A modified penalty term for the sequential unconstrained minimization technique for convex programming problems
Leahy, Vincent J.
MetadataShow full item record
The Sequential Unconstrained Minimization Technique (SUMT) for Convex Programming Problems is modified by the introduction of an exponent in the penalty term. The exponent is introduced to increase the rate of convergence of the method for nonlinear problems with solutions on the boundary of one or more constraints. Convergence to the solution of the constrained problem is proved, and it is shown that SUMT is a special case of the general unconstrained function with the exponent equal to one. Results of a sample problem indicate that the rate of convergence is improved and that the computational time for solution is decreased for an exponent less than one.
Showing items related by title, author, creator and subject.
Connections between the covector mapping theorem and convergence of pseudospectral methods for optimal control Gong, Qi; Ross, I. Michael; Kang, Wei; Fahroo, Fariba (Springer Science + Business Media, LLC, 2008);In recent years, many practical nonlinear optimal control problems have been solved by pseudospectral (PS) methods. In particular, the Legendre PS method offers a Covector Mapping Theorem that blurs the distinction between ...
Jauregui, Stephen Jr. (1960);The brown method of solving zero sum two person games by a method of successive approximations was programmed for the NCR-102A Digital Computer. Game matricies up to order 8x8 were investigated, although the program ...
Robinson, Bruce T. (Monterey, California. Naval Postgraduate School, 1994-06);The problem of reconstructing an image from its Radon transform profiles is outlined. This problem has medical, industrial and military applications. Using the computer assisted tomography (CAT) scan as an example, a ...