Cornachia’s algorithm can be adapted to the case of the equation x2+dy2=nand even to the case of ax2+bxy+cy2=n. For the sake of completeness, we have given modalities without proofs (the proof in the case of the equa...Cornachia’s algorithm can be adapted to the case of the equation x2+dy2=nand even to the case of ax2+bxy+cy2=n. For the sake of completeness, we have given modalities without proofs (the proof in the case of the equation x2+y2=n). Starting from a quadratic form with two variables f(x,y)=ax2+bxy+cy2and n an integer. We have shown that a primitive positive solution (u,v)of the equation f(x,y)=nis admissible if it is obtained in the following way: we take α modulo n such that f(α,1)≡0modn, u is the first of the remainders of Euclid’s algorithm associated with n and α that is less than 4cn/| D |) (possibly α itself) and the equation f(x,y)=n. has an integer solution u in y. At the end of our work, it also appears that the Cornacchia algorithm is good for the form n=ax2+bxy+cy2if all the primitive positive integer solutions of the equation f(x,y)=nare admissible, i.e. computable by the algorithmic process.展开更多
Background Automatic guided vehicles(AGVs)have developed rapidly in recent years and have been used in several fields,including intelligent transportation,cargo assembly,military testing,and others.A key issue in thes...Background Automatic guided vehicles(AGVs)have developed rapidly in recent years and have been used in several fields,including intelligent transportation,cargo assembly,military testing,and others.A key issue in these applications is path planning.Global path planning results based on known environmental information are used as the ideal path for AGVs combined with local path planning to achieve safe and rapid arrival at the destination.Using the global planning method,the ideal path should meet the requirements of as few turns as possible,a short planning time,and continuous path curvature.Methods We propose a global path-planning method based on an improved A^(*)algorithm.The robustness of the algorithm was verified by simulation experiments in typical multiobstacle and indoor scenarios.To improve the efficiency of the path-finding time,we increase the heuristic information weight of the target location and avoid invalid cost calculations of the obstacle areas in the dynamic programming process.Subsequently,the optimality of the number of turns in the path is ensured based on the turning node backtracking optimization method.Because the final global path needs to satisfy the AGV kinematic constraints and curvature continuity condition,we adopt a curve smoothing scheme and select the optimal result that meets the constraints.Conclusions Simulation results show that the improved algorithm proposed in this study outperforms the traditional method and can help AGVs improve the efficiency of task execution by planning a path with low complexity and smoothness.Additionally,this scheme provides a new solution for global path planning of unmanned vehicles.展开更多
This article presents a polynomial predictor-corrector interior-point algorithm for convex quadratic programming based on a modified predictor-corrector interior-point algorithm. In this algorithm, there is only one c...This article presents a polynomial predictor-corrector interior-point algorithm for convex quadratic programming based on a modified predictor-corrector interior-point algorithm. In this algorithm, there is only one corrector step after each predictor step, where Step 2 is a predictor step and Step 4 is a corrector step in the algorithm. In the algorithm, the predictor step decreases the dual gap as much as possible in a wider neighborhood of the central path and the corrector step draws iteration points back to a narrower neighborhood and make a reduction for the dual gap. It is shown that the algorithm has O（√nL） iteration complexity which is the best result for convex quadratic programming so far.展开更多
A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker（KKT） conditions.To cope with the complementarity constraints,a binary encod...A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker（KKT） conditions.To cope with the complementarity constraints,a binary encoding scheme is adopted for KKT multipliers,and then the complementarity slackness problem is simplified to successive quadratic programming problems,which can be solved by many algorithms available.Based on 0-1 binary encoding,an orthogonal genetic algorithm,in which the orthogonal experimental design with both two-level orthogonal array and factor analysis is used as crossover operator,is proposed.Numerical experiments on 10 benchmark examples show that the orthogonal genetic algorithm can find global optimal solutions of quadratic bilevel programming problems with high accuracy in a small number of iterations.展开更多
By applying Kuhn-Tucker condition the quadratic bilevel programming, a class of bilevel programming, is transformed into a single level programming problem, which can be simplified by some rule. So we can search the o...By applying Kuhn-Tucker condition the quadratic bilevel programming, a class of bilevel programming, is transformed into a single level programming problem, which can be simplified by some rule. So we can search the optimal solution in the feasible region, hence reduce greatly the searching space. Numerical experiments on several literature problems show that the new algorithm is both feasible and effective in practice.展开更多
Balas and Mazzola linearization (BML) is widely used in devising cutting plane algorithms for quadratic 0-1 programs. In this article, we improve BML by first strengthening the primal formulation of BML and then consi...Balas and Mazzola linearization (BML) is widely used in devising cutting plane algorithms for quadratic 0-1 programs. In this article, we improve BML by first strengthening the primal formulation of BML and then considering the dual formulation. Additionally, a new cutting plane algorithm is proposed.展开更多
