Multi-Objective LQG Design with Primal-Dual Method

Dual-Primal FETI Method

The FETI algorithms are numerically scalable iterative domain decomposition methods. These methods are well documented for solving equations arising from the Finite Element discretization of second or fourth order elasticity problems. The one level FETI method equipped with the Dirichlet preconditioner was shown to be numerically scalable for second order elasticity problems while the two level...

Design of Dynamic Algorithms via Primal-Dual Method

We develop a dynamic version of the primal-dual method for optimization problems, and apply it to obtain the following results. (1) For the dynamic set-cover problem, we maintain an O(f)approximately optimal solution in O(f · log(m + n)) amortized update time, where f is the maximum “frequency” of an element, n is the number of sets, andm is the maximum number of elements in the universe at any...

Notes on Primal-Dual Method For Approximation and Network Design

Monotonicity of Primal and Dual Objective Values in Primal-dual Interior-point Algorithms

We study monotonicity of primal and dual objective values in the framework of primal-dual interior-point methods. The primal-dual aane-scaling algorithm is monotone in both objectives. We derive a condition under which a primal-dualinterior-point algorithm with a centering component is monotone. Then we propose primal-dual algorithms that are monotone in both primal and dual objective values an...

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...