Time-varying nonlinear programming is discussed in this paper. It is a new concept concerning optimization for time-dependent function. Taking into consideration the time-variation of the time-dependent function, a mo...
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ISBN:
(纸本)0780302109
Time-varying nonlinear programming is discussed in this paper. It is a new concept concerning optimization for time-dependent function. Taking into consideration the time-variation of the time-dependent function, a modified steepest descent method is developed for finding the optimal solution and its convergence is proved. An analog circuit based on neural network is proposed for the realization of this method. This is attractive from the viewpoint of real-time application.
A single prediction method has its own advantages and disadvantages in different aspects. In order to improve the accuracy of water level prediction, a water level prediction method combining The Autoregressive Integr...
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Flight tests are performed to gather data for flight vehicle parameter estimation. If an a priori model is available, the inputs during the runtime of the flight test experiment can be designed, such that the informat...
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The evaluation of risky assets is one of the major research tasks in the finance theory. There are several Capital Asset Pricing Models (CAPM) in the literature;the most popular one of those is the Sharpe-Lintner-Blac...
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Many stochastic dynamic programming tasks in continuous actionspaces are tackled through discretization. We here avoid discretization;then, approximate dynamic programming (ADP) involves (i) many learning tasks, perfo...
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ISBN:
(纸本)9783540856399
Many stochastic dynamic programming tasks in continuous actionspaces are tackled through discretization. We here avoid discretization;then, approximate dynamic programming (ADP) involves (i) many learning tasks, performed here by Support Vector Machines, for Bellman-function-regression (ii) many non-linear-optimization tasks for action-selection, for which we compare many algorithms. We include discretizations of the domain as well as other nonlinear- programming tools in our experiments, so that by the way we compare optimization approaches and discretization methods. We conclude that robustness is strongly required in the non-linear optimizations in ADP, and experimental results show that (i) discretization is sometimes inefficient, but some specific discretization is very efficient for "bang-bang" problems (ii) simple evolutionary tools outperform quasi-random in a stable manner (iii) gradient-based techniques are much less stable (iv) for most high-dimensional "less unsmooth" problems Covariance-Matrix-Adaptation is first ranked.
The problem addressed here is to determine controls for moving a load along specified trajectories which avoid obstacles. It is possible to use flat outputs to determine inputs when hoist motion is present. However, w...
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A new artificial neural system model for solving nonlinear programming with equality constraints is proposed in this paper. This model has two properties as follows: first, the optima set to the problems coincides wit...
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In this paper, an improved genetic algorithm is proposed for nonlinear programming problems with inequality constraints. In this algorithm, mutation operator is given by mimicking the physics of electromagnetism, and ...
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ISBN:
(纸本)0780384032
In this paper, an improved genetic algorithm is proposed for nonlinear programming problems with inequality constraints. In this algorithm, mutation operator is given by mimicking the physics of electromagnetism, and fitness function is given by evaluation function and objective function. To evaluate the efficiency of the algorithm, the algorithm is applied to two test problems, and our results are compared with other methods.
A nonlinear programming approach is introduced for solving the hypercube embedding problem. The basic idea of the proposed approach is to approximate the discrete space of an n-dimensional hypercube, i.e. (z:z in (0,1...
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In this paper, we consider the optimal operations of a thermal system for Heat source and Air conditioning system with a Thermal storage tank using nonlinear programming. Firstly, we develop the mathematical model of ...
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