基于混合逻辑动态的混杂系统研究及应用

综述了一种在工业领域中使用的混杂系统建模方法，即基于混合逻辑动态MLD（Mixed Logic Dynamic）的建模方法。分析了在该建模框架下系统的可观性、可控性、形式验证、稳定性、状态估计及故障检测、最优控制和预测控制，并且以水电厂为例讨论了该方法在实际工程中的应用。基于MLD的混杂系统研究目前仍处于起步阶段，在理论上混杂系统预测控制、最优控制、多目标控制及混合整数二次规划求解都有待研究，在应用上如何根据不同问题有效地建模混杂系统也有待研究。     

一类非线性系统最大可控不变集求解

针对非线性系统线性化在状态约束下最优鲁棒控制求解问题,提出了一种基于混合系统的非线性系统最大鲁棒控制不变集的方法.对于一类非线性系统通过平衡点线性化的方法转化为多模态的混合系统,并进行了混合逻辑动态模型(MLD)的建模,在不变集基本理论的基础上,通过多参数规划的混合整数规划(MIQP)的方法迭代求解最大可控不变集,并求得不变集内的最优控制器,解决系统的状态约束问题.通过一个非线性系统的实例进行建模、仿真,证明了本方法的可行性.     

基于多项式核RVM的非线性模型预测控制

针对非线性、不确定性对象不易建模的特点,提出了基于多项式核关联向量机(RVM)的解析型非线性预测控制方法,该方法采用多项式核RVM进行模型辨识,得到的对象模型作为预测模型。由于RVM具有较好的非线性建模能力,弥补了SVM参数设定难和稀疏性不强等弱点;同时,多项式形式的模型表达式使二次型优化目标函数可以通过函数解析方法求得最优控制输入,即简化了滚动优化模块,增强了控制的实时性。通过对一个标准的非线性Benchmark问题进行仿真实验,结果表明该方法具有良好的控制性能。     

基于Taylor级数的分布参数系统最优控制

结合钢坯加热过程讨论了分布参数系统的最优控制问题。针对钢坯加热过程,建立了分布参数系统的数学模型,利用Taylor级数近似变换,并引入Taylor级数基函数的微分运算矩阵和向量积矩阵,将钢坯温度的最优控制问题转化为相应集总参数系统的最优控制问题,然后对集总参数系统进行求解,并将求得的逼近解进行逆变换,即求得分布参数系统最优控制的逼近解。并通过仿真示例验证了该算法的有型,取得了满意的结果,为分布参数系统的控制算法提出了一条解决方案。     

基于APSO优化算法的GCHP系统神经网络预测控制

针对地源热泵(GCHP)系统的能量消耗问题,提出了一种基于自适应粒子群(APSO)优化算法和最邻近聚类径向基神经网络(RBFNN)建模的预测控制策略;首先,利用神经网络建立系统的输出预测模型,然后通过粒子群的滚动优化算法求解得到最优控制量;仿真结果表明,该方法能够在满足负荷要求的前提下,有效地降低GCHP系统在运行过程中的能量消耗。     

基于Taylor级数的分布参数系统最优控制

结合钢坯加热过程讨论了分布参数系统的最优控制问题.针对钢坯加热过程,建立了分布参数系统的数学模型,利用Taylor级数近似变换,并引入Taylor级教基函数的微分运算矩阵和向量积矩阵,将钢坯温度的最优控制问题转化为相应集总参数系统的最优控制问题,然后对集总参数系统进行求解,并将求得的逼近解进行逆变换,即求得分布参数系统最优控制的逼近解.并通过仿真示例验证了该算法的有型,取得了满意的结果,为分布参数系统的控制算法提出了一条解决方案.     

自适应评价设计的执行依赖方法

自适应评价设计(ACD)是一种适用于非线性系统的近似最优控制方法。介绍了自适应评价设计的执行依赖启发式动态规划(ADHDP)和执行依赖双启发式动态规划(ADDHP)方法,该方法可以解决由对象非线性或者系统建模不良所造成的不确定性问题,适于处理时变的复杂系统和动态变化的复杂任务。阐述了两种方法的结构、计算和评价网络输出上的不同,并通过仿真分析了两种方法各自的学习能力、控制效果。     

一种基于互补声学模型的多系统融合语音关键词检测方法

采用一种基于互补声学模型的多系统融合方法来获得高性能的语音关键词检测系统: 1)在基线系统的基础上, 使用不同的音素集进行声学建模, 并引入基于神经网络的声学建模方法, 获得另外两套具有建模差异性的声学系统; 2)在多套关键词检测系统的基础上, 通过选择有效的系统融合准则, 将多个系统的输出进行整合, 获得更好的语音关键词检测结果. 该方法充分利用了差异性声学建模系统之间的互补性, 在不增加训练数据的情况下, 显著地提升了最终系统的性能. 和基线系统相比, 该方法在2005年国家863电话语音关键词检测技术评测集上, 在等错误率(Equal error rate, EER)指标下, 获得相对21.6%的显著性能提升.     

