A modified exact Jacobian semidefinite programming(SDP)relaxation method is proposed in this paper to solve the Celis-Dennis-Tapia(CDT)problem using the Jacobian matrix of objective and constraining polynomials.In the...A modified exact Jacobian semidefinite programming(SDP)relaxation method is proposed in this paper to solve the Celis-Dennis-Tapia(CDT)problem using the Jacobian matrix of objective and constraining polynomials.In the modified relaxation problem,the number of introduced constraints and the lowest relaxation order decreases significantly.At the same time,the finite convergence property is guaranteed.In addition,the proposed method can be applied to the quadratically constrained problem with two quadratic constraints.Moreover,the efficiency of the proposed method is verified by numerical experiments.展开更多
The penalty function method, presented many years ago, is an important nu- merical method for the mathematical programming problems. In this article, we propose a dual-relax penalty function approach, which is signifi...The penalty function method, presented many years ago, is an important nu- merical method for the mathematical programming problems. In this article, we propose a dual-relax penalty function approach, which is significantly different from penalty func- tion approach existing for solving the bilevel programming, to solve the nonlinear bilevel programming with linear lower level problem. Our algorithm will redound to the error analysis for computing an approximate solution to the bilevel programming. The error estimate is obtained among the optimal objective function value of the dual-relax penalty problem and of the original bilevel programming problem. An example is illustrated to show the feasibility of the proposed approach.展开更多
How to establish a self‐equilibrium configuration is vital for further kinematics and dynamics analyses of tensegrity mechanism.In this study,for investigating tensegrity form‐finding problems,a concise and efficien...How to establish a self‐equilibrium configuration is vital for further kinematics and dynamics analyses of tensegrity mechanism.In this study,for investigating tensegrity form‐finding problems,a concise and efficient dynamic relaxation‐noise tolerant zeroing neural network(DR‐NTZNN)form‐finding algorithm is established through analysing the physical properties of tensegrity structures.In addition,the non‐linear constrained opti-misation problem which transformed from the form‐finding problem is solved by a sequential quadratic programming algorithm.Moreover,the noise may produce in the form‐finding process that includes the round‐off errors which are brought by the approximate matrix and restart point calculating course,disturbance caused by external force and manufacturing error when constructing a tensegrity structure.Hence,for the purpose of suppressing the noise,a noise tolerant zeroing neural network is presented to solve the search direction,which can endow the anti‐noise capability to the form‐finding model and enhance the calculation capability.Besides,the dynamic relaxation method is contributed to seek the nodal coordinates rapidly when the search direction is acquired.The numerical results show the form‐finding model has a huge capability for high‐dimensional free form cable‐strut mechanisms with complicated topology.Eventually,comparing with other existing form‐finding methods,the contrast simulations reveal the excellent anti‐noise performance and calculation capacity of DR‐NTZNN form‐finding algorithm.展开更多
It is well known that for symmetric linear programming there exists a strictly complementary solution if the primal and the dual problems are both feasible. However, this is not necessary true for symmetric or general...It is well known that for symmetric linear programming there exists a strictly complementary solution if the primal and the dual problems are both feasible. However, this is not necessary true for symmetric or general semide finite programming even if both the primal problem and its dual problem are strictly feasible. Some other properties are also concerned.展开更多
This paper is concerned with a class of convex multivariable nonlinear program problems. By virtue of linearization philosophy, a linearization problem (LP) is constructed and theoretical equivalence between (LP) and ...This paper is concerned with a class of convex multivariable nonlinear program problems. By virtue of linearization philosophy, a linearization problem (LP) is constructed and theoretical equivalence between (LP) and the original problem established. Based on relaxation techniques an algorithm for solving (LP) is proposed, which is efficient from a computational viewpoint, since at each iteration the only program that needs to solve is a standard linear program. Furthermore, the optimality criterion is derived. The convergence analysis conducted in this paper indicates that the algorithm guarantees finite ε convergence.展开更多
