The finite-dimensional variational inequality problem (VIP) has been studied extensively in the literature because of its successful applications in many fields such as economics, transportation, regional science and ...The finite-dimensional variational inequality problem (VIP) has been studied extensively in the literature because of its successful applications in many fields such as economics, transportation, regional science and operations research. Barker and Pang[1] have given an excellent survey of theories, methods and applications of VIPs.展开更多
In this paper, on the basis of the logarithmic barrier function and KKT conditions, we propose a combined homotopy infeasible interior-point method (CHIIP) for convex nonlinear programming problems. For any convex n...In this paper, on the basis of the logarithmic barrier function and KKT conditions, we propose a combined homotopy infeasible interior-point method (CHIIP) for convex nonlinear programming problems. For any convex nonlinear programming, without strict convexity for the logarithmic barrier function, we get different solutions of the convex programming in different cases by CHIIP method.展开更多
A penalized interior point approach for constrained nonlinear programming is examined in this work. To overcome the difficulty of initialization for the interior point method, a problem equivalent to the primal proble...A penalized interior point approach for constrained nonlinear programming is examined in this work. To overcome the difficulty of initialization for the interior point method, a problem equivalent to the primal problem via incorporating an auxiliary variable is constructed. A combined approach of logarithm barrier and quadratic penalty function is proposed to solve the problem. Based on Newton's method, the global convergence of interior point and line search algorithm is proven. Only a finite number of iterations is required to reach an approximate optimal solution. Numerical tests are given to show the effectiveness of the method.展开更多
In this paper,we are mainly devoted to solving fixed point problems in more general nonconvex sets via an interior point homotopy method.Under suitable conditions,a constructive proof is given to prove the existence o...In this paper,we are mainly devoted to solving fixed point problems in more general nonconvex sets via an interior point homotopy method.Under suitable conditions,a constructive proof is given to prove the existence of fixed points,which can lead to an implementable globally convergent algorithm.展开更多
Low-order wavefront error account for a large proportion of wave aberrations.A compensation method for low order aberration of projection lithography objective based on Interior Point Method is presented.Compensation ...Low-order wavefront error account for a large proportion of wave aberrations.A compensation method for low order aberration of projection lithography objective based on Interior Point Method is presented.Compensation model between wavefront error and degree of movable lens freedom is established.Converting over-determined system to underdetermined system,the compensation is solved by Interior Point Method(IPM).The presented method is compared with direct solve the over-determined system.Then,other algorithm GA,EA and PS is compared with IPM.Simulation and experimental results show that the presented compensation method can obtained compensation with less residuals compared with direct solve the over-determined system.Also,the presented compensation method can reduce computation time and obtain results with less residuals compare with AGA,EA and PS.Moreover,after compensation,RMS of wavefront error of the experimental lithography projection objective decrease from 56.05 nm to 17.88 nm.展开更多
This paper proposes an interior-point technique for detecting the nondominated points of multi-objective optimization problems using the direction-based cone method.Cone method decomposes the multi-objective optimizat...This paper proposes an interior-point technique for detecting the nondominated points of multi-objective optimization problems using the direction-based cone method.Cone method decomposes the multi-objective optimization problems into a set of single-objective optimization problems.For this set of problems,parametric perturbed KKT conditions are derived.Subsequently,an interior point technique is developed to solve the parametric perturbed KKT conditions.A differentiable merit function is also proposed whose stationary point satisfies the KKT conditions.Under some mild assumptions,the proposed algorithm is shown to be globally convergent.Numerical results of unconstrained and constrained multi-objective optimization test problems are presented.Also,three performance metrics(modified generational distance,hypervolume,inverted generational distance)are used on some test problems to investigate the efficiency of the proposed algorithm.We also compare the results of the proposed algorithm with the results of some other existing popular methods.展开更多
In order to reduce the intrinsic interference of the filter bank multicarrier-quadrature amplitude modulation(FBMC-QAM)system,a novel filter optimization scheme based on discrete prolate spheroidal sequences(DPSS)is p...In order to reduce the intrinsic interference of the filter bank multicarrier-quadrature amplitude modulation(FBMC-QAM)system,a novel filter optimization scheme based on discrete prolate spheroidal sequences(DPSS)is proposed.Firstly,a prototype filter function based on DPSS is designed,since the eigenvalue can be used as an indicator of the energy concentration of DPSS,so a threshold is set,and the sequence with the most concentrated energy is selected under the threshold,that is,the sequence with the eigenvalue higher than the threshold,and the prototype filter function is rewritten as a weighted sum function of multiple eigenvectors.Under the energy constraints of the filter,the relationship between the eigenvectors and the intrinsic interference function is established,and the function problem is transformed into an optimization problem for the weighted coefficients.Through the interior point method,the most suitable weight is found to obtain the minimum intrinsic interference result.Theoretical analysis and simulation results show that compared with the prototype filters such as Type1 and CaseC,the DPSS filter applying the proposed optimization algorithm can effectively suppress the intrinsic interference of the system and obtain a better bit error rate(BER)performance.展开更多
