This paper presents a gait optimization method to generate the locomotion pattern for biped and discuss its stability. The main contribution of this paper is a newly proposed energy-based stability criterion, which pe...
详细信息
This paper presents a gait optimization method to generate the locomotion pattern for biped and discuss its stability. The main contribution of this paper is a newly proposed energy-based stability criterion, which permits the dynamic stable walking and could be straight-forwardly generalized to different locomotion scenarios and biped robots. The gait optimization problem is formulated subject to the constraints of the whole-body dynamics and kinematics. The constraints are established based on the modelling of bipedal hybrid dynamical systems. Following the whole-body modelling, the system energy is acquired and then applied to create the stability criterion. The optimization objective is also established on the system energy. The gait optimization is solved by being converted to a large-scale programming problem, where the transcription accuracy is improved via the spectral method. To further reduce the dimensionality of the large-scale problem, the whole-body dynamics is re-constructed. The generalization of the optimized gait is improved by the design of feedback control. The optimization examples demonstrate that the stability criterion naturally leads to a cyclic biped locomotion, though the periodicity was not previously imposed. Two simulation cases, level ground walking and slope walking, verify the generalization of the stability criterion and feedback control. The stability analyses are carried out by investigating the motions of centre of gravity and centre of pressure. It is revealed that if the tracked speed is above 0.3 m/s or the biped accelerates/climbs the slope, the stability criterion accomplishes the dynamic stable walking, where zero moment point criterion is not strictly complied.
In this paper, we propose a fuzzy dual decomposition method for large-scale multiobjective nonlinear programming problems (LS-MONLPs) with the block angular structure. By considering the vague nature of human judgemen...
详细信息
In this paper, we propose a fuzzy dual decomposition method for large-scale multiobjective nonlinear programming problems (LS-MONLPs) with the block angular structure. By considering the vague nature of human judgements, we assume that the decision maker (DM) may have a fuzzy goal for each of the objective functions in the LS-MONLP. After eliciting the corresponding membership function for each of the objective functions through the interaction with the DM, an extended primal problem and the corresponding extended dual problem are formulated. Then a two-level optimization algorithm for the extended dual problem is proposed for deriving the compromise solution for the DM to the LS-MONLP. Based on the proposed algorithm, FORTRAN programs are developed and an illustrative numerical example is demonstrated.
A primal–dual decomposition method is presented to solve the separable convex programming problem. Convergence to a solution and Lagrange multiplier vector occurs from an arbitrary starting point. The method is equiv...
详细信息
A primal–dual decomposition method is presented to solve the separable convex programming problem. Convergence to a solution and Lagrange multiplier vector occurs from an arbitrary starting point. The method is equivalent to the proximal point algorithm applied to a certain maximal monotone multifunction. In the nonseparable case, it specializes to a known method, the proximal method of multipliers. Conditions are provided which guarantee linear convergence.
Described here is the structure and theory for a sequential quadratic programming algorithm for solving sparse nonlinear optimization problems. Also provided are the details of a computer implementation of the algorit...
详细信息
Described here is the structure and theory for a sequential quadratic programming algorithm for solving sparse nonlinear optimization problems. Also provided are the details of a computer implementation of the algorithm along with test results. The algorithm maintains a sparse approximation to the Cholesky factor of the Hessian of the Lagrangian. The solution to the quadratic program generated at each step is obtained by solving a dual quadratic program using a projected conjugate gradient algorithm. An updating procedure is employed that does not destroy sparsity.
We propose a modification of the proximal decomposition method investigated by Spingarn [30] and Mahey et al. [19] for minimizing a convex function on a subspace. For the method to be favorable from a computational po...
