A new logarithmic penalty function approach for nonlinear constrained optimization problem

solution of security constrained unit commitment problem by a new multi-objective optimization method

چکیده-پخش بار بهینه به عنوان یکی از ابزار زیر بنایی برای تحلیل سیستم های قدرت پیچیده ،برای مدت طولانی مورد بررسی قرار گرفته است.پخش بار بهینه توابع هدف یک سیستم قدرت از جمله تابع هزینه سوخت ،آلودگی ،تلفات را بهینه می کند،و هم زمان قیود سیستم قدرت را نیز برآورده می کند.در کلی ترین حالتopf یک مساله بهینه سازی غیر خطی ،غیر محدب،مقیاس بزرگ،و ایستا می باشد که می تواند شامل متغیرهای کنترلی پیوسته و گ...

Constrained Evolutionary Optimization - the penalty function approach

Flexible Penalty Functions for Nonlinear Constrained Optimization

[Received on 31 March 2007] We propose a globalization strategy for nonlinear constrained optimization. The method employs a “flexible” penalty function to promote convergence, where during each iteration the penalty parameter can be chosen as any number within a prescribed interval, rather than a fixed value. This increased flexibility in the step acceptance procedure is designed to promote lo...

A penalty-interior-point algorithm for nonlinear constrained optimization

Penalty and interior-point methods for nonlinear optimization problems have enjoyed great successes for decades. Penalty methods have proved to be effective for a variety of problem classes due to their regularization effects on the constraints. They have also been shown to allow for rapid infeasibility detection. Interior-point methods have become the workhorse in large-scale optimization due ...

Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function

We propose and analyze a class of penalty-function-free nonmonotone trust-region methods for nonlinear equality constrained optimization problems. The algorithmic framework yields global convergence without using a merit function and allows nonmonotonicity independently for both, the constraint violation and the value of the Lagrangian function. Similar to the Byrd–Omojokun class of algorithms,...