Nonlinear programming

About: Nonlinear programming is a research topic. Over the lifetime, 19486 publications have been published within this topic receiving 656602 citations. The topic is also known as: non-linear programming & NLP.

Decomposition and nondifferentiable optimization with the projective algorithm

Abstract: This paper deals with an application of a variant of Karmarkar's projective algorithm for linear programming to the solution of a generic nondifferentiable minimization problem. This problem is closely related to the Dantzig-Wolfe decomposition technique used in large-scale convex programming. The proposed method is based on a column generation technique defining a sequence of primal linear programming maximization problems. Associated with each problem one defines a weighted potential function which is minimized using a variant of the projective algorithm. When a point close to the minimum of the potential function is reached, a corresponding point in the dual space is constructed, which is close to the analytic center of a polytope containing the solution set of the nondifferentiable optimization problem. An admissible cut of the polytope, corresponding to a new supporting hyperplane of the epigraph of the function to minimize, is then generated at this approximate analytic center. In the primal space this new cut translates into a new column for the associated linear programming problem. The algorithm has performed well on a set of convex nondifferentiable programming problems.

Continuum topology optimization with non-probabilistic reliability constraints based on multi-ellipsoid convex model

Abstract: Using a quantified measure for non-probab ilistic reliability based on the multi-ellipsoid convex model, the topology optimization of continuum structures in presence of uncertain-but-bounded parameters is investigated. The problem is formulated as a double-loop optimization one. The inner loop handles evaluation of the non-probabilistic reliability index, and the outer loop treats the optimum material distribution using the results from the inner loop for checking feasibility of the reliability constraints. For circumventing the numerical difficulties arising from its nested nature, the topology optimization problem with reliability constraints is reformulated into an equivalent one with constraints on the concerned performance. In this context, the adjoint variable schemes for sensitivity analysis with respect to uncertain variables as well as design variables are discussed. The structural optimization problem is then solved by a gradient-based algorithm using the obtained sensitivity. In the present formulation, the uncertain-but bounded uncertain variations of material properties, geometrical dimensions and loading conditions can be realistically accounted for. Numerical investigations illustrate the applicability and the validity of the present problem statement as well as the proposed numerical techniques. The computational results also reveal that non-probabilistic reliability-based topology optimization may yield more reasonable material layouts than conventional deterministic approaches. The proposed method can be regarded as an attractive supplement to the stochastic reliability-based topology optimization.

Cross-layer optimization of wireless networks using nonlinear column generation

Abstract: We consider the problem of finding the jointly optimal end-to-end communication rates, routing, power allocation and transmission scheduling for wireless networks. In particular, we focus on finding the resource allocation that achieves fair end-to-end communication rates. Using realistic models of several rate and power adaption schemes, we show how this cross-layer optimization problem can be formulated as a nonlinear mathematical program. We develop a specialized solution method, based on a nonlinear column generation technique, and prove that it converges to the globally optimal solution. We present computational results from a large set of networks and discuss the insight that can be gained about the influence of power control, spatial reuse, routing strategies and variable transmission rates on network performance.

Optimal Design of Distributed Wastewater Treatment Networks

Abstract: This paper deals with the optimum design of a distributed wastewater network where multicomponent streams are considered that are to be processed by units for reducing the concentration of several contaminants. The proposed model gives rise to a nonconvex nonlinear problem which often exhibits local minima and causes convergence difficulties. A search procedure is proposed in this paper that is based on the successive solution of a relaxed linear model and the original nonconvex nonlinear problem. Several examples are presented to illustrate that the proposed method often yields global or near global optimum solutions. The model is also extended for selecting different treatment technologies and for handling membrane separation modules.

Distributed Optimization for Linear Multiagent Systems: Edge- and Node-Based Adaptive Designs

Abstract: This paper studies the distributed optimization problem for continuous-time multiagent systems with general linear dynamics. The objective is to cooperatively optimize a team performance function formed by a sum of convex local objective functions. Each agent utilizes only local interaction and the gradient of its own local objective function. To achieve the cooperative goal, a couple of fully distributed optimal algorithms are designed. First, an edge-based adaptive algorithm is developed for linear multiagent systems with a class of convex local objective functions. Then, a node-based adaptive algorithm is constructed to solve the distributed optimization problem for a class of agents satisfying the bounded-input bounded-state stable property. Sufficient conditions are given to ensure that all agents reach a consensus while minimizing the team performance function. Finally, numerical examples are provided to illustrate the theoretical results.