For nonlinear programmingproblems with equality constraints, Hestenes and Powell have independently proposed a dual method of solution in which squares of the constraint functions are added as penalties to the Lagran...
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For nonlinear programmingproblems with equality constraints, Hestenes and Powell have independently proposed a dual method of solution in which squares of the constraint functions are added as penalties to the Lagrangian, and a certain simple rule is used for updating the Lagrange multipliers after each cycle. Powell has essentially shown that the rate of convergence is linear if one starts with a sufficiently high penalty factor and sufficiently near to a local solution satisfying the usual second-order sufficient conditions for optimality. This paper furnishes the corresponding method for inequality-constrained problems. Global convergence to an optimal solution is established in the convex case for an arbitrary penalty factor and without the requirement that an exact minimum be calculated at each cycle. Furthermore, the Lagrange multipliers are shown to converge, even though the optimal multipliers may not be unique.
This work is devoted to the technique of solving the problem of structural-parametric synthesis of typical controllers in a multiloop cascade automatic control system, which is developed on the basis of the alternance...
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This work is devoted to the technique of solving the problem of structural-parametric synthesis of typical controllers in a multiloop cascade automatic control system, which is developed on the basis of the alternance method of parametric optimization that provides the maximum degree of invariance of local control loops relative to external perturbations with given limitations on the peak of amplitude-frequency characteristics of closed loops of the synthesized automatic control system. The task of optimizing the subsystem for controlling the fuel oil temperature in a multiloop control system of primary oil refining on an atmospheric and vacuum crude distillation unit is considered as an example, which is of independent interest.
A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, i...
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A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, in many cases, reduces their general efficiency. For the sequential quadratic programming method with linesearch, a new simple and rather promising technique is proposed to avoid the Maratos effect.
In this paper we define a new kind of mathematical programming problems. This kind, in which the decision set is a rough set, is called a rough programmingproblem. A rough optimal solution and a rough saddle point wi...
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In this paper we define a new kind of mathematical programming problems. This kind, in which the decision set is a rough set, is called a rough programmingproblem. A rough optimal solution and a rough saddle point will be characterized. Some illustrative examples are presented. (c) 2004 Elsevier B.V. All rights reserved.
Micro Electrode Dot Array (MEDA) biochips have attracted attention in the fields of biochemistry and medicine. In this paper, we propose a droplet routing method for MEDA biochips that considers a shape-dependent velo...
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ISBN:
(纸本)9798350379068;9798350379051
Micro Electrode Dot Array (MEDA) biochips have attracted attention in the fields of biochemistry and medicine. In this paper, we propose a droplet routing method for MEDA biochips that considers a shape-dependent velocity model and droplet separation. While previous studies have considered the shape-dependent velocity model, none have considered droplet separation. The proposed method aims to minimize the routing time of droplets from their source to sink locations by utilizing the change in velocity depending on the size and shape of the droplets and considering droplet separation. Experiments confirmed that the proposed method can find solutions with an average routing time 37% shorter than the existing method.
Calibration estimation is a method of adjusting the original design weights in survey sampling to improve estimates. It uses calibrated weights that are determined to minimize a given distance measure to the original ...
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ISBN:
(纸本)9781538645307
Calibration estimation is a method of adjusting the original design weights in survey sampling to improve estimates. It uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, a distance function is proposed. Using the proposed distance function, a calibration estimator of the population mean in stratified sampling is derived. The calibrated weights are determined by minimizing the proposed distance function subject to the constraint on the mean auxiliary information, using Lagrange Multiplier Technique. A numerical example is presented to illustrate the application and computational details of the proposed calibration estimator. A simulation study, based on a real population is also carried to investigate the efficiency of the proposed calibration estimator. The study reveals that the calibration estimator developed using the proposed distance function is more efficient than the estimators developed using the Chi-square distance.
Micro-electrode dot array (MEDA) biochips are widely used due to dynamical control of the droplets in microfluidic manipulations. MEDA allows microelectrodes cells to transport droplets of different sizes for operatio...
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ISBN:
(纸本)9781728172040
Micro-electrode dot array (MEDA) biochips are widely used due to dynamical control of the droplets in microfluidic manipulations. MEDA allows microelectrodes cells to transport droplets of different sizes for operations. For concurrent manipulation of multiple droplets, each droplet is initially placed at a distant position to avoid undesirable mixing, and the droplets travel a long way for the operations. In this paper, we propose a droplet routing method to minimize routing area in MEDA biochips, considering splitting of droplets during routing. Experiments demonstrate that our proposal can achieve a reduction in routing area compared to the state-of-the-art method.
The purpose of this paper is to introduce the concept of generalized second order invex monotonicities and investigate the relations between generalized second order invex functions with the generalized second order i...
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The purpose of this paper is to introduce the concept of generalized second order invex monotonicities and investigate the relations between generalized second order invex functions with the generalized second order invex monotonicities of their gradient functions. We also introduce the notion of second order variational-like inequality problem and explore the conditions for existence and uniqueness of their solutions. Furthermore, we relate the solution of a mathematical programming problem involving second order invex function with the solution of second order variational-like inequality problem. Also, we provide examples to verify our results.
The article deals with the optimal design problem of the linear part of an oil trunk pipeline as the problem of choosing the best conditions for the structural elements placing. As an example, the optimal shut-off val...
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ISBN:
(纸本)9781728167008
The article deals with the optimal design problem of the linear part of an oil trunk pipeline as the problem of choosing the best conditions for the structural elements placing. As an example, the optimal shut-off valves placing along the oil pipeline route is considered. The criterion of the minimum possible oil losses in case of accidents and scheduled repair operations of the pipeline is chosen as the criterion of the efficiency assessment of valve placing. An additional factor that characterizes the efficiency of design decisions is the choice of minimum possible categories of selected areas for the shut-off valves placing. Multi-factorial analysis makes it possible to choose the optimal combination of shut-off valves placing on the pipeline route and provides the minimum value of the possible oil losses in case of breakdowns and scheduled repairs of the pipeline and minimum operating costs depending categories of the places of valves location is carried out. It was based on the data envelopment analysis method (DEA). The DEA analysis algorithm is based on the solution of a special mathematical programming problem and allows one ranking the elements in the sample of the coordinates of the shut-off valves placing on the main oil pipeline by the degree of efficiency. This paper presents a method for optimal coordinate selection of shut-off valves on a typical section of the main oil pipeline between oil pumping stations.
The aim of survey design is to obtain optimum precision at minimum cost. Stratification is one of the commonly used methods of survey design. When using stratification one of the main problems to consider is the deter...
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ISBN:
(纸本)9781479919550
The aim of survey design is to obtain optimum precision at minimum cost. Stratification is one of the commonly used methods of survey design. When using stratification one of the main problems to consider is the determination of optimum strata boundaries. This paper will discuss how to determine the optimum strata boundaries when the measurement cost per units varies across the strata. The problem is formulated as a mathematical programming problem and solved to obtain the strata width, which is then used to calculate the optimum strata boundaries. A numerical example using exponential study variables is presented to illustrate computational details of the procedure.
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