Improved Conditions for the Existence and Uniqueness of Solutions to the General Equality Constrained Quadratic Programming Problem

This paper presents an approach that directly utilizes the Hessian matrix to investigate the existence and uniqueness of global solutions for the ECQP problem. The novel features of this proposed algorithm are its uniqueness and faster rate of convergence to the solution. The merit of this algorithm is base on cost, accuracy and number of operations.

An Effective Algorithm for Quadratic Optimization with Non-Convex Inhomogeneous Quadratic Constraints

This paper considers the NP (Non-deterministic Polynomial)-hard problem of finding a minimum value of a quadratic program (QP), subject to m non-convex inhomogeneous quadratic constraints. One effective algorithm is proposed to get a feasible solution based on the optimal solution of its semidefinite programming (SDP) relaxation problem.

Modified Exact Jacobian Semidefinite Programming Relaxation for Celis-Dennis-Tapia Problem

A modified exact Jacobian semidefinite programming(SDP)relaxation method is proposed in this paper to solve the Celis-Dennis-Tapia(CDT)problem using the Jacobian matrix of objective and constraining polynomials.In the modified relaxation problem,the number of introduced constraints and the lowest relaxation order decreases significantly.At the same time,the finite convergence property is guaranteed.In addition,the proposed method can be applied to the quadratically constrained problem with two quadratic constraints.Moreover,the efficiency of the proposed method is verified by numerical experiments.

基于SQCQP算法的变循环发动机性能寻优控制

为了满足变循环发动机(VCE)性能寻优控制(PSC)需求,提出了一种基于序列二次约束二次规划(SQCQP)算法的性能寻优控制算法,通过罚函数将二次约束二次规划(QCQP)子问题转化为适应度函数,并提出一种改进微分进化(IDE)算法求解QCQP子问题,以获得最优的搜索方向。与序列二次规划(SQP)算法相比,本文提出的基于IDE算法求解QCQP子问题的SQCQP算法(IDE-SQCQP)能在更少的迭代次数下寻到更优的解。将IDESQCQP算法应用于变循环发动机的性能寻优控制中,数字仿真结果表明,在最大推力寻优控制中,IDE-SQCQP算法用时比SQP算法减少16.81%,优化效果提升了21.50%,在最小油耗寻优控制中,IDE-SQCQP算法用时比SQP算法减少14.90%,优化效果提升了31.03%,达到了算法提出的目的。

Global Optimization of a Class of Nonconvex Quadratically Constrained Quadratic Programming Problems

In this paper we study a Class of nonconvex quadratically constrained quadratic programming problems generalized from relaxations of quadratic assignment problems. We show that each problem is polynomially solved. Strong duality holds if a redundant constraint is introduced. As an application, a new lower bound is proposed for the quadratic assignment problem.

Monotone projected gradient methods for large-scale box-constrained quadratic programming

Inspired by the success of the projected Barzilai-Borwein (PBB) method for largescale box-constrained quadratic programming, we propose and analyze the monotone projected gradient methods in this paper. We show by experiments and analyses that for the new methods,it is generally a bad option to compute steplengths based on the negative gradients. Thus in our algorithms, some continuous or discontinuous projected gradients are used instead to compute the steplengths. Numerical experiments on a wide variety of test problems are presented, indicating that the new methods usually outperform the PBB method.

New semidefinite programming relaxations for box constrained quadratic program

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.

Exact Computable Representation of Some Second-Order Cone Constrained Quadratic Programming Problems

Solving the quadratically constrained quadratic programming(QCQP)problem is in general NP-hard.Only a few subclasses of the QCQP problem are known to be polynomial-time solvable.Recently,the QCQP problem with a nonconvex quadratic objective function over one ball and two parallel linear constraints is proven to have an exact computable representation,which reformulates the original problem as a linear semidefinite program with additional linear and second-order cone constraints.In this paper,we provide exact computable representations for some more subclasses of the QCQP problem,in particular,the subclass with one secondorder cone constraint and two special linear constraints.

