In classical nonlinear programming, it is a general method of developing optimality conditions that a nonlinear programming problem is linearized as a linear programming problem by using first order approximations of ...In classical nonlinear programming, it is a general method of developing optimality conditions that a nonlinear programming problem is linearized as a linear programming problem by using first order approximations of the functions at a given feasible point. The linearized procedure for differentiable nonlinear programming problems can be naturally generalized to the quasi differential case. As in classical case so called constraint qualifications have to be imposed on the constraint functions to guarantee that for a given local minimizer of the original problem the nullvector is an optimal solution of the corresponding 'quasilinearized' problem. In this paper, constraint qualifications for inequality constrained quasi differentiable programming problems of type min {f(x)|g(x)≤0} are considered, where f and g are qusidifferentiable functions in the sense of Demyanov. Various constraint qualifications for this problem are presented and a new one is proposed. The relations among these conditions are investigated. Moreover, a Wolf dual problem for this problem is introduced, and the corresponding dual theorems are given.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
We establish in this paper optimal parametric Lagrangian dual models for box constrained quadratic program based on the generalized D.C.(difference between convex) optimization approach,which can be reformulated as se...We establish in this paper optimal parametric Lagrangian dual models for box constrained quadratic program based on the generalized D.C.(difference between convex) optimization approach,which can be reformulated as semidefinite programming problems.As an application,we propose new valid linear constraints for rank-one relaxation.展开更多
For the semi-infinite programming (SIP) problem, the authors first convert it into an equivalent nonlinear programming problem with only one inequality constraint by using an integral function, and then propose a sm...For the semi-infinite programming (SIP) problem, the authors first convert it into an equivalent nonlinear programming problem with only one inequality constraint by using an integral function, and then propose a smooth penalty method based on a class of smooth functions. The main feature of this method is that the global solution of the penalty function is not necessarily solved at each iteration, and under mild assumptions, the method is always feasible and efficient when the evaluation of the integral function is not very expensive. The global convergence property is obtained in the absence of any constraint qualifications, that is, any accumulation point of the sequence generated by the algorithm is the solution of the SIP. Moreover, the authors show a perturbation theorem of the method and obtain several interesting results. Furthermore, the authors show that all iterative points remain feasible after a finite number of iterations under the Mangasarian-Fromovitz constraint qualification. Finally, numerical results are given.展开更多
Rapid path planner plays an important role in autonomous ground vehicle (AGV) operation. Depending on the non-holonomic kinematics constraints of AGV, its path planning problem is discussed. Since rapidly-exploring ...Rapid path planner plays an important role in autonomous ground vehicle (AGV) operation. Depending on the non-holonomic kinematics constraints of AGV, its path planning problem is discussed. Since rapidly-exploring random tree (RRT) can directly take non-holonomic constraints into consideration, it is selected to solve this problem. By applying extra constraints on the movement, the generation of new configuration in RRT algorithm is simplified and accelerated. With section collision detection method applied, collision detection within the planer becomes more accurate and efficient. Then a new path planner is developed. This method complies with the non-holonomic constraints, avoids obstacles effectively and can be rapidly carried out while the vehicle is running. Simulation shows that this path planner can complete path planning in less than 0.5 s for a 170 mx 170 m area with moderate obstacle complexity.展开更多
文摘In classical nonlinear programming, it is a general method of developing optimality conditions that a nonlinear programming problem is linearized as a linear programming problem by using first order approximations of the functions at a given feasible point. The linearized procedure for differentiable nonlinear programming problems can be naturally generalized to the quasi differential case. As in classical case so called constraint qualifications have to be imposed on the constraint functions to guarantee that for a given local minimizer of the original problem the nullvector is an optimal solution of the corresponding 'quasilinearized' problem. In this paper, constraint qualifications for inequality constrained quasi differentiable programming problems of type min {f(x)|g(x)≤0} are considered, where f and g are qusidifferentiable functions in the sense of Demyanov. Various constraint qualifications for this problem are presented and a new one is proposed. The relations among these conditions are investigated. Moreover, a Wolf dual problem for this problem is introduced, and the corresponding dual theorems are given.
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.
基金supported by National Natural Science Foundation of China(Grant Nos. 11001006 and 91130019/A011702)the Fund of State Key Laboratory of Software Development Environment (Grant No. SKLSDE-2011ZX-15.)
文摘We establish in this paper optimal parametric Lagrangian dual models for box constrained quadratic program based on the generalized D.C.(difference between convex) optimization approach,which can be reformulated as semidefinite programming problems.As an application,we propose new valid linear constraints for rank-one relaxation.
基金supported by the National Natural Science Foundation of China under Grant Nos.10971118, 10701047 and 10901096the Natural Science Foundation of Shandong Province under Grant Nos. ZR2009AL019 and BS2010SF010
文摘For the semi-infinite programming (SIP) problem, the authors first convert it into an equivalent nonlinear programming problem with only one inequality constraint by using an integral function, and then propose a smooth penalty method based on a class of smooth functions. The main feature of this method is that the global solution of the penalty function is not necessarily solved at each iteration, and under mild assumptions, the method is always feasible and efficient when the evaluation of the integral function is not very expensive. The global convergence property is obtained in the absence of any constraint qualifications, that is, any accumulation point of the sequence generated by the algorithm is the solution of the SIP. Moreover, the authors show a perturbation theorem of the method and obtain several interesting results. Furthermore, the authors show that all iterative points remain feasible after a finite number of iterations under the Mangasarian-Fromovitz constraint qualification. Finally, numerical results are given.
文摘Rapid path planner plays an important role in autonomous ground vehicle (AGV) operation. Depending on the non-holonomic kinematics constraints of AGV, its path planning problem is discussed. Since rapidly-exploring random tree (RRT) can directly take non-holonomic constraints into consideration, it is selected to solve this problem. By applying extra constraints on the movement, the generation of new configuration in RRT algorithm is simplified and accelerated. With section collision detection method applied, collision detection within the planer becomes more accurate and efficient. Then a new path planner is developed. This method complies with the non-holonomic constraints, avoids obstacles effectively and can be rapidly carried out while the vehicle is running. Simulation shows that this path planner can complete path planning in less than 0.5 s for a 170 mx 170 m area with moderate obstacle complexity.