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nonlinear-programming
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An Implementation of Newton-Like Methods on Nonlinearly Constrained Network
,
M.Sc. Thesis
Sharif University of Technology
;
Mahdavi Amiri, Nezameddin
(Supervisor)
Abstract
In this thesis, arranged by [6], the multiplier method is used to solve the network problems with nonlinear constraints and the Newton-like methods are used for updating the required parameters. This method, recently proposed in the literature, is based on solving a sequence of nonlinear optimization subproblems, dependent on the main problem, such that sequence of solutions of these problems converge to the solution of the main problem. In fact, to obtain an acceptable approximation of the main solution, it is needed to solve just a finite number of nonlinear subproblems. The main idea of the multiplier methods is based on eliminating some constraints and adding a penalty term to the...
A Line Search Exact Penalty Method Using Steering Rules
,
M.Sc. Thesis
Sharif University of Technology
;
Mahdavi-Amiri, Nezamoddin
(Supervisor)
Abstract
We explain a new penalty method recently introduced in the literature for solv-ing constrained optimization problems. In this method, the penalty parameter is adjusted dynamically at every iteration to ensure su?cient progress in linear feasi-bility. A trust region is used to assist in the determination of the penalty parameter, but not in the step computation. It is shown that the algorithm has global conver-gence. We implement the algorithm and test the program on a number of di?cult optimization problems. The numerical results con?rm the e?ectiveness of the algo-rithm
A Penalty Method for Nonlinear Integer Programming Problems
, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)
Abstract
We study the general nonlinear integer programming problem. We consider two general classes of this problem: nonlinear integer programming problem and mixed integer nonlinear programming problem (MINLP). We explain the basic concepts for solving these problems and describe common methods for solving them, including branch and bound, Benders decomposition and outer approximation. Furthermore, we introduce two methods based on using penalty methods. Penalty based methods, by using appropriate penalty functions, convert a general nonlinear integer programming problem into a sequence of nonlinear programming problems and these problems are solved by a global optimization algorithm. Computational...
An Exact Penalty Projected Structured Quasi-Newton Method for Constrained Nonlinear Least Squares
, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)
Abstract
This paper is concerned with the development, numerical implementation, and testing of an algorithm for solving constrained nonlinear least squares problems.The approach is based on the adaptive structured scheme of the exact penalty mehods first Proposed by Mahdavi-Amiri and Bartels and later extended by Mahdavi-Amiri and Ansari. The algorithm is an adaptation to the least squares case of an exact penalty method for solving nonlinearly constrained optimization problems due to Coleman and Conn. It also draws upon the methods of Nocedal and Overton for handling quasi-Newton updates of projected Hessian, upon the methods of Dennis, Gay, and Welsch for approaching the structure of nonlinear...
Developing a Multi-Skilled Project Scheduling Problem Model Considering Costs
, M.Sc. Thesis Sharif University of Technology ; Shadrokh, Shahram (Supervisor)
Abstract
This research intends to investigate the multi-skilled project scheduling problems (MSPSP) considering staffs’ dynamic efficiency. In doing so, a mixed-integer nonlinear programming (MINLP) model is proposed, considering the influence of personnel learning and forgetting on activities duration. The more the staff spends time on their various skills, the more learned and efficient they will be on that skill (according to personal learning curves) so that they can complete new tasks less costly and more quickly. Most project-based organizations want to maximize value by finishing the projects efficiently and developing their staff’s competence through projects. Inherently, any...
Optimal Ordering of Thermal and Membrane Desalination Process Using CHP
, M.Sc. Thesis Sharif University of Technology ; Farhadi, Fathollah (Supervisor) ; Bozorgmehri Boozargomehri, Ramin (Supervisor)
Abstract
In this thesis, using superstructure concept, a method is presented to synthesize of new structures for thermal desalination processes along with their structural and operational optimization. The proposed superstructure is capable of producing various common (feed forward, backward, parallel cross feed) and non-common structures in evaporators, as well as in combination with flash stages and thermal vapor compressor. By using the GA (Genetic algorithm), the superstructure has been optimized to identify the optimal structures in both Iranian and international economic scales. Also comparisons were made between conventional structures at optimum state, to suggest superior structures at...
A Stabilized SQP Method: Global and Superlinear Convergence
, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)
Abstract
Stabilized sequential quadratic programming (sSQP) methods for nonlinear optimization generate a sequence of iterates with fast local convergence regardless of whether or not the activeconstraint gradients are linearly dependent. Here, we are concerned with the local convergence analysis of an sSQP method, recently introduced in the literature, that uses a line search with a primal-dual augmented Lagrangian merit function to enforce global convergence. The method is provably well-defined and is based on solving a strictly convex quadratic programming subproblem at each iteration. It is shown that the method has superlinear local convergence under assumptions that are not stronger than those...