A Chance Constrained Optimal Reserve Scheduling Approach for Economic Dispatch Considering Wind Penetration

The volatile wind power generation brings a full spectrum of problems to power system operation and management, ranging from transient system frequency fluctuation to steady state supply and demand balancing issue. In this paper, a novel wind integrated power system day-ahead economic dispatch model, with the consideration of generation and reserve cost is modelled and investigated. The proposed problem is first formulated as a chance constrained stochastic nonlinear programming(CCSNLP), and then transformed into a deterministic nonlinear programming(NLP). To tackle this NLP problem, a three-stage framework consists of particle swarm optimization(PSO), sequential quadratic programming(SQP) and Monte Carlo simulation(MCS) is proposed. The PSO is employed to heuristically search the line power flow limits, which are used by the SQP as constraints to solve the NLP problem. Then the solution from SQP is verified on benchmark system by using MCS. Finally, the verified results are feedback to the PSO as fitness value to update the particles. Simulation study on IEEE30-bus system with wind power penetration is carried out, and the results demonstrate that the proposed dispatch model could be effectively solved by the proposed three-stage approach.

An Efficient Random Algorithm for Box Constrained Weighted Maximin Dispersion Problem

The box-constrained weighted maximin dispersion problem is to find a point in an n-dimensional box such that the minimum of the weighted Euclidean distance from given m points is maximized. In this paper, we first reformulate the maximin dispersion problem as a non-convex quadratically constrained quadratic programming (QCQP) problem. We adopt the successive convex approximation (SCA) algorithm to solve the problem. Numerical results show that the proposed algorithm is efficient.

Robust Solutions of Uncertain Complex-valued Quadratically Constrained Programs

In this paper, we discuss complex convex quadratically constrained optimization with uncertain data. Using S-Lemma, we show that the robust counterpart of complex convex quadratically constrained optimization with ellipsoidal or intersection-of-two-ellipsoids uncertainty set leads to a complex semidefinite program. By exploring the approximate S-Lemma, we give a complex semidefinite program which approximates the NP-hard robust counterpart of complex convex quadratic optimization with intersection-of-ellipsoids uncertainty set.

Semidefinite Relaxation for Two Mixed Binary Quadratically Constrained Quadratic Programs:Algorithms and Approximation Bounds

This paper develops new semidefinite programming(SDP)relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs and analyzes their approximation performance.The first class of problems finds two minimum norm vectors in N-dimensional real or complex Euclidean space,such that M out of 2M concave quadratic constraints are satisfied.By employing a special randomized rounding procedure,we show that the ratio between the norm of the optimal solution of this model and its SDP relaxation is upper bounded by 54πM2 in the real case and by 24√Mπin the complex case.The second class of problems finds a series of minimum norm vectors subject to a set of quadratic constraints and cardinality constraints with both binary and continuous variables.We show that in this case the approximation ratio is also bounded and independent of problem dimension for both the real and the complex cases.

逐步二次规划法在约束潮流中的运用

约束潮流就是当系统的结构、参数及负荷情况给定时,通过选取控制变量,找到能够满足所有运行限制的潮流分布。文中运用最优潮流算法计算约束潮流,将有功、无功出力以及电压值作为控制变量,并使用逐步二次规划法对其进行求解。给出了有关的数学模型和计算流程,介绍了处理Maratos效应的一种的灵敏度算法。中国电科院8机22节点系统和IEEE-118节点系统的计算结果证明了使用SQP方法计算约束潮流的有效性。

