Convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems

The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives of the multiplier mapping and the solution mapping of the proposed algorithm are discussed via the technique of the singular value decomposition of matrix. Based on the estimates, the local convergence results and the rate of convergence of the algorithm are presented when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions. Furthermore, the condition number of the Hessian of the nonlinear Lagrange function with respect to the decision variables is analyzed, which is closely related to efficiency of the algorithm. Finally, the preliminary numericM results for several typical test problems are reported.

Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints

An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Lowner operator associated with a potential function for the optimization problems with inequality constraints.The favorable properties of both the Lowner operator and the corresponding augmented Lagrangian are discussed.And under some mild assumptions,the rate of convergence of the augmented Lagrange algorithm is studied in detail.

Solution of Combined Heat and Power Economic Dispatch Problem Using Direct Optimization Algorithm

This paper presents the solution to the combined heat and power economic dispatch problem using a direct solution algorithm for constrained optimization problems. With the potential of Combined Heat and Power (CHP) production to increase the efficiency of power and heat generation simultaneously having been researched and established, the increasing penetration of CHP systems, and determination of economic dispatch of power and heat assumes higher relevance. The Combined Heat and Power Economic Dispatch (CHPED) problem is a demanding optimization problem as both constraints and objective functions can be non-linear and non-convex. This paper presents an explicit formula developed for computing the system-wide incremental costs corresponding with optimal dispatch. The circumvention of the use of iterative search schemes for this crucial step is the innovation inherent in the proposed dispatch procedure. The feasible operating region of the CHP unit three is taken into account in the proposed CHPED problem model, whereas the optimal dispatch of power/heat outputs of CHP unit is determined using the direct Lagrange multiplier solution algorithm. The proposed algorithm is applied to a test system with four units and results are provided.

FURTHER STUDY ON A DUAL ALGORITHM

The dual algorithm for minimax problems is further studied in this paper.The resulting theoretical analysis shows that the condition number of the corresponding Hessian of the smooth modified Lagrange function with changing parameter in the dual algorithm is proportional to the reciprocal of the parameter,which is very important for the efficiency of the dual algorithm.At last,the numerical experiments are reported to validate the analysis results.

Study of Array Antenna Pattern Synthesis Based on Sparse Sensing

Aiming at the problem that a large number of array elements are needed for uniform arrays to meet the requirements of direction map,a sparse array pattern synthesis method is proposed in this paper based on the sparse sensing theory.First,the Orthogonal Matching Pursuit(OMP)algorithm and the Exact Augmented Lagrange Multiplier(EALM)algorithm were improved in the sparse sensing theory to obtain a more efficient Orthogonal Multi⁃Matching Pursuit(OMMP)algorithm and the Semi⁃Exact Augmented Lagrange Multiplier(SEALM)algorithm.Then,the two improved algorithms were applied to linear array and planar array pattern syntheses respectively.Results showed that the improved algorithms could achieve the required pattern with very few elements.Numerical simulations verified the effectiveness and superiority of the two synthetic methods.In addition,compared with the existing sparse array synthesis method,the proposed method was more robust and accurate,and could maintain the advantage of easy implementation.

APPROXIMATE LAGRANGE MULTIPLIER ALGORITHM FOR STOCHASTIC PROGRAMS WITH COMPLETE RECOURSE:NONLINEAR DETERMINISTIC CONSTRAINTS

In this paper we design an approximation method for solving stochastic programs with com-plete recourse and nonlinear deterministic constraints. This method is obtained by combiningapproximation method and Lagrange multiplier algorithm of Bertsekas type. Thus this methodhas the advantages of both the two.

Order Selection and Capacity Planning in MCS with Chain-to-Chain Collaboration

Due to rejecting order in a single supply chain for lack of adequate capacity, a multi-chain system is introduced to avoid this potential operational risk. Based on four categories of order： direct order, reserve order, chain-to-chain order and rejected order, the framework of order selection in multi-chain system（MCS） is presented, and the model of order selection and planning under chain-to-chain collaboration is formulated. Then, the Lagrange algorithm is used to solve this problem through Lagrange relaxation and decomposition. Finally, numerical study show that opportunity cost of rejecting reserve order and production cost of chain-to-chain order have significant impacts on order selection, and there exists a critical threshold value of the combination of two factors. Through the combination, the multi-chain system can obtain the optimal status, meanwhile manager can utilize this to realize different strategies in MCS.