Bound-constrained problems

Problem 4.1 is nonlinear if one or more of the functions/, gv...,gm are nonlinear. It is unconstrained if there are no constraint functions g, and no bounds on the jc,., and it is bound-constrained if only the xt are bounded. In linearly constrained problems all constraint functions g, are linear, and the objective/is nonlinear. There are special NLP algorithms and software for unconstrained and bound-constrained problems, and we describe these in Chapters 6 and 8. Methods and software for solving constrained NLPs use many ideas from the unconstrained case. Most modem software can handle nonlinear constraints, and is especially efficient on linearly constrained problems. A linearly constrained problem with a quadratic objective is called a quadratic program (QP). Special methods exist for solving QPs, and these iare often faster than general purpose optimization procedures. 

Projection or Reduced Direction Search Methods for Bound-Constrained Problems 1407... 

Problem Type Large bound-constrained optimization problems Method Trust region Newton method... 

Some well-known stochastic methods for solving SOO problems are simulated annealing (SA), GAs,DE and particle swarm optimization (PSO). These were initially proposed and developed for optimization problems with bounds only [that is, unconstrained problems without Equations (4.7) and (4.8)]. Subsequently, they were extended to constrained problems by incorporating a strategy for handling constraints. One relatively simple and popular sdategy is the penalty function, which involves modifying the objective function (Equation 4.5) by the addition (in the case of minimization) of a term which depends on constraint violation. Eor example, see Equation (4.9),... 

As the decision tree descends, the solution at each node becomes more and more constrained, until node r is reached, in which the upper bound and the lower bound for the number of compressors in each pipeline branch are the same. The solution at node r is feasible for the general problem but not necessarily optimal. Nevertheless, the important point is that the solution at node r is an upper bound on the solution of the general problem. 

There are several control problems in chemical reactors. One of the most commonly studied is the temperature stabilization in exothermic monomolec-ular irreversible reaction A B in a cooled continuous-stirred tank reactor, CSTR. Main theoretical questions in control of chemical reactors address the design of control functions such that, for instance (i) feedback compensates the nonlinear nature of the chemical process to induce linear stable behavior (ii) stabilization is attained in spite of constrains in input control (e.g., bounded control or anti-reset windup) (iii) temperature is regulated in spite of uncertain kinetic model (parametric or kinetics type) or (iv) stabilization is achieved in presence of recycle streams. In addition, reactor stabilization should be achieved for set of physically realizable initial conditions, (i.e., global... 

This approach operates in two phases. First, a sufficient number of elements is found in order to satisfy the linearization of all of the constraints at the initial point. In this way we guarantee that a feasible QP subproblem exists for (27). Second, to avoid convergence to a suboptimal solution with too few elements, we retain additional dummy elements in the formulation that are constrained to be less than or equal to a negligible element length. These elements can be placed at all nonzero element locations, but in practice they need only be associated with elements that have active error bounds at the QP solution. Now once the QP subproblem is solved, multipliers on the upper bounds of the dummy elements are checked for positive values. These indicate that the objective function can be further improved by relaxing the dummy element. After relaxation (which effectively adds another nonzero element to the problem), another dummy element is added in order to allow for any additional nonzero elements that may be needed. 

In this approach, the process variables are partitioned into dependent variables and independent variables (optimisation variables). For each choice of the optimisation variables (sometimes referred to as decision variables in the literature) the simulator (model solver) is used to converge the process model equations (described by a set of ODEs or DAEs). Therefore, the method includes two levels. The first level performs the simulation to converge all the equality constraints and to satisfy the inequality constraints and the second level performs the optimisation. The resulting optimisation problem is thus an unconstrained nonlinear optimisation problem or a constrained optimisation problem with simple bounds for the associated optimisation variables plus any interior or terminal point constraints (e.g. the amount and purity of the product at the end of a cut). Figure 5.2 describes the solution strategy using the feasible path approach. 

Unrestricted searching is a relatively simple method of bounding the optimum for problems that are not constrained. In engineering design problems, it is almost always possible to state upper and lower bounds for every parameter, so unrestricted search methods are not widely used in design. 

The online solution of this constrained estimation problem, known as full information estimator because we consider all the available measurements, is formulated as an optimization problem - typically posed as a least squares mathematical program-subject to the model constraints and inequality constraints that represents bounds on variables or equations. 

Another, potentially far more devastating, weakness in classical mechanical methods is the problem of adiabatic leak (32-38). The difficulty arises from the fact that in quantum mechanics, bound modes are constrained to contain at least the ZPE for that mode. Classical mechanics has no such restrictions. Even if ZPE is initially put into a mode in classical mechanics, it can leak out during the course of a trajectory. Thus it is quite possible to have (in the simplest case) a diatomic molecule as the product of a reactive trajectory containing less energy than the vibrational ZPE. This is clearly unphysical. 

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