Every formulation of mathematical programming duality (known to the author) for continuous finite-dimensional optimization can easily be viewed as a special case of at least one of the following three formulations: th...
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Every formulation of mathematical programming duality (known to the author) for continuous finite-dimensional optimization can easily be viewed as a special case of at least one of the following three formulations: the geometric programining formulation (of the generalized geometric programming type), the parametric programming formulation (of the generalized Rockafellar-perturbation type), and the ordinary Lagrangian formulation (of the generalized Falk type). The relative strengths and weaknesses of these three duality formulations are described herein, as are the fundamental relations between them. As a theoretical application, the basic duality between Fenchel's hypothesis and the existence of recession directions in convex programming is established and then expressed within each of these three duality formulations.
In this work, a method is presented for obtaining the explicit robust model-based tracking control law for constrained dynamic systems. The proposed control scheme guarantees optimal and feasible operation under the p...
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In this work, a method is presented for obtaining the explicit robust model-based tracking control law for constrained dynamic systems. The proposed control scheme guarantees optimal and feasible operation under the presence of unknown bounded input uncertainties by introducing in the controller design stage a set of feasibility constraints and employing an estimation scheme for ensuring robust offset free output tracking. The controller features a simple structure that is derived off-line via parametric programming prior to any process implementation. (C) 2002 Elsevier Ltd. All rights reserved.
In this work, a method is presented for obtaining the explicit robust model-based tracking control law for constrained dynamic systems. The proposed control scheme guarantees optimal and feasible operation under the p...
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In this work, a method is presented for obtaining the explicit robust model-based tracking control law for constrained dynamic systems. The proposed control scheme guarantees optimal and feasible operation under the presence of unknown bounded input uncertainties by introducing in the controller design stage a set of feasibility constraints and employing an estimation scheme for ensuring robust offset free output tracking. The controller features a simple structure that is derived off-line via parametric programming prior to any process implementation. (C) 2002 Elsevier Ltd. All rights reserved.
In this paper an algorithmic framework is presented for the derivation of the explicit optimal control policy for continuous linear dynamic systems that involve constraints on process inputs and outputs. The control a...
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ISBN:
(纸本)0780372980
In this paper an algorithmic framework is presented for the derivation of the explicit optimal control policy for continuous linear dynamic systems that involve constraints on process inputs and outputs. The control actions are usually computed by solving regularly an on-line optimization problem in the discrete space based on a set of measurements that specify the current process state. The novel approach presented in this paper derives the optimal control law off-line as a function of the state of the process in the continuous time-domain, thus eliminating the repetitive solution of on-line optimization problems. Hence, the on-line implementation is reduced to a sequence of simple function evaluations. The key advantageous features of the algorithm are demonstrated via an illustrative example.
In this paper an algorithm is presented for the derivation of the explicit optimal control policy for linear dynamical systems that also involve (i) logical. decisions and (ii) constraints on process inputs and output...
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ISBN:
(纸本)0780372980
In this paper an algorithm is presented for the derivation of the explicit optimal control policy for linear dynamical systems that also involve (i) logical. decisions and (ii) constraints on process inputs and outputs. The control actions axe usually computed by solving at regular time intervals an on-line optimization problem based on a set of measurements that specify the current process state. The approach presented in this paper derives the optimal control law off-line as a function of the state of the process, thus eliminating the repetitive solution of on-line optimization problems. Hence, the on-line implementation is reduced. to a sequence of simple function evaluations. The key advantageous features of the algorithm axe demonstrated via an illustrative example.
In this paper, it is shown that dynamic optimization problems of first-order systems can be transformed into a static parametric programming problem, where the state plays the role of the parameter. Thus, an optimal f...
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In this paper, it is shown that dynamic optimization problems of first-order systems can be transformed into a static parametric programming problem, where the state plays the role of the parameter. Thus, an optimal feedback law is obtained. This concept is applied to the die-sinking electrical discharge machining, a highly time varying industrial process which necessitates adaptation of machining settings during operation. It is shown that the minimum-time operation of this process is equivalent to choosing the manipulated variables that maximizes the speed of machining at every position. (C) 2004 Elsevier B.V. All rights reserved.
We present a methodology of parametric objective function coefficient programming for large linear programming (LP) problem. Most of current parametric programming methodologies are based on the assumption that the op...
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ISBN:
(纸本)9789881925190
We present a methodology of parametric objective function coefficient programming for large linear programming (LP) problem. Most of current parametric programming methodologies are based on the assumption that the optimal solution is available. Large linear programming problems in real-world might have millions of variables and constraints, which makes it difficult for the LP solver to return the optimal solutions. This paper extends the traditional parametric programming methodology by considering features of the large LP problems. By considering the tolerance of infeasibility and introducing a step size to deal with degeneracy of the problem, the parametric objective function coefficient linear programming of large LP problem can be conducted while the optimal solutions are not available. Experiment results of LP problems with different scales are provided.
Selective inference (SI) has been actively studied as a promising framework for statistical hypothesis testing for data-driven hypotheses. The basic idea of SI is to make inferences conditional on an event that a hypo...
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Selective inference (SI) has been actively studied as a promising framework for statistical hypothesis testing for data-driven hypotheses. The basic idea of SI is to make inferences conditional on an event that a hypothesis is selected. To perform SI, this event must be characterized in a traceable form. When selection event is too difficult to characterize, additional conditions are introduced for tractability. This additional conditions often cause the loss of power, and this issue is referred to as over-conditioning in Fithian et al. (Optimal inference after model selection, arXiv preprint arXiv:1410.2597, 2014). parametric programming-based SI (PP-based SI) has been proposed as one way to address the over-conditioning issue. The main problem of PP-based SI is its high computational cost due to the need to exhaustively explore the data space. In this study, we introduce a procedure to reduce the computational cost while guaranteeing the desired precision, by proposing a method to compute the lower and upper bounds of p values. We also proposed three types of search strategies that efficiently improve these bounds. We demonstrate the effectiveness of the proposed method in hypothesis testing problems for feature selection in linear models and attention region identification in deep neural networks.
In this paper, it is shown that dynamic optimization problems of first-order systems can be transformed into a static parametric programming problem, where the state plays the role of the parameter. Thus, an optimal f...
详细信息
In this paper, it is shown that dynamic optimization problems of first-order systems can be transformed into a static parametric programming problem, where the state plays the role of the parameter. Thus, an optimal feedback law is obtained. This concept is applied to the die-sinking electrical discharge machining, a highly time varying industrial process which necessitates adaptation of machining settings during operation. It is shown that the minimum-time operation of this process is equivalent to choosing the manipulated variables that maximizes the speed of machining at every position. (C) 2004 Elsevier B.V. All rights reserved.
In this paper a method is presented for deriving the explicit robust model-based optimal control law for constrained linear dynamic systems. The controller underlying structure is derived off-line via parametric progr...
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ISBN:
(纸本)078037388X
In this paper a method is presented for deriving the explicit robust model-based optimal control law for constrained linear dynamic systems. The controller underlying structure is derived off-line via parametric programming before any actual process implementation takes place. The proposed control scheme guarantees feasibility under the presence of uncertainties and disturbances, and steady state offset elimination by (i) augmenting the model dynamics with a set of integral states and (ii) explicitly incorporating in the design stage a set of feasibility constraints.
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