The distributed hybrid processing optimization problem of non-cooperative targets is an important research direction for future networked air-defense and anti-missile firepower systems. In this paper, the air-defense ...The distributed hybrid processing optimization problem of non-cooperative targets is an important research direction for future networked air-defense and anti-missile firepower systems. In this paper, the air-defense anti-missile targets defense problem is abstracted as a nonconvex constrained combinatorial optimization problem with the optimization objective of maximizing the degree of contribution of the processing scheme to non-cooperative targets, and the constraints mainly consider geographical conditions and anti-missile equipment resources. The grid discretization concept is used to partition the defense area into network nodes, and the overall defense strategy scheme is described as a nonlinear programming problem to solve the minimum defense cost within the maximum defense capability of the defense system network. In the solution of the minimum defense cost problem, the processing scheme, equipment coverage capability, constraints and node cost requirements are characterized, then a nonlinear mathematical model of the non-cooperative target distributed hybrid processing optimization problem is established, and a local optimal solution based on the sequential quadratic programming algorithm is constructed, and the optimal firepower processing scheme is given by using the sequential quadratic programming method containing non-convex quadratic equations and inequality constraints. Finally, the effectiveness of the proposed method is verified by simulation examples.展开更多
In order to slove the large-scale nonlinear programming (NLP) problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming (rSQP) and automatic differentiation (AD)...In order to slove the large-scale nonlinear programming (NLP) problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming (rSQP) and automatic differentiation (AD) is presented in this paper. With the characteristics of sparseness, relatively low degrees of freedom and equality constraints utilized, the nonlinear programming problem is solved by improved rSQP solver. In the solving process, AD technology is used to obtain accurate gradient information. The numerical results show that the combined algorithm, which is suitable for large-scale process optimization problems, can calculate more efficiently than rSQP itself.展开更多
A kind of direct methods is presented for the solution of optimal control problems with state constraints. These methods are sequential quadratic programming methods. At every iteration a quadratic programming which i...A kind of direct methods is presented for the solution of optimal control problems with state constraints. These methods are sequential quadratic programming methods. At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and linear approximations to constraints is solved to get a search direction for a merit function. The merit function is formulated by augmenting the Lagrangian function with a penalty term. A line search is carried out along the search direction to determine a step length such that the merit function is decreased. The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadratic programming methods.展开更多
This paper offers an extensive overview of the utilization of sequential approximate optimization approaches in the context of numerically simulated large-scale continuum structures.These structures,commonly encounter...This paper offers an extensive overview of the utilization of sequential approximate optimization approaches in the context of numerically simulated large-scale continuum structures.These structures,commonly encountered in engineering applications,often involve complex objective and constraint functions that cannot be readily expressed as explicit functions of the design variables.As a result,sequential approximation techniques have emerged as the preferred strategy for addressing a wide array of topology optimization challenges.Over the past several decades,topology optimization methods have been advanced remarkably and successfully applied to solve engineering problems incorporating diverse physical backgrounds.In comparison to the large-scale equation solution,sensitivity analysis,graphics post-processing,etc.,the progress of the sequential approximation functions and their corresponding optimizersmake sluggish progress.Researchers,particularly novices,pay special attention to their difficulties with a particular problem.Thus,this paper provides an overview of sequential approximation functions,related literature on topology optimization methods,and their applications.Starting from optimality criteria and sequential linear programming,the other sequential approximate optimizations are introduced by employing Taylor expansion and intervening variables.In addition,recent advancements have led to the emergence of approaches such as Augmented Lagrange,sequential approximate integer,and non-gradient approximation are also introduced.By highlighting real-world applications and case studies,the paper not only demonstrates the practical relevance of these methods but also underscores the need for continued exploration in this area.Furthermore,to provide a comprehensive overview,this paper offers several novel developments that aim to illuminate potential directions for future research.展开更多
A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization pro...A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.展开更多
In this paper,a computation framework for addressing combined economic and emission dispatch(CEED)problem with valve-point effects as well as stochastic wind power considering unit commitment(UC)using a hybrid approac...In this paper,a computation framework for addressing combined economic and emission dispatch(CEED)problem with valve-point effects as well as stochastic wind power considering unit commitment(UC)using a hybrid approach connecting sequential quadratic programming(SQP)and particle swarm optimization(PSO)is proposed.The CEED problem aims to minimize the scheduling cost and greenhouse gases(GHGs)emission cost.Here the GHGs include carbon dioxide(CO_(2)),nitrogen dioxide(NO_(2)),and sulphur oxides(SO_(x)).A dispatch model including both thermal generators and wind farms is developed.The probability of stochastic wind power based on the Weibull distribution is included in the CEED model.The model is tested on a standard system involving six thermal units and two wind farms.A set of numerical case studies are reported.The performance of the hybrid computational method is validated by comparing with other solvers on the test system.展开更多
