A Sequential Quadratic Programming Decomposition Method for Real-Time Optimization in Process Industries

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Sequential Quadratic Programming Method

Sequential (or Successive) Quadratic Programming (SQP) is a technique for the solution of Nonlinear Programming (NLP) problems. It is, as we shall see, an idealized concept, permitting and indeed necessitating many variations and modifications before becoming available as part of a reliable and efficient production computer code. In this monograph we trace the evolution of the SQP method throug...

متن کامل

Developing a Method for Identifying Emergencies in Process Industries

Introduction: One of the essential and critical elements for efficient and effective management of emergencies is anticipation and identification of possible types of emergencies. As such, a framework for anticipating and identifying emergencies was designed and tested in two process industries in the form of a case study. Material and Methods: At first, methods for identifying emergency prepa...

متن کامل

Sequential Quadratic Programming forLarge - Scale Nonlinear Optimization ?

The sequential quadratic programming (SQP) algorithm has been one of the most successful general methods for solving nonlinear constrained optimization problems. We provide an introduction to the general method and show its relationship to recent developments in interior-point approaches. We emphasize large-scale aspects.

متن کامل

A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization

We consider optimization problems with objective and constraint functions that may be nonconvex and nonsmooth. Problems of this type arise in important applications, many having solutions at points of nondifferentiability of the problem functions. We present a line search algorithm for situations when the objective and constraint functions are locally Lipschitz and continuously differentiable o...

متن کامل

Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems

The stabilized version of the sequential quadratic programming algorithm (sSQP) had been developed in order to achieve fast convergence despite possible degeneracy of constraints of optimization problems, when the Lagrange multipliers associated to a solution are not unique. Superlinear convergence of sSQP had been previously established under the strong second-order sufficient condition for op...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Transactions of the Institute of Systems, Control and Information Engineers

سال: 2002

ISSN: 1342-5668,2185-811X

DOI: 10.5687/iscie.15.34