The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives...The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives of the multiplier mapping and the solution mapping of the proposed algorithm are discussed via the technique of the singular value decomposition of matrix. Based on the estimates, the local convergence results and the rate of convergence of the algorithm are presented when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions. Furthermore, the condition number of the Hessian of the nonlinear Lagrange function with respect to the decision variables is analyzed, which is closely related to efficiency of the algorithm. Finally, the preliminary numericM results for several typical test problems are reported.展开更多
There are three common types of predictability problems in weather and climate, which each involve different constrained nonlinear optimization problems： the lower bound of maximum predictable time, the upper bound o...There are three common types of predictability problems in weather and climate, which each involve different constrained nonlinear optimization problems： the lower bound of maximum predictable time, the upper bound of maximum prediction error, and the lower bound of maximum allowable initial error and parameter error. Highly effcient algorithms have been developed to solve the second optimization problem. And this optimization problem can be used in realistic models for weather and climate to study the upper bound of the maximum prediction error. Although a filtering strategy has been adopted to solve the other two problems, direct solutions are very time-consuming even for a very simple model, which therefore limits the applicability of these two predictability problems in realistic models. In this paper, a new strategy is designed to solve these problems, involving the use of the existing highly effcient algorithms for the second predictability problem in particular. Furthermore, a series of comparisons between the older filtering strategy and the new method are performed. It is demonstrated that the new strategy not only outputs the same results as the old one, but is also more computationally effcient. This would suggest that it is possible to study the predictability problems associated with these two nonlinear optimization problems in realistic forecast models of weather or climate.展开更多
A new method to solve dynamic nonlinear constrained optimization problems （DNCOP） is proposed. First, the time （environment） variable period of DNCOP is divided into several equal subperiods. In each subperiod, th...A new method to solve dynamic nonlinear constrained optimization problems （DNCOP） is proposed. First, the time （environment） variable period of DNCOP is divided into several equal subperiods. In each subperiod, the DNCOP is approximated by a static nonlinear constrained optimization problem （SNCOP）. Second, for each SNCOP, inspired by the idea of multiobjective optimization, it is transformed into a static bi-objective optimization problem. As a result, the original DNCOP is approximately transformed into several static bi-objective optimization problems. Third, a new multiobjective evolutionary algorithm is proposed based on a new selection operator and an improved nonuniformity mutation operator. The simulation results indicate that the proposed algorithm is effective for DNCOP.展开更多
An improved genetic algorithm（IGA） based on a novel selection strategy to handle nonlinear programming problems is proposed.Each individual in selection process is represented as a three-dimensional feature vector w...An improved genetic algorithm（IGA） based on a novel selection strategy to handle nonlinear programming problems is proposed.Each individual in selection process is represented as a three-dimensional feature vector which is composed of objective function value,the degree of constraints violations and the number of constraints violations.It is easy to distinguish excellent individuals from general individuals by using an individuals＇ feature vector.Additionally,a local search（LS） process is incorporated into selection operation so as to find feasible solutions located in the neighboring areas of some infeasible solutions.The combination of IGA and LS should offer the advantage of both the quality of solutions and diversity of solutions.Experimental results over a set of benchmark problems demonstrate that IGA has better performance than other algorithms.展开更多
In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo （DGALs） was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discus...In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo （DGALs） was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the uneonstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the eonstrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equslity-constralned problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers.展开更多
Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The adva...Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.展开更多
In this paper, we focus on a class of nonlinear bilevel programming problems where the follower’s objective is a function of the linear expression of all variables, and the follower’s constraint functions are convex...In this paper, we focus on a class of nonlinear bilevel programming problems where the follower’s objective is a function of the linear expression of all variables, and the follower’s constraint functions are convex with respect to the follower’s variables. First, based on the features of the follower’s problem, we give a new decomposition scheme by which the follower’s optimal solution can be obtained easily. Then, to solve efficiently this class of problems by using evolutionary algorithm, novel evolutionary operators are designed by considering the best individuals and the diversity of individuals in the populations. Finally, based on these techniques, a new evolutionary algorithm is proposed. The numerical results on 20 test problems illustrate that the proposed algorithm is efficient and stable.展开更多
Aim To determine the global optimal solution for a mine ventilation network under given network topology and airway characteristics. Methods\ The genetic algorithm was used to find the global optimal solution of the ...Aim To determine the global optimal solution for a mine ventilation network under given network topology and airway characteristics. Methods\ The genetic algorithm was used to find the global optimal solution of the network. Results\ A modified genetic algorithm is presented with its characteristics and principle. Instead of working on the conventional bit by bit operation, both the crossover and mutation operators are handled in real values by the proposed algorithms. To prevent the system from turning into a premature problem, the elitists from two groups of possible solutions are selected to reproduce the new populations. Conclusion\ The simulation results show that the method outperforms the conventional nonlinear programming approach whether from the viewpoint of the number of iterations required to find the optimum solutions or from the final solutions obtained.展开更多
