A new augmented Lagrangian function for inequality constraints in nonlinear programming problems

Exact augmented lagrangian function for nonlinear programming problems with inequality constraints

Constrained optimization for microbial fermentation was studied. For optimization, we used not the maximum principle but a nonlinear programming method because of the need to consider many metabolic reactions. In the case of L-lysine fermentation, the optimization problem in L-lysine production was formulated as a nonlinear programming problem. In general, the state equations based on material balances are represented as differential equations, but such equations which are dependent on time can not be applied to a nonlinear programming problem. Therefore, the state equations were made discrete in a time base, and a new single vector which is not dependent on time was substituted. From these formulae, the objective function and the constraints using nonlinear programming problem were defined as the amount of L-lysine produced, and as a metabolic reaction model and empirical equations, respectively. Computer program was developed to solve this constrained nonlinear programming problem. The applied algorithm of the computer programming was a sequential quadratic programming method (SQP method). When the constrained nonlinear programming problem is solved using the SQP method, the maximum amount of L-lysine produced and the optimal feeding rate of L-threonine could be calculated. From the calculated results, it was clear that introduction of the equality and inequality constraints was easy. L-Lysine at a concentration up to 75.3 g/l could be produced when the fermentation was carried out under optimal conditions.

Duality in nonlinear programs using augmented Lagrangian functions

Converting general nonlinear programming problems into separable programming problems with feedforward neural networks

This paper suggests a general numerical method for control and off-line motion optimization of rigid multibody systems, using nonlinear dynamic models. The models are numerically derived as ordinary differential equations for a minimal set of generalized coordinates. The dynamic equations and the solution trajectory are discretized in small intervals (nodes), where robot motion is assumed to occur with constant generalized coordinate acceleration. The algorithm is applied for adaptive control of many degree of freedom mechanical systems. The mathematical description of the problem for optimal motion planning is presented as a nonlinear programming problem. The characteristics of motion and discretized generalized forces in every node are parameters of the optimization problem. Since they are numerically defined, an arbitrary response function can be evaluated numerically. Linearized motion functions and dynamic equations are treated as equality constraints for the programming problem. Restrictions imposed on force and motion characteristics, or on any functional dependence among them, are treated as inequality constraints. The gradient of the response function, most often implicitly defined for the parameters, is computed by solving a linear equation system obtained from partial derivatives of the equality constraints. The convergence of the algorithm is tested using a five degree of freedom redundant robot, achieving point-to-point time optimal motion

A vector-valued generalized Lagrangian is constructed for a nonlinear multiobjective programming problem. Using the Lagrangian, a multiobjective dual is considered. Without assuming differentiability, weak and strong duality theorems are established using Pareto efficiency.

The present paper is devoted to the application of the space transformation technique for solving linear and nonlinear programming problems. By using a surjective mapping the initial constrained optimization problem is transformed to a problem in a new space with only equality constraints. For the numerical solution of the latter problem we use the generalized gradient-projection method and Newton’s method. After inverse transformation to the initial space we obtain the family of numerical methods for solving optimization problems with equality and inequality constraints. In the linear programming case after some simplification and after choosing a particular exponential transformation function we obtain from the proposed methods the well-known primal-dual interior point linear programming algorithm and the so-called “variation of Kermarkar’s algorithm”.

The paper describes a new approach to the optimal-power-flow problem based on Newton's method which it operates with an augmented Lagrangian function associated with the original problem. The function aggregates all the equality and inequality constraints. The first-order necessary conditions for optimality are reached by Newton's method, and by updating the dual variables and the penalty terms associated with the inequality constraints. The proposed approach does not have to identify the set of binding constraints and can be utilised for an infeasible starting point. The sparsity of the Hessian matrix of the augmented Lagrangian is completely exploited in the computational implementation. Tests results are presented to show the good performance of this approach.

Inspired by the Lagrangian multiplier method with quadratic penalty function, which is widely used in Nonlinear Programming Theory, a Lagrange-type nonlinear programming neural network whose equilibria coincide with KKT pairs of the underlying nonlinear programming problem was devised with minor modification in regard to handling inequality constraints[1,2]. Of course, the structure of neural network must be elaborately conceived so that it is asymptotically stable. Normally this aim is not easy to be achieved even for the simple nonlinear programming problems. However, if the penalty parameters in these neural networks are taken as control variables and a control law is found to stabilize it, we may reasonably conjecture that the categories of solvable nonlinear programming problems will be greatly increased. In this paper, the conditions stabilizing the Lagrange-type neural network are presented and control-Lyapunov function approach is used to synthesize the adjusting laws of penalty parameters.KeywordsPenalty ParameterNonlinear Programming ProblemGlobal Asymptotic StabilityFeedback StabilizationHierarchical OptimizationThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Estimation of Optimal Well Controls Using the Augmented Lagrangian Function with Approximate Derivatives

The objective of this paper is to develop matrix games with pay-offs of triangular hesitant fuzzy elements (THFEs). To solve such games, a new methodology has been derived based on the notion of weighted average operator and score function of THFEs. Firstly, we formulate two non-linear programming problems with THFEs. Then applying the score function of THFEs, we transform these two problems into two non-linear multi-objective programming problems with triangular fuzzy numbers (TFNs). Finally, the Lexicographic method is used to solve these two multi-objective programming problems. A market share problem is considered to show the validity and applicability of the proposed methodology.

In this paper, a new augmented Lagrangian function with 4-piecewise linear NCP function is introduce for the solution of nonlinear prgramming problems with equality constrained and ineqality constaianed. It is proved that a solution of the original constrained problem and corresponding values of Lagrange multipliers can be found by solving a uncunstrained minimization of the augmented Lagrange function. Meamwhile, a new Lagrangian multiplier method corresponding with new augmented Lagrangian function is proposed. and this method is implement able and convergent.

A descent method for a reformulation of the second-order cone complementarity problem

more constraints or equations, with either a linear or nonlinear objective function. This distinction is made primarily on the basis of the difficulty of solving these two types of nonlinear problems. The first type is the less difficult of the two, and in this, Part I of the paper, it is shown how it is solved by the gradient projection method. It should be noted that since a linear objective function is a special case of a nonlinear objective function, the gradient projection method will also solve a linear programming problem. In Part II of the paper [16], the extension of the gradient projection method to the more difficult problem of nonlinear constraints and equations will be described. The basic paper on linear programming is the paper by Dantzig [5] in which the simplex method for solving the linear programming problem is presented. The nonlinear programming problem is formulated and a necessary and sufficient condition for a constrained maximum is given in terms of an equivalent saddle value problem in the paper by Kuhn and Tucker [10]. Further developments motivated by this paper, including a computational procedure, have been published recently [1]. The gradient projection method was originally presented to the American Mathematical Society

This paper presents an optimization method to solve a non-linear separable programming problem with coefficients and variables as generalized trapezoidal intuitionistic fuzzy numbers. Such optimization problems are known as fully intuitionistic fuzzy non-linear separable programming problems. The optimization method is based on the linear approximation of fully intuitionistic fuzzy non-linear separable functions. The concept of an intuitionistic fuzzy line segment between two intuitionistic fuzzy points is introduced to find the required linear approximation. In this way, a fully intuitionistic fuzzy non-linear programming problem is converted into an intuitionistic fuzzy linear programming problem. The defuzzification and component-wise comparison techniques are then used to convert the fully intuitionistic fuzzy linear programming problem to a linear programming problem with crisp coefficients which can then be solved by using traditional optimization techniques. The application of the proposed approach in an investment problem faced by a businessman has been presented.