详细信息
We propose a modification of the proximal decomposition method investigated by Spingarn [30] and Mahey et al. [19] for minimizing a convex function on a subspace. For the method to be favorable from a computational point of view, particular importance is the introduction of approximations in the proximal step. First, we couple decomposition on the graph of the epsilon-subdifferential mapping and cutting plane approximations to get an algorithmic pattern that falls in the general framework of Rockafellar inexact proximal-point algorithms [26]. Recently, Solodov and Svaiter [27] proposed a new proximal point-like algorithm that uses improved error criteria and an enlargement of the maximal monotone operator defining the problem. We combine their idea with bundle mecanism to devise an inexact proximal decomposition method with error condition which is not hard to satisfy in practice. Then, we present some applications favorable to our development. First, we give a new regularized version of Benders decomposition method in convex programming called the proximal convex Benders decomposition algorithm. Second, we derive a new algorithm for nonlinear multicommodity flow problems among which the message routing problem in telecommunications data networks.
A proximal bundle method is presented for minimizing a nonsmooth convex function f. At each iteration, it requires only one approximate evaluation of f and its epsilon-subgradient, and it finds a search direction via ...
详细信息
A proximal bundle method is presented for minimizing a nonsmooth convex function f. At each iteration, it requires only one approximate evaluation of f and its epsilon-subgradient, and it finds a search direction via quadratic programming. When applied to the Lagrangian decomposition of convex programs, it allows for inexact solutions of decomposed subproblems;yet, increasing their required accuracy automatically, it asymptotically finds both the primal and dual solutions. It is an implementable approximate version of the proximal point algorithm. Some encouraging numerical experience is reported.
We consider the separable nonlinear and strictly convex single-commodity network flow problem (SSCNFP). We develop a computational scheme for generating a primal feasible solution from any Lagrangian dual vector;this ...
详细信息
We consider the separable nonlinear and strictly convex single-commodity network flow problem (SSCNFP). We develop a computational scheme for generating a primal feasible solution from any Lagrangian dual vector;this is referred to as "early primal recovery". It is motivated by the desire to obtain a primal feasible vector before convergence of a Lagrangian scheme;such a vector is not available from a Lagrangian dual vector unless it is optimal. The scheme is constructed such that if we apply it from a sequence of Lagrangian dual vectors that converge to an optimal one, then the resulting primal (feasible) vectors converge to the unique optimal primal flow vector. It is therefore also a convergent Lagrangian heuristic, akin to those primarily devised within the field of combinatorial optimization but with the contrasting and striking advantage that it is guaranteed to yield a primal optimal solution in the limit. Thereby we also gain access to a new stopping criterion for any Lagrangian dual algorithm for the problem, which is of interest in particular if the SSCNFP arises as a subproblem in a more complex model. We construct instances of convergent Lagrangian heuristics that are based on graph searches within the residual graph, and therefore are efficiently implementable;in particular we consider two shortest path based heuristics that are based on the optimality conditions of the original problem. Numerical experiments report on the relative efficiency and accuracy of the various schemes. (C) 2007 Elsevier B.V. All rights reserved.
Rutenberg (Ref. 1) provided a decomposition method to solve the problem of minimizing a separable, nonlinear objective function with large-scale linear constraints by using the convex simplex method (Ref. 2). However,...
详细信息
Rutenberg (Ref. 1) provided a decomposition method to solve the problem of minimizing a separable, nonlinear objective function with large-scale linear constraints by using the convex simplex method (Ref. 2). However, there seem to be some errors in his paper (Ref. 3). This paper will rebuild the method by using more convenient and consistent notation.
Matrix augmentation is used for the inversion of bases associated with large linearly constrained control problems. It is shown how an efficient data structure can be maintained by keeping all state variables in the b...
详细信息
Matrix augmentation is used for the inversion of bases associated with large linearly constrained control problems. It is shown how an efficient data structure can be maintained by keeping all state variables in the basis, and then nullifying some of them explicitly by using additional constraints. The proposed methodology, together with a basis updating scheme based on augmentation, forms the skeleton for an in-core algorithm using either the revised simplex method or the generalized reduced gradient method.
A compact and flexible updating procedure using matrix augmentation is developed. It is shown that the representation of the updated inverse does not grow monotonically in size, and may actually decrease during certai...
详细信息
A compact and flexible updating procedure using matrix augmentation is developed. It is shown that the representation of the updated inverse does not grow monotonically in size, and may actually decrease during certain simplex iterations. Angular structures, such as GUB, are handled naturally within the partitioning framework, and require no modifications of the simplex method.
暂无评论