• Title/Summary/Keyword: Convex optimization

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Analysis of D2D Utility: Convex Optimization Algorithm (D2D 유틸리티 분석: 볼록최적화 알고리즘)

  • Oh, Changyoon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2020.07a
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    • pp.83-84
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    • 2020
  • Sum Utility를 최적화하는 Convex Optimization Algorithm을 제안한다. 일반적으로, Sum Utility 최적화 문제는 Non Convex Optimization Problem이다. 하지만, '상대간섭'과 '간섭주요화'를 활용하여 Non Convex Optimization Problem이 간섭구간에 따라 Convex Optimization으로 해결할 수 있음을 확인하였다. 특히, 유틸리티 함수는 상대간섭 0.1 이하에서는 오목함수임을 확인하였다. 실험결과 상대간섭이 작아질수록 제안하는 알고리즘에 의한 Sum Utility는 증가함을 확인하였다.

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ON BOUNDEDNESS OF $\epsilon$-APPROXIMATE SOLUTION SET OF CONVEX OPTIMIZATION PROBLEMS

  • Kim, Gwi-Soo;Lee, Gue-Myung
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.375-381
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    • 2008
  • Boundedness for the set of all the $\epsilon$-approximate solutions for convex optimization problems are considered. We give necessary and sufficient conditions for the sets of all the $\epsilon$-approximate solutions of a convex optimization problem involving finitely many convex functions and a convex semidefinite problem involving a linear matrix inequality to be bounded. Furthermore, we give examples illustrating our results for the boundedness.

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ON SURROGATE DUALITY FOR ROBUST SEMI-INFINITE OPTIMIZATION PROBLEM

  • Lee, Gue Myung;Lee, Jae Hyoung
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.3
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    • pp.433-438
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    • 2014
  • A semi-infinite optimization problem involving a quasi-convex objective function and infinitely many convex constraint functions with data uncertainty is considered. A surrogate duality theorem for the semi-infinite optimization problem is given under a closed and convex cone constraint qualification.

Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming (순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화)

  • Kwon, Hyuck-Hoon;Shin, Hyo-Sub;Kim, Yoon-Hwan;Lee, Dong-Hee
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.68 no.1
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    • pp.159-166
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    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

Simultaneous Optimization of Structure and Control Systems Based on Convex Optimization - An approximate Approach - (볼록최적화에 의거한 구조계와 제어계의 동시최적화 - 근사적 어프로치 -)

  • Son, Hoe-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.8
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    • pp.1353-1362
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    • 2003
  • This paper considers a simultaneous optimization problem of structure and control systems. The problem is generally formulated as a non-convex optimization problem for the design parameters of mechanical structure and controller. Therefore, it is not easy to obtain the global solutions for practical problems. In this paper, we parameterize all design parameters of the mechanical structure such that the parameters work in the control system as decentralized static output feedback gains. Using this parameterization, we have formulated a simultaneous optimization problem in which the design specification is defined by the Η$_2$and Η$\_$$\infty$/ norms of the closed loop transfer function. So as to lead to a convex problem we approximate the nonlinear terms of design parameters to the linear terms. Then, we propose a convex optimization method that is based on linear matrix inequality (LMI). Using this method, we can surely obtain suboptimal solution for the design specification. A numerical example is given to illustrate the effectiveness of the proposed method.

Analysis of D2D Utility Function with the Interference Majorization

  • Oh, Changyoon
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.7
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    • pp.75-83
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    • 2020
  • We consider the D2D utility optimization problem in the cellular system. More specifically, we develop a concave function decision rule which reduces the complexity of non-convex optimization problem. Typically, utility function, which is a function of the signal and the interference, is non-convex. In this paper, we analyze the utility function from the interference perspective. We introduce the 'relative interference' and the 'interference majorization'. The relative interference captures the level of interference at D2D receiver's perspective. The interference majorization approximates the interference by applying the major interference. Accordingly, we propose a concave function decision rule, and the corresponding convex optimization solution. Simulation results show that the utility function is concave when the relative interference is less than 0.1, which is a typical D2D usage scenario. We also show that the proposed convex optimization solution can be applied for such relative interference cases.

Structural Optimization using Improved Higher-order Convex Approximation (개선된 고차 Convex 근사화를 이용한 구조최적설계)

  • 조효남;민대홍;김성헌
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.10a
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    • pp.271-278
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    • 2002
  • Structural optimization using improved higer-order convex approximation is proposed in this paper. The proposed method is a generalization of the convex approximation method. The order of the approximation function for each constraint is automatically adjusted in the optimization process. And also the order of each design variable is differently adjusted. This self-adjusted capability makes the approximate constraint values conservative enough to maintain the optimum design point of the approximate problem in feasible region. The efficiency of proposed algorithm, compared with conventional algorithm is successfully demonstrated in the Three-bar Truss example.

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Multi Case Non-Convex Economic Dispatch Problem Solving by Implementation of Multi-Operator Imperialist Competitive Algorithm

  • Eghbalpour, Hamid;Nabatirad, Mohammadreza
    • Journal of Electrical Engineering and Technology
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    • v.12 no.4
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    • pp.1417-1426
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    • 2017
  • Power system analysis, Non-Convex Economic Dispatch (NED) is considered as an open and demanding optimization problem. Despite the fact that realistic ED problems have non-convex cost functions with equality and inequality constraints, conventional search methods have not been able to effectively find the global answers. Considering the great potential of meta-heuristic optimization techniques, many researchers have started applying these techniques in order to solve NED problems. In this paper, a new and efficient approach is proposed based on imperialist competitive algorithm (ICA). The proposed algorithm which is named multi-operator ICA (MuICA) merges three operators with the original ICA in order to simultaneously avoid the premature convergence and achieve the global optimum answer. In this study, the proposed algorithm has been applied to different test systems and the results have been compared with other optimization methods, tending to study the performance of the MuICA. Simulation results are the confirmation of superior performance of MuICA in solving NED problems.

Design Optimization Using the Two-Point Convex Approximation (이점 볼록 근사화 기법을 적용한 최적설계)

  • Kim, Jong-Rip;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.6
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    • pp.1041-1049
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    • 2003
  • In this paper, a new local two-point approximation method which is based on the exponential intervening variable is proposed. This new algorithm, called the Two-Point Convex Approximation(TPCA), use the function and design sensitivity information from the current and previous design points of the sequential approximate optimization to generate a sequence of convex, separable subproblems. This paper describes the derivation of the parameters associated with the approximation and the numerical solution procedure. In order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve several typical design problems. These optimization results are compared with those of other optimizers. Numerical results obtained from the test examples demonstrate the effectiveness of the proposed method.