990 resultados para Convex programming


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The recently developed reference-command tracking version of model predictive static programming (MPSP) is successfully applied to a single-stage closed grinding mill circuit. MPSP is an innovative optimal control technique that combines the philosophies of model predictive control (MPC) and approximate dynamic programming. The performance of the proposed MPSP control technique, which can be viewed as a `new paradigm' under the nonlinear MPC philosophy, is compared to the performance of a standard nonlinear MPC technique applied to the same plant for the same conditions. Results show that the MPSP control technique is more than capable of tracking the desired set-point in the presence of model-plant mismatch, disturbances and measurement noise. The performance of MPSP and nonlinear MPC compare very well, with definite advantages offered by MPSP. The computational speed of MPSP is increased through a sequence of innovations such as the conversion of the dynamic optimization problem to a low-dimensional static optimization problem, the recursive computation of sensitivity matrices and using a closed form expression to update the control. To alleviate the burden on the optimization procedure in standard MPC, the control horizon is normally restricted. However, in the MPSP technique the control horizon is extended to the prediction horizon with a minor increase in the computational time. Furthermore, the MPSP technique generally takes only a couple of iterations to converge, even when input constraints are applied. Therefore, MPSP can be regarded as a potential candidate for online applications of the nonlinear MPC philosophy to real-world industrial process plants. (C) 2014 Elsevier Ltd. All rights reserved.

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This article considers a semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC) defined as a semi-infinite mathematical programming problem with complementarity constraints. We establish necessary and sufficient optimality conditions for the (SIMPEC). We also formulate Wolfe- and Mond-Weir-type dual models for (SIMPEC) and establish weak, strong and strict converse duality theorems for (SIMPEC) and the corresponding dual problems under invexity assumptions.

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We revisit a problem studied by Padakandla and Sundaresan SIAM J. Optim., August 2009] on the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation problems in wireless communication settings. It is also a special case of an optimization of a separable convex function over the bases of a specially structured polymatroid. We give an alternative proof of the correctness of the algorithm of Padakandla and Sundaresan. In the process we relax some of their restrictions placed on the objective function.

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In this paper the soft lunar landing with minimum fuel expenditure is formulated as a nonlinear optimal guidance problem. The realization of pinpoint soft landing with terminal velocity and position constraints is achieved using Model Predictive Static Programming (MPSP). The high accuracy of the terminal conditions is ensured as the formulation of the MPSP inherently poses final conditions as a set of hard constraints. The computational efficiency and fast convergence make the MPSP preferable for fixed final time onboard optimal guidance algorithm. It has also been observed that the minimum fuel requirement strongly depends on the choice of the final time (a critical point that is not given due importance in many literature). Hence, to optimally select the final time, a neural network is used to learn the mapping between various initial conditions in the domain of interest and the corresponding optimal flight time. To generate the training data set, the optimal final time is computed offline using a gradient based optimization technique. The effectiveness of the proposed method is demonstrated with rigorous simulation results.

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Reynolds averaged Navier-Stokes model performances in the stagnation and wake regions for turbulent flows with relatively large Lagrangian length scales (generally larger than the scale of geometrical features) approaching small cylinders (both square and circular) is explored. The effective cylinder (or wire) diameter based Reynolds number, ReW ≤ 2.5 × 103. The following turbulence models are considered: a mixing-length; standard Spalart and Allmaras (SA) and streamline curvature (and rotation) corrected SA (SARC); Secundov's νt-92; Secundov et al.'s two equation νt-L; Wolfshtein's k-l model; the Explicit Algebraic Stress Model (EASM) of Abid et al.; the cubic model of Craft et al.; various linear k-ε models including those with wall distance based damping functions; Menter SST, k-ω and Spalding's LVEL model. The use of differential equation distance functions (Poisson and Hamilton-Jacobi equation based) for palliative turbulence modeling purposes is explored. The performance of SA with these distance functions is also considered in the sharp convex geometry region of an airfoil trailing edge. For the cylinder, with ReW ≈ 2.5 × 103 the mixing length and k-l models give strong turbulence production in the wake region. However, in agreement with eddy viscosity estimates, the LVEL and Secundov νt-92 models show relatively little cylinder influence on turbulence. On the other hand, two equation models (as does the one equation SA) suggest the cylinder gives a strong turbulence deficit in the wake region. Also, for SA, an order or magnitude cylinder diameter decrease from ReW = 2500 to 250 surprisingly strengthens the cylinder's disruptive influence. Importantly, results for ReW ≪ 250 are virtually identical to those for ReW = 250 i.e. no matter how small the cylinder/wire its influence does not, as it should, vanish. Similar tests for the Launder-Sharma k-ε, Menter SST and k-ω show, in accordance with physical reality, the cylinder's influence diminishing albeit slowly with size. Results suggest distance functions palliate the SA model's erroneous trait and improve its predictive performance in wire wake regions. Also, results suggest that, along the stagnation line, such functions improve the SA, mixing length, k-l and LVEL results. For the airfoil, with SA, the larger Poisson distance function increases the wake region turbulence levels by just under 5%. © 2007 Elsevier Inc. All rights reserved.

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The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization problems. We have developed a C++ experimental code that uses the IBM ILOG CPLEX optimizer within the COmputational INfrastructure for Operations Research (COIN-OR) and MPI parallel computing for solving the optimization models under UNIX-like systems. The computational experience illustrates how can we solve 44 optimization problems which are asymmetric with respect to the number of integer and continuous variables and the number of constraints. We also report a comparative with the speedup and efficiency of several strategies implemented for some available number of threads.

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In 1972, Maschler, Peleg and Shapley proved that in the class of convex the nucleolus and the kernel coincide. The only aim of this note is to provide a shorter, alternative proof of this result.

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We prove that the SD-prenucleolus satisfies monotonicity in the class of convex games. The SD-prenucleolus is thus the only known continuous core concept that satisfies monotonicity for convex games. We also prove that for convex games the SD-prenucleolus and the SD-prekernel coincide.