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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.


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Journal ArticleDOI
TL;DR: An alternative approach is considered to the difficulties caused by infeasibility in outer approximation, in which exact penalty functions are used to solve the NLP subproblems.
Abstract: A wide range of optimization problems arising from engineering applications can be formulated as Mixed Integer NonLinear Programming problems (MINLPs). Duran and Grossmann (1986) suggest an outer approximation scheme for solving a class of MINLPs that are linear in the integer variables by a finite sequence of relaxed MILP master programs and NLP subproblems. Their idea is generalized by treating nonlinearities in the integer variables directly, which allows a much wider class of problem to be tackled, including the case of pure INLPs. A new and more simple proof of finite termination is given and a rigorous treatment of infeasible NLP subproblems is presented which includes all the common methods for resolving infeasibility in Phase I. The worst case performance of the outer approximation algorithm is investigated and an example is given for which it visits all integer assignments. This behaviour leads us to include curvature information into the relaxed MILP master problem, giving rise to a new quadratic outer approximation algorithm. An alternative approach is considered to the difficulties caused by infeasibility in outer approximation, in which exact penalty functions are used to solve the NLP subproblems. It is possible to develop the theory in an elegant way for a large class of nonsmooth MINLPs based on the use of convex composite functions and subdifferentials, although an interpretation for thel 1 norm is also given.

643 citations

Journal ArticleDOI
TL;DR: This work develops a maximum a posteriori probability (MAP) estimation approach for interferometric radar techniques, and derives an algorithm that approximately maximizes the conditional probability of its phase-unwrapped solution given observable quantities such as wrapped phase, image intensity, and interferogram coherence.
Abstract: Interferometric radar techniques often necessitate two-dimensional (2-D) phase unwrapping, defined here as the estimation of unambiguous phase data from a 2-D array known only modulo 2pi rad. We develop a maximum a posteriori probability (MAP) estimation approach for this problem, and we derive an algorithm that approximately maximizes the conditional probability of its phase-unwrapped solution given observable quantities such as wrapped phase, image intensity, and interferogram coherence. Examining topographic and differential interferometry separately, we derive simple, working models for the joint statistics of the estimated and the observed signals. We use generalized, nonlinear cost functions to reflect these probability relationships, and we employ nonlinear network-flow techniques to approximate MAP solutions. We apply our algorithm both to a topographic interferogram exhibiting rough terrain and layover and to a differential interferogram measuring the deformation from a large earthquake. The MAP solutions are complete and are more accurate than those of other tested algorithms.

642 citations

Journal ArticleDOI
TL;DR: Two suboptimal MPC schemes are presented and analyzed that are guaranteed to be stabilizing, provided an initial feasible solution is available and for which the computational requirements are more reasonable.
Abstract: Practical difficulties involved in implementing stabilizing model predictive control laws for nonlinear systems are well known. Stabilizing formulations of the method normally rely on the assumption that global and exact solutions of nonconvex, nonlinear optimization problems are possible in limited computational time. In the paper, we first establish conditions under which suboptimal model predictive control (MPC) controllers are stabilizing; the conditions are mild holding out the hope that many existing controllers remain stabilizing even if optimality is lost. Second, we present and analyze two suboptimal MPC schemes that are guaranteed to be stabilizing, provided an initial feasible solution is available and for which the computational requirements are more reasonable.

641 citations

Journal ArticleDOI
TL;DR: An algorithm is described to solve multiple-phase optimal control problems using a recently developed numerical method called the Gauss pseudospectral method, well suited for use in modern vectorized programming languages such as FORTRAN 95 and MATLAB.
Abstract: An algorithm is described to solve multiple-phase optimal control problems using a recently developed numerical method called the Gauss pseudospectral method. The algorithm is well suited for use in modern vectorized programming languages such as FORTRAN 95 and MATLAB. The algorithm discretizes the cost functional and the differential-algebraic equations in each phase of the optimal control problem. The phases are then connected using linkage conditions on the state and time. A large-scale nonlinear programming problem (NLP) arises from the discretization and the significant features of the NLP are described in detail. A particular reusable MATLAB implementation of the algorithm, called GPOPS, is applied to three classical optimal control problems to demonstrate its utility. The algorithm described in this article will provide researchers and engineers a useful software tool and a reference when it is desired to implement the Gauss pseudospectral method in other programming languages.

638 citations

Journal ArticleDOI
TL;DR: This paper describes the synthesis method of linear array geometry with minimum sidelobe level and null control using the particle swarm optimization (PSO) algorithm, a newly discovered, high-performance evolutionary algorithm capable of solving general N-dimensional, linear and nonlinear optimization problems.
Abstract: This paper describes the synthesis method of linear array geometry with minimum sidelobe level and null control using the particle swarm optimization (PSO) algorithm. The PSO algorithm is a newly discovered, high-performance evolutionary algorithm capable of solving general N-dimensional, linear and nonlinear optimization problems. Compared to other evolutionary methods such as genetic algorithms and simulated annealing, the PSO algorithm is much easier to understand and implement and requires the least of mathematical preprocessing. The array geometry synthesis is first formulated as an optimization problem with the goal of sidelobe level (SLL) suppression and/or null placement in certain directions, and then solved by the PSO algorithm for the optimum element locations. Three design examples are presented that illustrate the use of the PSO algorithm, and the optimization goal in each example is easily achieved. The results of the PSO algorithm are validated by comparing with results obtained using the quadratic programming method (QPM).

634 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023113
2022259
2021615
2020650
2019640
2018630