Title :
A systematic search method for obtaining multiple local optimal solutions of nonlinear programming problems
Author :
Chiang, Hsiao-Dong ; Chu, Chia-Chi
Author_Institution :
Sch. of Electr. Eng., Cornell Univ., Ithaca, NY, USA
fDate :
2/1/1996 12:00:00 AM
Abstract :
We propose, in this paper, a systematic method to find several local optimal solutions for general nonlinear optimization problems. We have developed some analytical results for quasi-gradient systems and reflected gradient systems, applying these results to derive topological and geometric properties of the critical points of the underlying objective function. A mechanism has also been devised to escape from a local optimal solution and proceed into another local optimal solution via decomposition points. By properly switching between quasi-gradient systems and reflected gradient systems, our proposed method can attain a set of local optimal solutions. The proposed method is applied to two test examples with promising results
Keywords :
nonlinear programming; search problems; critical points; decomposition points; geometric properties; local optimal solutions; nonlinear programming; objective function; optimization; quasi-gradient systems; reflected gradient systems; search method; topological properties; Design engineering; Load flow; NP-hard problem; Optimal control; Optimization methods; Power engineering and energy; Power engineering computing; Search methods; Stochastic processes; Testing;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on