scholarly journals Research on The Optimal Solution of Lagrangian Multiplier Function Method in Nonlinear Programming

2021 ◽  
Vol 1952 (4) ◽  
pp. 042075
Author(s):  
Xue Jin
2019 ◽  
pp. 132-138 ◽  
Author(s):  
A. Tarasenko ◽  
I. Egorova

The method of dynamic programming has been considered, which is used in solving multiple problems in economics, on the example of using Bellman’s optimality principle for solving nonlinear programming problems. On a specific numerical example, the features of the solution have been shown in detail with all the calculations. The problem of optimal distribution of funds among enterprises for the expansion of production has been formulated, which would give the maximum total increase in output. The solution of the task has been presented in the case, when the number of enterprises is 3. It has been shown, that the Bellman optimality principle allows you solve applied problems of cost forecasting with obtaining the optimal solution-maximum profit at minimum costs.


2016 ◽  
Vol 2016 ◽  
pp. 1-11 ◽  
Author(s):  
Aihong Ren

This paper is concerned with a class of fully fuzzy bilevel linear programming problems where all the coefficients and decision variables of both objective functions and the constraints are fuzzy numbers. A new approach based on deviation degree measures and a ranking function method is proposed to solve these problems. We first introduce concepts of the feasible region and the fuzzy optimal solution of a fully fuzzy bilevel linear programming problem. In order to obtain a fuzzy optimal solution of the problem, we apply deviation degree measures to deal with the fuzzy constraints and use a ranking function method of fuzzy numbers to rank the upper and lower level fuzzy objective functions. Then the fully fuzzy bilevel linear programming problem can be transformed into a deterministic bilevel programming problem. Considering the overall balance between improving objective function values and decreasing allowed deviation degrees, the computational procedure for finding a fuzzy optimal solution is proposed. Finally, a numerical example is provided to illustrate the proposed approach. The results indicate that the proposed approach gives a better optimal solution in comparison with the existing method.


1977 ◽  
Vol 99 (1) ◽  
pp. 31-36 ◽  
Author(s):  
S. B. Schuldt ◽  
G. A. Gabriele ◽  
R. R. Root ◽  
E. Sandgren ◽  
K. M. Ragsdell

This paper presents Schuldt’s Method of Multipliers for nonlinear programming problems. The basics of this new exterior penalty function method are discussed with emphasis upon the ease of implementation. The merit of the technique for medium to large non-linear programming problems is evaluated, and demonstrated using the Eason and Fenton test problems.


2020 ◽  
Vol 7 (1) ◽  
pp. 84-87
Author(s):  
Galina E. Egorova ◽  
Tatyana S. Zaitseva

The penalty function method is one of the most popular and universal methods of convex programming and belongs to the group of indirect methods for solving nonlinear programming problems. Thе article discusses the algorithm for solving problems by the penalty function method, provides an example of a solution. A complete definition of the concepts used in the theoretical material of the method, and examples of its application are also given. It is worth noting that these methods are widely used to solve technical and economic problems. Also they are quite often used both in theoretical research and in the development of algorithms. The result of the work is the development of software for solving problems using the penalty function method.


Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 2027
Author(s):  
Abd Allah A. Mousa ◽  
Yousria Abo-Elnaga

This paper investigates the solution for an inverse of a parametric nonlinear transportation problem, in which, for a certain values of the parameters, the cost of the unit transportation in the basic problem are adapted as little as possible so that the specific feasible alternative become an optimal solution. In addition, a solution stability set of these parameters was investigated to keep the new optimal solution (feasible one) is unchanged. The idea of this study based on using a tuning parameters λ∈Rm in the function of the objective and input parameters υ∈Rl in the set of constraint. The inverse parametric nonlinear cost transportation problem P(λ,υ), where the tuning parameters λ∈Rm in the objective function are tuned (adapted) as less as possible so that the specific feasible solution x∘ has been became the optimal ones for a certain values of υ∈Rl, then, a solution stability set of the parameters was investigated to keep the new optimal solution x∘ unchanged. The proposed method consists of three phases. Firstly, based on the optimality conditions, the parameter λ∈Rm are tuned as less as possible so that the initial feasible solution x∘ has been became new optimal solution. Secondly, using input parameters υ∈Rl resulting problem is reformulated in parametric form P(υ). Finally, based on the stability notions, the availability domain of the input parameters was detected to keep its optimal solution unchanged. Finally, to clarify the effectiveness of the proposed algorithm not only for the inverse transportation problems but also, for the nonlinear programming problems; numerical examples treating the inverse nonlinear programming problem and the inverse transportation problem of minimizing the nonlinear cost functions are presented.


2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Toly Chen ◽  
Yu-Cheng Wang

Several recent studies have proposed fuzzy collaborative forecasting methods for semiconductor yield forecasting. These methods establish nonlinear programming (NLP) models to consider the opinions of experts and generate fuzzy yield forecasts. Such a practice cannot distinguish between the different expert opinions and can not easily find the global optimal solution. In order to solve some problems and to improve the performance of semiconductor yield forecasting, this study proposes a quadratic-programming- (QP-) based fuzzy collaborative intelligence approach.


Author(s):  
Umesh R. Patil ◽  
Prakash Krishnaswami

Abstract In designing a kinematic system, it is desirable to ensure that the performance of the system is relatively insensitive to small changes in the nominal design, since this will result in a more robust system that can be manufactured economically with looser tolerances. A general method for minimizing the sensitivity of such systems is developed in this paper. The approach is based on the idea of converting the minimum sensitivity design problem into a nonlinear programming problem which is then solved using an exterior penalty function method. The constrained multi-element formulation is used for kinematic analysis and sensitivity analysis is performed using a direct differentation technique. The resulting algorithm is general enough to handle any planar kinematic system. The proposed method has been implemented in a computer program which has been tested on some sample problems. The results provide convincing proof of the power and feasibility of this method.


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Zhong Wan ◽  
ShaoJun Zhang ◽  
Yanju Zhou

In accord with the practical engineering design conditions, a nonlinear programming model is constructed for maximizing the fatigue life of V-belt drive in which some polymorphic uncertainties are incorporated. For a given satisfaction level and a confidence level, an equivalent formulation of this uncertain optimization model is obtained where only interval parameters are involved. Based on the concepts of maximal and minimal range inequalities for describing interval inequality, the interval parameter model is decomposed into two standard nonlinear programming problems, and an algorithm, called two-step based sampling algorithm, is developed to find an interval optimal solution for the original problem. Case study is employed to demonstrate the validity and practicability of the constructed model and the algorithm.


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