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Showing papers on "Continuous optimization published in 1980"


Journal ArticleDOI
Israel Zang1
TL;DR: This paper suggests approximations for smoothing out the kinks caused by the presence of “max” or “min” operators in many non-smooth optimization problems, particularly the continuous-discrete min—max optimization problem.
Abstract: In this paper, we suggest approximations for smoothing out the kinks caused by the presence of “max” or “min” operators in many non-smooth optimization problems. We concentrate on the continuous-discrete min—max optimization problem. The new approximations replace the original problem in some neighborhoods of the kink points. These neighborhoods can be made arbitrarily small, thus leaving the original objective function unchanged at almost every point ofR n . Furthermore, the maximal possible difference between the optimal values of the approximate problem and the original one, is determined a priori by fixing the value of a single parameter. The approximations introduced preserve properties such as convexity and continuous differentiability provided that each function composing the original problem has the same properties. This enables the use of efficient gradient techniques in the solution process. Some numerical examples are presented.

126 citations



Journal ArticleDOI
TL;DR: Experience with the algorithm on small problems indicates it converges exceptionally quickly to the optimal answer, often in as few iterations as are needed to perform a single simulation with no optimization using more conventional approaches.
Abstract: Based on recent work by Powell, a new optimization algorithm is presented. It merges the Newton-Raphson method and quadratic programming. A unique feature is that one does not converge the equality and tight inequality constraints for each step taken by the optimization algorithm. The article show how to perform the necessary calculations efficiently for very large problems which require the use of mass memory. Experience with the algorithm on small problems indicates it converges exceptionally quickly to the optimal answer, often in as few iterations (5 to 15) as are needed to perform a single simulation with no optimization using more conventional approaches.

66 citations



Journal ArticleDOI
TL;DR: A simple and computationally attractive method for solving constrained (which may not be linear) reliability optimization problem, when both improved modules and redundancy are used, is presented.
Abstract: A simple and computationally attractive method for solving constrained (which may not be linear) reliability optimization problem, when both improved modules and redundancy are used, is presented. Usually only one initial point is sufficient to be considered. The method applies to both series as well as complex systems and some times gives better solution than Tillman et al. (1977).

38 citations


Journal ArticleDOI
TL;DR: Some aspects of modelling that influence the performance of optimization methods are discussed, including the construction of smooth models, the transformation of an optimization problem from one category to another, scaling, formulation of constraints, and techniques for special types of models.

16 citations



Journal ArticleDOI
TL;DR: An Integrated Reliability Optimization Model that includes both of these two methods for improving the reliability of a system is presented and it is shown that under certain assumptions the integrated model reduces to a Redundancyoptimization Model and under certain other assumptions reduces to an Design Optimization model.
Abstract: The two traditional methods used in improving the reliability of a multi-stage system are examined The first method is the creation of redundancy in system components, whereas the second method consists of overdesigning the system components An Integrated Reliability Optimization Model that includes both of these two methods for improving the reliability of a system is presented It is shown that under certain assumptions the integrated model reduces to a Redundancy Optimization Model and under certain other assumptions reduces to a Design Optimization Model Several methods that have been previously suggested for obtaining solutions to the Integrated Optimization Model are reviewed and a generalized solution procedure for such a model is presented This solution procedure involves the successive solution of two subproblems a number of times The first subproblem is a design optimization problem that is solved by the Davidon-Fletcher-Powell optimization algorithm The second subproblem is a reliability redundancy optimization problem that is solved with the heuristic approach of Aggarwal, et al

10 citations


Journal ArticleDOI
TL;DR: The philosophy of implementing parameter optimization in continuous simulation packages is discussed, and specific examples of the optimizing options of the FORSIM and MACKSIM programs are given.

7 citations




Journal ArticleDOI
TL;DR: In this paper, continuity properties of the extremal value function and the solution function are studied for general optimization problems with perturbations in the objective function and constraints, and a classical stability condition is extended and compared with constraint qualification conditions.
Abstract: In this paper, continuity properties of the extremal value function and the solution function are studied for general optimization problems with perturbations in the objective function and the constraints. A classical stability condition is extended and compared with constraint qualification conditions.

Journal ArticleDOI
TL;DR: A set of optimal solutions of a particular discrete optimization problem is found by determining a suitable equi-assignment by means of a property based on the Euclidean algorithm for finding the greatest common divisor.


Journal ArticleDOI
TL;DR: In this article, the on-line optimization of a liquid extraction process using a model-based scheme is described, where four steady-state process models are first investigated for their ability to predict the process performance; these models are subsequently used in the optimization study.