Energy and Thermoeconomic Modeling CHP System in Order to Choose between Micro-Turbine and Internal Combustion Engine as the prime Mover
, M.Sc. Thesis Sharif University of Technology ; Sattari, Surena (Supervisor)
Abstract
In this project, a co-generation system with the operation capacity of less than 1000 kilowatts has been studied. The main purpose of this project is to help decision makers in order to choose proper combination of micro turbines and/or reciprocating engines, with certain rating capacity, as the prime movers of this co-generation system. Some factors that have been considered in the decision making process are prime mover operation in various ambient temperatures, various altitudes and part-load conditions and also operational restrictions such as power to heat ratio, maintenance cost ratio and prime movers plant factor and also economic characteristics such as investment and operating cost...
Multi-service Healthcare Network Design Assuming Patients' Choice Behavior and Their Transfers Between Services
, M.Sc. Thesis Sharif University of Technology ; Eshghi, Koorosh (Supervisor)
Abstract
Efficient location of health centers is an essential decesion in healthcare strategic planning. Nowadays constructing multi-service health centers is highly paid attention because of multiple nature of most diseases. Concentrating patients' medical services in one center prevents them from traveling to different parts of cities, especially in mega cities. In this research we have developed a mathematical model for the location of multi-service health centers assuming probabilistic demand and service time. Medical services are divided in three groups: normal, emergency and preventive. Since patients may be referred to another service after recieving a service by doctors' order, health system...
The p-Factor Lagrangian Methods for Degenerate Nonlinear Programming Problems
, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)Locating Wireless Transmitters by Using Maximal Covering Location Problem and Hata Model
, M.Sc. Thesis Sharif University of Technology ; Akbari Jokar, Mohammad Reza (Supervisor)
Abstract
Locating wireless transmitters is one of the most important issues. That’s why many researchers have worked in this subject recently. Communication Engineers always want to optimize the productivity of wireless transmitters. They prefer to cover a region completely by minimum cost, so they use analytical tools for solving this kind of problems. This type of optimization is very useful for cellular Networks. There is a different kind of wireless services such as high-speed Internet services; their goal is maximizing the covered demand points by minimum cost not covering all of them. Experts use maximal covering location problem for modeling this kind of problems. At first, an extension of one...
Developing the Model of Municipal Wastewater Treatment Plants with Energy Technologies and Environment Assessment
, M.Sc. Thesis Sharif University of Technology ; Saboohi, Yadollah (Supervisor)
Abstract
Regarding the reduction of high qualified and accessible resources, the waste water treatments are accounted as one of the main challenges in environmental context. Surprisingly, with or without consideration of this issue can lead to play the crucial key in whether development or society retardation. With developing and being more sophisticated of waste water treatment technology and also rising the stringency of environmental constraint, approaching the optimum technology basis economics of scale is time consuming and complicated.Behind this concept, contribution of this study is twofold. The general approach of treatment is identified using AHP methodology in primary stage. After that, it...
Developing Energy Model to Use in Controlling and Monitoring the Grid of Siri Island, Assuming Smart Grid Existence
, M.Sc. Thesis Sharif University of Technology ; Saboohi, Yadollah (Supervisor)
Abstract
In recent decades smart grid is considered as a remedy for energy sector problems, where using telecommunication grids, most grid point data would be available. The data availability gives the opportunity to manage the network more efficient as each agent could reach to the desired information and react to it for better performance.
In this research a mathematical model is developed to model the smart grid, considering consumer, producer and the electricity market. Each of consumer and producer models could calculate its optimum working conditions separately. Using smart grid, data transition among the models would be possible and each part could react to the data and adjust its...
In this research a mathematical model is developed to model the smart grid, considering consumer, producer and the electricity market. Each of consumer and producer models could calculate its optimum working conditions separately. Using smart grid, data transition among the models would be possible and each part could react to the data and adjust its...
Developing Novel Multiobjective Approaches for Direct Angle and Aperture Optimization Problem in Intensity Modulated Radiation Therapy
, M.Sc. Thesis Sharif University of Technology ; Akhavan Niaki, Taghi (Supervisor) ; Mahnam, Mehdi (Co-Supervisor)
Abstract
Intensity-modulated radiation therapy is a well-known technique to treat cancer patients worldwide. A treatment plan in this technique requires decision-making for three main problems: selection of beam angles, intensity map calculation, and leaf sequencing. Previous works have investigated these problems sequentially. In this research, we present a new integrated framework for simultaneous decision-making of directions, intensities, and apertures shape, called direct angle and aperture optimization, and develop a mixed-integer nonlinear mathematical model for the problem. At first, the problem's single-objective model is established using the quadratic dose penalty function. After that,...
