A UNIVERSAL APPROACH FOR CONTINUOUS OR DISCRETE NONLINEAR PROGRAMMINGS WITH MULTIPLE VARIABLES AND CONSTRAINTS

IntroductionExtensive research works have been published for solving nonlinear mathematicprogramming problems.Nonetheless,it is still difficult to find an effective and universalapproach for general programming problems with multiple design variables and …

A universal approach for continuous or discrete nonlinear programmings with multiple variables and constraints

A universal numerical approach for nonlinear mathematic programming problems is presented with an application of ratios of first-order differentials/differences of objective functions to constraint functions with respect to design variables. This approach can be efficiently used to solve continuous and, in particular, discrete programmings with arbitrary design variables and constraints. As a search method, this approach requires only computations of the functions and their partial derivatives or differences with respect to design variables, rather than any solution of mathematic equations. The present approach has been applied on many numerical examples as well as on some classical operational problems such as one-dimensional and two-dimensional knap-sack problems, one-dimensional and two-dimensional resource-distribution problems, problems of working reliability of composite systems and loading problems of machine, and more efficient and reliable solutions are obtained than traditional methods. The present approach can be used without limitation of modeling scales of the problem. Optimum solutions can be guaranteed as long as the objective function, constraint functions and their first-order derivatives/differences exist in the feasible domain or feasible set. There are no failures of convergence and instability when this approach is adopted.