• Title/Summary/Keyword: Sequential linear programming

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ON THE GLOBAL CONVERGENCE OF A MODIFIED SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

  • Liu, Bingzhuang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1395-1407
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    • 2011
  • When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

Reliability-Based Structural Optimization of Transmission Tower (신뢰성에 기초한 철탑구조물의 최적화에 관한 연구)

  • 김성호;김상효;황학주
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.04a
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    • pp.135-140
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    • 1993
  • The optimum weight design of structure is to determine the combination of structural members which minimize the weight of structures and satisfy design conditions as well. Since most of loads and design variables considered in structural design have uncertain natures, the reliability-based optimization techniques need to be developed. The aim of this study is to estabilish the general algorithm for the minimum weight design of transmission tower structure system with reliability constraints. The sequential linear programming method is used to solve non-linear minimization problems, which converts original non-linear programming problems to sequential linear programming problems. The optimal solutions are produced for various reliability levels such as reliability levels inherent in current standard transmission tower cross-section and optimal transmission tower cross-section obtained with constraints of current design criteria as well as selected target reliability index. The optimal transmission towers satisfying reliability constraints sustain consistent reliability levels on all members. Consequently, more balanced optimum designs are accomplished with less structural weight than traditional designs dealing with deterministic design criteria.

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Buckling optimization of unsymmetrically laminated plates under transverse loads

  • Hu, Hsuan-Teh;Chen, Zhong-Zhi
    • Structural Engineering and Mechanics
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    • v.7 no.1
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    • pp.19-33
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    • 1999
  • The critical buckling loads of unsymmetrically laminated rectangular plates with a given material system and subjected to combined lateral and inplane loads are maximized with respect to fiber orientations by using a sequential linear programming method together with a simple move-limit strategy. Significant influence of plate aspect ratios, central circular cutouts, lateral loads and end conditions on the optimal fiber orientations and the associated optimal buckling loads of unsymmetrically laminated plates has been shown through this investigation.

A Study on Optimization of Structure with Limit State Constraints (한계상태를 고려한 구조물의 최적화에 관한 연구)

  • Kim, Kee-Dae
    • Journal of the Korean Society of Industry Convergence
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    • v.7 no.2
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    • pp.181-186
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    • 2004
  • This study presents a optimization of structure, in which constraints contain the conditions of stress and serviceability, while the sequential linear programming method (SLP) is used as a rational approach. The optimum design results contained on the limit state constraints are compared with those obtained by the only stress and ministry of construction enacted standard plans. A simple slab bridge is analysed numerically for illustration of the structural optimization. It may be asserted that serviceability constraints is very important to a structure design.

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Back Analysis of Earth Retaining Wall Using Increment of Sequential Displacement (변위증분을 이용한 흙막이 벽의 역해석에 관한 연구)

  • 장범수;이승훈;김종민;김수일
    • Journal of the Korean Geotechnical Society
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    • v.19 no.5
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    • pp.7-14
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    • 2003
  • In the back analysis of braced excavation based on displacement measurements, the accumulated errors of abnormal displacement caused by unexpected loads are usually observed. To minimize such errors, in this study, displacement increment was used fur back analysis rather than displacement for the conventional method. That is, the increment of sequential displacement is used as the objective function and the back analysis program is developed by taking advantage of sequential linear programming method by modified method of feasible directions. Based on small scale model test, the analysis of proposed method is verified.

The Development of Graphic User Interface Program for Optimum Design of RC Continuous Beam (RC 연속보의 최적설계를 위한 GUI 프로그램 개발)

  • 한상훈;조홍동;박중열
    • Proceedings of the Korea Concrete Institute Conference
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    • 1999.04a
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    • pp.245-250
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    • 1999
  • In this study, the development of graphic user interface(GUI) program for optimum design of RC continuous beam is dealt. Optimum design problem that satisfies strength, serviceability, durability and geometrical conditions is formulated as a non-linear programming problem(NLP) in which the objective function as well as the constraints are highly non-linear on design variables such as cross sectional dimensions and steel ratio. Optimum design problem is solved by NLP techniques namely, sequential linear programming(SLP), sequential convex programming(SCP). Numerical examples of R.C. continuous beam using GUI system are given to show usefulness of GUI system for practical design work and efficiency of algorithm for the NLP techniques.

