An Iterative Process for Solving the Constrained Convex Optimization Problem via Fixed Point Methods

Author(s):  
Tanom Chamnarnpan ◽  
Poom Kumam
2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanfei You ◽  
Suhong Jiang

<p style='text-indent:20px;'>This paper presents an improved Lagrangian-PPA based prediction correction method to solve linearly constrained convex optimization problem. At each iteration, the predictor is achieved by minimizing the proximal Lagrangian function with respect to the primal and dual variables. These optimization subproblems involved either admit analytical solutions or can be solved by a fast algorithm. The new update is generated by using the information of the current iterate and the predictor, as well as an appropriately chosen stepsize. Compared with the existing PPA based method, the parameters are relaxed. We also establish the convergence and convergence rate of the proposed method. Finally, numerical experiments are conducted to show the efficiency of our Lagrangian-PPA based prediction correction method.</p>


10.29007/7p6t ◽  
2018 ◽  
Author(s):  
Pascal Richter ◽  
David Laukamp ◽  
Levin Gerdes ◽  
Martin Frank ◽  
Erika Ábrahám

The exploitation of solar power for energy supply is of increasing importance. While technical development mainly takes place in the engineering disciplines, computer science offers adequate techniques for optimization. This work addresses the problem of finding an optimal heliostat field arrangement for a solar tower power plant.We propose a solution to this global, non-convex optimization problem by using an evolutionary algorithm. We show that the convergence rate of a conventional evolutionary algorithm is too slow, such that modifications of the recombination and mutation need to be tailored to the problem. This is achieved with a new genotype representation of the individuals.Experimental results show the applicability of our approach.


2003 ◽  
Vol 346 (2) ◽  
pp. 501-524 ◽  
Author(s):  
Y. Brenier ◽  
U. Frisch ◽  
M. Hénon ◽  
G. Loeper ◽  
S. Matarrese ◽  
...  

Author(s):  
Maher Ben Hariz ◽  
Wassila Chagra ◽  
Faouzi Bouani

The design of a low order controller for decoupled MIMO systems is proposed. The main objective of this controller is to guarantee some closed loop time response performances such as the settling time and the overshoot. The controller parameters are obtained by resolving a non-convex optimization problem. In order to obtain an optimal solution, the use of a global optimization method is suggested. In this chapter, the proposed solution is the GGP method. The principle of this method consists of transforming a non-convex optimization problem to a convex one by some mathematical transformations. So as to accomplish the fixed goal, it is imperative to decouple the coupled MIMO systems. To approve the controllers' design method, the synthesis of fixed low order controller for decoupled TITO systems is presented firstly. Then, this design method is generalized in the case of MIMO systems. Simulation results and a comparison study between the presented approach and a PI controller are given in order to show the efficiency of the proposed controller. It is remarkable that the obtained solution meets the desired closed loop time specifications for each system output. It is also noted that by considering the proposed approach the user can fix the desired closed loop performances for each output independently.


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