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A Trajectory-Based Method for Constrained Nonlinear Optimization Problems.
- Source :
- Journal of Optimization Theory & Applications; May2018, Vol. 177 Issue 2, p479-497, 19p
- Publication Year :
- 2018
-
Abstract
- A trajectory-based method for solving constrained nonlinear optimization problems is proposed. The method is an extension of a trajectory-based method for unconstrained optimization. The optimization problem is transformed into a system of second-order differential equations with the aid of the augmented Lagrangian. Several novel contributions are made, including a new penalty parameter updating strategy, an adaptive step size routine for numerical integration and a scaling mechanism. A new criterion is suggested for the adjustment of the penalty parameter. Global convergence properties of the method are established. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 177
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 129593749
- Full Text :
- https://doi.org/10.1007/s10957-018-1274-9