Di Pillo和Grippo提出的含参数C>O的增广Lagrangian函数中,使用了最大函数,该函数可能在无穷多个点处不可微.为了克服这个问题,濮定国在2004年提出了一类带新的NCP函数的乘子法.该方法在增广Lagrangian函数和原问题之间存在很好的等...Di Pillo和Grippo提出的含参数C>O的增广Lagrangian函数中,使用了最大函数,该函数可能在无穷多个点处不可微.为了克服这个问题,濮定国在2004年提出了一类带新的NCP函数的乘子法.该方法在增广Lagrangian函数和原问题之间存在很好的等价性;同时该方法具有全局收敛性,且在适当假设下,具有超线性收敛率.但是在该方法中,要求参数C充分大.为了实现算法及提高算法效率,本文给出了一个有效选择参数C的方法.展开更多
A capacity model of multi-phase signalized intersections is derived by a stopping-line method. It is simplified with two normal situations: one situation involves one straight lane and one left-turn lane; the other s...A capacity model of multi-phase signalized intersections is derived by a stopping-line method. It is simplified with two normal situations: one situation involves one straight lane and one left-turn lane; the other situation involves two straight lanes and one left-turn lane. The results show that the capacity is mainly relative to signal cycle length, phase length, intersection layout and following time. With regard to the vehicles arrival rates, the optimal model is derived based on each phase's remaining time balance, and it is solved by Lagrange multipliers. Therefore, the calculation models of the optimal signal cycle length and phase lengths are derived and simplified. Compared to the existing models, the proposed model is more convenient and practical. Finally, a practical intersection is chosen and its signal cycles and phase lengths are calculated by the proposed model.展开更多
In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by ad...In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by adopting an inexact augmented Lagrange multiplier (IALM) method. Additionally, a random projection accelerated technique (IALM+RP) was adopted to improve the success rate. From the preliminary numerical comparisons, it was indicated that for the standard robust principal component analysis (PCA) problem, IALM+RP was at least two to six times faster than IALM with an insignificant reduction in accuracy; and for the outlier pursuit (OP) problem, IALM+RP was at least 6.9 times faster, even up to 8.3 times faster when the size of matrix was 2 000×2 000.展开更多
Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studi...Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.展开更多
Wireless Body Area Networks(WBANs) are expected to achieve high reliable communications among a large number of sensors.The outage probability can be used to measure the reliability of the WBAN.In this paper,we optimi...Wireless Body Area Networks(WBANs) are expected to achieve high reliable communications among a large number of sensors.The outage probability can be used to measure the reliability of the WBAN.In this paper,we optimize the outage probability with the harvested energy as constraints.Firstly,the optimal transmit power of the sensor is obtained while considering a single link between an access point(AP) located on the waist and a sensor attached on the wrist over the Rayleigh fading channel.Secondly,an optimization problem is formed to minimize the outage probability.Finally,we convert the non-convex optimization problem into convex solved by the Lagrange multiplier method.Simulations show that the optimization problem is solvable.The outage probability is optimized by performing power allocation at the sensor.And our proposed algorithm achieves minimizing the outage probability when the sensor uses energy harvesting.We also demonstrate that the average outage probability is reduced with the increase of the harvested energy.展开更多
In this paper, the authors propose a computational procedure by using fuzzy approach to fred the optimal solution of quadratic programming problems. The authors divide the calculation of the optimal solution into two ...In this paper, the authors propose a computational procedure by using fuzzy approach to fred the optimal solution of quadratic programming problems. The authors divide the calculation of the optimal solution into two stages. In the first stage the authors determine the unconstrained minimization and check its feasibility. The second stage, the authors explore the feasible region from initial point to another point until the authors get the optimal point by using Lagrange multiplier. A numerical example is included to support as illustration of the paper.展开更多
Performance improvement of heat exchangers and the corresponding thermal systems benefits energy conservation, which is a multi-parameters, multi-objectives and multi-levels optimization problem. However, the optimize...Performance improvement of heat exchangers and the corresponding thermal systems benefits energy conservation, which is a multi-parameters, multi-objectives and multi-levels optimization problem. However, the optimized results of heat exchangers with improper decision parameters or objectives do not contribute and even against thermal system performance improvement. After deducing the inherent overall relations between the decision parameters and designing requirements for a typical heat exchanger network and by applying the Lagrange multiplier method, several different optimization equation sets are derived, the solutions of which offer the optimal decision parameters corresponding to different specific optimization objectives, respectively. Comparison of the optimized results clarifies that it should take the whole system, rather than individual heat exchangers, into account to optimize the fluid heat capacity rates and the heat transfer areas to minimize the total heat transfer area, the total heat capacity rate or the total entropy generation rate, while increasing the heat transfer coefficients of individual heat exchangers with different given heat capacity rates benefits the system performance. Besides, different objectives result in different optimization results due to their different intentions, and thus the optimization objectives should be chosen reasonably based on practical applications, where the inherent overall physical constraints of decision parameters are necessary and essential to be built in advance.展开更多
We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied ...We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied to different types of problems.Some examples selected from control theory and economic theory are studied to test and illustrate the potential applications of the method.展开更多
基金China Postdoctoral Science Foundation(No.2004035208)Jiangsu Communication Science Foundation (No.06Y36)
文摘A capacity model of multi-phase signalized intersections is derived by a stopping-line method. It is simplified with two normal situations: one situation involves one straight lane and one left-turn lane; the other situation involves two straight lanes and one left-turn lane. The results show that the capacity is mainly relative to signal cycle length, phase length, intersection layout and following time. With regard to the vehicles arrival rates, the optimal model is derived based on each phase's remaining time balance, and it is solved by Lagrange multipliers. Therefore, the calculation models of the optimal signal cycle length and phase lengths are derived and simplified. Compared to the existing models, the proposed model is more convenient and practical. Finally, a practical intersection is chosen and its signal cycles and phase lengths are calculated by the proposed model.
