for solutions of the given system. By using the penalty function method we derive the optimal conditions for optimality of an admissible state-control pairs.

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Analysis of Performance employing Chromatic Dispersion in Millimeter-wave Links (밀리미터파 대역 링크에서 색 분산에 의한 성능 분석)

  • 김정태
    • Proceedings of the IEEK Conference
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    • 2000.11b
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    • pp.309-312
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    • 2000
  • In this paper, The Influence of chromatic fiber dispersion on the transmission distance of MMW(millimeter-wave) link is analyzed and discussed. It is shown that dispersion significantly limits the transmission distance in intensity modulated direct detection and heterodyne links operating in the above 20㎓ frequency region by inducing a carrier to noise penalty on the transmitted signal. We analyze and discuss the influence of dispersion induced CNR(Carrier to Noise Ratio) penalty for direct detection and heterodyne method from simulation.

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Power Performance of Instruction Pre-Fetch Unit (명령어 선 인출기의 전력 성능)

  • 송영규;오형철
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.365-368
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    • 1999
  • In this paper, we investigate the effect of adopting branch-penalty compensation schemes on the power performance of TLBs(Translation Look-aside Buffers) and instruction caches. We found that the double-buffer branch-penalty compensation scheme can reduce the power consumption of the TLBs and the instruction caches considered by up to 14-21.3%. The power consumption is estimated through simulation at the architectural level, using the Kamble/Ghose method

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A Penalized Principal Components using Probabilistic PCA

  • Park, Chong-Sun;Wang, Morgan
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.151-156
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    • 2003
  • Variable selection algorithm for principal component analysis using penalized likelihood method is proposed. We will adopt a probabilistic principal component idea to utilize likelihood function for the problem and use HARD penalty function to force coefficients of any irrelevant variables for each component to zero. Consistency and sparsity of coefficient estimates will be provided with results of small simulated and illustrative real examples.

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ERROR ESTIMATES OF FULLY DISCRETE DISCONTINUOUS GALERKIN APPROXIMATIONS FOR LINEAR SOBOLEV EQUATIONS

  • Ohm, M.R.;Shin, J.Y.;Lee, H.Y.
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1221-1234
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    • 2009
  • In this paper, we construct fully discrete discontinuous Galerkin approximations to the solution of linear Sobolev equations. We apply a symmetric interior penalty method which has an interior penalty term to compensate the continuity on the edges of interelements. The optimal convergence of the fully discrete discontinuous Galerkin approximations in ${\ell}^{\infty}(L^2)$ norm is proved.

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Flow Analysis in the Piping System with Elbows (엘보가 있는 배관계의 유동해석)

  • 양희천;박상규
    • Proceedings of the Korean Society of Marine Engineers Conference
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    • 2001.11a
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    • pp.3-7
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    • 2001
  • Although elbows are commonly used in practice, many questions regarding the optimum arrangement still remain unanswered. The effect due to an elbow lasts for a considerable distance downstream of the elbow and is severe when two elbows are in the system. The goal of this study is to provide an effective guide for the optimum arrangement of elbows and the optimum design of the approach piping system.

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