Sökning: "primal-dual interior method"

Visar resultat 1 - 5 av 9 avhandlingar innehållade orden primal-dual interior method.

  1. 1. On Some Properties of Interior Methods for Optimization

    Författare :Göran Sporre; KTH; []
    Nyckelord :Interior method; primal-dual interior method; linear programming; quadratic programming; nonlinear programming; semidefinite programming; weighted least-squares problems; central path;

    Sammanfattning : This thesis consists of four independent papers concerningdifferent aspects of interior methods for optimization. Threeof the papers focus on theoretical aspects while the fourth oneconcerns some computational experiments. LÄS MER

  3. 2. A Structure Utilizing Inexact : Primal-Dual Interior-Point Method for Analysis of Linear Differential Inclusions

    Författare :Janne Harju Johansson; Anders Hansson; Ulf Jönsson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Automatic control; Optimization; systems theory; Automatic control; Reglerteknik;

    Sammanfattning : The ability to analyze system properties for large scale systems is an important part of modern engineering. Although computer power increases constantly, there is still need to develop tailored methods that are able to handle large scale systems, since sometimes standard methods cannot handle the large scale problems that occur. LÄS MER

  4. 3. Approaches to accelerate methods for solving systems of equations arising in nonlinear optimization

    Författare :David Ek; Anders Forsgren; Jacek Gondzio; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Nonlinear optimization; mathematical programming; interior-point methods; approximate solutions to systems of linear equations; method of conjugate gradients; quasi-Newton methods; modified Newton methods; Ickelinjär optimering; matematisk programmering; inre-punktsmetoder; approximativa lösningar till linjära ekvationssystem; konjugerade gradientmetoden; kvasi-Newtonmetoder; modifierade Newtonmetoder.; Optimization and Systems Theory; Optimeringslära och systemteori;

    Sammanfattning : Methods for solving nonlinear optimization problems typically involve solving systems of equations. This thesis concerns approaches for accelerating some of those methods. In our setting, accelerating involves finding a trade-off between the computational cost of an iteration and the quality of the computed search direction. LÄS MER

  5. 4. On low order controller synthesis using rational constraints

    Författare :Daniel Ankelhed; Anders Hansson; Anders Helmersson; Anders Forsgren; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; H-infinity synthesis; Linear Matrix Inequalities; rank constraints; polynomial constraints; interior point methods; Automatic control; Reglerteknik;

    Sammanfattning : In order to design robust controllers, H-infinity synthesis is a common tool to use. The controllers that result from these algorithms are typically of very high order, which complicates implementation. LÄS MER

  7. 5. Topics in Sparse Least Squares Problems

    Författare :Mikael Adlers; Michael A. Saunders; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis addresses topics in sparse least squares computation. A stable method for solving the least squares problem, min ||Ax-b||2 is based on the QR factorization.Here we have addressed the difficulty for storing the orthogonal matrix Q. LÄS MER