A kind of mathematical programs with equilibrium constraints （MPEC） is studied. By using the idea of successive approximation, a smoothing nonlinear programming, which is equivalent to the MPEC problem, is proposed....A kind of mathematical programs with equilibrium constraints （MPEC） is studied. By using the idea of successive approximation, a smoothing nonlinear programming, which is equivalent to the MPEC problem, is proposed. Thereby, it is ensured that some classical optimization methods can be applied for the MPEC problem. In the end, two algorithm models are proposed with the detail analysis of the global convergence.展开更多
This paper considers the mathematical programs with equilibrium constraints(MPEC).It is well-known that,due to the existence of equilibrium constraints,the Mangasarian-Fromovitz constraint qualification does not hold ...This paper considers the mathematical programs with equilibrium constraints(MPEC).It is well-known that,due to the existence of equilibrium constraints,the Mangasarian-Fromovitz constraint qualification does not hold at any feasible point of MPEC and hence,in general,the developed numerical algorithms for standard nonlinear programming problems can not be applied to solve MPEC directly.During the past two decades,much research has been done to develop numerical algorithms and study optimality,stability,and sensitivity for MPEC.However,there are very few results on duality for MPEC in the literature.In this paper,we present a Wolfe-type duality for MPEC and,under some suitable conditions,we establish various duality theorems such as the weak duality,direct duality,converse duality,and strict converse duality theorems.We further show that a linear MPEC is equivalent to a linear programming problem in some sense.展开更多
In the traffic equilibrium problem, we introduce capacity constraints of arcs, extend Beckmann’s formula to include these constraints, and give an algorithm for traffic equilibrium flows with capacity constraints on ...In the traffic equilibrium problem, we introduce capacity constraints of arcs, extend Beckmann’s formula to include these constraints, and give an algorithm for traffic equilibrium flows with capacity constraints on arcs. Using an example, we illustrate the application of the algorithm and show that Beckmann’s formula is a sufficient condition only, not a necessary condition, for traffic equilibrium with capacity constraints of arcs.展开更多
The concept of vector optimization problems with equilibrium constraints (VOPEC) is introduced. By using the continuity results of the approximate solution set to the equilibrium problem, we obtain the same results of...The concept of vector optimization problems with equilibrium constraints (VOPEC) is introduced. By using the continuity results of the approximate solution set to the equilibrium problem, we obtain the same results of the marginal map and the approximate value in VOPEC (ε) for vector-valued mapping.展开更多
In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of s...In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of smooth programs to approximate the MPCC. Using an 11 penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints （MPEC） when the algorithm terminates finitely.展开更多
This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonl...This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonlinear optimization problems containing additional variable μ. Furthermore, combining the idea of penalty function, an auxiliary problem with inequality constraints is presented. And then, by providing explicit searching direction, we establish a new conjugate projection gradient method for optimization with nonlinear complementarity constraints. Under some suitable conditions, the proposed method is proved to possess global and superlinear convergence rate.展开更多
This contribution presents an outline of a new mathematical formulation for Classical Non-Equilibrium Thermodynamics (CNET) based on a contact structure in differential geometry. First a non-equilibrium state space is...This contribution presents an outline of a new mathematical formulation for Classical Non-Equilibrium Thermodynamics (CNET) based on a contact structure in differential geometry. First a non-equilibrium state space is introduced as the third key element besides the first and second law of thermodynamics. This state space provides the mathematical structure to generalize the Gibbs fundamental relation to non-equilibrium thermodynamics. A unique formulation for the second law of thermodynamics is postulated and it showed how the complying concept for non-equilibrium entropy is retrieved. The foundation of this formulation is a physical quantity, which is in non-equilibrium thermodynamics nowhere equal to zero. This is another perspective compared to the inequality, which is used in most other formulations in the literature. Based on this mathematical framework, it is proven that the thermodynamic potential is defined by the Gibbs free energy. The set of conjugated coordinates in the mathematical structure for the Gibbs fundamental relation will be identified for single component, closed systems. Only in the final section of this contribution will the equilibrium constraint be introduced and applied to obtain some familiar formulations for classical (equilibrium) thermodynamics.展开更多
With increasing interdependence among electricity,district heating,and natural gas systems in economy and physics,this paper focuses on the optimal bidding problem of a dominant gas-fired CHP unit in synchronized elec...With increasing interdependence among electricity,district heating,and natural gas systems in economy and physics,this paper focuses on the optimal bidding problem of a dominant gas-fired CHP unit in synchronized electricity-heat-gas markets with real-life step-wise energy offer format.Gas-fired CHP generators act as price makers and submit price-quantity offering curves in independently cleared electricity and district heating markets.A novel loss-embedded power flow model is proposed for market clearing which accounts for active power loss,congestion,reactive power flow,and voltage constraints.Adding penalty terms into the objective function eliminates additional binary variables,which eases computation burden.A two-stage trading mechanism is designed for gas-fired CHP generators to simultaneously participate in the multi-energy market.Based on a mathematical program with equilibrium constraints,an optimal bidding model is established in which the bilinear terms are eliminated by applying the binary expansion method.A diagonalization algorithm can be nested in the proposed trading mechanism if we intend to study the Nash equilibrium of the Nperson Cournot oligopoly market.Numerical tests with different scales are carried out to validate the proposed methodology in detail.展开更多
基金project supported by the National Natural Science Foundation of China(Nos.10501009 and 60471039)the Natural Science Foundation of Guangxi Province(No.0728206)
文摘A kind of mathematical programs with equilibrium constraints （MPEC） is studied. By using the idea of successive approximation, a smoothing nonlinear programming, which is equivalent to the MPEC problem, is proposed. Thereby, it is ensured that some classical optimization methods can be applied for the MPEC problem. In the end, two algorithm models are proposed with the detail analysis of the global convergence.