Time-differences-of-arrival （TDOA） and gain-ratios-of- arrival （GROA） measurements are used to determine the passive source location. Based on the measurement models, the con- strained weighted least squares （CWL...Time-differences-of-arrival （TDOA） and gain-ratios-of- arrival （GROA） measurements are used to determine the passive source location. Based on the measurement models, the con- strained weighted least squares （CWLS） estimator is presented. Due to the nonconvex nature of the CWLS problem, it is difficult to obtain its globally optimal solution. However, according to the semidefinite relaxation, the CWLS problem can be relaxed as a convex semidefinite programming problem （SDP）, which can be solved by using modern convex optimization algorithms. Moreover, this relaxation can be proved to be tight, i.e., the SDP solves the relaxed CWLS problem, and this hence guarantees the good per- formance of the proposed method. Furthermore, this method is extended to solve the localization problem with sensor position errors. Simulation results corroborate the theoretical results and the good performance of the proposed method.展开更多
In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programmi...In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.展开更多
In this paper, we consider the socalled k-coloring problem in general case.Firstly, a special quadratic 0-1 programming is constructed to formulate k-coloring problem. Secondly, by use of the equivalence between above...In this paper, we consider the socalled k-coloring problem in general case.Firstly, a special quadratic 0-1 programming is constructed to formulate k-coloring problem. Secondly, by use of the equivalence between above quadratic0-1 programming and its relaxed problem, k-coloring problem is converted intoa class of (continuous) nonconvex quadratic programs, and several theoreticresults are also introduced. Thirdly, linear programming approximate algorithmis quoted and verified for this class of nonconvex quadratic programs. Finally,examining problems which are used to test the algorithm are constructed andsufficient computation experiments are reported.展开更多
Many studies have considered the solution of Unit Commitment problems for the management of energy networks. In this field, earlier work addressed the problem in determinist cases and in cases dealing with demand unce...Many studies have considered the solution of Unit Commitment problems for the management of energy networks. In this field, earlier work addressed the problem in determinist cases and in cases dealing with demand uncertainties. In this paper, the authors develop a method to deal with uncertainties related to the cost function. Indeed, such uncertainties often occur in energy networks （waste incinerator with a priori unknown waste amounts, cogeneration plant with uncertainty of the sold electricity price...）. The corresponding optimization problems are large scale stochastic non-linear mixed integer problems. The developed solution method is a recourse based programming one. The main idea is to consider that amounts of energy to produce can be slightly adapted in real time, whereas the on/off statuses of units have to be decided very early in the management procedure. Results show that the proposed approach remains compatible with existing Unit Commitment programming methods and presents an obvious interest with reasonable computing loads.展开更多
线性乘积和规划已出现在工程实践和管理科学等领域,是一类NP-难问题。针对该问题目标函数的特殊结构,将其重构为一个D.C.(difference of convex functions)规划问题。再利用凹函数的凸包络,构造出了一种D.C.松弛问题,并将其分解为两个...线性乘积和规划已出现在工程实践和管理科学等领域,是一类NP-难问题。针对该问题目标函数的特殊结构,将其重构为一个D.C.(difference of convex functions)规划问题。再利用凹函数的凸包络,构造出了一种D.C.松弛问题,并将其分解为两个凸子问题。然后将该D.C.松弛与超矩形的标准二分法相结合,设计了新的分支定界算法,并分析了其理论收敛性和计算复杂度。最后,借助大量数值实验验证了该算法的有效性。展开更多
基金Fundamental Research Funds for the Central Universities,China(No.2232019D3-38)Shanghai Sailing Program,China(No.22YF1400900)。
文摘A modified exact Jacobian semidefinite programming(SDP)relaxation method is proposed in this paper to solve the Celis-Dennis-Tapia(CDT)problem using the Jacobian matrix of objective and constraining polynomials.In the modified relaxation problem,the number of introduced constraints and the lowest relaxation order decreases significantly.At the same time,the finite convergence property is guaranteed.In addition,the proposed method can be applied to the quadratically constrained problem with two quadratic constraints.Moreover,the efficiency of the proposed method is verified by numerical experiments.
基金supported by the National Science Foundation of China (70771080)Social Science Foundation of Ministry of Education (10YJC630233)
文摘The penalty function method, presented many years ago, is an important nu- merical method for the mathematical programming problems. In this article, we propose a dual-relax penalty function approach, which is significantly different from penalty func- tion approach existing for solving the bilevel programming, to solve the nonlinear bilevel programming with linear lower level problem. Our algorithm will redound to the error analysis for computing an approximate solution to the bilevel programming. The error estimate is obtained among the optimal objective function value of the dual-relax penalty problem and of the original bilevel programming problem. An example is illustrated to show the feasibility of the proposed approach.
基金supported in part by the National Natural Science Foundation of China under grants 61873304,62173048,62106023in part by the China Postdoctoral Science Foundation Funded Project under grants 2018M641784 and 2019T120240+1 种基金also in part by the Key Science and Technology Projects of Jilin Province,China,under grant 20210201106GXalso in part by the Changchun Science and Technology Project under grant 21ZY41.
