scholarly journals A New Sequential Optimality Condition of Cardinality-Constrained Optimization Problem and Application

2021 ◽  
Author(s):  
Liping Pang ◽  
Menglong Xue ◽  
Na Xu
Keyword(s):  
Constrained Optimization ◽  
Optimality Condition ◽  
Optimization Problem ◽  
Constraint Qualification ◽  
Accumulation Point ◽  
Iterative Sequence ◽  
Stationary Points ◽  
Constrained Optimization Problem ◽  
Cardinality Constraint ◽  
Continuous Relaxation

Abstract In this paper, we consider the cardinality-constrained optimization problem and propose a new sequential optimality condition for the continuous relaxation reformulation which is popular recently. It is stronger than the existing results and is still a first-order necessity condition for the cardinality constraint problem without any additional assumptions. Meanwhile, we provide a problem-tailored weaker constraint qualification, which can guarantee that new sequential conditions are Mordukhovich-type stationary points. On the other hand, we improve the theoretical results of the augmented Lagrangian algorithm. Under the same condition as the existing results, we prove that any feasible accumulation point of the iterative sequence generated by the algorithm satisfies the new sequence optimality condition. Furthermore, the algorithm can converge to the Mordukhovich-type (essentially strong) stationary point if the problem-tailored constraint qualification is satisfied.

scholarly journals Nonconvex constrained optimization by a filtering branch and bound

2020 ◽  
Author(s):  
Gabriele Eichfelder ◽  
Kathrin Klamroth ◽  
Julia Niebling
Keyword(s):  
Constrained Optimization ◽  
Optimization Problem ◽  
Feasible Solution ◽  
Constrained Optimization Problem ◽  
Numerical Tests ◽  
Nonconvex Constrained Optimization ◽  
Objective Value ◽  
Feasible Solutions ◽  
Quality Guarantee ◽  
Single Objective

AbstractA major difficulty in optimization with nonconvex constraints is to find feasible solutions. As simple examples show, the $$\alpha $$ α BB-algorithm for single-objective optimization may fail to compute feasible solutions even though this algorithm is a popular method in global optimization. In this work, we introduce a filtering approach motivated by a multiobjective reformulation of the constrained optimization problem. Moreover, the multiobjective reformulation enables to identify the trade-off between constraint satisfaction and objective value which is also reflected in the quality guarantee. Numerical tests validate that we indeed can find feasible and often optimal solutions where the classical single-objective $$\alpha $$ α BB method fails, i.e., it terminates without ever finding a feasible solution.

scholarly journals Optimal P-Q Control of Grid-Connected Inverters in a Microgrid Based on Adaptive Population Extremal Optimization

Energies ◽  
2018 ◽  
Vol 11 (8) ◽  
pp. 2107 ◽  
Author(s):  
Min-Rong Chen ◽  
Huan Wang ◽  
Guo-Qiang Zeng ◽  
Yu-Xing Dai ◽  
Da-Qiang Bi
Keyword(s):  
Constrained Optimization ◽  
Optimization Problem ◽  
Reactive Power ◽  
Active Power ◽  
Adaptive Genetic Algorithm ◽  
Constrained Optimization Problem ◽  
Extremal Optimization ◽  
Active And Reactive Power ◽  
Three Phase ◽  
Grid Connected Inverter

The optimal P-Q control issue of the active and reactive power for a microgrid in the grid-connected mode has attracted increasing interests recently. In this paper, an optimal active and reactive power control is developed for a three-phase grid-connected inverter in a microgrid by using an adaptive population-based extremal optimization algorithm (APEO). Firstly, the optimal P-Q control issue of grid-connected inverters in a microgrid is formulated as a constrained optimization problem, where six parameters of three decoupled PI controllers are real-coded as the decision variables, and the integral time absolute error (ITAE) between the output and referenced active power and the ITAE between the output and referenced reactive power are weighted as the objective function. Then, an effective and efficient APEO algorithm with an adaptive mutation operation is proposed for solving this constrained optimization problem. The simulation and experiments for a 3kW three-phase grid-connected inverter under both nominal and variable reference active power values have shown that the proposed APEO-based P-Q control method outperforms the traditional Z-N empirical method, the adaptive genetic algorithm-based, and particle swarm optimization-based P-Q control methods.

Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC

2018 ◽  
Vol 35 (01) ◽  
pp. 1850008
Author(s):  
Na Xu ◽  
Xide Zhu ◽  
Li-Ping Pang ◽  
Jian Lv
Keyword(s):  
Linear Dependence ◽  
Constraint Qualification ◽  
Constraint Qualifications ◽  
Accumulation Point ◽  
Stationary Points ◽  
Nondegeneracy Condition ◽  
Equilibrium Constraints ◽  
Convergence Properties ◽  
Constant Rank Constraint Qualification ◽  
Relaxation Schemes

This paper concentrates on improving the convergence properties of the relaxation schemes introduced by Kadrani et al. and Kanzow and Schwartz for mathematical program with equilibrium constraints (MPEC) by weakening the original constraint qualifications. It has been known that MPEC relaxed constant positive-linear dependence (MPEC-RCPLD) is a class of extremely weak constraint qualifications for MPEC, which can be strictly implied by MPEC relaxed constant rank constraint qualification (MPEC-RCRCQ) and MPEC relaxed constant positive-linear dependence (MPEC-rCPLD), of course also by the MPEC constant positive-linear dependence (MPEC-CPLD). We show that any accumulation point of stationary points of these two approximation problems is M-stationarity under the MPEC-RCPLD constraint qualification, and further show that the accumulation point can even be S-stationarity coupled with the asymptotically weak nondegeneracy condition.

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