Refineries often need to find similar crude oil to replace the scarce crude oil for stabilizing the feedstock property. We introduced the method for calculation of crude blended properties firstly, and then created a ...Refineries often need to find similar crude oil to replace the scarce crude oil for stabilizing the feedstock property. We introduced the method for calculation of crude blended properties firstly, and then created a crude oil selection and blending optimization model based on the data of crude oil property. The model is a mixed-integer nonlinear programming(MINLP) with constraints, and the target is to maximize the similarity between the blended crude oil and the objective crude oil. Furthermore, the model takes into account the selection of crude oils and their blending ratios simultaneously, and transforms the problem of looking for similar crude oil into the crude oil selection and blending optimization problem. We applied the Improved Cuckoo Search(ICS) algorithm to solving the model. Through the simulations, ICS was compared with the genetic algorithm, the particle swarm optimization algorithm and the CPLEX solver. The results show that ICS has very good optimization efficiency. The blending solution can provide a reference for refineries to find the similar crude oil. And the method proposed can also give some references to selection and blending optimization of other materials.展开更多
Based on the improved particle swarm optimization(PSO) algorithm,an optimization approach for the cargo oil tank design(COTD) is presented in this paper.The purpose is to design an optimal overall dimension of the car...Based on the improved particle swarm optimization(PSO) algorithm,an optimization approach for the cargo oil tank design(COTD) is presented in this paper.The purpose is to design an optimal overall dimension of the cargo oil tank(COT) under various kinds of constraints in the preliminary design stage.A non-linear programming model is built to simulate the optimization design,in which the requirements and rules for COTD are used as the constraints.Considering the distance between the inner shell and hull,a fuzzy constraint is used to express the feasibility degree of the double-hull configuration.In terms of the characteristic of COTD,the PSO algorithm is improved to solve this problem.A bivariate extremum strategy is presented to deal with the fuzzy constraint,by which the maximum and minimum cargo capacities are obtained simultaneously.Finally,the simulation demonstrates the feasibility and effectiveness of the proposed approach.展开更多
To solve the constraints of multi-objective optimization of the driver system and high nonlinear problems, according to the relevant dimensions of a car, we build a simulation model with Hybrid Ⅲ 50th dummy driver co...To solve the constraints of multi-objective optimization of the driver system and high nonlinear problems, according to the relevant dimensions of a car, we build a simulation model with Hybrid Ⅲ 50th dummy driver constraint system. The comparison of the driver mechanics index of the experimental data with the simulation data in the frontal crash shows that the accuracy of simulation model meets the requirements. The optimal Latin test design is adopted, and the global sensitivity analysis of the design parameters is carried out based on the Kriging model. The four most sensitive parameters are selected, and the parameters are solved by a multi-island genetic algorithm.And then the nonlinear programming quadratic line(NLPQL) algorithm is used to search for accurate optimization. The optimal parameters of the occupant restraint system are determined: the limiting force value of force limiter 2 985.603 N, belt extension 12.684%, airbag point explosion time 27.585 ms, and airbag vent diameter 27.338 mm, with the weighted injury criterion(WIC) decreased by 12.97%, the head injury decreased by 22.60%, and the chest compression decreased by 7.29%. The results show that the system integration of passive safety devices such as seat belts and airbags can effectively protect the driver.展开更多
For current sequential quadratic programming (SQP) type algorithms, there exist two problems; (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and ...For current sequential quadratic programming (SQP) type algorithms, there exist two problems; (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and the computation amount of this algorithm is very large. So they are not suitable for the large-scale problems; (ii) the SQP algorithms require that the related quadratic programming subproblems be solvable per iteration, but it is difficult to be satisfied. By using e-active set procedure with a special penalty function as the merit function, a new algorithm of sequential systems of linear equations for general nonlinear optimization problems with arbitrary initial point is presented This new algorithm only needs to solve three systems of linear equations having the same coefficient matrix per iteration, and has global convergence and local superlinear convergence. To some extent, the new algorithm can overcome the shortcomings of the SQP algorithms mentioned above.展开更多
In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subpro...In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.展开更多
基金Supported by the National Natural Science Foundation of China(11201357,81271513 and 91324201)the Fundamental Research Funds for the Central Universities under project(2014-Ia-001)
文摘The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives of the multiplier mapping and the solution mapping of the proposed algorithm are discussed via the technique of the singular value decomposition of matrix. Based on the estimates, the local convergence results and the rate of convergence of the algorithm are presented when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions. Furthermore, the condition number of the Hessian of the nonlinear Lagrange function with respect to the decision variables is analyzed, which is closely related to efficiency of the algorithm. Finally, the preliminary numericM results for several typical test problems are reported.