In this paper, an unbounded condition is presented, under which we are able to utilize the interior point homotopy method to solve the Brouwer fixed point problem on unbounded sets. Two numerical examples in R3 are pr...In this paper, an unbounded condition is presented, under which we are able to utilize the interior point homotopy method to solve the Brouwer fixed point problem on unbounded sets. Two numerical examples in R3 are presented to illustrate the results in this paper.展开更多
In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel fun...In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 〉 q2 〉 1, the algorithm has O((q1 + 1) nq1+1/2(q1-q2)logn/ε)and O((q1 + 1)2(q1-q2)^3q1-2q2+1√n logn/c) complexity results for large- and small-update methods, respectively.展开更多
In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions....In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 logε/n)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in2012,and improves with a factor n(1/4)the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.展开更多
With the rapid development of the wind generation,uncertainties of random wind and load bring some inevitable impacts on the security of power system. Once the uncertainty causes line power to exceed its limit, line o...With the rapid development of the wind generation,uncertainties of random wind and load bring some inevitable impacts on the security of power system. Once the uncertainty causes line power to exceed its limit, line overload will occur. The paper presents the risk control of transmission line overload for windintegrated power systems. Firstly, a risk control model of line overload is proposed considering the uncertainties of loads,generator outputs and wind powers. The generation cost and security level of system associated with overload can be optimally controlled. Then path following interior point method is employed to carry out the optimal control. Finally the simulation is made on the modified IEEE-30 bus system. Results show that the risk of line overload is effectively reduced through the optimization of control variables.展开更多
The aim of this paper is to reduce the losses, total generation cost by switching of transmission line and to maintain voltage security under N - 1 contingency conditions. Generation cost is calculated and the pr...The aim of this paper is to reduce the losses, total generation cost by switching of transmission line and to maintain voltage security under N - 1 contingency conditions. Generation cost is calculated and the priority list is made for switching the line. The problem is solved by ACOPF using Interior Point Method. In order to test the feasibility and effectiveness of the above method, a sample 6-bus system and IEEE 30-bus system have been used. The impact of switching on system parameter includes the generation cost, locational marginal pricing (LMP) and transmission losses, ensuring voltage security of the system.展开更多
In this paper, we describe a method to solve large-scale structural optimization problems by sequential convex programming (SCP). A predictor-corrector interior point method is applied to solve the strictly convex s...In this paper, we describe a method to solve large-scale structural optimization problems by sequential convex programming (SCP). A predictor-corrector interior point method is applied to solve the strictly convex subproblems. The SCP algorithm and the topology optimization approach are introduced. Especially, different strategies to solve certain linear systems of equations are analyzed. Numerical results are presented to show the efficiency of the proposed method for solving topology optimization problems and to compare different variants.展开更多
Proposes a central path in interior point methods which scales the variables. Role of the central path in interior point methods; Methodology; Results and discussion.
In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm...In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate.展开更多
In this paper,an integrated guidance and control approach is presented to improve the performance of the missile interception.The approach includes damping augmented system with attitude rate feedback to decrease the ...In this paper,an integrated guidance and control approach is presented to improve the performance of the missile interception.The approach includes damping augmented system with attitude rate feedback to decrease the oscillation during the homing phase for missiles with low damping.In addition,physical constraints,which can affect the performance of the missile interception,such as acceleration limit,seeker’s look angle,and look angle rate constraints are considered.The integrated guidance and control problem is formulated as a convex quadratic optimization problem with equality and inequality constraints,and the solution is obtained by a primal–dual interior point method.The performance of the proposed method is verified through several numerical examples.展开更多
This paper indicates the possible difficulties for applying the interior point method to NPcomplete problems,transforms an NP-complete problem into a nonconvex quadratic program and then develops some convexity theori...This paper indicates the possible difficulties for applying the interior point method to NPcomplete problems,transforms an NP-complete problem into a nonconvex quadratic program and then develops some convexity theories for it. Lastly it proposes an algorithm which uses Karmarkar's algorithm as a subroutine. The finite convergence of this algorithm is also proved.展开更多
In order to recover a signal from its compressive measurements, the compressed sensing theory seeks the sparsest signal that agrees with the measurements, which is actually an l;norm minimization problem. In this pape...In order to recover a signal from its compressive measurements, the compressed sensing theory seeks the sparsest signal that agrees with the measurements, which is actually an l;norm minimization problem. In this paper, we equivalently transform the l;norm minimization into a concave continuous piecewise linear programming,and propose an optimization algorithm based on a modified interior point method. Numerical experiments demonstrate that our algorithm improves the sufficient number of measurements, relaxes the restrictions of the sensing matrix to some extent, and performs robustly in the noisy scenarios.展开更多
基金The NNSF (10071031) of China and National 973 Project.
