Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming. Interior-po int method is one of the most effective choices for linear programming. In ...Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming. Interior-po int method is one of the most effective choices for linear programming. In the p aper a predictor-corrector interior-point algorithm for linearly constrained c onvex programming under the predictor-corrector motivation was proposed. In eac h iteration, the algorithm first performs a predictor-step to reduce the dualit y gap and then a corrector-step to keep the points close to the central traject ory. Computations in the algorithm only require that the initial iterate be nonn egative while feasibility or strict feasibility is not required. It is proved th at the algorithm is equivalent to a level-1 perturbed composite Newton method. Numerical experiments on twenty-six standard test problems are made. The result s show that the proposed algorithm is stable and robust.展开更多
In this paper,an online midcourse guidance method for intercepting high-speed maneuvering targets is proposed.Firstly,the affine system is used to build a dynamic model and analyze the state constraints.The midcourse ...In this paper,an online midcourse guidance method for intercepting high-speed maneuvering targets is proposed.Firstly,the affine system is used to build a dynamic model and analyze the state constraints.The midcourse guidance problem is transformed into a continuous time optimization problem.Secondly,the problem is transformed into a discrete convex programming problem by affine control variable relaxation,Gaussian pseudospectral discretization and constraints linearization.Then,the off-line midcourse guidance trajectory is generated before midcourse guidance.It is used as the initial reference trajectory for online correction of midcourse guidance.An online guidance framework is used to eliminate the error caused by calculation of guidance instruction time.And the design of discrete points decreases with flight time to improve the solving efficiency.In addition,it is proposed that the terminal guidance capture is used innovatively space to judge the success of midcourse guidance.Numerical simulation shows the feasibility and effectiveness of the proposed method.展开更多
This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the r...This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the resource is determined. The authors formulate this problem as a two-stage stochastic programming. The authors first propose an efficient algorithm for the case with finite states. Then, a sudgradient method is proposed for the general case and it is shown that the simple algorithm for the unique state case can be used to compute the subgradient of the objective function. Numerical experiments are conducted to show the effectiveness of the model.展开更多
文摘Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming. Interior-po int method is one of the most effective choices for linear programming. In the p aper a predictor-corrector interior-point algorithm for linearly constrained c onvex programming under the predictor-corrector motivation was proposed. In eac h iteration, the algorithm first performs a predictor-step to reduce the dualit y gap and then a corrector-step to keep the points close to the central traject ory. Computations in the algorithm only require that the initial iterate be nonn egative while feasibility or strict feasibility is not required. It is proved th at the algorithm is equivalent to a level-1 perturbed composite Newton method. Numerical experiments on twenty-six standard test problems are made. The result s show that the proposed algorithm is stable and robust.
文摘In this paper,an online midcourse guidance method for intercepting high-speed maneuvering targets is proposed.Firstly,the affine system is used to build a dynamic model and analyze the state constraints.The midcourse guidance problem is transformed into a continuous time optimization problem.Secondly,the problem is transformed into a discrete convex programming problem by affine control variable relaxation,Gaussian pseudospectral discretization and constraints linearization.Then,the off-line midcourse guidance trajectory is generated before midcourse guidance.It is used as the initial reference trajectory for online correction of midcourse guidance.An online guidance framework is used to eliminate the error caused by calculation of guidance instruction time.And the design of discrete points decreases with flight time to improve the solving efficiency.In addition,it is proposed that the terminal guidance capture is used innovatively space to judge the success of midcourse guidance.Numerical simulation shows the feasibility and effectiveness of the proposed method.
基金supported by in part by the National Natural Science Foundation of China under Grant Nos.71390334 and 71132008the MOE Project of Key Research Institute of Humanities and Social Sciences at Universities under Grant No.11JJD630004Program for New Century Excellent Talents in University under Grant No.NCET-13-0660
文摘This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the resource is determined. The authors formulate this problem as a two-stage stochastic programming. The authors first propose an efficient algorithm for the case with finite states. Then, a sudgradient method is proposed for the general case and it is shown that the simple algorithm for the unique state case can be used to compute the subgradient of the objective function. Numerical experiments are conducted to show the effectiveness of the model.
