Nonlinear programming and nonsmooth optimization by successive linear programming

1989 ◽  
Vol 43 (1-3) ◽  
pp. 235-256 ◽  
Author(s):  
R. Fletcher ◽  
E. Sainz de la Maza
1982 ◽  
Vol 28 (10) ◽  
pp. 1106-1120 ◽  
Author(s):  
F. Palacios-Gomez ◽  
L. Lasdon ◽  
M. Engquist

2012 ◽  
Vol 60 (1) ◽  
pp. 151-158
Author(s):  
J. Xing ◽  
C. Chen ◽  
P. Wu

Calculation of interval damping ratio under uncertain load in power system The problem of small-signal stability considering load uncertainty in power system is investigated. Firstly, this paper shows attempts to create a nonlinear optimization model for solving the upper and lower limits of the oscillation mode's damping ratio under an interval load. Then, the effective successive linear programming (SLP) method is proposed to solve this problem. By using this method, the interval damping ratio and corresponding load states at its interval limits are obtained. Calculation results can be used to evaluate the influence of load variation on a certain mode and give useful information for improvement. Finally, the proposed method is validated on two test systems.


Author(s):  
Tarunraj Singh

The focus of this paper is on the design of robust input shapers where the maximum value of the cost function over the domain of uncertainty is minimized. This nonlinear programming problem is reformulated as a linear programming problem by approximating a n-dimensional hypersphere with multiple hyperplanes (as in a geodesic dome). A recursive technique to approximate a hypersphere to any level of accuracy is developed using barycentric coordinates. The proposed technique is illustrated on the spring-mass-dashpot and the benchmark floating oscillator problem undergoing a rest-to-rest maneuver. It is shown that the results of the linear programming problem are nearly identical to that of the nonlinear programming problem.


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.


1987 ◽  
Vol 32 (3) ◽  
pp. 426-434 ◽  
Author(s):  
R. Armstrong ◽  
A. Charnes ◽  
C. Haksever

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