• East Asian mathematical journal
• /
• v.5 no.1
• /
• pp.95-110
• /
• 1989

In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

• Proceedings of the KIEE Conference
• /
• 1994.11a
• /
• pp.12-14
• /
• 1994

Traditionally one convex cost function for each generation is assumed in economic power dispatch. However, it is more realistic to represent the cost function as a piecewise quadratic function rather than one convex function. This paper presents evolutionary algorithm approaches to solve the problems of economic power dispatch with quadratic cost functions and piecewise quadratic cost functions. To improve GA, EP and ES characteristics. optimization methods combining GA with ES and EP with ES are proposed. The results for the proposed algorithms are compared with those of numerical method and show the better solutions in the ELD problem.

• Journal of applied mathematics & informatics
• /
• v.15 no.1_2
• /
• pp.185-200
• /
• 2004

A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

• 제어로봇시스템학회:학술대회논문집
• /
• 1990.10b
• /
• pp.1049-1054
• /
• 1990

We formulate optimal quadratic regulator problems with trajectory sensitivity terms as a optimization problem for a fixed controller structure. Using well-known techniques for parametric LQ problems, we give an algorithm to obtain suboptimal feedback gains by iterative solutions of two Lyapunov equations. A numerical example is given to illustrate the effectiveness of the proposed algorithm.

• The Transactions of the Korean Institute of Electrical Engineers B
• /
• v.55 no.2
• /
• pp.69-75
• /
• 2006

This paper deals with the optimum design solution on reduction of torque ripple for a Synchronous Reluctance Motor with concentrated winding using response surface methodology. The coupled Finite Elements Analysis (FEA) & Preisach model have been used to evaluate the nonlinear solution. Comparisons are given with characteristics of a SynRM according to the stator winding, slot number, open width of slot, slot depth, teeth width variation in concentrated winding SynRM, respectively. This paper presents an optimization procedure using Response Surface Methodology (RSM) to determine design parameters for reducing torque ripple. RSM has been achieved to use the experimental design method in combination with finite Element Method (FEM) and well adapted to make analytical model for a complex problem considering a lot of interaction of design variables. Moreover, Sequential Quadratic Problem (SQP) method is used to solve the resulting of constrained nonlinear optimization problem.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.15 no.5
• /
• pp.155-162
• /
• 2015

This paper proposes a deterministic optimization algorithm to solve economic load dispatch problem with quadratic convex fuel cost function. The proposed algorithm primarily partitions a generator with prohibited zones into multiple generators so as to place them afield the prohibited zone. It then sets initial values to $P_i{\leftarrow}P_i^{max}$ and reduces power generation costs of those incurring the maximum unit power cost. It finally employs a swap optimization process of $P_i{\leftarrow}P_i-{\beta}$, $P_j{\leftarrow}P_j+{\beta}$ where $_{max}\{F(P_i)-F(P_i-{\beta})\}$ > $_{min}\{F(P_j+{\beta})-F(P_j)\}$, $i{\neq}j$, ${\beta}=1.0,0.1,0.01,0.001$. When applied to 3 different 15-generator cases, the proposed algorithm has consistently yielded optimized results compared to those of heuristic algorithms.

• Structural Engineering and Mechanics
• /
• v.17 no.3_4
• /
• pp.593-609
• /
• 2004

Peak response is a more suitable index than mean response in the light of structural safety. In this study, a controller optimization method is proposed to restrict peak responses of building structures subject to earthquake excitations, which are modeled as partially stationary stochastic process. The constraints are given with specified failure probabilities of peak responses. LQR is chosen to assure stability in numerical process of optimization. Optimization problem is formulated with weightings on controlled outputs as design variables and gradients of objective and constraint functions are derived. Full state feedback controllers designed by the proposed method satisfy various design objectives and output feedback controllers using LQG also yield similar results without significant performance deterioration.

• Structural Engineering and Mechanics
• /
• v.51 no.2
• /
• pp.229-248
• /
• 2014

In this paper, the development of a new optimization software for finite element model updating of engineering structures titled as FemUP is described. The program is used for computational FEM model updating of structures depending on modal testing results. This paper deals with the FE model updating procedure carried out in FemUP. The theoretical exposition on FE model updating and optimization techniques is presented. The related issues including the objective function, constraint function, different residuals and possible parameters for FE model updating are investigated. The issues of updating process adopted in FemUP are discussed. The ideas of optimization to be used in FE model updating application are explained. The algorithm of Sequential Quadratic Programming (SQP) is explored which will be used to solve the optimization problem. The possibilities of the program are demonstrated with a three dimensional steel frame model. As a result of this study, it can be said that SQP algorithm is very effective in model updating procedure.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.33 no.4
• /
• pp.217-224
• /
• 2020

In this study, a framework for optimizing the opening in an outrigger wall is proposed. To solve a constrained bounded optimization problem, an in-house finite element program and SQP algorithm in Python SciPy library are utilized. The openings of the outrigger wall are located according to the strut-tie behavior of the outrigger wall deep beam. A linear interpolation method is used to obtain differentiable continuous functions required for optimization, whereas a database is used for the efficiency of the optimization program. By comparing the result of the two-variable optimization through the moving path of the search algorithm, it is confirmed that the algorithm efficiently determines the optimized result. When the size of each opening is set to individual variables rather than the same width of all openings, the value of the objective function is minimized to obtain better optimization results. It was confirmed that the optimization time can be effectively reduced when using the database in the optimization process.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.34 no.5
• /
• pp.46-55
• /
• 2006

In general, 3-dimensional point-mass equation has been widely used for the trajectory optimization of the fixed-wing aircraft and reentry vehicle. But it should be modified and represent target vehicle's own characteristics. For a lighter-than-air vehicle such as an airship, there exists different and peculiar flight characteristics compared with the aircraft. The first part of this paper is to derive the dynamic equation of motion for the mid-altitude unmanned airship and the second part is to obtain the optimal trajectories under the minimal time flight given constraints. The trajectory optimization problem is converted into the nonlinear programming problem using Sequential Quadratic Programming approach. Finally numerical solutions are presented in the last part of the paper.