On the numerical solution of bound constrained optimization problems

Numerical Solution of Implicitly Constrained Optimization Problems ∗

Many applications require the minimization of a smooth function f : R nu → R whose evaluation requires the solution of a system of nonlinear equations. This system represents a numerical simulation that must be run to evaluate f. This system of nonlinear equations is referred to as an implicit constraint. In principle f can be minimized using the steepest descent method or Newton-type methods f...

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...

On the convergence of right transforming iterations for the numerical solution of PDE-constrained optimization problems

Global optimization algorithms for bound constrained problems

On the Numerical Solution of Stochastic Optimization Problems

We introduce the stochastic linear programming (SLP) model classes, which will be considered in this paper, on the basis of a small-scale linear programming problem. The solutions for the various problem formulations are discussed in a comparative fashion. We point out the need for model and solution analysis. Subsequently, we outline the basic ideas of selected major algorithms for two classes...