基金Supported by National Natural Science Foundation of China (No.51275348)College Students Innovation and Entrepreneurship Training Program of Tianjin University (No.201210056339)
文摘In this paper, a unified matrix recovery model was proposed for diverse corrupted matrices. Resulting from the separable structure of the proposed model, the convex optimization problem can be solved efficiently by adopting an inexact augmented Lagrange multiplier (IALM) method. Additionally, a random projection accelerated technique (IALM+RP) was adopted to improve the success rate. From the preliminary numerical comparisons, it was indicated that for the standard robust principal component analysis (PCA) problem, IALM+RP was at least two to six times faster than IALM with an insignificant reduction in accuracy; and for the outlier pursuit (OP) problem, IALM+RP was at least 6.9 times faster, even up to 8.3 times faster when the size of matrix was 2 000×2 000.
文摘Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.
文摘Wireless Body Area Networks(WBANs) are expected to achieve high reliable communications among a large number of sensors.The outage probability can be used to measure the reliability of the WBAN.In this paper,we optimize the outage probability with the harvested energy as constraints.Firstly,the optimal transmit power of the sensor is obtained while considering a single link between an access point(AP) located on the waist and a sensor attached on the wrist over the Rayleigh fading channel.Secondly,an optimization problem is formed to minimize the outage probability.Finally,we convert the non-convex optimization problem into convex solved by the Lagrange multiplier method.Simulations show that the optimization problem is solvable.The outage probability is optimized by performing power allocation at the sensor.And our proposed algorithm achieves minimizing the outage probability when the sensor uses energy harvesting.We also demonstrate that the average outage probability is reduced with the increase of the harvested energy.
文摘In this paper, the authors propose a computational procedure by using fuzzy approach to fred the optimal solution of quadratic programming problems. The authors divide the calculation of the optimal solution into two stages. In the first stage the authors determine the unconstrained minimization and check its feasibility. The second stage, the authors explore the feasible region from initial point to another point until the authors get the optimal point by using Lagrange multiplier. A numerical example is included to support as illustration of the paper.
基金supported by the National Natural Science Foundation of China(Grant Nos.51422603,51356001&51321002)the National Basic Research Program of China("973"Project)(Grant No.2013CB228301)
文摘Performance improvement of heat exchangers and the corresponding thermal systems benefits energy conservation, which is a multi-parameters, multi-objectives and multi-levels optimization problem. However, the optimized results of heat exchangers with improper decision parameters or objectives do not contribute and even against thermal system performance improvement. After deducing the inherent overall relations between the decision parameters and designing requirements for a typical heat exchanger network and by applying the Lagrange multiplier method, several different optimization equation sets are derived, the solutions of which offer the optimal decision parameters corresponding to different specific optimization objectives, respectively. Comparison of the optimized results clarifies that it should take the whole system, rather than individual heat exchangers, into account to optimize the fluid heat capacity rates and the heat transfer areas to minimize the total heat transfer area, the total heat capacity rate or the total entropy generation rate, while increasing the heat transfer coefficients of individual heat exchangers with different given heat capacity rates benefits the system performance. Besides, different objectives result in different optimization results due to their different intentions, and thus the optimization objectives should be chosen reasonably based on practical applications, where the inherent overall physical constraints of decision parameters are necessary and essential to be built in advance.
基金supported by National Natural Science Foundation of China (Grant No.11001029)the National Basic Research Program of China (973 Program) (Grant No. 2007CB814902)+1 种基金the Science Fund for Creative Research Groups (Grant No. 11021161)Key Laboratory of Random Complex Structures and Data Science (Grant No. 2008DP173182)
文摘We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied to different types of problems.Some examples selected from control theory and economic theory are studied to test and illustrate the potential applications of the method.