In this paper an exact penalty line search is introduced for solving constrained nonlinear programing. By this method it is possible to solve some problems with combining penalty method and SQP method, and in any iteration for producing new stepone can uses linear search and solves unconstrained optimization by exact penalty function. In this method a linear programming subproblem with trust ar...

A technique for maintaining the positive definiteness of the matrices in the quasi-Newton version of the SQP algorithm is proposed. In our algorithm, matrices approximating the Hessian of the augmented Lagrangian are updated. The positive definiteness of these matrices in the space tangent to the constraint manifold is ensured by a so-called piecewise line-search technique, while their positive...

In this paper, we presents a novel approach for solving optimal power flow (OPF) problems using a hybrid differential evolution and harmony search (DEHS). The DEHS method is an improved differential evolution method based on the harmony search scheme. Harmony Search has strong and easy to combine with other methods in optimization and the Differential Evolution algorithm has a very great abilit...

A new heuristic method for the Quadratic Assignment Problem based on the use of a \Com-putational Ecology" and a modiied version of Hillier-Connors heuristic HC-63 are presented in this paper. The method is intended to include another metaheuristic called Tabu Search to increase the diversity of solutions before recombining them to create new conngurations which are used to restart the search. ...

A technique for maintaining the positive definiteness of the matrices in the quasi-Newton version of the SQP algorithm is proposed. In our algorithm, matrices approximating the Hessian of the augmented Lagrangian are updated. The positive definiteness of these matrices in the space tangent to the constraint manifold is ensured by a so-called piecewise line-search technique, while their positive...

Newton’s algorithm and some of its variations are often used to find global minima of real valued functions. We propose another such variation and prove its local quadratic convergence. We combine this with Armijo type line search method to produce global convergence, which is eventually quadratic, for the important class of strictly convex functions. Computational performance on some standard ...

This note points out an error in the local quadratic convergence proof of the predictorcorrector interior-point algorithm for solving the semidefinite linear complementarity problem based on the Alizadeh–Haeberly–Overton search direction presented in [M. Kojima, M. Shida, and S. Shindoh, SIAM J. Optim., 9 (1999), pp. 444–465]. Their algorithm is slightly modified and the local quadratic converg...

The paper presents a new heuristic method for the quadratic assignment problem. This method is based on an artificial ant system, hybridized with a fast local search. The method is easy to implement and numerical results show that it is fast and efficient for structured problems.

Quadratic stability has enabled, mainly via the linear matrix inequality framework, the analysis and design of a nonlinear control system from the local matrices of the system’s Takagi–Sugeno (T–S) fuzzy model. It is well known, however, that there exist stable differential inclusions, hence T–S fuzzy models whose stability is unprovable by a globally quadratic Lyapunov function. At present, li...

We present an iterative method, based on a block generalization of the Rayleigh Quotient Iteration method, to search for the p lowest eigenpairs of the generalized matrix eigenvalue problem Au = Bu. We prove its local quadratic convergence when B A is symmetric. The benefits of this method are the well-conditioned linear systems produced and the ability to treat multiple or nearly degenerate ei...