文摘The finite-dimensional variational inequality problem (VIP) has been studied extensively in the literature because of its successful applications in many fields such as economics, transportation, regional science and operations research. Barker and Pang[1] have given an excellent survey of theories, methods and applications of VIPs.
文摘In this paper, on the basis of the logarithmic barrier function and KKT conditions, we propose a combined homotopy infeasible interior-point method (CHIIP) for convex nonlinear programming problems. For any convex nonlinear programming, without strict convexity for the logarithmic barrier function, we get different solutions of the convex programming in different cases by CHIIP method.
基金supported by the National Natural Science Foundation of China (Grant No.10771133)the Shanghai Leading Academic Discipline Project (Grant Nos.J50101, S30104)
文摘A penalized interior point approach for constrained nonlinear programming is examined in this work. To overcome the difficulty of initialization for the interior point method, a problem equivalent to the primal problem via incorporating an auxiliary variable is constructed. A combined approach of logarithm barrier and quadratic penalty function is proposed to solve the problem. Based on Newton's method, the global convergence of interior point and line search algorithm is proven. Only a finite number of iterations is required to reach an approximate optimal solution. Numerical tests are given to show the effectiveness of the method.
基金Supported by the NNSF of China(11026079)Supported by the Youth Backbone Teacher Foundation of Henan Province(173)
文摘In this paper,we are mainly devoted to solving fixed point problems in more general nonconvex sets via an interior point homotopy method.Under suitable conditions,a constructive proof is given to prove the existence of fixed points,which can lead to an implementable globally convergent algorithm.
文摘Low-order wavefront error account for a large proportion of wave aberrations.A compensation method for low order aberration of projection lithography objective based on Interior Point Method is presented.Compensation model between wavefront error and degree of movable lens freedom is established.Converting over-determined system to underdetermined system,the compensation is solved by Interior Point Method(IPM).The presented method is compared with direct solve the over-determined system.Then,other algorithm GA,EA and PS is compared with IPM.Simulation and experimental results show that the presented compensation method can obtained compensation with less residuals compared with direct solve the over-determined system.Also,the presented compensation method can reduce computation time and obtain results with less residuals compare with AGA,EA and PS.Moreover,after compensation,RMS of wavefront error of the experimental lithography projection objective decrease from 56.05 nm to 17.88 nm.
基金financial support from Council of Scientific and Industrial Research,India through a research fellowship(File No.09/1217(0025)/2017-EMR-I)to carry out this research workDebdas Ghosh acknowledges the research grant(MTR/2021/000696)from SERB,India to carry out this research work.
文摘This paper proposes an interior-point technique for detecting the nondominated points of multi-objective optimization problems using the direction-based cone method.Cone method decomposes the multi-objective optimization problems into a set of single-objective optimization problems.For this set of problems,parametric perturbed KKT conditions are derived.Subsequently,an interior point technique is developed to solve the parametric perturbed KKT conditions.A differentiable merit function is also proposed whose stationary point satisfies the KKT conditions.Under some mild assumptions,the proposed algorithm is shown to be globally convergent.Numerical results of unconstrained and constrained multi-objective optimization test problems are presented.Also,three performance metrics(modified generational distance,hypervolume,inverted generational distance)are used on some test problems to investigate the efficiency of the proposed algorithm.We also compare the results of the proposed algorithm with the results of some other existing popular methods.
基金the National Natural Science Foundation of China(No.61601296,61201244)the Science and Technology Innovation Action Plan Project of Shanghai Science and Technology Commission(No.20511103500)the Talent Program of Shanghai University of Engineering Science(No.2018RC43)。
文摘In order to reduce the intrinsic interference of the filter bank multicarrier-quadrature amplitude modulation(FBMC-QAM)system,a novel filter optimization scheme based on discrete prolate spheroidal sequences(DPSS)is proposed.Firstly,a prototype filter function based on DPSS is designed,since the eigenvalue can be used as an indicator of the energy concentration of DPSS,so a threshold is set,and the sequence with the most concentrated energy is selected under the threshold,that is,the sequence with the eigenvalue higher than the threshold,and the prototype filter function is rewritten as a weighted sum function of multiple eigenvectors.Under the energy constraints of the filter,the relationship between the eigenvectors and the intrinsic interference function is established,and the function problem is transformed into an optimization problem for the weighted coefficients.Through the interior point method,the most suitable weight is found to obtain the minimum intrinsic interference result.Theoretical analysis and simulation results show that compared with the prototype filters such as Type1 and CaseC,the DPSS filter applying the proposed optimization algorithm can effectively suppress the intrinsic interference of the system and obtain a better bit error rate(BER)performance.
