A Homotopy Approach for Solving Constrained Optimization Problems
1988) A Homotopy Approach for Solving Constrained Optimization Problems. Technical Report TR-88-50, Computer Science, Virginia Polytechnic Institute and State University. (
A homotopy approach for solving constrained parameter optimization problems is examined. The first order necessary conditions, with the complementavity conditions represented using a technique due to Mangasarian, are solved. The equations are augmented to avoid singularities which occur when the active constraint changes. The Chow -Torke 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.
|Item Type:||Departmental Technical Report|
|Subjects:||Computer Science > Historical Collection(Till Dec 2001)|
|Deposited By:||User autouser|
|Deposited On:||05 December 2001|