The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off betwee...The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off between expense and fast convergence by composing one Newton step with one simplified Newton step. Recently, Mehrotra suggested a predictor-corrector variant of primal-dual interior point method for linear programming. It is currently the interiorpoint method of the choice for linear programming. In this work we propose a predictor-corrector interior-point algorithm for convex quadratic programming. It is proved that the algorithm is equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require that the initial primal and dual points be feasible. Numerical experiments are made.展开更多
This study sets up two new merit functions,which are minimized for the detection of real eigenvalue and complex eigenvalue to address nonlinear eigenvalue problems.For each eigen-parameter the vector variable is solve...This study sets up two new merit functions,which are minimized for the detection of real eigenvalue and complex eigenvalue to address nonlinear eigenvalue problems.For each eigen-parameter the vector variable is solved from a nonhomogeneous linear system obtained by reducing the number of eigen-equation one less,where one of the nonzero components of the eigenvector is normalized to the unit and moves the column containing that component to the right-hand side as a nonzero input vector.1D and 2D golden section search algorithms are employed to minimize the merit functions to locate real and complex eigenvalues.Simultaneously,the real and complex eigenvectors can be computed very accurately.A simpler approach to the nonlinear eigenvalue problems is proposed,which implements a normalization condition for the uniqueness of the eigenvector into the eigenequation directly.The real eigenvalues can be computed by the fictitious time integration method(FTIM),which saves computational costs compared to the one-dimensional golden section search algorithm(1D GSSA).The simpler method is also combined with the Newton iterationmethod,which is convergent very fast.All the proposed methods are easily programmed to compute the eigenvalue and eigenvector with high accuracy and efficiency.展开更多
Double cost function linear quadratic regulator (DLQR) is developed from LQR theory to solve an optimal control problem with a general nonlinear cost function. In addition to the traditional LQ cost function, anothe...Double cost function linear quadratic regulator (DLQR) is developed from LQR theory to solve an optimal control problem with a general nonlinear cost function. In addition to the traditional LQ cost function, another free form cost function was introduced to express the physical need plainly and optimize weights of LQ cost function using the search algorithms. As an instance, DLQR was applied in determining the control input in the front steering angle compensation control (FSAC) model for heavy duty vehicles. The brief simulations show that DLQR is powerful enough to specify the engineering requirements correctly and balance many factors effectively. The concept and applicable field of LQR are expanded by DLQR to optimize the system with a free form cost function.展开更多
With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the m...With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the maximum entropy function, provide the region deletion test rules and design an interval maximum entropy algorithm for quadratic programming problem. The convergence of the method is proved and numerical results are presented. Both theoretical and numerical results show that the method is reliable and efficient.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
文摘Cornachia’s algorithm can be adapted to the case of the equation x2+dy2=nand even to the case of ax2+bxy+cy2=n. For the sake of completeness, we have given modalities without proofs (the proof in the case of the equation x2+y2=n). Starting from a quadratic form with two variables f(x,y)=ax2+bxy+cy2and n an integer. We have shown that a primitive positive solution (u,v)of the equation f(x,y)=nis admissible if it is obtained in the following way: we take α modulo n such that f(α,1)≡0modn, u is the first of the remainders of Euclid’s algorithm associated with n and α that is less than 4cn/| D |) (possibly α itself) and the equation f(x,y)=n. has an integer solution u in y. At the end of our work, it also appears that the Cornacchia algorithm is good for the form n=ax2+bxy+cy2if all the primitive positive integer solutions of the equation f(x,y)=nare admissible, i.e. computable by the algorithmic process.
基金Supported by the Natural Science Foundation of Jiangsu Province (BK20211037)the Science and Technology Development Fund of Wuxi (N20201011)the Nanjing University of Information Science and Technology Wuxi Campus District graduate innovation Project。
文摘Background Automatic guided vehicles(AGVs)have developed rapidly in recent years and have been used in several fields,including intelligent transportation,cargo assembly,military testing,and others.A key issue in these applications is path planning.Global path planning results based on known environmental information are used as the ideal path for AGVs combined with local path planning to achieve safe and rapid arrival at the destination.Using the global planning method,the ideal path should meet the requirements of as few turns as possible,a short planning time,and continuous path curvature.Methods We propose a global path-planning method based on an improved A^(*)algorithm.The robustness of the algorithm was verified by simulation experiments in typical multiobstacle and indoor scenarios.To improve the efficiency of the path-finding time,we increase the heuristic information weight of the target location and avoid invalid cost calculations of the obstacle areas in the dynamic programming process.Subsequently,the optimality of the number of turns in the path is ensured based on the turning node backtracking optimization method.Because the final global path needs to satisfy the AGV kinematic constraints and curvature continuity condition,we adopt a curve smoothing scheme and select the optimal result that meets the constraints.Conclusions Simulation results show that the improved algorithm proposed in this study outperforms the traditional method and can help AGVs improve the efficiency of task execution by planning a path with low complexity and smoothness.Additionally,this scheme provides a new solution for global path planning of unmanned vehicles.
