A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization pro...A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.展开更多
A heuristic technique is developed for a nonlinear magnetohydrodynamics （MHD） Jeffery-Hamel problem with the help of the feed-forward artificial neural net- work （ANN） optimized with the genetic algorithm （GA） a...A heuristic technique is developed for a nonlinear magnetohydrodynamics （MHD） Jeffery-Hamel problem with the help of the feed-forward artificial neural net- work （ANN） optimized with the genetic algorithm （GA） and the sequential quadratic programming （SQP） method. The twodimensional （2D） MHD Jeffery-Hamel problem is transformed into a higher order boundary value problem （BVP） of ordinary differential equations （ODEs）. The mathematical model of the transformed BVP is formulated with the ANN in an unsupervised manner. The training of the weights of the ANN is carried out with the evolutionary calculation based on the GA hybridized with the SQP method for the rapid local convergence. The proposed scheme is evaluated on the variants of the Jeffery-Hamel flow by varying the Reynold number, the Hartmann number, and the an- gles of the walls. A large number of simulations are performed with an extensive analysis to validate the accuracy, convergence, and effectiveness of the scheme. The comparison of the standard numerical solution and the analytic solution establishes the correctness of the proposed designed methodologies.展开更多
This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and pr...This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and proven to be NP-hard.Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided.Computational results support the effectiveness and efficiency of the proposed algorithm for solving large-scale problems.展开更多
基金Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
文摘A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.
文摘A heuristic technique is developed for a nonlinear magnetohydrodynamics （MHD） Jeffery-Hamel problem with the help of the feed-forward artificial neural net- work （ANN） optimized with the genetic algorithm （GA） and the sequential quadratic programming （SQP） method. The twodimensional （2D） MHD Jeffery-Hamel problem is transformed into a higher order boundary value problem （BVP） of ordinary differential equations （ODEs）. The mathematical model of the transformed BVP is formulated with the ANN in an unsupervised manner. The training of the weights of the ANN is carried out with the evolutionary calculation based on the GA hybridized with the SQP method for the rapid local convergence. The proposed scheme is evaluated on the variants of the Jeffery-Hamel flow by varying the Reynold number, the Hartmann number, and the an- gles of the walls. A large number of simulations are performed with an extensive analysis to validate the accuracy, convergence, and effectiveness of the scheme. The comparison of the standard numerical solution and the analytic solution establishes the correctness of the proposed designed methodologies.
基金This work was supported by the National Natural Science Foundation of China(Nos.11771243,12171151,and 11701177)US Army Research Office(No.W911NF-15-1-0223).
文摘This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and proven to be NP-hard.Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided.Computational results support the effectiveness and efficiency of the proposed algorithm for solving large-scale problems.