In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm (BSA) and sequential quadratic programming (SQP). BSA, as an exploration search engine, gives a...In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm (BSA) and sequential quadratic programming (SQP). BSA, as an exploration search engine, gives a good direction to the global optimal region, while SQP is used as a local search technique to exploit the optimal solution. The experiments are carried on two suits of 28 functions proposed in the CEC-2013 competitions to verify the performance of SQPBSA. The results indicate the proposed method is effective and competitive.展开更多
One of the most interesting topics related to sequential quadratic programming algorithms is how to guarantee the consistence of all quadratic programming subproblems. In this decade, much work trying to change the fo...One of the most interesting topics related to sequential quadratic programming algorithms is how to guarantee the consistence of all quadratic programming subproblems. In this decade, much work trying to change the form of constraints to obtain the consistence of the subproblems has been done The method proposed by De O. Panto-ja J F A and coworkers solves the consistent problem of SQP method, and is the best to the authors’ knowledge. However, the scale and complexity of the subproblems in De O. Pantoja’s work will be increased greatly since all equality constraints have to be changed into absolute form A new sequential quadratic programming type algorithm is presented by means of a special ε-active set scheme and a special penalty function. Subproblems of the new algorithm are all consistent, and the form of constraints of the subproblems is as simple as one of the general SQP type algorithms. It can be proved that the new method keeps global convergence and local superhnear convergence.展开更多
Nonlinear mixed-eirects (NLME) modek have become popular in various disciplines over the past several decades.However,the existing methods for parameter estimation imple-mented in standard statistical packages such as...Nonlinear mixed-eirects (NLME) modek have become popular in various disciplines over the past several decades.However,the existing methods for parameter estimation imple-mented in standard statistical packages such as SAS and R/S-Plus are generally limited k) single-or multi-level NLME models that only allow nested random effects and are unable to cope with crossed random effects within the framework of NLME modeling.In t his study,wc propose a general formulation of NLME models that can accommodate both nested and crassed random effects,and then develop a computational algorit hm for parameter estimation based on normal assumptions.The maximum likelihood estimation is carried out using the first-order conditional expansion (FOCE) for NLME model linearization and sequential quadratic programming (SCJP) for computational optimization while ensuring positive-definiteness of the estimated variance-covariance matrices of both random effects and error terms.The FOCE-SQP algorithm is evaluated using the height and diameter data measured on trees from Korean larch (L.olgeiisis var,Chang-paienA.b) experimental plots aa well as simulation studies.We show that the FOCE-SQP method converges fast with high accuracy.Applications of the general formulation of NLME models are illustrated with an analysis of the Korean larch data.展开更多
基金supported by the National Natural Science Foundation of China (61903025)the Fundamental Research Funds for the Cent ral Universities (FRF-IDRY-20-013)。
文摘The distributed hybrid processing optimization problem of non-cooperative targets is an important research direction for future networked air-defense and anti-missile firepower systems. In this paper, the air-defense anti-missile targets defense problem is abstracted as a nonconvex constrained combinatorial optimization problem with the optimization objective of maximizing the degree of contribution of the processing scheme to non-cooperative targets, and the constraints mainly consider geographical conditions and anti-missile equipment resources. The grid discretization concept is used to partition the defense area into network nodes, and the overall defense strategy scheme is described as a nonlinear programming problem to solve the minimum defense cost within the maximum defense capability of the defense system network. In the solution of the minimum defense cost problem, the processing scheme, equipment coverage capability, constraints and node cost requirements are characterized, then a nonlinear mathematical model of the non-cooperative target distributed hybrid processing optimization problem is established, and a local optimal solution based on the sequential quadratic programming algorithm is constructed, and the optimal firepower processing scheme is given by using the sequential quadratic programming method containing non-convex quadratic equations and inequality constraints. Finally, the effectiveness of the proposed method is verified by simulation examples.
文摘In order to slove the large-scale nonlinear programming (NLP) problems efficiently, an efficient optimization algorithm based on reduced sequential quadratic programming (rSQP) and automatic differentiation (AD) is presented in this paper. With the characteristics of sparseness, relatively low degrees of freedom and equality constraints utilized, the nonlinear programming problem is solved by improved rSQP solver. In the solving process, AD technology is used to obtain accurate gradient information. The numerical results show that the combined algorithm, which is suitable for large-scale process optimization problems, can calculate more efficiently than rSQP itself.
文摘A kind of direct methods is presented for the solution of optimal control problems with state constraints. These methods are sequential quadratic programming methods. At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and linear approximations to constraints is solved to get a search direction for a merit function. The merit function is formulated by augmenting the Lagrangian function with a penalty term. A line search is carried out along the search direction to determine a step length such that the merit function is decreased. The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadratic programming methods.
基金financially supported by the National Key R&D Program (2022YFB4201302)Guang Dong Basic and Applied Basic Research Foundation (2022A1515240057)the Huaneng Technology Funds (HNKJ20-H88).