文摘How to establish a self‐equilibrium configuration is vital for further kinematics and dynamics analyses of tensegrity mechanism.In this study,for investigating tensegrity form‐finding problems,a concise and efficient dynamic relaxation‐noise tolerant zeroing neural network(DR‐NTZNN)form‐finding algorithm is established through analysing the physical properties of tensegrity structures.In addition,the non‐linear constrained opti-misation problem which transformed from the form‐finding problem is solved by a sequential quadratic programming algorithm.Moreover,the noise may produce in the form‐finding process that includes the round‐off errors which are brought by the approximate matrix and restart point calculating course,disturbance caused by external force and manufacturing error when constructing a tensegrity structure.Hence,for the purpose of suppressing the noise,a noise tolerant zeroing neural network is presented to solve the search direction,which can endow the anti‐noise capability to the form‐finding model and enhance the calculation capability.Besides,the dynamic relaxation method is contributed to seek the nodal coordinates rapidly when the search direction is acquired.The numerical results show the form‐finding model has a huge capability for high‐dimensional free form cable‐strut mechanisms with complicated topology.Eventually,comparing with other existing form‐finding methods,the contrast simulations reveal the excellent anti‐noise performance and calculation capacity of DR‐NTZNN form‐finding algorithm.
文摘It is well known that for symmetric linear programming there exists a strictly complementary solution if the primal and the dual problems are both feasible. However, this is not necessary true for symmetric or general semide finite programming even if both the primal problem and its dual problem are strictly feasible. Some other properties are also concerned.
文摘This paper is concerned with a class of convex multivariable nonlinear program problems. By virtue of linearization philosophy, a linearization problem (LP) is constructed and theoretical equivalence between (LP) and the original problem established. Based on relaxation techniques an algorithm for solving (LP) is proposed, which is efficient from a computational viewpoint, since at each iteration the only program that needs to solve is a standard linear program. Furthermore, the optimality criterion is derived. The convergence analysis conducted in this paper indicates that the algorithm guarantees finite ε convergence.
基金supported by the National Natural Science Foundation of China(61201282)the Science and Technology on Communication Information Security Control Laboratory Foundation(9140C130304120C13064)
文摘Time-differences-of-arrival （TDOA） and gain-ratios-of- arrival （GROA） measurements are used to determine the passive source location. Based on the measurement models, the con- strained weighted least squares （CWLS） estimator is presented. Due to the nonconvex nature of the CWLS problem, it is difficult to obtain its globally optimal solution. However, according to the semidefinite relaxation, the CWLS problem can be relaxed as a convex semidefinite programming problem （SDP）, which can be solved by using modern convex optimization algorithms. Moreover, this relaxation can be proved to be tight, i.e., the SDP solves the relaxed CWLS problem, and this hence guarantees the good per- formance of the proposed method. Furthermore, this method is extended to solve the localization problem with sensor position errors. Simulation results corroborate the theoretical results and the good performance of the proposed method.
文摘In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.
文摘In this paper, we consider the socalled k-coloring problem in general case.Firstly, a special quadratic 0-1 programming is constructed to formulate k-coloring problem. Secondly, by use of the equivalence between above quadratic0-1 programming and its relaxed problem, k-coloring problem is converted intoa class of (continuous) nonconvex quadratic programs, and several theoreticresults are also introduced. Thirdly, linear programming approximate algorithmis quoted and verified for this class of nonconvex quadratic programs. Finally,examining problems which are used to test the algorithm are constructed andsufficient computation experiments are reported.
文摘Many studies have considered the solution of Unit Commitment problems for the management of energy networks. In this field, earlier work addressed the problem in determinist cases and in cases dealing with demand uncertainties. In this paper, the authors develop a method to deal with uncertainties related to the cost function. Indeed, such uncertainties often occur in energy networks （waste incinerator with a priori unknown waste amounts, cogeneration plant with uncertainty of the sold electricity price...）. The corresponding optimization problems are large scale stochastic non-linear mixed integer problems. The developed solution method is a recourse based programming one. The main idea is to consider that amounts of energy to produce can be slightly adapted in real time, whereas the on/off statuses of units have to be decided very early in the management procedure. Results show that the proposed approach remains compatible with existing Unit Commitment programming methods and presents an obvious interest with reasonable computing loads.
文摘线性乘积和规划已出现在工程实践和管理科学等领域,是一类NP-难问题。针对该问题目标函数的特殊结构,将其重构为一个D.C.(difference of convex functions)规划问题。再利用凹函数的凸包络,构造出了一种D.C.松弛问题,并将其分解为两个凸子问题。然后将该D.C.松弛与超矩形的标准二分法相结合,设计了新的分支定界算法,并分析了其理论收敛性和计算复杂度。最后,借助大量数值实验验证了该算法的有效性。