基于进化计算的兴趣建模

为实现对个体的兴趣建模,提出基于进化计算的建模(Evolutionary Computation Based Modeling,ECBM)方法。该方法采用定性和定量相结合的方式对个体的兴趣系统进行建模,首先通过定性分析构建个体的兴趣模型框架,然后通过进化计算(Evolutionary Computation)方法对模型参数自动进化。实验结果表明,ECBM能够通过数据驱动模式优化模型参数,并利用更新信息进化模型,使其不断逼近真实系统。     

数据与未建模动态驱动的非线性PID切换控制

本文充分利用系统的数据信息和知识,把数据驱动控制、PID控制与一步超前最优控制策略相结合,提出了数据与未建模动态驱动的非线性PID切换控制方法.该方法首先利用被控对象往往运行在工作点附近的特点及系统丰富可测的数据信息,把被控对象表示成低阶控制器设计模型与高阶非线性项(未建模动态)和的形式.与以往方法的本质区别在于,所提的方法直接将未建模动态分解为前一拍数据与未知增量的和,并充分利用未建模动态可测数据信息补偿系统未知的非线性动态特性,设计非线性PID控制器,对未建模动态的未知增量采用自适应神经模糊推理系统(ANFIS)进行估计,从而设计带有未建模动态增量估计的非线性PID控制器.将控制器的跟踪误差引入切换指标,两个控制器通过切换机制协调控制系统,既保证系统的稳定,同时提高系统的性能.为解决PID控制器参数难以选择的问题,采用一步超前最优控制策略进行参数设计,从理论上给出了PID控制器参数选择的一般原则和方法,推导了保证闭环系统输入输出稳定性的条件;最后,通过数值仿真实验以及在水箱液位控制系统的物理对比实验,实验结果验证了所提算法的有效性和实用性.     

基于混合系统模型的非线性系统最大可控不变集求解

针对非线性系统线性化在状态约束下最优鲁棒控制求解问题,提出了一种基于混合系统的分段仿射系统(PWA)建模,通过多次优化迭代的方法求解系统的最大鲁棒控制不变集的方法,并求得不变集内的最优控制器,解决系统的状态约束问题.通过一个非线性系统实例进行建模、仿真,证明了本方法的可行性.     

融合指标分组的高维混合多目标进化优化

高维混合多目标优化问题因包含多个不同类型指标,目前尚缺乏有效求解该问题的进化优化方法。提出一种基于目标分组的高维混合多目标并行进化优化方法。采用深度学习神经网络预测种群隐式性能指标;基于指标相关性,将高维混合多目标优化问题分解为若干子优化问题;采用多种群并行进化算法,求解分解后的每一子优化问题,并基于各子种群的非被占优解构建外部保存集;采用聚合函数对外部保存集个体进一步优化,得到Pareto最优解集。在室内布局优化问题中验证所提方法,实验结果表明,所提方法的Pareto最优解在收敛性、分布性以及延展性等方面均优于对比方法。     

Dynamic output feedback robust MPC for LPV systems subject to input saturation and bounded disturbance

For linear parameter varying (LPV) systems with unknown scheduling parameters and bounded disturbance, a synthesis approach of dynamic output feedback robust model predictive control (OFRMPC) with input saturation is investigated. By pre-specifying partial controller parameters, a main optimization problem is solved by convex optimization to reduce the on-line computational burden. The main optimization problem guarantees that the estimated state and estimation error converge within the corresponding invariant sets such that recursive feasibility and robust stability are guaranteed. The consideration of input saturation in the main optimization problem improves the control performance. Two numerical examples are given to illustrate the effectiveness of the approach.     

