In order to slove the large-scale nonlinear programming （NLP） problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming （rSQP） and automatic differentiation （AD）...In order to slove the large-scale nonlinear programming （NLP） problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming （rSQP） and automatic differentiation （AD） is presented in this paper. With the characteristics of sparseness, relatively low degrees of freedom and equality constraints utilized, the nonlinear programming problem is solved by improved rSQP solver. In the solving process, AD technology is used to obtain accurate gradient information. The numerical results show that the combined algorithm, which is suitable for large-scale process optimization problems, can calculate more efficiently than rSQP itself.展开更多
In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm （BSA） and sequential quadratic programming （SQP）. BSA, as an exploration search engine, gives a...In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm （BSA） and sequential quadratic programming （SQP）. BSA, as an exploration search engine, gives a good direction to the global optimal region, while SQP is used as a local search technique to exploit the optimal solution. The experiments are carried on two suits of 28 functions proposed in the CEC-2013 competitions to verify the performance of SQPBSA. The results indicate the proposed method is effective and competitive.展开更多
A new hybrid optimization algorithm was presented by integrating the gravitational search algorithm （GSA） with the sequential quadratic programming （SQP）, namely GSA-SQP, for solving global optimization problems a...A new hybrid optimization algorithm was presented by integrating the gravitational search algorithm （GSA） with the sequential quadratic programming （SQP）, namely GSA-SQP, for solving global optimization problems and minimization of factor of safety in slope stability analysis. The new algorithm combines the global exploration ability of the GSA to converge rapidly to a near optimum solution. In addition, it uses the accurate local exploitation ability of the SQP to accelerate the search process and find an accurate solution. A set of five well-known benchmark optimization problems was used to validate the performance of the GSA-SQP as a global optimization algorithm and facilitate comparison with the classical GSA. In addition, the effectiveness of the proposed method for slope stability analysis was investigated using three ease studies of slope stability problems from the literature. The factor of safety of earth slopes was evaluated using the Morgenstern-Price method. The numerical experiments demonstrate that the hybrid algorithm converges faster to a significantly more accurate final solution for a variety of benchmark test functions and slope stability problems.展开更多
This study presents a hybrid algorithm obtained by combining a genetic algorithm (GA) with successive quadratic sequential programming (SQP), namely GA-SQP. GA is the main optimizer, whereas SQP is used to refine the ...This study presents a hybrid algorithm obtained by combining a genetic algorithm (GA) with successive quadratic sequential programming (SQP), namely GA-SQP. GA is the main optimizer, whereas SQP is used to refine the results of GA, further improving the solution quality. The problem formulation is done in the framework named RUNE (fRamework for aUtomated aNalog dEsign), which targets solving nonlinear mono-objective and multi-objective optimization problems for analog circuits design. Two circuits are presented: a transimpedance amplifier (TIA) and an optical driver (Driver), which are both part of an Optical Network-on-Chip (ONoC). Furthermore, convergence characteristics and robustness of the proposed method have been explored through comparison with results obtained with SQP algorithm. The outcome is very encouraging and suggests that the hybrid proposed method is very efficient in solving analog design problems.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
文摘In order to slove the large-scale nonlinear programming （NLP） problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming （rSQP） and automatic differentiation （AD） is presented in this paper. With the characteristics of sparseness, relatively low degrees of freedom and equality constraints utilized, the nonlinear programming problem is solved by improved rSQP solver. In the solving process, AD technology is used to obtain accurate gradient information. The numerical results show that the combined algorithm, which is suitable for large-scale process optimization problems, can calculate more efficiently than rSQP itself.
基金Acknowledgements This work was supported by the NSFC-Guangdong Joint Fund （U1201258）, the National Natural Science Foundation of China （Grant No. 61573219）, the Shandong Natural Science Funds for Distinguished Young Scholars （JQ201316）, the Fundamental Research Funds of Shandong University （2014JC028）, and the Natural Science Foundation of Fujian Province of China （2016J01280）.
文摘In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm （BSA） and sequential quadratic programming （SQP）. BSA, as an exploration search engine, gives a good direction to the global optimal region, while SQP is used as a local search technique to exploit the optimal solution. The experiments are carried on two suits of 28 functions proposed in the CEC-2013 competitions to verify the performance of SQPBSA. The results indicate the proposed method is effective and competitive.
文摘A new hybrid optimization algorithm was presented by integrating the gravitational search algorithm （GSA） with the sequential quadratic programming （SQP）, namely GSA-SQP, for solving global optimization problems and minimization of factor of safety in slope stability analysis. The new algorithm combines the global exploration ability of the GSA to converge rapidly to a near optimum solution. In addition, it uses the accurate local exploitation ability of the SQP to accelerate the search process and find an accurate solution. A set of five well-known benchmark optimization problems was used to validate the performance of the GSA-SQP as a global optimization algorithm and facilitate comparison with the classical GSA. In addition, the effectiveness of the proposed method for slope stability analysis was investigated using three ease studies of slope stability problems from the literature. The factor of safety of earth slopes was evaluated using the Morgenstern-Price method. The numerical experiments demonstrate that the hybrid algorithm converges faster to a significantly more accurate final solution for a variety of benchmark test functions and slope stability problems.
文摘This study presents a hybrid algorithm obtained by combining a genetic algorithm (GA) with successive quadratic sequential programming (SQP), namely GA-SQP. GA is the main optimizer, whereas SQP is used to refine the results of GA, further improving the solution quality. The problem formulation is done in the framework named RUNE (fRamework for aUtomated aNalog dEsign), which targets solving nonlinear mono-objective and multi-objective optimization problems for analog circuits design. Two circuits are presented: a transimpedance amplifier (TIA) and an optical driver (Driver), which are both part of an Optical Network-on-Chip (ONoC). Furthermore, convergence characteristics and robustness of the proposed method have been explored through comparison with results obtained with SQP algorithm. The outcome is very encouraging and suggests that the hybrid proposed method is very efficient in solving analog design problems.
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.