文摘In this paper, an unbounded condition is presented, under which we are able to utilize the interior point homotopy method to solve the Brouwer fixed point problem on unbounded sets. Two numerical examples in R3 are presented to illustrate the results in this paper.
文摘In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 〉 q2 〉 1, the algorithm has O((q1 + 1) nq1+1/2(q1-q2)logn/ε)and O((q1 + 1)2(q1-q2)^3q1-2q2+1√n logn/c) complexity results for large- and small-update methods, respectively.
文摘In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 logε/n)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in2012,and improves with a factor n(1/4)the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.
基金National Natural Science Foundations of China(Nos.51007052,71201097)Natural Science Foundation of Shanghai,China(No.14ZR1415300)
文摘With the rapid development of the wind generation,uncertainties of random wind and load bring some inevitable impacts on the security of power system. Once the uncertainty causes line power to exceed its limit, line overload will occur. The paper presents the risk control of transmission line overload for windintegrated power systems. Firstly, a risk control model of line overload is proposed considering the uncertainties of loads,generator outputs and wind powers. The generation cost and security level of system associated with overload can be optimally controlled. Then path following interior point method is employed to carry out the optimal control. Finally the simulation is made on the modified IEEE-30 bus system. Results show that the risk of line overload is effectively reduced through the optimization of control variables.
文摘The aim of this paper is to reduce the losses, total generation cost by switching of transmission line and to maintain voltage security under N - 1 contingency conditions. Generation cost is calculated and the priority list is made for switching the line. The problem is solved by ACOPF using Interior Point Method. In order to test the feasibility and effectiveness of the above method, a sample 6-bus system and IEEE 30-bus system have been used. The impact of switching on system parameter includes the generation cost, locational marginal pricing (LMP) and transmission losses, ensuring voltage security of the system.
基金This work was mainly done while the first author was visiting the University of Bayreuth, and was supported by the Chinese Scholarship Council, German Academic Exchange Service (DAAD) and the National Natural Science Foundation of China.
文摘In this paper, we describe a method to solve large-scale structural optimization problems by sequential convex programming (SCP). A predictor-corrector interior point method is applied to solve the strictly convex subproblems. The SCP algorithm and the topology optimization approach are introduced. Especially, different strategies to solve certain linear systems of equations are analyzed. Numerical results are presented to show the efficiency of the proposed method for solving topology optimization problems and to compare different variants.
基金This work is partially supported by Chinese NNSF grants 19731010 and the Knowledge Innovation Program of Chinese Academy of Sc
文摘Proposes a central path in interior point methods which scales the variables. Role of the central path in interior point methods; Methodology; Results and discussion.
文摘In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate.
文摘In this paper,an integrated guidance and control approach is presented to improve the performance of the missile interception.The approach includes damping augmented system with attitude rate feedback to decrease the oscillation during the homing phase for missiles with low damping.In addition,physical constraints,which can affect the performance of the missile interception,such as acceleration limit,seeker’s look angle,and look angle rate constraints are considered.The integrated guidance and control problem is formulated as a convex quadratic optimization problem with equality and inequality constraints,and the solution is obtained by a primal–dual interior point method.The performance of the proposed method is verified through several numerical examples.
文摘This paper indicates the possible difficulties for applying the interior point method to NPcomplete problems,transforms an NP-complete problem into a nonconvex quadratic program and then develops some convexity theories for it. Lastly it proposes an algorithm which uses Karmarkar's algorithm as a subroutine. The finite convergence of this algorithm is also proved.
基金supported by the National Natural Science Foundation of China(Nos.61473165 and 61134012)the National Key Basic Research and Development(973)Program of China(No.2012CB720505)
文摘In order to recover a signal from its compressive measurements, the compressed sensing theory seeks the sparsest signal that agrees with the measurements, which is actually an l;norm minimization problem. In this paper, we equivalently transform the l;norm minimization into a concave continuous piecewise linear programming,and propose an optimization algorithm based on a modified interior point method. Numerical experiments demonstrate that our algorithm improves the sufficient number of measurements, relaxes the restrictions of the sensing matrix to some extent, and performs robustly in the noisy scenarios.