A primal-dual infeasible interior point algorithm for multiple objective linear programming(MOLP)problems was presented.In contrast to the current MOLP algorithm.moving through the interior of polytope but not confini...A primal-dual infeasible interior point algorithm for multiple objective linear programming(MOLP)problems was presented.In contrast to the current MOLP algorithm.moving through the interior of polytope but not confining the iterates within the feasible region in our proposed algorithm result in a solution approach that is quite different and less sensitive to problem size,so providing the potential to dramatically improve the practical computation effectiveness.展开更多
In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local ...In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way.展开更多
Interior-point methods （IPMs） for linear optimization （LO） and semidefinite optimization （SDO） have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with si...Interior-point methods （IPMs） for linear optimization （LO） and semidefinite optimization （SDO） have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods （IPMs） for semidefinite optimization （SDO） is designed. And the iteration complexity of the algorithm as O（n^3/4 log n/ε） with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O（n log n/ε） in large-updates case.展开更多
In this paper, we design a primal-dual interior-point algorithm for linear optimization. Search directions and proximity function are proposed based on a new kernel function which includes neither growth term nor barr...In this paper, we design a primal-dual interior-point algorithm for linear optimization. Search directions and proximity function are proposed based on a new kernel function which includes neither growth term nor barrier term. Iteration bounds both for large-and small-update methods are derived, namely, O（nlog（n/c）） and O（√nlog（n/ε））. This new kernel function has simple algebraic expression and the proximity function has not been used before. Analogous to the classical logarithmic kernel function, our complexity analysis is easier than the other pri- mal-dual interior-point methods based on logarithmic barrier functions and recent kernel functions.展开更多
In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization（SDO） problems. The proposed algorithm is based on a new kernel fun...In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization（SDO） problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 〉 q2 〉 1, the algorithm has O（（q1 ＋ 1） nq1＋1/2（q1-q2）logn/ε）and O（（q1 ＋ 1）2（q1-q2）^3q1-2q2＋1√n logn/c） complexity results for large- and small-update methods, respectively.展开更多
进化类算法和内点法交替迭代的混合算法在求解含电压源换流器的高压直流输电(voltage source converter basedhigh voltage direct current,VSC-HVDC)的交直流系统最优潮流(optimal power flow,OPF)问题时由于截断误差的影响和VSC-HVDC...进化类算法和内点法交替迭代的混合算法在求解含电压源换流器的高压直流输电(voltage source converter basedhigh voltage direct current,VSC-HVDC)的交直流系统最优潮流(optimal power flow,OPF)问题时由于截断误差的影响和VSC-HVDC控制方式的限制,容易发生振荡,因此提出一种基于差分进化(differential evolution,DE)和原—对偶内点法(primal-dual interior point method,PDIPM)的统一混合迭代算法。算法的主要思想是以DE算法为框架,对离散变量进行优化,在DE算法的每一次迭代过程中,采用PDIPM对每个DE个体进行连续变量的优化和适应度评估。由于采用PDIPM进行DE种群适应度评估,无需设定VSC-HVDC的控制方式,因此提高了算法的全局寻优能力。多个算例结果表明,该混合算法数值稳定性高,寻优能力强,能很好地解决含两端、多端、多馈入VSC-HVDC的交直流系统最优潮流问题。展开更多
基金Supported by the Doctoral Educational Foundation of China of the Ministry of Education(20020486035)
文摘A primal-dual infeasible interior point algorithm for multiple objective linear programming(MOLP)problems was presented.In contrast to the current MOLP algorithm.moving through the interior of polytope but not confining the iterates within the feasible region in our proposed algorithm result in a solution approach that is quite different and less sensitive to problem size,so providing the potential to dramatically improve the practical computation effectiveness.
文摘In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way.
基金Project supported by the National Natural Science Foundation of China （Grant No. 10117733）, the Shanghai Leading Academic Discipline Project （Grant No.J50101）, and the Foundation of Scientific Research for Selecting and Cultivating Young Excellent University Teachers in Shanghai （Grant No.06XPYQ52）
文摘Interior-point methods （IPMs） for linear optimization （LO） and semidefinite optimization （SDO） have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods （IPMs） for semidefinite optimization （SDO） is designed. And the iteration complexity of the algorithm as O（n^3/4 log n/ε） with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O（n log n/ε） in large-updates case.
基金Supported by the Natural Science Foundation of Hubei Province (2008CDZD47)
文摘In this paper, we design a primal-dual interior-point algorithm for linear optimization. Search directions and proximity function are proposed based on a new kernel function which includes neither growth term nor barrier term. Iteration bounds both for large-and small-update methods are derived, namely, O（nlog（n/c）） and O（√nlog（n/ε））. This new kernel function has simple algebraic expression and the proximity function has not been used before. Analogous to the classical logarithmic kernel function, our complexity analysis is easier than the other pri- mal-dual interior-point methods based on logarithmic barrier functions and recent kernel functions.
文摘In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization（SDO） problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 〉 q2 〉 1, the algorithm has O（（q1 ＋ 1） nq1＋1/2（q1-q2）logn/ε）and O（（q1 ＋ 1）2（q1-q2）^3q1-2q2＋1√n logn/c） complexity results for large- and small-update methods, respectively.
文摘进化类算法和内点法交替迭代的混合算法在求解含电压源换流器的高压直流输电(voltage source converter basedhigh voltage direct current,VSC-HVDC)的交直流系统最优潮流(optimal power flow,OPF)问题时由于截断误差的影响和VSC-HVDC控制方式的限制,容易发生振荡,因此提出一种基于差分进化(differential evolution,DE)和原—对偶内点法(primal-dual interior point method,PDIPM)的统一混合迭代算法。算法的主要思想是以DE算法为框架,对离散变量进行优化,在DE算法的每一次迭代过程中,采用PDIPM对每个DE个体进行连续变量的优化和适应度评估。由于采用PDIPM进行DE种群适应度评估,无需设定VSC-HVDC的控制方式,因此提高了算法的全局寻优能力。多个算例结果表明,该混合算法数值稳定性高,寻优能力强,能很好地解决含两端、多端、多馈入VSC-HVDC的交直流系统最优潮流问题。
