Mathematical programs with vanishing constraints are a difficult class of optimization problems with important applications to optimal topology design problems of mechanical structures. Recently, they have attracted i...
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Mathematical programs with vanishing constraints are a difficult class of optimization problems with important applications to optimal topology design problems of mechanical structures. Recently, they have attracted increasingly more attention of experts. The basic difficulty in the analysis and numerical solution of such problems is that their constraints are usually nonregular at the solution. In this paper, a new approach to the numerical solution of these problems is proposed. It is based on their reduction to the so-called lifted mathematical programs with conventional equality and inequality constraints. Special versions of the sequential quadratic programming method are proposed for solving lifted problems. Preliminary numerical results indicate the competitiveness of this approach.
Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelih...
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Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelihood of mixture proportions has traditionally been solved using the expectation maximization (EM) algorithm, but recent work by Koenker and Mizera shows that modern convex optimization techniques-in particular, interior point methods-are substantially faster and more accurate than EM. Here, we develop a new solution based on sequential quadratic programming (SQP). It is substantially faster than the interior point method, and just as accurate. Our approach combines several ideas: first, it solves a reformulation of the original problem;second, it uses an SQP approach to make the best use of the expensive gradient and Hessian computations;third, the SQP iterations are implemented using an active set method to exploit the sparse nature of the quadratic subproblems;fourth, it uses accurate low-rank approximations for more efficient gradient and Hessian computations. We illustrate the benefits of the SQP approach in experiments on synthetic datasets and a large genetic association dataset. In large datasets (n approximate to 106observations,m approximate to 103mixture components), our implementation achieves at least 100-fold reduction in runtime compared with a state-of-the-art interior point solver. Our methods are implemented in Julia and in an R package available on CRAN (). Supplementary materials for this article are available online.
Over the last decade, particle swarm optimization has become increasingly sophisticated because well-balanced exploration and exploitation mechanisms have been proposed. The sequential quadratic programming method, wh...
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Over the last decade, particle swarm optimization has become increasingly sophisticated because well-balanced exploration and exploitation mechanisms have been proposed. The sequential quadratic programming method, which is widely used for real-parameter optimization problems, demonstrates its outstanding local search capability. In this study, two mechanisms are proposed and integrated into particle swarm optimization for single-objective numerical optimization. A novel ratio adaptation scheme is utilized for calculating the proportion of subpopulations and intermittently invoking the sequential quadratic programming for local search start from the best particle to seek a better solution. The novel particle swarm optimization variant was validated on CEC2013, CEC2014, and CEC2017 benchmark functions. The experimental results demonstrate impressive performance compared with the state-of-the-art particle swarm optimization-based algorithms. Furthermore, the results also illustrate the effectiveness of the two mechanisms when cooperating to achieve significant improvement.
Dance performance is an art form, which needs to cultivate students' dance skills, artistic accomplishment and stage performance ability. sequential quadratic programming algorithm is an optimization algorithm tha...
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Dance performance is an art form, which needs to cultivate students' dance skills, artistic accomplishment and stage performance ability. sequential quadratic programming algorithm is an optimization algorithm that can be used to solve complex optimization problems. In this paper, sequential quadratic programming (SQP) is applied to explore the training mode of dance performers in colleges to help dance performers develop the optimal training plan and program. Aiming at the problems existing in the training mode of dance performance talents in colleges, this paper put forward an optimization method based on SQP algorithm, and implemented its optimization scheme in actual colleges. In the planning of dance performance talent training mode, particle swarm optimization (PSO) is used to optimize SQP algorithm, so that it can have higher planning efficiency. This paper studied the goal and index system of the training of dance performance talents in colleges, generated a personalized training program, and further improved the scientific and practical effectiveness of the training mode. This paper investigated the current situation of dance performance talent training in several dance schools in a certain province of China. The survey data include practical curriculum planning, teachers' teaching philosophy and teaching content. Combined with SQP algorithm, the teaching and training program is optimized. After evaluation, it can be concluded that the SQP algorithm optimized by PSO shows good stability and accuracy. It can calculate the optimal solution of the cultivation scheme, and when calculating the optimal solution, the running time of the Central Processing Unit (CPU) was only 5.6 s, which can further improve the efficiency of the planning. Finally, through the satisfaction and resource utilization test, it can be found that the number of people who are very satisfied with the teaching content of the dance performance talent training program optimized by SQP increas
The determination of optimal cutting parameters is one of the most important elements in any process planning of metal parts. In this paper, a new hybrid genetic algorithm by using sequential quadratic programming is ...
