首页 | 本学科首页   官方微博 | 高级检索  
     检索      


ODE methods for optimization with equality constraints
Authors:BS Goh  CS Lee
Institution:a Mathematics Dept., Nanjing University, Nanjing, Jiangsu 210093, China
b Mathematics and Mathematics Education, NIE, Nanyang Technological University, Singapore
c Dept. of Aerospace and Mechanical Engineering, University of Arizona, Tucson, AZ 85721, USA
Abstract:In an optimization problem with equality constraints we define an accessory function that is similar but different from a normal penalty function. In the accessory function we demonstrate the need to use small values of the parameter associated with an equality constraint. Large values of the parameter create extraneous stationary points which destroy the global convergence properties of steepest descent methods. By using small values of the parameters in the accessory function, when the current point is far away from the solution and when the constraint violations are large we are led to a refined version of the established SUMT method.
Keywords:Optimization  Equality constraints  SUMT  Filter method  Global convergence
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号