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A Fast Solution Method to Economic Dispatch Type Problem

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Journal of Modern Power Systems and Clean Energy 2021年第5期9卷 1227-1232页

作者： Chenjia Feng Chengcheng Shao Xifan Wang Life School of Electrical Engineering Xi’an Jiaotong UniversityXi’an 710049China

Economic dispatch(ED)aims to minimize the generation cost subject to power balance *** is extensively used in power system operation and *** problem as well as other problems with the same formulation are named as ED-type problems in this letter and a fast solution method is *** proposed method is achieved by solving a series of relaxed *** a closed-form solution for the relaxed ED-type problems,it is demonstrated that the proposed method consumes far less computing time and memory space than the off-the-shelf solvers and other quadratic programming(QP)***,the effectiveness and computational efficiency of the proposed method are verified by the case studies,which shows the great potential in power system planning and operation.

关键词： Fast solution economic dispatch closed-form solution quadratic programming

AN UTILITIES BASED APPROACH FOR MULTI-PERIOD DYNAMIC PORTFOLIO SELECTION

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Journal of Systems Science and Systems Engineering 2007年第3期16卷 277-286页

作者： Guoliang YANG Siming HUANG Wei CHEN Institute of Policy and Management Chinese Academy of Sciences Beijing 100080 China Research and Development Center GUODU Securities Beijing 100011 China

This paper proposed a multi-period dynamic optimal portfolio selection model. Assumptions were made to assure the strictness of reasoning. This Approach depicted the developments and changing of the real stock market and is an attempt to remedy some of the deficiencies of recent researches. The model is a standard form of quadratic programming. Furthermore, this paper presented a numerical example in real stock market.

关键词： Portfolio selection quadratic programming multi-period model utilities

DATA PREORDERING IN GENERALIZED PAV ALGORITHM FOR MONOTONIC REGRESSION

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Journal of Computational Mathematics 2006年第6期24卷 771-790页

作者： Oleg Burdakov Anders Grimvall Oleg Sysoev Department of Mathematics LinkSping University SE-58183 Link6ping Sweden

Monotonic regression （MR） is a least distance problem with monotonicity constraints induced by a partiaily ordered data set of observations. In our recent publication [In Ser. Nonconvex Optimization and Its Applications, Springer-Verlag, （2006） 83, pp. 25-33], the Pool-Adjazent-Violators algorithm （PAV） was generalized from completely to partially ordered data sets （posets）. The new algorithm, called CPAV, is characterized by the very low computational complexity, which is of second order in the number of observations. It treats the observations in a consecutive order, and it can follow any arbitrarily chosen topological order of the poset of observations. The CPAV algorithm produces a sufficiently accurate solution to the MR problem, but the accuracy depends on the chosen topological order. Here we prove that there exists a topological order for which the resulted CPAV solution is optimal. Furthermore, we present results of extensive numerical experiments, from which we draw conclusions about the most and the least preferable topological orders.

关键词： quadratic programming Large scale optimization Least distance problem,Monotonic regression Partially ordered data set Pool-adjacent-violators algorithm.

Generalized weighted functional proportional mean combining forecasting model and its method of parameter estimation

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Journal of Systems Engineering and Electronics 2004年第1期15卷 7-11,18页

作者：万玉成盛昭潮 SchoolofEconomicsandManagement SoutheastUniversityNanjing210096P.R.China GraduateSchoolofManagementScienceandEngineering NanjingUniversityNanjing210093P.R.China

A new kind of combining forecasting model based on the generalized weighted functional proportional mean is proposed and the parameter estimation method of its weighting coefficients by means of the algorithm of quadratic programming is given. This model has extensive representation. It is a new kind of aggregative method of group forecasting. By taking the suitable combining form of the forecasting models and seeking the optimal parameter, the optimal combining form can be obtained and the forecasting accuracy can be improved. The effectiveness of this model is demonstrated by an example.

