Optimal design search by Sequential Quadratic Programming (SQP)
Exploiting Convexity in Direct Optimal Control: A Sequential Convex Quadratic Programming Method
... Direct Optimal Control: a Sequential Convex Quadratic Programming Method Robin Verschueren 1 , Niels van Duijkeren 2 , Rien Quirynen 1,3 , Moritz Diehl 1 Abstract— Direct optimal ...
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The Trust Region Sequential Quadratic Programming method applied to two-aircraft acoustic optimal control problem
... Several approaches like Byrd-Omojokun and Vardi approaches exist to solve the system (13) [37]. It can also be solved with the KNITRO, the SNOPT and other methods [38]. In the latter case, we have an ordinary dierential ...
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Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
... an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic program- ming (SQP) algorithm with a modified Hessian – to ensure that every SQP step is a descent ...
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A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
... an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic program- ming (SQP) algorithm with a modified Hessian – to ensure that every SQP step is a descent ...
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Bilinear Model Predictive Control of a HVAC System Using Sequential Quadratic Programming
... open-loop optimal control problem is solved over a finite horizon starting from the current ...The optimal command signal is applied to the process only during the first sampling ...new optimal ...
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Hybridization of SBX based NSGA-II and sequential quadratic programming for solving multi-objective optimization problems
... V. C ONCLUSIONS In this paper, we have presented a hybrid approach con- sisting of evolutionary and classical algorithms. A state- of-the-art evolutionary multi-objective algorithm (NSGA- II) and a local search ...
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Optimal Design of Gating Systems by Gradient Search Methods
... an optimal design of a typical gating system used for the gravity process to produce aluminum ...guided search for better designs based on techniques that take into account the mathematical structure ...
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A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
... Interesting features of the proposed algorithm are: i both the objective function and the constrained functions are not required to be convex; ii arbitrary starting points and general co[r] ...
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Optimal experiment design for nonlinear dynamic (bio)chemical systems using sequential semidefinite programming
... (wileyonlinelibrary.com) Optimal experiment design (OED) for parameter estimation in nonlinear dynamic (bio)chemical processes is studied in this ...on sequential semidefinite programming ...
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Optimal Sequential Sampling Plans Using Dynamic Programming Approach
... dynamic programming procedure to design an optimal sequential sampling ...the optimal decision that minimizes the total cost including the cost of rejecting the batch, the cost of ...
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Building Design Optimization Using Sequential Linear Programming
... Method, Sequential Linear Programming, Layout ...in sequential unconstrained minimization problems, ii) Direct methods which handle the minimization of the objective function and satisfaction of ...
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A HEURISTIC FOR THE STABILITY NUMBER OF A GRAPH BASED ON CONVEX QUADRATIC PROGRAMMING AND TABU SEARCH
... tabu search heuristic. Let x ∗ be the optimal solution provided by phase I of the proposed heuristic when applied to a graph ...tabu search algorithm to obtain a high cardinality clique of ...
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Sequential quadratic programming-based fast path planning algorithm subject to no-fly zone constraints
... Path planning plays an important role in aircraft guided systems. Multiple no-fly zones in the flight area make path planning a constrained nonlinear optimization problem. It is necessary to obtain a feasible ...
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Enhanced Sequential Search Methodology for Identifying Cost-Optimal Building Pathways
... building design. But coupling modularization with the sequential search methodology enables runtime ...the search evaluates building designs in an iteration that are one option different than ...
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Optimal Binary Search Trees Meet Object Oriented Programming
... Finding optimal solutions to problems and applying object–oriented design techniques are both standard topics in a data structures and algorithms ...object–oriented design typically distributes the ...
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An Enhanced Genetic Programming Algorithm for Optimal Controller Design
... domly chosen according to one of the following methods. The first method suggests that the new numeric constant values are chosen at random from a specific uniform dis- tributed chosen range. The selection range for each ...
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Analysis of Theoretical and Numerical Properties of Sequential Convex Programming for Continuous-Time Optimal Control
... non-convex optimal control problem we wish to ...SCP-based optimal control methods is split in two sections: In Section III, convergence is analyzed in the absence of manifold-type constraints, and in ...
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Stabilized sequential quadratic programming: a survey
... For the equality-constrained case, sSQP is the only currently known method that solves a linear system or a QP per iteration (i.e., an explicitly Newtonian method), and which requires fo[r] ...
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Optimal Unemployment Insurance with Sequential Search
... savings forces any risk-averse worker to violate her Euler equation. Section 2 describes the worker’s preferences and the income process. Section 3 sets up a very general revelation mechanism and shows that the planner ...
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A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
... a sequential quadratically constrained quadratic programming (SQCQP) method for unconstrained minimax problems is ...convex quadratic inequality constraints and a convex quadratic ...
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