Application of the penalty method to nonstationary approximation of an optimization problem

2014 ◽  
Vol 58 (8) ◽  
pp. 49-55 ◽  
Author(s):  
I. V. Konnov
Author(s):  
Berge Djebedjian ◽  
Ashraf Yaseen ◽  
Magdy Abou Rayan

This paper presents a new adaptive penalty method for genetic algorithms (GA). External penalty functions have been used to convert a constrained optimization problem into an unconstrained problem for GA-based optimization. The success of the genetic algorithm application to the design of water distribution systems depends on the choice of the penalty function. The optimal design of water distribution systems is a constrained non-linear optimization problem. Constraints (for example, the minimum pressure requirements at the nodes) are generally handled within genetic algorithm optimization by introducing a penalty cost function. The optimal solution is found when the pressures at some nodes are close to the minimum required pressure. The goal of an adaptive penalty function is to change the value of the penalty draw-down coefficient during the search allowing exploration of infeasible regions to find optimal building blocks, while preserving the feasibility of the final solution. In this study, a new penalty coefficient strategy is assumed to increase with the total cost at each generation and inversely with the total number of nodes. The application of the computer program to case studies shows that it finds the least cost in a favorable number of function evaluations if not less than that in previous studies and it is computationally much faster when compared with other studies.


2014 ◽  
Vol 15 (3) ◽  
pp. 776-796 ◽  
Author(s):  
Zhengfang Zhang ◽  
Weifeng Chen ◽  
Xiaoliang Cheng

AbstractThis paper investigates the eigenmode optimization problem governed by the scalar Helmholtz equation in continuum system in which the computed eigenmode approaches the prescribed eigenmode in the whole domain. The first variation for the eigenmode optimization problem is evaluated by the quadratic penalty method, the adjoint variable method, and the formula based on sensitivity analysis. A penalty optimization algorithm is proposed, in which the density evolution is accomplished by introducing an artificial time term and solving an additional ordinary differential equation. The validity of the presented algorithm is confirmed by numerical results of the first and second eigenmode optimizations in 1Dand 2Dproblems.


2012 ◽  
Vol 544 ◽  
pp. 164-169
Author(s):  
Xiao Lin Zhang ◽  
Ping Jiang ◽  
Jun Zheng ◽  
Ying Li

Analytical Target Cascading (ATC) is a method to partition the optimization of a complex system into a set of subsystem optimizations and a single system optimization according to the structure of the complex system, and coordinate subproblems toward an optimal system design. The constructed new optimization problem owns a hierarchical structure, which better matches the real organization structure of complex system design, so the ATC method provides a promising way to deal with the complex system. For each design problem at a given level, an optimization problem is to minimize the discrepancy between its responses and propagated targets. In ATC, for feasibility of subproblems, the target-response pairs are translated into the relaxation terms in which the weight coefficients is used to represent the relative importance of responses and linking variables matching their corresponding target, and achieve acceptable levels of inconsistency between subproblems when top level targets are unattainable in the hierarchical decomposition structure. Furthermore, weighting coefficients influence convergence efficiency and computational efficiency so that the suitable allocation of weight coefficients is a challenge. This paper adopts the Quadratic Exterior Penalty Method to deal with the weight coefficients that achieve solutions within user-specified acceptable inconsistency tolerances. Meanwhile, the method prototype will be tested on a numerical example and implemented using MATLAB and iSIGHT.


2010 ◽  
Vol 24 (15n16) ◽  
pp. 2821-2826 ◽  
Author(s):  
DO-KWAN HONG ◽  
BYUNG-CHUL WOO ◽  
CHAN-WOO AHN

Permanent Magnet (PM) type Longitudinal Flux Linear Motors (LFLMs) are electromagnetic devices which can develop directly powerful linear motion. This paper presents statistical optimum design of PM type LFLM to reduce the weight of the machine with the constraints of avg. thrust force using the penalty method with characteristics function and Response Surface Methodology (RSM). The contribution and effect of the each design variable on the characteristic function is evaluated by the analysis of means (ANOM) and optimum design set is determined. The reduced gradient algorithm is adopted in RSM. Therefore, it is expected that the proposed optimization procedure using penalty method and RSM can be easily utilized to solve the optimization problem with constraint of electric machine.


2018 ◽  
Vol 16 (06) ◽  
pp. 851-874 ◽  
Author(s):  
Mircea Sofonea

We study a new mathematical model which describes the equilibrium of a locking material in contact with a foundation. The contact is frictionless and is modeled with a nonsmooth multivalued interface law which involves unilateral constraints and subdifferential conditions. We describe the model and derive its weak formulation, which is in the form of an elliptic variational–hemivariational inequality for the displacement field. Then, we establish the existence of a unique weak solution to the problem. Next, we introduce a penalty method, for which we state and prove a convergence result. Finally, we consider a particular version of the model for which we prove the continuous dependence of the solution on the bounds which govern the locking and the normal displacement constraints, respectively. We apply this convergence result in the study of an optimization problem associated to the contact model.


2020 ◽  
Vol 2 (2) ◽  
pp. 51
Author(s):  
Hartono Hartono

This article discusses the application of fractional penalty method to solve dynamic optimization problem with state constraints. The main theories supporting the use of the method are described in some theorem and corollary. The theorems give sufficient conditons for the application of the method. Therefore, if all conditions mentioned in the theorems are met then the resulted solution will converge to the analytic solution. In addition, there are some examples to support the theory. The numerical simulation shows that the accuracy of the method is quite good. Hence, this method can play a role as an alternative method for solving dynamic optimization problem with state constrints.


TAPPI Journal ◽  
2019 ◽  
Vol 18 (10) ◽  
pp. 607-618
Author(s):  
JÉSSICA MOREIRA ◽  
BRUNO LACERDA DE OLIVEIRA CAMPOS ◽  
ESLY FERREIRA DA COSTA JUNIOR ◽  
ANDRÉA OLIVEIRA SOUZA DA COSTA

The multiple effect evaporator (MEE) is an energy intensive step in the kraft pulping process. The exergetic analysis can be useful for locating irreversibilities in the process and pointing out which equipment is less efficient, and it could also be the object of optimization studies. In the present work, each evaporator of a real kraft system has been individually described using mass balance and thermodynamics principles (the first and the second laws). Real data from a kraft MEE were collected from a Brazilian plant and were used for the estimation of heat transfer coefficients in a nonlinear optimization problem, as well as for the validation of the model. An exergetic analysis was made for each effect individually, which resulted in effects 1A and 1B being the least efficient, and therefore having the greatest potential for improvement. A sensibility analysis was also performed, showing that steam temperature and liquor input flow rate are sensible parameters.


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