Dynamic Control of Infeasibility in Equality Constrained Optimization
نویسندگان
چکیده
منابع مشابه
Dynamic Control of Infeasibility in Equality Constrained Optimization
This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a nonincreasing update scheme, so eventually ...
متن کاملDynamic Control of Infeasibility in Constrained Optimization
This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a nonincreasing update scheme, so eventually ...
متن کاملSolving dynamic optimization infeasibility problems
Dynamic real-time optimization (DRTO) systems sometimes fail when solving intrinsic optimization problems. There are situations where the solution is infeasible due to the initial conditions, constraint changes during operation, or even the presence of conflicts on constraint specifications. By using a goal programming approach, this work proposes a method to solve these infeasibilities by refo...
متن کاملEquality Constrained Optimization
EQUALITY CONSTRAINED OPTIMIZATION Masao Fukushima Kyoto University Hisashi Mine Kansai University Eiki Yamakawa Kyoto University (Received November 12, 1984: Revised June 12, 1985) This paper is concerned with a differentiable exact penalty function derived by modifying the Wolfe dual of an equality constrained problem. It may be considered that this penalty function belongs to a class of gener...
متن کاملOn the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization Equality Constrained Quadratic Programming Problems Arising in Optimization
We consider the application of the conjugate gradient method to the solution of large equality constrained quadratic programs arising in nonlinear optimization. Our approach is based on a reduced linear system and generates iterates in the null space of the constraints. Instead of computing a basis for this null space, we choose to work directly with the matrix of constraint gradients, computin...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070679557