A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application

Jian, Jinbao; Liu, Pengjie; Yin, Jianghua; Zhang, Chen; Chao, Miantao

doi:10.1016/j.cam.2020.113368

Cited by 21 publications

(25 citation statements)

References 49 publications

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“…By generating a sequence {w n i } L i=1 gradually converging on the desired solution, a quadratic programming subproblem is solved in each iteration. Note that the Quasi-Newton Method is used to update the approximation of the Hessian of the Lagrangian in each iteration [36]. Based on the {(…”

Section: Minmentioning

confidence: 99%

RETRACTED ARTICLE: A DES-based group decision model for group decision making with large-scale alternatives

Liu

Chen

2021

Appl Intell

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To solve group decision making problems with large-scale alternatives, this paper proposes a dynamic ensemble selection (DES) based group decision model by using historical decision data. The historical decision data of a group of experts are collected from the same multi-criteria decision framework and are mixed to train a set of base classifiers (BCs) to learn group preferences. For each new alternative, the predictions derived from BCs are used to determine its similar historical alternatives from historical data, and the BC with the highest accuracy in predicting the similar historical alternatives is identified as the best individual BC for the new alternative. By iteratively comparing the accuracy of an ensemble of randomly selected BCs and the best individual BC in predicting the similar historical alternatives of the new alternative, a novel DES method is developed to select a competent subset of BCs for the new alternative. The developed DES method effectively avoids the error-independence assumption to a certain extent. Based on the similar historical alternatives determined by the ensemble of selected BCs, a group decision optimization model is developed to learn criterion weights from their assessments on criteria and ensemble predictions derived from the selected BCs. With the learned criterion weights, the understandable group decision result is generated for the new alternative. Case study validates the superiority of the proposed model in diagnosing thyroid nodules using group capabilities. Empirical comparisons on thirty real datasets examine the competence of the proposed DES method against five representative DES methods.

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Section: Minmentioning

confidence: 99%

RETRACTED ARTICLE: A DES-based group decision model for group decision making with large-scale alternatives

Liu

Chen

2021

Appl Intell

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“…Of these SCP variations, only Sequential Quadratically Constrained Quadratic Programming (SQCQP) has received much attention in the literature [4,45,35,26], but these methods struggle with complications in computing constraint curvature and in handling non-convex QCQP sub-problems 2 . Why other forms of SCP have not been studied is not clear, but any method of SCP should abide by the following criteria:…”

Section: Sequential Quadratic Programmingmentioning

confidence: 99%

A Method of Sequential Log-Convex Programming for Engineering Design

Karcher¹,

Haimes²

2022

Preprint

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A method of Sequential Log-Convex Programming (SLCP) is constructed that exploits the log-convex structure present in many engineering design problems. The mathematical structure of Geometric Programming (GP) is combined with the ability of Sequential Quadratic Program (SQP) to accommodate a wide range of objective and constraint functions, resulting in a practical algorithm that can be adopted with little to no modification of existing design practices. Three test problems are considered to demonstrate the SLCP algorithm, comparing it with SQP and the modified Logspace Sequential Quadratic Programming (LSQP). In these cases, SLCP shows up to a 77% reduction in number of iterations compared to SQP, and an 11% reduction compared to LSQP. The airfoil analysis code XFOIL is integrated into one of the case studies to show how SLCP can be used to evolve the fidelity of design problems that have initially been modeled as GP compatible. Finally, a methodology for design based on GP and SLCP is briefly discussed.

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“…In this paper, the SQP algorithm was implemented to refine the process and weights obtained by the GNDO during the global search phase. Currently, SQP algorithms are used to find approximate solutions for two-block nonconvex constrained optimization problems [46], real power loss minimization in radial distribution systems [47], dynamic realtime optimization framework for cycling energy systems [48], measurement error in invariance testing [49], and maximum likelihood-based measurement noise covariance estimation [50].…”

Section: Sequential Quadratic Programmingmentioning

confidence: 99%

Numerical Analysis of Electrohydrodynamic Flow in a Circular Cylindrical Conduit by Using Neuro Evolutionary Technique

et al. 2021

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This paper analyzes the mathematical model of electrohydrodynamic (EHD) fluid flow in a circular cylindrical conduit with an ion drag configuration. The phenomenon was modelled as a nonlinear differential equation. Furthermore, an application of artificial neural networks (ANNs) with a generalized normal distribution optimization algorithm (GNDO) and sequential quadratic programming (SQP) were utilized to suggest approximate solutions for the velocity, displacements, and acceleration profiles of the fluid by varying the Hartmann electric number (Ha2) and the strength of nonlinearity (α). ANNs were used to model the fitness function for the governing equation in terms of mean square error (MSE), which was further optimized initially by GNDO to exploit the global search. Then SQP was implemented to complement its local convergence. Numerical solutions obtained by the design scheme were compared with RK-4, the least square method (LSM), and the orthonormal Bernstein collocation method (OBCM). Stability, convergence, and robustness of the proposed algorithm were endorsed by the statistics and analysis on results of absolute errors, mean absolute deviation (MAD), Theil’s inequality coefficient (TIC), and error in Nash Sutcliffe efficiency (ENSE).

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A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application

Cited by 21 publications

References 49 publications

RETRACTED ARTICLE: A DES-based group decision model for group decision making with large-scale alternatives

RETRACTED ARTICLE: A DES-based group decision model for group decision making with large-scale alternatives

A Method of Sequential Log-Convex Programming for Engineering Design

Numerical Analysis of Electrohydrodynamic Flow in a Circular Cylindrical Conduit by Using Neuro Evolutionary Technique

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