文摘This paper offers an extensive overview of the utilization of sequential approximate optimization approaches in the context of numerically simulated large-scale continuum structures.These structures,commonly encountered in engineering applications,often involve complex objective and constraint functions that cannot be readily expressed as explicit functions of the design variables.As a result,sequential approximation techniques have emerged as the preferred strategy for addressing a wide array of topology optimization challenges.Over the past several decades,topology optimization methods have been advanced remarkably and successfully applied to solve engineering problems incorporating diverse physical backgrounds.In comparison to the large-scale equation solution,sensitivity analysis,graphics post-processing,etc.,the progress of the sequential approximation functions and their corresponding optimizersmake sluggish progress.Researchers,particularly novices,pay special attention to their difficulties with a particular problem.Thus,this paper provides an overview of sequential approximation functions,related literature on topology optimization methods,and their applications.Starting from optimality criteria and sequential linear programming,the other sequential approximate optimizations are introduced by employing Taylor expansion and intervening variables.In addition,recent advancements have led to the emergence of approaches such as Augmented Lagrange,sequential approximate integer,and non-gradient approximation are also introduced.By highlighting real-world applications and case studies,the paper not only demonstrates the practical relevance of these methods but also underscores the need for continued exploration in this area.Furthermore,to provide a comprehensive overview,this paper offers several novel developments that aim to illuminate potential directions for future research.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
文摘A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.
文摘In this paper,a computation framework for addressing combined economic and emission dispatch(CEED)problem with valve-point effects as well as stochastic wind power considering unit commitment(UC)using a hybrid approach connecting sequential quadratic programming(SQP)and particle swarm optimization(PSO)is proposed.The CEED problem aims to minimize the scheduling cost and greenhouse gases(GHGs)emission cost.Here the GHGs include carbon dioxide(CO_(2)),nitrogen dioxide(NO_(2)),and sulphur oxides(SO_(x)).A dispatch model including both thermal generators and wind farms is developed.The probability of stochastic wind power based on the Weibull distribution is included in the CEED model.The model is tested on a standard system involving six thermal units and two wind farms.A set of numerical case studies are reported.The performance of the hybrid computational method is validated by comparing with other solvers on the test system.
基金Acknowledgements This work was supported by the NSFC-Guangdong Joint Fund (U1201258), the National Natural Science Foundation of China (Grant No. 61573219), the Shandong Natural Science Funds for Distinguished Young Scholars (JQ201316), the Fundamental Research Funds of Shandong University (2014JC028), and the Natural Science Foundation of Fujian Province of China (2016J01280).
文摘In this paper, we propose a new hybrid method called SQPBSA which combines backtracking search optimization algorithm (BSA) and sequential quadratic programming (SQP). BSA, as an exploration search engine, gives a good direction to the global optimal region, while SQP is used as a local search technique to exploit the optimal solution. The experiments are carried on two suits of 28 functions proposed in the CEC-2013 competitions to verify the performance of SQPBSA. The results indicate the proposed method is effective and competitive.
基金Project partly supported by the National Natural Science Foundation of China.
文摘One of the most interesting topics related to sequential quadratic programming algorithms is how to guarantee the consistence of all quadratic programming subproblems. In this decade, much work trying to change the form of constraints to obtain the consistence of the subproblems has been done The method proposed by De O. Panto-ja J F A and coworkers solves the consistent problem of SQP method, and is the best to the authors’ knowledge. However, the scale and complexity of the subproblems in De O. Pantoja’s work will be increased greatly since all equality constraints have to be changed into absolute form A new sequential quadratic programming type algorithm is presented by means of a special ε-active set scheme and a special penalty function. Subproblems of the new algorithm are all consistent, and the form of constraints of the subproblems is as simple as one of the general SQP type algorithms. It can be proved that the new method keeps global convergence and local superhnear convergence.
基金The authors would like to thank the Thirteenth Five-year Plan Pioneering project of High Technology Plan of the National Department of Technology (No. 2017YFC0504101)the National Natural Science Foundations of China (Nos. 31470641, 31300534 and 31570628) for the financial support of this study.
文摘Nonlinear mixed-eirects (NLME) modek have become popular in various disciplines over the past several decades.However,the existing methods for parameter estimation imple-mented in standard statistical packages such as SAS and R/S-Plus are generally limited k) single-or multi-level NLME models that only allow nested random effects and are unable to cope with crossed random effects within the framework of NLME modeling.In t his study,wc propose a general formulation of NLME models that can accommodate both nested and crassed random effects,and then develop a computational algorit hm for parameter estimation based on normal assumptions.The maximum likelihood estimation is carried out using the first-order conditional expansion (FOCE) for NLME model linearization and sequential quadratic programming (SCJP) for computational optimization while ensuring positive-definiteness of the estimated variance-covariance matrices of both random effects and error terms.The FOCE-SQP algorithm is evaluated using the height and diameter data measured on trees from Korean larch (L.olgeiisis var,Chang-paienA.b) experimental plots aa well as simulation studies.We show that the FOCE-SQP method converges fast with high accuracy.Applications of the general formulation of NLME models are illustrated with an analysis of the Korean larch data.