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Automated yield-line analysis of beam-slab systems

  • Johnson, David
    • Structural Engineering and Mechanics
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    • v.3 no.6
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    • pp.529-539
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    • 1995
  • The rigid-plastic yield-line analysis of isotropically reinforced concrete slabs acting in conjunction with torsionally weak supporting beams is developed as the lower-bound form of a linear programming formulation. The analysis is extended to consider geometric variation of chosen yield-line patterns by the technique of sequential linear programming. A strategy is followed of using a fine potential yield-line mesh to identify possible collapse modes, followed by analysis using a coarser, simplified mesh to refine the investigation and for use in conjunction with geometric optimization of the yield-line system. The method is shown to be effective for the analysis of three slabs of varying complexity. The modes detected by the fine and simplified analyses are not always similar but close agreement in load factors has been consistently obtained.

Collapse behaviour of three-dimensional brick-block systems using non-linear programming

  • Baggio, Carlo;Trovalusci, Patrizia
    • Structural Engineering and Mechanics
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    • v.10 no.2
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    • pp.181-195
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    • 2000
  • A two-step procedure for the application of non linear constrained programming to the limit analysis of rigid brick-block systems with no-tension and frictional interface is implemented and applied to various masonry structures. In the first step, a linear problem of programming, obtained by applying the upper bound theorem of limit analysis to systems of blocks interacting through no-tension and dilatant interfaces, is solved. The solution of this linear program is then employed as initial guess for a non linear and non convex problem of programming, obtained applying both the 'mechanism' and the 'equilibrium' approaches to the same block system with no-tension and frictional interfaces. The optimiser used is based on the sequential quadratic programming. The gradients of the constraints required are provided directly in symbolic form. In this way the program easily converges to the optimal solution even for systems with many degrees of freedom. Various numerical analyses showed that the procedure allows a reliable investigation of the ultimate behaviour of jointed structures, such as stone masonry structures, under statical load conditions.

Algorithm for optimum operation of large-scale systems by the mathematical programming (수리계획법에 의한 대형시스템의 최적운용 앨고리즘)

  • 박영문;이봉용;백영식;김영창;김건중;김중훈;양원영
    • 전기의세계
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    • v.30 no.6
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    • pp.375-385
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    • 1981
  • New algorithms are derived for nonlinear programming problems which are characterized by their large variables and equality and inequality constraints. The algorithms are based upon the introduction of the Dependent-Variable-Elimination method, Independent-Variable-Reduction method, Optimally-Ordered-Triangular-Factorization method, Equality-Inequality-Sequential-Satisfaction method, etc. For a case study problem relating to the optimal determination of load flow in a 10-bus, 13-line sample power system, several approaches are undertaken, such as SUMT, Lagrange's Multiplier method, sequential applications of linear and quadratic programming method. For applying the linear programming method, the conventional simplex algorithm is modified to the large-system-oriented one by the introduction of the Two-Phase method and Variable-Upper-Bounding method, thus resulting in remarkable savings in memory requirements and computing time. The case study shows the validity and effectivity of the algorithms presented herein.

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Comparison of Optimization Algorithms for Available Transfer Capability Assessment in Interconnected Systems (연계계통에서 가용송전용량 평가를 위한 최적화 알고리즘의 비교)

  • Kim, Kyu-Ho;Song, Kyung-Bin
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.12
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    • pp.549-554
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    • 2006
  • Available transfer capability(ATC) is an important indicator of the usable amount of transmission capacity accessible by several parties for commercial trading in power transaction activities. This paper deals with an application of optimization technique for available transfer capability(ATC) calculation and analyzes the results of ATC by considering several constraints. Especially several optimization techniques are used to solve the ATC problem with state-steady security constraints. The results are compared with that of repeat power flow(RPF), sequential quadratic programming(SQP) and linear programming(LP). The proposed method is applied to 10 machines 39 buses model systems to show its effectiveness.