关键词： combining forecasting generalized weighted functional proportional mean parameter estimation quadratic programming

SOLVING A CLASS OF INVERSE QP PROBLEMS BY A SMOOTHING NEWTON METHOD

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Journal of Computational Mathematics 2009年第6期27卷 787-801页

作者： Xiantao Xiao Liwei Zhang Department of Applied Mathematics Dalian University of Technology Dalian 116024 China

We consider an inverse quadratic programming （IQP） problem in which the parameters in the objective function of a given quadratic programming （QP） problem are adjusted as little as possible so that a known feasible solution becomes the optimal one. This problem can be formulated as a minimization problem with a positive semidefinite cone constraint and its dual （denoted IQD（A, b）） is a semismoothly differentiable （SC^1） convex programming problem with fewer variables than the original one. In this paper a smoothing Newton method is used for getting a Karush-Kuhn-Tucker point of IQD（A, b）. The proposed method needs to solve only one linear system per iteration and achieves quadratic convergence. Numerical experiments are reported to show that the smoothing Newton method is effective for solving this class of inverse quadratic programming problems.

关键词： Fischer-Burmeister function Smoothing Newton method Inverse optimization quadratic programming Convergence rate.

MODEL OF CEMENT RAW MATERIAL PROPORTION AND ITS SOLUTION

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Journal of Wuhan University of Technology(Materials Science) 1997年第Z1期12卷 127-132页

作者：冯仲仁 Wuhan University of Technology

Cement is a kind of colloid material. This paper introduces a model of raw material proportion and quadratic programming for solving the model when three kinds of raw materials are mixed. The calculation of the raw material proportion is easy, and its result is reliable. This model is apt to be realized on micro-computer. This paper indicates the defects of the least square method and compares these two methods through existing instance.

关键词： proportion of cement raw material quadratic programming

quadratic Optimization over a Second-Order Cone with Linear Equality Constraints

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Journal of the Operations Research Society of China 2014年第1期2卷 17-38页

作者： Xiao-ling Guo Zhi-bin Deng Shu-Cherng Fang Zhen-bo Wang Wen-xun Xing Department of Mathematical Sciences Tsinghua UniversityBeijing 100084China Industrial and Systems Engineering Department North Carolina State UniversityRaleighNC 27695USA

This paper studies the nonhomogeneous quadratic programming problem over a second-order cone with linear equality *** the feasible region is bounded,we show that an optimal solution of the problem can be found in polynomial *** the feasible region is unbounded,a semidefinite programming(SDP)reformulation is constructed to find the optimal objective value of the original problem in polynomial *** addition,we provide two sufficient conditions,under which,if the optimal objective value is finite,we show the optimal solution of SDP reformulation can be decomposed into the original space to generate an optimal solution of the original problem in polynomial ***,a recession direction can be identified in polynomial *** examples are included to illustrate the effectiveness of the proposed approach.

关键词： quadratic programming Linear conic programming Second-order cone Cone of nonnegative quadratic functions

A Survey of Hidden Convex Optimization

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Journal of the Operations Research Society of China 2020年第1期8卷 1-28页

作者： Yong Xia Key Laboratory of Mathematics Informatics and Behavioral Semantics of the Ministry of EducationSchool of Mathematics and System SciencesBeihang UniversityBeijing 100191China

Motivated by the fact that not all nonconvex optimization problems are difficult to solve,we survey in this paper three widely used ways to reveal the hidden convex structure for different classes of nonconvex optimiz... 详细信息

关键词： Convex programming quadratic programming quadratic matrix programming Fractional programming Lagrangian dual Semidefinite programming

Collision-Free Path Planning with Kinematic Constraints in Urban Scenarios

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Journal of Shanghai Jiaotong university(Science) 2021年第5期26卷 731-738页

作者： WANG Liang WANG Bing WANG Chunxiang Department of Automation Key Laboratory of System Control and Information Processing of Ministry of EducationShanghai Jiao Tong UniversityShanghai 200240China

In urban driving scenarios,owing to the presence of multiple static obstacles such as parked cars and roadblocks,planning a collision-free and smooth path remains a challenging *** addition,the path-planning problem is mostly non-convex,and contains multiple local ***,a method for combining a sampling-based method and an optimization-based method is proposed in this paper to generate a collision-free path with kinematic constraints for urban *** sampling-based method constructs a search graph to search for a seeding path for exploring a safe driving corridor,and the optimization-based method constructs a quadratic programming problem considering the desired state constraints,continuity constraints,driving corridor constraints,and kinematic constraints to perform path *** experimental results show that the proposed method is able to plan a collision-free and smooth path in real time when managing typical urban scenarios.

关键词： autonomous vehicle path planning dynamic searching quadratic programming