Browsing by Subject "Convex programming"

Now showing 1 - 4 of 4

Open Access
FIR filter design by iterative convex relaxations with rank refinement
(IEEE, 2014) Dedeoğlu, Mehmet; Alp, Yaşar Kemal; Arıkan, Orhan
Finite impulse response (FIR) filters have been a primary topic of digital signal processing since their inception. Although FIR filter design is an old problem, with the developments of fast convex solvers, convex modelling approach for FIR filter design has become an active research topic. In this work, we propose a new method based on convex programming for designing FIR filters with the desired frequency characteristics. FIR filter design problem, which is modelled as a non-convex quadratically constrained quadratic program (QCQP), is transformed to a semidefinite program (SDP). By relaxing the constraints, a convex programming problem, which we call RSDP(Relaxed Semidefinite Program), is obtained. Due to the relaxation, solution to the RSDPs fails to be rank-1. Typically used rank-1 approximations to the obtained RSDP solution does not satisfy the constraints. To overcome this issue, an iterative algorithm is proposed, which provides a sequence of solutions that converge to a rank-1 matrix. Conducted experiments and comparisons demonstrate that proposed method successfully designs FIR filters with highly flexible frequency characteristics.
Open Access
A search method for optimal control of a flow shop system of traditional machines
(Elsevier, 2010) Selvi, O.; Gokbayrak, K.
We consider a convex and nondifferentiable optimization problem for deterministic flow shop systems in which the arrival times of the jobs are known and jobs are processed in the order they arrive. The decision variables are the service times that are to be set only once before processing the first job, and cannot be altered between processes. The cost objective is the sum of regular costs on job completion times and service costs inversely proportional to the controllable service times. A finite set of subproblems, which can be solved by trust-region methods, are defined and their solutions are related to the optimal solution of the optimization problem under consideration. Exploiting these relationships, we introduce a two-phase search method which converges in a finite number of iterations. A numerical study is held to demonstrate the solution performance of the search method compared to a subgradient method proposed in earlier work.
Open Access
Service time optimization of flow shop systems
(2008) Selvi, Ömer
One of the key questions that engineers face in áow shop systems is the service time control, i.e., how long jobs should be processed at each machine. This is an important question because processing times can have great impacts on the cost e¢ ciency of the áow shop systems. In order to meet job completion deadlines and to decrease inventory costs, one may set the service times as small as possible; however, this usually comes at the expense of reduced tool life increasing service costs. In this thesis, we study the áow shop systems under such trade-o§s. We consider the service time optimization of deterministic áow shop systems processing identical jobs that arrive at the system at known times and are processed in the order they arrive within deadlines. The cost function to be minimized consists of service costs at machines and regular completion-time costs of jobs. The decision variables are the service times that are controllable within constraints. We Örst consider the Öxed service time áow shop systems formed of initially controllable machines, where the service times are set only once at the start up time and cannot be altered between processes, and uncontrollable machines, where the service times are Öxed and known in advance. For such systems, we formulate a non-convex and non-di§erentiable optimization problem with a standard solution procedure based on the linearization of the constraints allowing for a convex optimization problem with high memory requirements. Regardless of the cost function, we present a set of waiting and completion time characteristics in such áow shop systems and employ them to derive a simpler equivalent convex optimization problem which improves solution times and alleviates the memory requirements enabling solutions for larger systems. However, the resulting simpliÖed convex optimization problem still needs the use of a convex optimization solver which may not be available at some of the manufacturing companies. To overcome such need, we introduce another equivalent convex optimization problem along with its subgradient algorithm yielding substantial improvements in solution times and solvable system sizes. We also consider a speciÖc nonlinear decreasing service cost structure allowing us to introduce a new search algorithm much faster than the subgradient solution algorithm. Building on the results for Öxed service time áow shop systems, we also consider the mixed line áow shop systems formed of fully controllable machines, where the service times are adjustable for each process, initially controllable machines, and uncontrollable machines. Similarly, we formulate a non-convex and non-di§erentiable optimization problem for such systems and, as a standard way of solving the formulated problem, we apply the method of linearization on the constraints to present a convex optimization problem with high memory requirements. Then, we present a set of optimal waiting characteristics in such áow shop systems and employ them to derive simpler equivalent convex optimization problems. A "forward in time" algorithm is also proposed to decompose the resulting simpliÖed equivalent convex optimization problem into smaller convex optimization problems for the áow shop systems formed of only fully controllable and uncontrollable machines. The computational results demonstrate that the simpliÖcations and the decomposition not only improve the solution times considerably but also allow us to solve larger problems by alleviating memory constraints.
Open Access
Tractability of convex vector optimization problems in the sense of polyhedral approximations
(Springer New York LLC, 2018) Ulus, Firdevs
There are different solution concepts for convex vector optimization problems (CVOPs) and a recent one, which is motivated from a set optimization point of view, consists of finitely many efficient solutions that generate polyhedral inner and outer approximations to the Pareto frontier. A CVOP with compact feasible region is known to be bounded and there exists a solution of this sense to it. However, it is not known if it is possible to generate polyhedral inner and outer approximations to the Pareto frontier of a CVOP if the feasible region is not compact. This study shows that not all CVOPs are tractable in that sense and gives a characterization of tractable problems in terms of the well known weighted sum scalarization problems.