Alternating direction method of multipliers (ADMM), as a powerful distributed optimization algorithm, provides a framework for distributed model predictive control (MPC) for nonlinear process systems based on local su...
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ISBN:
(纸本)9781538679012;9781538679265
Alternating direction method of multipliers (ADMM), as a powerful distributed optimization algorithm, provides a framework for distributed model predictive control (MPC) for nonlinear process systems based on local subsystem model information. However, the practical application of classical ADMM is largely limited by the high computational cost caused by its slow (linear) rate of convergence and non-parallelizability. In this work, we combine a recently developed multi-block parallel ADMM algorithm with a Nesterov acceleration technique into a fast ADMM scheme, and apply it to the solution of optimal control problems associated with distributed nonlinear MPC. A benchmark chemical process is considered for a case study, which demonstrates a significant reduction of computational time and communication effort compared to non-parallel and non-accelerated ADMM counterparts.
Cloud computing is evolved from grid computing with a key support from the rapidly expanding virtualization technology. We argue that clouding computing is particularly suitable for supporting emergency response and m...
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ISBN:
(纸本)9781479916191
Cloud computing is evolved from grid computing with a key support from the rapidly expanding virtualization technology. We argue that clouding computing is particularly suitable for supporting emergency response and management (ERM) because of some of its unique features such as rapid setup and deployment on ad hoc basis, highly flexible platforms (PaaS: Platform as a Service) and application services (SaaS: Software as a Service) with little time-space constraints. ERM is one of the seven critical national infrastructures and services mandated to protect by the 1999 US President's Executive Order (PCCIP). The paradigm of survivability and survivable network systems was a response of academia to the president's executive order. We concur that survivability should be the lifeline of any ERM, including the cloud computing supported (CCS) ERM systems. In this article, we present a research agenda that is aimed at developing a survivability-centered architecture for evolving reliable and survivable CCS-ERM systems. The research agenda suggests that biological and computational evolutions should be rich sources of biological inspirations as well as powerful optimization algorithm for designing (evolving) the ERM systems. The proposed research agenda advocates the application of three-layer survivability analysis, dynamic hybrid fault models, and extended evolutionary game theory modeling developed by Ma & Krings [Ma & Krings (2008a-e, 2011), Ma et al. (2009a), Ma (2008, 2009, 2010, 2011a,b). We use banking system survivability as an example to illustrate the proposed research agenda.
The implementation of adaptive genetic algorithms (AGA) for optimization problems has proven to be superior than many other methods due to its nature of producing more robust and high quality solutions. Considering th...
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Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, w...
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In this paper we propose a model predictive control scheme for discrete-time linear time-invariant systems based on inexact numerical optimization algorithms. We assume that the solution of the associated quadratic pr...
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ISBN:
(纸本)9781467357159
In this paper we propose a model predictive control scheme for discrete-time linear time-invariant systems based on inexact numerical optimization algorithms. We assume that the solution of the associated quadratic program produced by some numerical algorithm is possibly neither optimal nor feasible, but the algorithm is able to provide estimates on primal suboptimality and primal feasibility violation. By tightening the complicating constraints we can ensure the primal feasibility of the approximate solutions generated by the algorithm. Finally, we derive a control strategy that has the following properties: the constraints on the states and inputs are satisfied, asymptotic stability of the closed-loop system is guaranteed, and the number of iterations needed for a desired level of suboptimality can be determined.
This paper deals with a fuzzy robust and non-fragile minimax control problem of a trailer-truck model. By introducing parametric uncertainty terms into the T-S model for trailer-truck systems, the fuzzy model approach...
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ISBN:
(纸本)9781424414970;1424414970
This paper deals with a fuzzy robust and non-fragile minimax control problem of a trailer-truck model. By introducing parametric uncertainty terms into the T-S model for trailer-truck systems, the fuzzy model approaches to the original system more exactly. Existence conditions are derived for the robust and non-fragile minimax control in the sense of Lyapunov asymptotic stability and formulated in the form of Linear Matrix Inequalities (LMIs). The convex optimization algorithm is used to get the minimal upper bound of the performance cost and parameter of the optimal minimax controller. Then the closed-loop system will be asymptotically stable under the condition of the worst disturbance and uncertainty. Finally, an illustrative example is used to demonstrate the better robust and non-fragile performance of the controller design.
We propose an alternating optimization algorithm for localizing a mobile non-cooperative target using a wireless sensor network. We consider the scenario where sensors receive single-bounce non-line-of-sight signals f...
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ISBN:
(纸本)9781467369985
We propose an alternating optimization algorithm for localizing a mobile non-cooperative target using a wireless sensor network. We consider the scenario where sensors receive single-bounce non-line-of-sight signals from the moving target. Each sensor is able to measure the target signal's angle-of-arrival and received signal strength. The transmit powers of the non-cooperative target at different locations are unknown, and estimated jointly with its locations and the orientations of the scatterers off which the target signals are reflected before reaching the sensors. We formulate the problem as a non-convex least squares problem, and then transform and approximate it into a form that is solvable by an alternating algorithm. We show that our algorithm converges, and simulation results demonstrate that our algorithm is able to localize the target with good accuracy.
This is a set of lecture notes for a Ph.D.-level course on quantumalgorithms, with an emphasis on quantum optimization algorithms. It isdeveloped for applied mathematicians and engineers, and requires no previousbackg...
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Discrete mechanics and optimal control (DMOC) is a recent development in optimal control of mechanical systems that takes advantage of the variational structure of mechanics when discretizing the optimal control probl...
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ISBN:
(纸本)9781424477456
Discrete mechanics and optimal control (DMOC) is a recent development in optimal control of mechanical systems that takes advantage of the variational structure of mechanics when discretizing the optimal control problem. Typically, the discrete Euler-Lagrange equations are used as constraints on the feasible set of solutions, and then the objective function is minimized using a constrained optimization algorithm, such as sequential quadratic programming (SQP). In contrast, this paper illustrates that by reducing dimensionality by projecting onto the feasible subspace and then performing optimization, one can obtain significant improvements in convergence, going from superlinear to quadratic convergence. Moreover, whereas numerical SQP can run into machine precision problems before terminating, the projection-based technique converges easily. Double and single pendulum examples are used to illustrate the technique.
Recently Raghavendra and Tan (SODA 2012) gave a 0.85 approximation algorithm for the Max Bisection problem. We improve their algorithm to a 0.8776-approximation. As Max Bisection is hard to approximate within α_(GW)...
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ISBN:
(纸本)9781611972511
Recently Raghavendra and Tan (SODA 2012) gave a 0.85 approximation algorithm for the Max Bisection problem. We improve their algorithm to a 0.8776-approximation. As Max Bisection is hard to approximate within α_(GW) + ε ≈ 0.8786 under the Unique Games Conjecture (UGC), our algorithm is nearly optimal. We conjecture that Max Bisection is approximable within α_(GW)-ε, i.e., the bisection constraint (essentially) does not make Max Cut harder. We also obtain an optimal algorithm (assuming the UGC) for the analogous variant of MAX 2-Sat. Our approximation ratio for this problem exactly matches the optimal approximation ratio for MAX 2-Sat, i.e., α_(LLZ)+ε≈ 0.9401, showing that the bisection constraint does not make MAX 2-Sat harder. This improves on a 0:93-approximation for this problem due to Raghavendra and Tan.
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