基于序列二次规划算法的油藏动态配产配注优化

油藏动态配产配注已经成为实现油田效益最大化的有效措施之一。为提高优化运算速度,处理非线性不等式约束,将序列二次规划算法应用到油藏动态配产配注求解过程中。应用序列二次规划算法将求解变量最优值的非线性优化问题转化为一系列的求解变量搜索方向的二次规划子问题,控制变量的搜索方向采用伴随方法和Broyden-Fletcher-Goldfarb-Shanno(BFGS)方法得到,迭代求取控制变量最优值。实例验证结果表明,总注入量等式约束条件下的最优开发方案,累积产油量增加12.8%,累积注水量下降11.1%,累积产水量下降22.3%,含水率下降4.16%;总注入量不等式约束下的最优开发方案,累积产油量增加29.1%,累积注水量下降26.9%,累积产水量下降30.3%,含水率下降4.16%。但是,在不等式约束情况下,由于注采失衡,油藏压力大幅下降,易造成后期开发能量不足;需对总注入量及采出量进行等式约束或在不等式约束的基础上添加约束下限。运用该方法对胜利油区埕岛油田27A区块进行方案调整优化,结果表明,优化后的采出程度相对于优化前提高0.92%,净现值增长35%。

航空发动机状态空间模型约束预测控制

为了解决航空发动机约束预测控制器的设计问题,针对状态空间模型,经推导将无约束的二次型性能指标式转换成有约束的二次型性能指标式,采用二次规划方法计算出有约束预测控制量。按无约束和有约束,模型匹配和不匹配分别对某型发动机进行仿真计算,取得了不同约束条件对发动机动态性能和静态性能的影响情况,并举例将仿真数据转换成物理数据。仿真结果符合物理规律,计算方法得到验证。

带有二次约束二次规划问题的分枝定界方法

提出了一种解带有二次约束二次规划问题的新的分枝定界算法对该算法进行了收敛性分析。这种方法是用新的线性规划松弛定界技术确定最优值的下界,并且把分枝定界技术和外逼近方法有机地结合起来。

附不等式约束平差的理论与方法研究

附不等式约束平差能充分利用已有的各种知识和信息,因而越来越得到关注,它在GPS数据处理、变形监测及方差估计等领域中都得到广泛的应用。目前,国内外对附不等式约束平差问题进行大量研究,文中主要综述附不等式约束平差问题的最新研究成果,系统介绍附不等式约束平差的理论,同时探讨附不等式约束平差的发展方向。

基于协方差矩阵估计的稳健Capon波束形成算法

常规Capon波束形成器性能对模型误差或失配非常敏感,尤其是当期望信号包含在训练数据中,导向矢量失配将引起性能急剧下降。为解决这一问题,提出了一种采用干扰噪声协方差矩阵和导向矢量联合估计的稳健波束形成算法。该方法通过对Capon空间谱在非目标信号的方位区域内的积分,实现对干扰噪声协方差矩阵的估计,解决数据协方差矩阵包含有目标信号时引起信号自相消问题;其次为了克服导向矢量失配的影响,通过最大化输出功率,并增加二次型约束防止估计的导向矢量接近于干扰导向矢量,实现对导向矢量的估计。仿真实验表明:该算法能获得近似最优的输出信干噪比,与现有算法相比稳健性更强。

求解约束优化问题的动态邻域粒子群算法

粒子群算法(PSO)求解约束优化问题存在较严重的早熟收敛现象,为了有效抑制早熟收敛,提出了基于改进的约束自适应方法的动态邻域粒子群算法(IPSO)。算法采用动态邻域策略提高算法的全局搜索能力,设计了一种改进的自适应约束处理方法,根据迭代代数线性增加搜索偏向系数,在早期偏向于搜索可行解,在后期偏向于搜索最优解,并引入序列二次规划增强算法的局部搜索能力。通过基准测试函数实验对比分析,表明该算法对于约束优化问题具有较好的全局收敛性。

工业串联系统的多约束广义预测控制

针对由一系列环节串联而成且存在多种约束的复杂工业对象,利用过程的中间变量进行预测和反馈,在充分考虑控制量幅值约束、控制增量幅值约束、中间变量幅值约束、输出误差约束以及最终输出幅值约束共同构成的多约束情况下,提出了工业串联系统的多约束广义预测控制算法。仿真结果验证了该算法对多约束串联系统的有效性和较强的鲁棒性。