Maximum Margin Clustering Made Practical

Motivated by the success of large margin methods in supervised learning, maximum margin clustering (MMC) is a recent approach that aims at extending large margin methods to unsupervised learning. However, its optimization problem is nonconvex and existing MMC methods all rely on reformulating and relaxing the nonconvex optimization problem as semidefinite programs (SDP). Though SDP is convex and standard solvers are available, they are computationally very expensive and only small data sets can be handled. To make MMC more practical, we avoid SDP relaxations and propose in this paper an efficient approach that performs alternating optimization directly on the original nonconvex problem. A key step to avoid premature convergence in the resultant iterative procedure is to change the loss function from the hinge loss to the Laplacian/square loss so that overconfident predictions are penalized. Experiments on a number of synthetic and real-world data sets demonstrate that the proposed approach is more accurate, much faster (hundreds to tens of thousands of times faster), and can handle data sets that are hundreds of times larger than the largest data set reported in the MMC literature.     

Joint optimization for area traffic control and network flow

A joint optimization problem for solving area traffic control and network flow is investigated. A bilevel programming is used to formulate this joint optimization problem where the network flow following Wardrop's principles can be obtained by solving traffic assignment problems. In this paper, we present a solution approach for jointly optimizing the area traffic control and network flow on the basis of a newly presented algorithm for concurrent flow (Comput. Oper. Res. (2004) in press). We propose three kinds of formulations for this joint optimization problem and present a gradient-based method to effectively solve this problem via a mixture of locally optimal search and global search heuristic where a near global optimum may be found. Numerical comparisons are made for the values of performance index achieved by the joint optimization problem with system optimal flow and those did by equilibrium flow at various sets of initial signal settings. Substantially good results have demonstrated the robustness of the proposed algorithm in solving both system optimal and user equilibrium flow for the joint optimization problem at large-scale networks.     

Properties of Combinatorial Optimization Problems Over Polyhedral-Spherical Sets

The class of combinatorial optimization problems over polyhedral-spherical sets is considered. The results of theory of convex extensions are generalized to certain classes of functions defined on sphere-located and vertex-located sets. The original problem is equivalently formulated as a mathematical programming problem with convex both objective function and functional constraints. A numerical illustration and possible applications of the results to solving combinatorial optimization problems are given.     

Two stochastic optimization algorithms for convex optimization with fixed point constraints

Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of fixed point sets of nonexpansive mappings in a real Hilbert space. This setting of fixed point constraints enables consideration of the case in which the projection onto each of the constraint sets cannot be computed efficiently. Both algorithms use a convex function and a nonexpansive mapping determined by a certain probabilistic process at each iteration. One algorithm blends a stochastic gradient method with the Halpern fixed point algorithm. The other is based on a stochastic proximal point algorithm and the Halpern fixed point algorithm; it can be applied to nonsmooth convex optimization. Convergence analysis showed that, under certain assumptions, any weak sequential cluster point of the sequence generated by either algorithm almost surely belongs to the solution set of the problem. Convergence rate analysis illustrated their efficiency, and the numerical results of convex optimization over fixed point sets demonstrated their effectiveness.     

Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation

We consider a problem of dynamic stochastic portfolio optimization modelled by a fully non-linear Hamilton–Jacobi–Bellman (HJB) equation. Using the Riccati transformation, the HJB equation is transformed to a simpler quasi-linear partial differential equation. An auxiliary quadratic programming problem is obtained, which involves a vector of expected asset returns and a covariance matrix of the returns as input parameters. Since this problem can be sensitive to the input data, we modify the problem from fixed input parameters to worst-case optimization over convex or discrete uncertainty sets both for asset mean returns and their covariance matrix. Qualitative as well as quantitative properties of the value function are analysed along with providing illustrative numerical examples. We show application to robust portfolio optimization for the German DAX30 Index.     

Bound sets for biobjective combinatorial optimization problems

In this paper we introduce the concept of bound sets for multiobjective discrete optimization. We prove general results on lower and upper bound sets for combinatorial optimization problems with multiple objectives. We present general algorithms for constructing lower and upper bound sets for biobjective problems and provide numerical results on five different problem types.     

Statistical confidence intervals for fuzzy data

The application of fuzzy sets theory to statistical confidence intervals for unknown fuzzy parameters is proposed in this paper by considering fuzzy random variables. In order to obtain the belief degrees under the sense of fuzzy sets theory, we transform the original problem into the optimization problems. We provide the computational procedure to solve the optimization problems. A numerical example is also provided to illustrate the possible application of fuzzy sets theory to statistical confidence intervals.