A smoothing approach for the optimal parameter selection problem with continuous inequality constraint
In this paper, we consider a class of optimal parameter selection problems with continuous inequality constraints. By introducing a smoothing parameter, we formulate a sequence of KKT (Karush-Kuhn-Tucker) systems of this problem and then transform it into a system of constrained nonlinear equations....
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Taylor & Francis
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/4017 |
| _version_ | 1848744395582472192 |
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| author | Feng, Z. Yiu, K. Teo, Kok Lay |
| author_facet | Feng, Z. Yiu, K. Teo, Kok Lay |
| author_sort | Feng, Z. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this paper, we consider a class of optimal parameter selection problems with continuous inequality constraints. By introducing a smoothing parameter, we formulate a sequence of KKT (Karush-Kuhn-Tucker) systems of this problem and then transform it into a system of constrained nonlinear equations. Then, the first- and second-order gradients formulae of the cost functional and the constraints are derived. On this basis, a smoothing projected Newton-type algorithm is developed to solving this system of nonlinear equations. To illustrate the effectiveness of the proposed method, some numerical results are solved and presented. |
| first_indexed | 2025-11-14T06:00:47Z |
| format | Journal Article |
| id | curtin-20.500.11937-4017 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:00:47Z |
| publishDate | 2013 |
| publisher | Taylor & Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-40172018-03-29T09:05:21Z A smoothing approach for the optimal parameter selection problem with continuous inequality constraint Feng, Z. Yiu, K. Teo, Kok Lay optimal parameter selection problem KKT system projected Newton-type algorithm continuous inequality constraint In this paper, we consider a class of optimal parameter selection problems with continuous inequality constraints. By introducing a smoothing parameter, we formulate a sequence of KKT (Karush-Kuhn-Tucker) systems of this problem and then transform it into a system of constrained nonlinear equations. Then, the first- and second-order gradients formulae of the cost functional and the constraints are derived. On this basis, a smoothing projected Newton-type algorithm is developed to solving this system of nonlinear equations. To illustrate the effectiveness of the proposed method, some numerical results are solved and presented. 2013 Journal Article http://hdl.handle.net/20.500.11937/4017 10.1080/10556788.2013.775282 Taylor & Francis restricted |
| spellingShingle | optimal parameter selection problem KKT system projected Newton-type algorithm continuous inequality constraint Feng, Z. Yiu, K. Teo, Kok Lay A smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| title | A smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| title_full | A smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| title_fullStr | A smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| title_full_unstemmed | A smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| title_short | A smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| title_sort | smoothing approach for the optimal parameter selection problem with continuous inequality constraint |
| topic | optimal parameter selection problem KKT system projected Newton-type algorithm continuous inequality constraint |
| url | http://hdl.handle.net/20.500.11937/4017 |