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The determination of optimal cutting parameters is one of the most important elements in any process planning of metal parts. In this paper, a new hybrid genetic algorithm by using sequential quadratic programming is used for the optimization of cutting conditions. It is used for the resolution of a multipass turning optimization case by minimizing the production cost under a set of machining constraints. The genetic algorithm (GA) is the main optimizer of this algorithm whereas SQP Is used to fine tune the results obtained from the GA. Furthermore, the convergence characteristics and robustness of the proposed method have been explored through comparisons with results reported in literature. The obtained results indicate that the proposed hybrid genetic algorithm by using a sequential quadratic programming is effective compared to other techniques carried out by different researchers.
The sequential quadratic programming method developed by Wilson, Han and Powell may fail if the quadraticprogramming subproblems become infeasible, or if the associated sequence of search directions is unbounded. Thi...
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The sequential quadratic programming method developed by Wilson, Han and Powell may fail if the quadraticprogramming subproblems become infeasible, or if the associated sequence of search directions is unbounded. This paper considers techniques which circumvent these difficulties by modifying the structure of the constraint region in the quadraticprogramming subproblems. Furthermore, questions concerning the occurrence of an unbounded sequence of multipliers and problem feasibility are also addressed.
n a previous work [P. Boggs and J. Tolle, SIAM J. Numer. Anal., 21 (1984), pp. 1146–1161], the authors introduced a merit function for use with the sequential quadratic programming (SQP) algorithm for solving nonline...
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n a previous work [P. Boggs and J. Tolle, SIAM J. Numer. Anal., 21 (1984), pp. 1146–1161], the authors introduced a merit function for use with the sequential quadratic programming (SQP) algorithm for solving nonlinear programming problems. Here, further theoretical justification, including a global convergence theorem, is provided. In addition, modifications are suggested that allow the efficient implementation of the merit function while maintaining the important convergence properties. Numerical results are presented demonstrating the effectiveness of the procedure.
The purpose of this research was to evaluate the effects of various concentrations of glucono-delta-lactone (GDL) and skim milk powder, as well as the addition of prebiotics, on the theology and problotic viabilities ...
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The purpose of this research was to evaluate the effects of various concentrations of glucono-delta-lactone (GDL) and skim milk powder, as well as the addition of prebiotics, on the theology and problotic viabilities of dairy tofu. Additionally, modern optimization techniques were applied to attempt to determine the optimal processing conditions and growth rate for the selected probiotics (Lactobacillus. acidophilus, L. casei, Bifidobacteria bifidum, and B. longum). There were 2 stages in this research to accomplish the goal. The 1st stage was to derive surface models using response surface methodology (RSM);the 2nd stage performed optimization on the models using sequential quadratic programming (SQP) techniques. The results were demonstrated to be effective. The most favorable production conditions of dairy tofu were 1% GDL, 0% peptides, 3% isomaltooligosaccharides (IMO), and 18% milk, as confirmed by subsequent verification experiments. Analysis of the sensory evaluation results revealed no significant difference between the probiotic dairy tofu and the GDL analog in terms of texture and appearance (P > 0.05). The viable numbers of probiotics were well above the recommended limit of 10(6) CFU/g for the probiotic dairy tofu throughout the tested storage period.
Recommended speed profile is a complementary function of the automatic train operation (ATO). Most studies focus on the off-line optimization of recommended speed profile. In this paper, we design a moving horizon opt...
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ISBN:
(纸本)9781538675281
Recommended speed profile is a complementary function of the automatic train operation (ATO). Most studies focus on the off-line optimization of recommended speed profile. In this paper, we design a moving horizon optimization algorithm which can get the speed profile online. We use the velocity and operation time as state variables of the nonlinear train operation model and take the energy consumption and punctuality as objectives. Then we apply the sequential quadratic programming (SQP) to such multi-objective optimization problem with several nonlinear constraints. The simulation results based on the Yizhuang Line of Beijing Subway indicate that, the sequential quadratic programming based moving horizon optimization algorithm has high computational efficiency and can make a trade-off between the energy consumption and punctuality.
In operations research, the cutting-stock problem is an important issue in the manufacturing of textile, leather, paper, ship building, and sheet metal industries. This problem arranges the specific profiles on the ma...
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ISBN:
(纸本)9781509036653
In operations research, the cutting-stock problem is an important issue in the manufacturing of textile, leather, paper, ship building, and sheet metal industries. This problem arranges the specific profiles on the material with minimum material wasted. It can increase the utility rate and reduce the cost of the stock. For example in the leather industry, the stock has irregular profiles, and the base material may also be irregular when using the remainders of the last cut. In this paper, the problem is formulated as a constrained optimization problem and solved by the sequential quadratic programming (SQP) method. A global optimization algorithm is also proposed to avoid the local minimum point, which is helpful for the multi-stock problem.
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