基金sponsored by the Key Knowledge Innovation Program of the Chinese Academy of Sciences (Grant. No. KZCX2-YW-QN203)the National Basic Research Program of China(2007CB411800),the GYHY200906009 of China Meteorological Administration
文摘There are three common types of predictability problems in weather and climate, which each involve different constrained nonlinear optimization problems： the lower bound of maximum predictable time, the upper bound of maximum prediction error, and the lower bound of maximum allowable initial error and parameter error. Highly effcient algorithms have been developed to solve the second optimization problem. And this optimization problem can be used in realistic models for weather and climate to study the upper bound of the maximum prediction error. Although a filtering strategy has been adopted to solve the other two problems, direct solutions are very time-consuming even for a very simple model, which therefore limits the applicability of these two predictability problems in realistic models. In this paper, a new strategy is designed to solve these problems, involving the use of the existing highly effcient algorithms for the second predictability problem in particular. Furthermore, a series of comparisons between the older filtering strategy and the new method are performed. It is demonstrated that the new strategy not only outputs the same results as the old one, but is also more computationally effcient. This would suggest that it is possible to study the predictability problems associated with these two nonlinear optimization problems in realistic forecast models of weather or climate.
基金supported by the National Natural Science Foundation of China (60374063)the Natural Science Basic Research Plan Project in Shaanxi Province (2006A12)+1 种基金the Science and Technology Research Project of the Educational Department in Shaanxi Province (07JK180)the Emphasis Research Plan Project of Baoji University of Arts and Science (ZK0840)
文摘A new method to solve dynamic nonlinear constrained optimization problems （DNCOP） is proposed. First, the time （environment） variable period of DNCOP is divided into several equal subperiods. In each subperiod, the DNCOP is approximated by a static nonlinear constrained optimization problem （SNCOP）. Second, for each SNCOP, inspired by the idea of multiobjective optimization, it is transformed into a static bi-objective optimization problem. As a result, the original DNCOP is approximately transformed into several static bi-objective optimization problems. Third, a new multiobjective evolutionary algorithm is proposed based on a new selection operator and an improved nonuniformity mutation operator. The simulation results indicate that the proposed algorithm is effective for DNCOP.
基金supported by the National Natural Science Foundation of China (60632050)National Basic Research Program of Jiangsu Province University (08KJB520003)
文摘An improved genetic algorithm（IGA） based on a novel selection strategy to handle nonlinear programming problems is proposed.Each individual in selection process is represented as a three-dimensional feature vector which is composed of objective function value,the degree of constraints violations and the number of constraints violations.It is easy to distinguish excellent individuals from general individuals by using an individuals＇ feature vector.Additionally,a local search（LS） process is incorporated into selection operation so as to find feasible solutions located in the neighboring areas of some infeasible solutions.The combination of IGA and LS should offer the advantage of both the quality of solutions and diversity of solutions.Experimental results over a set of benchmark problems demonstrate that IGA has better performance than other algorithms.
文摘In this paper, a class of augmented Lagrangiaus of Di Pillo and Grippo （DGALs） was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the uneonstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the eonstrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equslity-constralned problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers.
文摘Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.
文摘In this paper, we focus on a class of nonlinear bilevel programming problems where the follower’s objective is a function of the linear expression of all variables, and the follower’s constraint functions are convex with respect to the follower’s variables. First, based on the features of the follower’s problem, we give a new decomposition scheme by which the follower’s optimal solution can be obtained easily. Then, to solve efficiently this class of problems by using evolutionary algorithm, novel evolutionary operators are designed by considering the best individuals and the diversity of individuals in the populations. Finally, based on these techniques, a new evolutionary algorithm is proposed. The numerical results on 20 test problems illustrate that the proposed algorithm is efficient and stable.
