Constrained optimization applying decomposed unlimited point method based on KKT condition
文献类型：会议论文
| 作者 | Zheng, J.H.; Ji, T.Y.; Li, M.S.; Wu, Q.H.; Wu, P.Z. |
| 出版日期 | 2013 |
| 会议名称 | 2013 5th Computer Science and Electronic Engineering Conference, CEEC 2013 |
| 会议地点 | Colchester, United kingdom |
| 英文摘要 | Constrained optimization problems play a significant role within optimization problems. In this paper, a novel method, decomposed unlimited point method (DUPM), is proposed to modify the Karush-Kuhn-Tucker (KKT) condition of constrained optimization problems. In the DUPM, KKT condition can be transformed into equations without any limitation in the variable space. Afterwards, the equivalent equations are solved by Levenberg-Marquardt method (LMM), which is the first attempt ever of applying LMM to such situations. Simulation results on various numerical examples demonstrate that DUPM is able to transform the primal KKT condition into equations without changing the functions' characteristics such as continuity and smoothness unlike nonlinear complementarity problem method (NCPM), and LMM can be widely used to solve the equivalent equations with a quadratic convergence rate. |
| 收录类别 | EI |
| 语种 | 英语 |
| 源URL | [http://ir.siat.ac.cn:8080/handle/172644/4920]  |
| 专题 | 深圳先进技术研究院_医工所 |
| 作者单位 | 2013 |
| 推荐引用方式 GB/T 7714 | Zheng, J.H.,Ji, T.Y.,Li, M.S.,et al. Constrained optimization applying decomposed unlimited point method based on KKT condition[C]. 见:2013 5th Computer Science and Electronic Engineering Conference, CEEC 2013. Colchester, United kingdom. |
入库方式： OAI收割
来源：深圳先进技术研究院
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