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Iterated linear programming strategies for constrained and nonsmooth simulation.

机译:约束和非平滑仿真的迭代线性规划策略。

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This thesis develops an iterated linear programming (LP) strategy which automatically deals with inequality constraints and variable bounds. This method reduces to Newton's method in the absence of inequalities and thus converges quadratically in the neighborhood of the solution. Moreover, this LP approach can be shown to generate a descent direction for the L{dollar}sb1{dollar} norm of the constraint violations. Therefore, by applying a line search in the algorithm, one can guarantee progress toward the solution for each nonzero solution to the LP. Other advantages to this approach are that it can deal with many classes of singular points, and the path toward the solution is always contained within the variable bounds.; We further extend this strategy to handle a general class of nonsmooth problems characterized by explicit nondifferentiable operators such as max and absolute value. Two related LP-based formulations are developed, one using continuous variables and the other involving binary variables. These approaches are demonstrated using a number of examples, including pipeline network flow problems containing check valves which may either be on or off, equidistribution problems which minimize the absolute value of the approximation error, and transition flow from laminar to turbulent.; Finally, we consider an approach for the solution of a subclass of implicitly nondifferentiable systems which are characterized by regions of continuous operation having nonsmooth boundaries. The proposed strategy uses a penalty function approach to accommodate the nonsmooth nature of the system. We extend the theoretical results of the iterated approach to characterize descent and convergence properties. The performance of this formulation is demonstrated for process models involving phase equilibrium, such as transitions from one and two phases in flash and distillation problems, where mass and energy balances must be satisfied but the phase equilibrium expression can be relaxed. Isothermal flash problems with ideal and nonideal phase equilibrium relations are considered as well as a case which exhibits retrograde condensation behavior near the critical point. We also examine limiting distillation cases including columns operating below minimum operational reflux ratio (resulting in dry trays) and below minimum operational reboiler heat duty (resulting in flooded trays).
机译:本文提出了一种迭代线性规划(LP)策略,该策略可以自动处理不等式约束和变量边界。在不等式不存在的情况下,该方法简化为牛顿法,因此在解的附近二次收敛。此外,可以证明这种LP方法为约束违反的L {sal} sb1 {dollar}范数生成了下降方向。因此,通过在算法中应用行搜索,可以保证针对LP的每个非零解都可以朝着解的方向发展。这种方法的其他优点是它可以处理许多类的奇异点,并且通向解的路径始终包含在变量范围内。我们进一步扩展了该策略,以处理以显式不可微算子(例如最大值和绝对值)为特征的一类一般的非光滑问题。开发了两种基于LP的相关公式,一种使用连续变量,另一种使用二进制变量。这些方法通过许多示例得到证明,包括管道网络流动问题,其中包含可能会打开或关闭的止回阀;均分布问题,这些问题使逼近误差的绝对值最小;以及从层流到湍流的过渡。最后,我们考虑一种求解隐式不可微系统子类的方法,该系统的特征是具有不平滑边界的连续操作区域。所提出的策略使用惩罚函数方法来适应系统的非平滑特性。我们扩展了迭代方法的理论结果,以表征下降和收敛特性。在涉及相平衡的过程模型中证明了该配方的性能,例如在闪蒸和蒸馏问题中从一相和两相的转变,其中必须满足质量和能量平衡,但相平衡表达式可以放宽。考虑具有理想和非理想相平衡关系的等温闪蒸问题,以及在临界点附近出现逆行凝结行为的情况。我们还研究了有限的蒸馏工况,包括在低于最小操作回流比(导致干燥塔板)和低于最小操作再沸器热负荷(导致塔板充满)下运行的塔。

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