NDLI: Homotopy approach for solving constrained optimization problems

Content Provider	IEEE Xplore Digital Library
Author	Vasudevan, G. Watson, L.T. Lutze, F.H.
Copyright Year	1963
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.<>
Sponsorship	IEEE Control Systems Society
Starting Page	494
Ending Page	498
Page Count	5
File Size	509486
File Format	PDF
ISSN	00189286
Volume Number	36
Issue Number	4
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1991-04-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Constraint optimization Noise robustness Estimation error Computational modeling Stochastic resonance Automatic control Control systems Monte Carlo methods Statistics Steady-state
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

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Homotopy approach for solving constrained optimization problems