基金Project supported by the National Science Foundation of China (60574071) the Foundation for University Key Teacher by the Ministry of Education.
文摘This article presents a polynomial predictor-corrector interior-point algorithm for convex quadratic programming based on a modified predictor-corrector interior-point algorithm. In this algorithm, there is only one corrector step after each predictor step, where Step 2 is a predictor step and Step 4 is a corrector step in the algorithm. In the algorithm, the predictor step decreases the dual gap as much as possible in a wider neighborhood of the central path and the corrector step draws iteration points back to a narrower neighborhood and make a reduction for the dual gap. It is shown that the algorithm has O（√nL） iteration complexity which is the best result for convex quadratic programming so far.
基金supported by the National Natural Science Foundation of China (60873099)
文摘A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker（KKT） conditions.To cope with the complementarity constraints,a binary encoding scheme is adopted for KKT multipliers,and then the complementarity slackness problem is simplified to successive quadratic programming problems,which can be solved by many algorithms available.Based on 0-1 binary encoding,an orthogonal genetic algorithm,in which the orthogonal experimental design with both two-level orthogonal array and factor analysis is used as crossover operator,is proposed.Numerical experiments on 10 benchmark examples show that the orthogonal genetic algorithm can find global optimal solutions of quadratic bilevel programming problems with high accuracy in a small number of iterations.
基金Supported by the National Natural Science Foundation of China (70371032,60574071)
文摘By applying Kuhn-Tucker condition the quadratic bilevel programming, a class of bilevel programming, is transformed into a single level programming problem, which can be simplified by some rule. So we can search the optimal solution in the feasible region, hence reduce greatly the searching space. Numerical experiments on several literature problems show that the new algorithm is both feasible and effective in practice.
文摘Balas and Mazzola linearization (BML) is widely used in devising cutting plane algorithms for quadratic 0-1 programs. In this article, we improve BML by first strengthening the primal formulation of BML and then considering the dual formulation. Additionally, a new cutting plane algorithm is proposed.
文摘The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off between expense and fast convergence by composing one Newton step with one simplified Newton step. Recently, Mehrotra suggested a predictor-corrector variant of primal-dual interior point method for linear programming. It is currently the interiorpoint method of the choice for linear programming. In this work we propose a predictor-corrector interior-point algorithm for convex quadratic programming. It is proved that the algorithm is equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require that the initial primal and dual points be feasible. Numerical experiments are made.
基金the National Science and Tech-nology Council,Taiwan for their financial support(Grant Number NSTC 111-2221-E-019-048).
文摘This study sets up two new merit functions,which are minimized for the detection of real eigenvalue and complex eigenvalue to address nonlinear eigenvalue problems.For each eigen-parameter the vector variable is solved from a nonhomogeneous linear system obtained by reducing the number of eigen-equation one less,where one of the nonzero components of the eigenvector is normalized to the unit and moves the column containing that component to the right-hand side as a nonzero input vector.1D and 2D golden section search algorithms are employed to minimize the merit functions to locate real and complex eigenvalues.Simultaneously,the real and complex eigenvectors can be computed very accurately.A simpler approach to the nonlinear eigenvalue problems is proposed,which implements a normalization condition for the uniqueness of the eigenvector into the eigenequation directly.The real eigenvalues can be computed by the fictitious time integration method(FTIM),which saves computational costs compared to the one-dimensional golden section search algorithm(1D GSSA).The simpler method is also combined with the Newton iterationmethod,which is convergent very fast.All the proposed methods are easily programmed to compute the eigenvalue and eigenvector with high accuracy and efficiency.
文摘Double cost function linear quadratic regulator (DLQR) is developed from LQR theory to solve an optimal control problem with a general nonlinear cost function. In addition to the traditional LQ cost function, another free form cost function was introduced to express the physical need plainly and optimize weights of LQ cost function using the search algorithms. As an instance, DLQR was applied in determining the control input in the front steering angle compensation control (FSAC) model for heavy duty vehicles. The brief simulations show that DLQR is powerful enough to specify the engineering requirements correctly and balance many factors effectively. The concept and applicable field of LQR are expanded by DLQR to optimize the system with a free form cost function.
基金Supported by Science and Technology Foundation of China University of Mining & Technology
文摘With the idea of maximum entropy function and penalty function methods, we transform the quadratic programming problem into an unconstrained differentiable optimization problem, discuss the interval extension of the maximum entropy function, provide the region deletion test rules and design an interval maximum entropy algorithm for quadratic programming problem. The convergence of the method is proved and numerical results are presented. Both theoretical and numerical results show that the method is reliable and efficient.
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.
