Title :
Homotopy approach for solving constrained optimization problems
Author :
Vasudevan, G. ; Watson, L.T. ; Lutze, F.H.
Author_Institution :
Virginia Polytech. Inst. & State Univ., Blacksburg, VA, USA
fDate :
4/1/1991 12:00:00 AM
Abstract :
A homotopy approach for solving constrained parameter optimization problems is examined. The first-order necessary conditions, with the complementarity conditions represented using a technique due to Mangasarian (1967) are solved. The equations are augmented to avoid singularities which occur when the active constraint changes. The Chow-Yorke (1978) algorithm is used to track the homotopy path leading to the solution to the desired problem at the terminal point. A simple example which illustrates the technique and an application to a fuel optimal orbital transfer problem are presented
Keywords :
optimisation; Chow-York algorithm; complementarity conditions; constrained optimization; fuel optimal orbital transfer problem; homotopy; necessary conditions; Automatic control; Computational modeling; Constraint optimization; Control systems; Estimation error; Monte Carlo methods; Noise robustness; Statistics; Steady-state; Stochastic resonance;
Journal_Title :
Automatic Control, IEEE Transactions on