基金supported by the NSFC Grant(No.11401379)supported in part by the NSFC Grant(No.11431004)the China Postdoctoral Science Foundation(No.2014M550237)
文摘This paper considers the mathematical programs with equilibrium constraints(MPEC).It is well-known that,due to the existence of equilibrium constraints,the Mangasarian-Fromovitz constraint qualification does not hold at any feasible point of MPEC and hence,in general,the developed numerical algorithms for standard nonlinear programming problems can not be applied to solve MPEC directly.During the past two decades,much research has been done to develop numerical algorithms and study optimality,stability,and sensitivity for MPEC.However,there are very few results on duality for MPEC in the literature.In this paper,we present a Wolfe-type duality for MPEC and,under some suitable conditions,we establish various duality theorems such as the weak duality,direct duality,converse duality,and strict converse duality theorems.We further show that a linear MPEC is equivalent to a linear programming problem in some sense.
文摘In the traffic equilibrium problem, we introduce capacity constraints of arcs, extend Beckmann’s formula to include these constraints, and give an algorithm for traffic equilibrium flows with capacity constraints on arcs. Using an example, we illustrate the application of the algorithm and show that Beckmann’s formula is a sufficient condition only, not a necessary condition, for traffic equilibrium with capacity constraints of arcs.
文摘The concept of vector optimization problems with equilibrium constraints (VOPEC) is introduced. By using the continuity results of the approximate solution set to the equilibrium problem, we obtain the same results of the marginal map and the approximate value in VOPEC (ε) for vector-valued mapping.
基金supported by the National Natural Science Foundation of China (Nos.10501009,10771040)the Natural Science Foundation of Guangxi Province of China (Nos.0728206,0640001)the China Postdoctoral Science Foundation (No.20070410228)
文摘In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of smooth programs to approximate the MPCC. Using an 11 penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints （MPEC） when the algorithm terminates finitely.
文摘This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonlinear optimization problems containing additional variable μ. Furthermore, combining the idea of penalty function, an auxiliary problem with inequality constraints is presented. And then, by providing explicit searching direction, we establish a new conjugate projection gradient method for optimization with nonlinear complementarity constraints. Under some suitable conditions, the proposed method is proved to possess global and superlinear convergence rate.
文摘This contribution presents an outline of a new mathematical formulation for Classical Non-Equilibrium Thermodynamics (CNET) based on a contact structure in differential geometry. First a non-equilibrium state space is introduced as the third key element besides the first and second law of thermodynamics. This state space provides the mathematical structure to generalize the Gibbs fundamental relation to non-equilibrium thermodynamics. A unique formulation for the second law of thermodynamics is postulated and it showed how the complying concept for non-equilibrium entropy is retrieved. The foundation of this formulation is a physical quantity, which is in non-equilibrium thermodynamics nowhere equal to zero. This is another perspective compared to the inequality, which is used in most other formulations in the literature. Based on this mathematical framework, it is proven that the thermodynamic potential is defined by the Gibbs free energy. The set of conjugated coordinates in the mathematical structure for the Gibbs fundamental relation will be identified for single component, closed systems. Only in the final section of this contribution will the equilibrium constraint be introduced and applied to obtain some familiar formulations for classical (equilibrium) thermodynamics.
基金supported in part by the National Natural Science Foundation of China(52107076)in part by the Natural Science Foundation of Jiangsu Province(BK20200013)in part by the Smart Grid Joint Fund of National Science Foundation of China&State Grid Corporation of China(U1866208).
文摘With increasing interdependence among electricity,district heating,and natural gas systems in economy and physics,this paper focuses on the optimal bidding problem of a dominant gas-fired CHP unit in synchronized electricity-heat-gas markets with real-life step-wise energy offer format.Gas-fired CHP generators act as price makers and submit price-quantity offering curves in independently cleared electricity and district heating markets.A novel loss-embedded power flow model is proposed for market clearing which accounts for active power loss,congestion,reactive power flow,and voltage constraints.Adding penalty terms into the objective function eliminates additional binary variables,which eases computation burden.A two-stage trading mechanism is designed for gas-fired CHP generators to simultaneously participate in the multi-energy market.Based on a mathematical program with equilibrium constraints,an optimal bidding model is established in which the bilinear terms are eliminated by applying the binary expansion method.A diagonalization algorithm can be nested in the proposed trading mechanism if we intend to study the Nash equilibrium of the Nperson Cournot oligopoly market.Numerical tests with different scales are carried out to validate the proposed methodology in detail.