Optimim Power and Frequency Allocation in Access Network Utilizing RF/FSO Links
, M.Sc. Thesis Sharif University of Technology ; Salehi, Javad (Supervisor) ; Beyranvand, Hamzeh (Co-Supervisor)
Abstract
The growth of broadband applications in networks such as IOT, video content sites, and 5G technology has called for an increase in the capacity of the network infrastructure. Free space optical channel has been proposed as an option to meet this need. The use of optical channels in free space, in comparison with fiber optic channels, has been considered to be used in 5G technology, due to presenting high bandwidth and low CAPEX. The availability of a free space optical channel is highly affected by weather conditions especially fog and snow particles. Hybrid radio and optical channels and deploying relays are two methods proposed to be used in free space optical communication networks, in...
Nonlinear Optimization of Refinery Hydrogen Management
, M.Sc. Thesis Sharif University of Technology ; Farhadi, Fathollah (Supervisor) ; Pishvaie, Mahmoud Reza (Supervisor)
Abstract
Considering the existing facilities and conditions, this study has been done to achieve the optimum of Hydrogen distribution in a refinery network. Tehran Refinery is the case study. First of all, 7 units of north part of Tehran Refinery have been simulated. These units are Hydrogen consumers, producers, and the units which are connected to them. The kinetic of Hydrogen production and consumption reactions and other processes are considered in simulation. The optimization problem solved by Genetic Algorithm method using relations of changes in processes and system constraints as linear and nonlinear equalities and inequalities. Developing the superstructure then reducing it by heuristic...
Optimization of Supply Chains Inventory System Controlled by Kanban
, M.Sc. Thesis Sharif University of Technology ; Akbari, Mohammad Reza (Supervisor)
Abstract
Kanban inventory system has been applied as a tool of implementing lean production and just in time philosophy since three decades ago. By implementing kanban in supply chain which consist of suppliers , producers , distributors and consumers, real information of demands transfers upstream and materials flows downstream and integrated supply chain can be optained. Therefore a lot of mathematical models for optimizing kanban inventory system in supply chain has been developed to implement just in time philosophy and reduce total inventory cost in supply chain systems this research consist of two main section. In the first section , kanban and supply chain primary concepts are reviewed and...
Enterprise-Wide Optimization of Natural Gas Refining Complex
, M.Sc. Thesis Sharif University of Technology ; Farhadi, Fathollah (Supervisor) ; Vafa, Ehsan (Supervisor)
Abstract
In the upstream part of the natural gas supply chain, the refinery is one of the most complex and energy-intensive sectors that has received little attention. Enterprise-wide optimization, that uses mathematical programming in a centralized and multi-scale point of view, and nonlinear models of the manufacturing sector, can provide optimal plans and operational variables for the production goals of the supply chain. In this research, a multi-scale formulation is presented with a production planning model in one to two-year horizon and six-month time periods and production operational scheduling models with six-month horizon to approach the enterprise-wide optimization of a general gas...
Enterprise-Wide Optimization of Natural Gas Refining Complex
, M.Sc. Thesis Sharif University of Technology ; Farhadi, Fathollah (Supervisor) ; Vafa, Ehsan (Supervisor)
Abstract
In the upstream part of the natural gas supply chain, the refinery is one of the most complex and energy-intensive sectors that has received little attention. Enterprise-wide optimization, that uses mathematical programming in a centralized and multi-scale point of view, and nonlinear models of the manufacturing sector, can provide optimal plans and operational variables for the production goals of the supply chain. In this research, a multi-scale formulation is presented with a production planning model in one to two-year horizon and six-month time periods and production operational scheduling models with six-month horizon to approach the enterprise-wide optimization of a general gas...
Optimizing Long-Term Coordinated Operation of Hydro-Thermal Power Systems using Noisy GA & NSGA-II
, M.Sc. Thesis Sharif University of Technology ; Ardakanian, Reza (Supervisor)
Abstract
Long-term coordinated operation of hydro-thermal power systems has important rule in energy generation planning and management. Therefore a new approach for optimization and long-term planning of hydro-thermal power system is developed. In this research main parameters of the system like inflows and energy are considered as uncertain and so scenario optimization technique is applied. The advantage of this research compare to similar approaches is about applying two objective functions which minimize cost of energy generation and flood control.The Noisy GA and NSGA-II algorithms are used to run the model solving the khouzistan hydro-thermal power system in Iran.The results of this model is...