文摘Aim To determine the global optimal solution for a mine ventilation network under given network topology and airway characteristics. Methods\ The genetic algorithm was used to find the global optimal solution of the network. Results\ A modified genetic algorithm is presented with its characteristics and principle. Instead of working on the conventional bit by bit operation, both the crossover and mutation operators are handled in real values by the proposed algorithms. To prevent the system from turning into a premature problem, the elitists from two groups of possible solutions are selected to reproduce the new populations. Conclusion\ The simulation results show that the method outperforms the conventional nonlinear programming approach whether from the viewpoint of the number of iterations required to find the optimum solutions or from the final solutions obtained.
基金supported by the National Natural Science Foundation of China(No.21365008)the Science Foundation of Guangxi province of China(No.2012GXNSFAA053230)
文摘Refineries often need to find similar crude oil to replace the scarce crude oil for stabilizing the feedstock property. We introduced the method for calculation of crude blended properties firstly, and then created a crude oil selection and blending optimization model based on the data of crude oil property. The model is a mixed-integer nonlinear programming(MINLP) with constraints, and the target is to maximize the similarity between the blended crude oil and the objective crude oil. Furthermore, the model takes into account the selection of crude oils and their blending ratios simultaneously, and transforms the problem of looking for similar crude oil into the crude oil selection and blending optimization problem. We applied the Improved Cuckoo Search(ICS) algorithm to solving the model. Through the simulations, ICS was compared with the genetic algorithm, the particle swarm optimization algorithm and the CPLEX solver. The results show that ICS has very good optimization efficiency. The blending solution can provide a reference for refineries to find the similar crude oil. And the method proposed can also give some references to selection and blending optimization of other materials.
基金the National Special Fund for Agro-scientific Research in the Public Interest(No.201003024)
文摘Based on the improved particle swarm optimization(PSO) algorithm,an optimization approach for the cargo oil tank design(COTD) is presented in this paper.The purpose is to design an optimal overall dimension of the cargo oil tank(COT) under various kinds of constraints in the preliminary design stage.A non-linear programming model is built to simulate the optimization design,in which the requirements and rules for COTD are used as the constraints.Considering the distance between the inner shell and hull,a fuzzy constraint is used to express the feasibility degree of the double-hull configuration.In terms of the characteristic of COTD,the PSO algorithm is improved to solve this problem.A bivariate extremum strategy is presented to deal with the fuzzy constraint,by which the maximum and minimum cargo capacities are obtained simultaneously.Finally,the simulation demonstrates the feasibility and effectiveness of the proposed approach.
基金Supported by Natural Science and Technology Research Project of the Jiangxi Education Department(GJJ202002, GJJ2202620)。
文摘To solve the constraints of multi-objective optimization of the driver system and high nonlinear problems, according to the relevant dimensions of a car, we build a simulation model with Hybrid Ⅲ 50th dummy driver constraint system. The comparison of the driver mechanics index of the experimental data with the simulation data in the frontal crash shows that the accuracy of simulation model meets the requirements. The optimal Latin test design is adopted, and the global sensitivity analysis of the design parameters is carried out based on the Kriging model. The four most sensitive parameters are selected, and the parameters are solved by a multi-island genetic algorithm.And then the nonlinear programming quadratic line(NLPQL) algorithm is used to search for accurate optimization. The optimal parameters of the occupant restraint system are determined: the limiting force value of force limiter 2 985.603 N, belt extension 12.684%, airbag point explosion time 27.585 ms, and airbag vent diameter 27.338 mm, with the weighted injury criterion(WIC) decreased by 12.97%, the head injury decreased by 22.60%, and the chest compression decreased by 7.29%. The results show that the system integration of passive safety devices such as seat belts and airbags can effectively protect the driver.
基金Project partly supported by the National Natural Science Foundation of China and Tianyuan Foundation of China.
文摘For current sequential quadratic programming (SQP) type algorithms, there exist two problems; (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and the computation amount of this algorithm is very large. So they are not suitable for the large-scale problems; (ii) the SQP algorithms require that the related quadratic programming subproblems be solvable per iteration, but it is difficult to be satisfied. By using e-active set procedure with a special penalty function as the merit function, a new algorithm of sequential systems of linear equations for general nonlinear optimization problems with arbitrary initial point is presented This new algorithm only needs to solve three systems of linear equations having the same coefficient matrix per iteration, and has global convergence and local superlinear convergence. To some extent, the new algorithm can overcome the shortcomings of the SQP algorithms mentioned above.
文摘In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.
