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凸优化方法在工作站负荷优化配置中的应用
Application of Convex Optimization to Load Optimal Allocation in a Workstation System
【摘要】 在不考虑设备故障的前提下,一个工作站的服务质量主要取决于其负荷大小。本文建立了工作站负荷最小的优化模型,设计了一种变量转换方法,并经适当的约束条件合并将该非线性的、具有不等式约束的模型转化为凸优化模型。推导给出该凸优化模型对应的拉格朗日函数及其最优解存在的KKT条件,并引入凸优化内点法作为负荷配置的有效计算工具。实例计算结果表明,凸优化内点算法具有迭代次数少、收敛速度快的优点;实际应用中可以将非线性的复杂优化问题凸性化,从而得到其最优解。
【Abstract】 The service quality of a workstation depends mainly on its service load. In this paper, an optimization model with inequality constraints is proposed, which aims to minimize the service load. A novel transformation of optimization variables is also devised and the constraints are properly combined so as to make this model into a convex one, whose corresponding Lagrange function and the KKT(Karush-Kuhn-Tucker) conditions are established afterwards. The interior-point method for convex optimization is presented here as an efficient computation tool. Finally, this model is evaluated by a real example, from which conclusions are reached that the interior-point method possesses advantages such as faster convergence and fewer iterations and it is possible to make complicated nonlinear optimization problems exhibit convexity so as to obtain the optimum.
【Key words】 Load optimal allocation; Convex optimization; Interior-point method;
- 【文献出处】 机械科学与技术 ,Mechanical Science and Technology , 编辑部邮箱 ,2005年03期
- 【分类号】TB11
- 【被引频次】4
- 【下载频次】264