• Title/Summary/Keyword: sequential quadratic programming algorithm

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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.

Optimal Control of Large-Scale Dynamic Systems using Parallel Processing (병렬처리를 이용한 대규모 동적 시스템의 최적제어)

  • Park, Ki-Hong
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.4
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    • pp.403-410
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    • 1999
  • In this study, a parallel algorithm has been developed that can quickly solve the optiaml control problem of large-scale dynamic systems. The algorithm adopts the sequential quadratic programming methods and achieves domain decomposition-type parallelism in computing sensitivities for search direction computation. A silicon wafer thermal process problem has been solved using the algorithm, and a parallel efficiency of 45% has been achieved with 16 processors. Practical methods have also been investigated in this study as a way to further speed up the computation time.

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AN ACTIVE SET SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING

  • Su, Ke;Yuan, Yingna;An, Hui
    • East Asian mathematical journal
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    • v.28 no.3
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    • pp.293-303
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    • 2012
  • Sequential quadratic programming (SQP) has been one of the most important methods for solving nonlinear constrained optimization problems. Recently, filter method, proposed by Fletcher and Leyffer, has been extensively applied for its promising numerical results. In this paper, we present and study an active set SQP-filter algorithm for inequality constrained optimization. The active set technique reduces the size of quadratic programming (QP) subproblem. While by the filter method, there is no penalty parameter estimate. Moreover, Maratos effect can be overcome by filter technique. Global convergence property of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.

Design optimization of reinforced concrete structures

  • Guerra, Andres;Kiousis, Panos D.
    • Computers and Concrete
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    • v.3 no.5
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    • pp.313-334
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    • 2006
  • A novel formulation aiming to achieve optimal design of reinforced concrete (RC) structures is presented here. Optimal sizing and reinforcing for beam and column members in multi-bay and multistory RC structures incorporates optimal stiffness correlation among all structural members and results in cost savings over typical-practice design solutions. A Nonlinear Programming algorithm searches for a minimum cost solution that satisfies ACI 2005 code requirements for axial and flexural loads. Material and labor costs for forming and placing concrete and steel are incorporated as a function of member size using RS Means 2005 cost data. Successful implementation demonstrates the abilities and performance of MATLAB's (The Mathworks, Inc.) Sequential Quadratic Programming algorithm for the design optimization of RC structures. A number of examples are presented that demonstrate the ability of this formulation to achieve optimal designs.

Optimization of the Growth Rate of Probiotics in Fermented Milk Using Genetic Algorithms and Sequential Quadratic Programming Techniques

  • Chen, Ming-Ju;Chen, Kun-Nan;Lin, Chin-Wen
    • Asian-Australasian Journal of Animal Sciences
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    • v.16 no.6
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    • pp.894-902
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    • 2003
  • Prebiotics (peptides, N-acetyglucoamine, fructo-oligosaccharides, isomalto-oligosaccharides and galactooligosaccharides) were added to skim milk in order to improve the growth rate of contained Lactobacillus acidophilus, Lactobacillus casei, Bifidobacterium longum and Bifidobacterium bifidum. The purpose of this research was to study the potential synergy between probiotics and prebiotics when present in milk, and to apply modern optimization techniques to obtain optimal design and performance for the growth rate of the probiotics using a response surface-modeling technique. To carry out response surface modeling, the regression method was performed on experimental results to build mathematical models. The models were then formulated as an objective function in an optimization problem that was consequently optimized using a genetic algorithm and sequential quadratic programming approach to obtain the maximum growth rate of the probiotics. The results showed that the quadratic models appeared to have the most accurate response surface fit. Both SQP and GA were able to identify the optimal combination of prebiotics to stimulate the growth of probiotics in milk. Comparing both methods, SQP appeared to be more efficient than GA at such a task.

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.

Algorithm for optimum operation of large-scale systems by the mathematical programming (수리계획법에 의한 대형시스템의 최적운용 앨고리즘)

  • 박영문;이봉용;백영식;김영창;김건중;김중훈;양원영
    • 전기의세계
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    • v.30 no.6
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    • pp.375-385
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    • 1981
  • New algorithms are derived for nonlinear programming problems which are characterized by their large variables and equality and inequality constraints. The algorithms are based upon the introduction of the Dependent-Variable-Elimination method, Independent-Variable-Reduction method, Optimally-Ordered-Triangular-Factorization method, Equality-Inequality-Sequential-Satisfaction method, etc. For a case study problem relating to the optimal determination of load flow in a 10-bus, 13-line sample power system, several approaches are undertaken, such as SUMT, Lagrange's Multiplier method, sequential applications of linear and quadratic programming method. For applying the linear programming method, the conventional simplex algorithm is modified to the large-system-oriented one by the introduction of the Two-Phase method and Variable-Upper-Bounding method, thus resulting in remarkable savings in memory requirements and computing time. The case study shows the validity and effectivity of the algorithms presented herein.

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Optimum Design of Cantilever Retaining Wall (켄틸레버 옹벽의 최적 설계)

  • 김종옥
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.37 no.1
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    • pp.90-99
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    • 1995
  • In this study, the algorithm for the optimum design of cantilever retaining wall was de veloped and solved using Modified Method of Feasible Directions(MMFD), Sequential Linear Programming(SLP) and Sequential Quadratic Programming(SQP). The algorithm was applied to the optimum design of 3-different height cantilever re tairing walls. It was shown that even though the starting points and optimization strategies are dif- ferent, the objective function and optimum design variables converge to within a close range, and consequently the reliability and efficiency of the underlying optimum design algorithm can be verified. It is expected that the optimum design algorithm developed in this study can be utilized efficiently for the optimum design of any scale cantilever retaining wall. Using optimum design method, cantilever retaining wall will be designed more economi- cally and reasonably than using traditional design method.

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Subsection Synchronous Current Harmonic Minimum Pulse Width Modulation for ANPC-5L Inverter

  • Feng, Jiuyi;Song, Wenxiang;Xu, Yuan;Wang, Fei
    • Journal of Electrical Engineering and Technology
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    • v.12 no.5
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    • pp.1872-1882
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    • 2017
  • Medium voltage drive systems driven by high-power multi-level inverters operating at low switching frequency can reduce the switching losses of the power device and increase the output power. Employing subsection synchronous current harmonic minimum pulse width modulation (CHMPWM) technique can maintain the total harmonic distortion of current at a very low level. It can also reduce the losses of the system, improve the system control performance and increase the efficiency of DC-link voltage accordingly. This paper proposes a subsection synchronous CHMPWM approach of active neutral point clamped five-level (ANPC-5L) inverter under low switching frequency operation. The subsection synchronous scheme is obtained by theoretical calculation based on the allowed maximum switching frequency. The genetic algorithm (GA) is adopted to get the high-precision initial values. So the expected switching angles can be achieved with the help of sequential quadratic programming (SQP) algorithm. The selection principle of multiple sets of the switching angles is also presented. Finally, the validity of the theoretical analysis and the superiority of the CHMPWM are verified through both the simulation results and experimental results.

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.