Solution of dynamic optimization problems by successive quadratic programming and orthogonal collocation
نویسندگان
چکیده
منابع مشابه
On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization Equality Constrained Quadratic Programming Problems Arising in Optimization
We consider the application of the conjugate gradient method to the solution of large equality constrained quadratic programs arising in nonlinear optimization. Our approach is based on a reduced linear system and generates iterates in the null space of the constraints. Instead of computing a basis for this null space, we choose to work directly with the matrix of constraint gradients, computin...
متن کاملInteractive multiple objective programming in optimization of the fully fuzzy quadratic programming problems
In this paper, a quadratic programming (FFQP) problem is considered in which all of the cost coefficients, constraints coefficients, and right hand side of the constraints are characterized by L-R fuzzy numbers. Through this paper, the concept of α- level of fuzzy numbers for the objective function, and the order relations on the fuzzy numbers for the constraints are considered. To optimize th...
متن کاملA parallel quadratic programming method for dynamic optimization problems
Quadratic programming problems (QPs) that arise from dynamic optimization problems typically exhibit a very particular structure. We address the ubiquitous case where these QPs are strictly convex and propose a dual Newton strategy that exploits the block-bandedness similarly to an interior-point method. Still, the proposed method features warmstarting capabilities of active-set methods. We giv...
متن کاملsolution 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...
Reduced Hessian successive quadratic programming for realtime optimization
Reduced Hessian Successive Quadratic Programming (SQP) is well suited for the solution of large-scale process optimization problems with many variables and constraints but few degrees of freedom. The reduced space method involves four major steps: an initial preprocessing phase followed by an iterative procedure which requires the solution oj a set of nonlinear equations, a QP subproblem and a ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Chemical Engineering
سال: 1984
ISSN: 0098-1354
DOI: 10.1016/0098-1354(84)87012-x