This paper presents a secant method, based on R. B. Wilson's formula for the solution of optimization problems with inequality constraints. Global convergence properties are ensured by grafting the secant method o...
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This paper presents a secant method, based on R. B. Wilson's formula for the solution of optimization problems with inequality constraints. Global convergence properties are ensured by grafting the secant method onto a phase I - phase II feasible directions method, using a rate of convergence test for crossover control.
作者：
KRAFT, DDFVLR
Institute for Flight Systems Dynamics 8031 Oberpfaffenhofen West Germany
Two non-linear programming algorithms based on the Lagrangian function are compared with respect to their computational efficiency for solving parameterized optimal control problems. If the most efficient, constrained...
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Two non-linear programming algorithms based on the Lagrangian function are compared with respect to their computational efficiency for solving parameterized optimal control problems. If the most efficient, constrained variable metric method together with forward-difference gradients is used, the formulation and implementation of the adjoint variables can be avoided. This is especially convenient in the design phase of large complex systems.
This paper discusses a nonlinear programming problem which arises when the optimum scheduling of an electric power system is being considered. A realistic, moderately large text example is described in detail; and the...
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This paper discusses a nonlinear programming problem which arises when the optimum scheduling of an electric power system is being considered. A realistic, moderately large text example is described in detail; and the solution of this example by a recent method based on quadraticprogramming is also reported.
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