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A nonlinear projection method for constrained optimization
An algorithm is presented for the solution of nonlinear optimization problems involving locally differentiable functions with known analytical expressions. The algorithm is based on perturbation methods of system analysis and develops from a set of easy to implement procedures designed to detect and solve the activation and deactivation of constraints while selecting the steepest feasible trajectory and the largest step length. Numerical applications are presented to illustrate the performance of the algorithm.
A nonlinear projection method for constrained optimization
An algorithm is presented for the solution of nonlinear optimization problems involving locally differentiable functions with known analytical expressions. The algorithm is based on perturbation methods of system analysis and develops from a set of easy to implement procedures designed to detect and solve the activation and deactivation of constraints while selecting the steepest feasible trajectory and the largest step length. Numerical applications are presented to illustrate the performance of the algorithm.
A nonlinear projection method for constrained optimization
de Freitas, J. A. Teixeira (author) / de Almeida, J. P. Moitinho (author)
Civil Engineering and Environmental Systems ; 1 ; 294-300
1984-12-01
7 pages
Article (Journal)
Electronic Resource
English
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