A smoothing approach for the optimal parameter selection problem with continuous inequality constraint

QR Code

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....

Full description

Bibliographic Details
Main Authors:	Feng, Z., Yiu, K., Teo, Kok Lay
Format:	Journal Article
Published:	Taylor & Francis 2013
Subjects:	optimal parameter selection problem KKT system projected Newton-type algorithm continuous inequality constraint
Online Access:	http://hdl.handle.net/20.500.11937/4017

Similar Items

Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints
by: Li, Bin, et al.
Published: (2010)

Optimal Feedback Control for Stochastic Impulsive Linear Systems Subject to Poisson Processes
by: Feng, Zhiguo, et al.
Published: (2010)

Evolutionary approaches for portfolio optimization
by: Lwin, Khin Thein
Published: (2015)

Optimization of a fed-batch bioreactor for 1,3-propanediol production using hybrid nonlinear optimal control
by: Ye, J., et al.
Published: (2014)

A penalty approach to a discretized double obstacle problem with derivative constraints
by: Wang, Song
Published: (2015)

Optimal control for zinc solution purification based on interacting CSTR models
by: Li, Yong, et al.
Published: (2012)

A primal-dual interior point method for optimal zero-forcing beamformer design under per-antenna power constraints
by: Li, Bin, et al.
Published: (2013)

An exact penalty method for free terminal time optimal control problem with continuous inequality constraints
by: Jiang, Canghua, et al.
Published: (2012)

Optimal feedback control for dynamic systems with state constraints: An exact penalty approach
by: Lin, Qun, et al.
Published: (2014)

Min-max optimal control of linear systems with uncertainty and terminal state constraints
by: Wu, C., et al.
Published: (2013)

Global optimal design of IIR filters via constraint transcription and filled function methods
by: Ling, B., et al.
Published: (2013)

A study of optimization and optimal control computation : exact penalty function approach
by: Yu, Changjun
Published: (2012)

An Efficient Computational Approach to a Class of Minmax Optimal Control Problems with Applications
by: Li, Bin, et al.
Published: (2009)

Preconditioning Subspace Quasi-Newton Method for Large Scale Unconstrained Optimization
by: Sim, Hong Sen
Published: (2011)

Quasi-Newton type method via weak secant equations for unconstrained optimization
by: Lim, Keat Hee
Published: (2021)

Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints
by: Liu, X., et al.
Published: (2004)

A New Hybrid Optimization Algorithm for the Estimation of Archie Parameters
by: liu, J., et al.
Published: (2015)

Has Globalization Increased Inequality?
by: Dreher, A., et al.
Published: (2008)

Optimal Investment-Consumption Problem with Constraint
by: Liu, Jingzhen, et al.
Published: (2013)

Minimizing control variation in discrete-time optimal control problems
by: Zhang, Y., et al.
Published: (2016)

Democracy in unequal times: how economic inequality influences democratic backsliding
by: Jia, Yujie
Published: (2024)

Numerical properties of adaptive recursive least-squares (RLS) algorithms with linear constraints.
by: Huo, Jia Q.
Published: (1999)

Solving Lagrangian variational inequalities with applications to stochastic programming
by: Rockafellar, R.T., et al.
Published: (2020)

Penjanaan grafik polihedron newton dan gambarajah penunjuk sesuatu polinomial melalui penggunaan komputer
by: Abdullah, Ismail, et al.
Published: (1990)

Distributed proximal-gradient methods for convex optimization with inequality constraints
by: Li, J., et al.
Published: (2014)

Male earnings inequality, women’s employment and family income inequality in Australia, 1982 – 2007
by: Austen, Siobhan, et al.
Published: (2012)

Optimal control problems with a continuous inequality constraint on the state and the control
by: Loxton, Ryan, et al.
Published: (2009)

Parameter estimation for nonlinear time-delay systems with noisy output measurements
by: Lin, Qun, et al.
Published: (2015)

A review of methods and algorithms for optimizing construction scheduling
by: Zhou, Jingyang, et al.
Published: (2013)

Non-fragile robust H[infinity] control for uncertain spacecraft rendezvous system with pole and input constraints
by: Gao, X., et al.
Published: (2012)

Human-like rule optimization for continuous domains
by: Hadzic, Fedja, et al.
Published: (2008)

Nonnegative polynomial optimization over unit spheres and convex programming relaxations
by: Zhou, Guanglu, et al.
Published: (2012)

Convergence analysis of power penalty method for American bond option pricing
by: Zhang, K., et al.
Published: (2013)

Male Earnings Inequality, Women’s Earnings, and Family Income Inequality in Australia, 1982–2007
by: Austen, Siobhan, et al.
Published: (2013)

Male Earnings Inequality, Women’s Employment and Family Income Inequality in Australia, 1982 - 2007
by: Austen, Siobhan, et al.
Published: (2010)

Can integration reduce inequity in healthcare utilization?: evidence and hurdles in China
by: Zhao, Miaomiao, et al.
Published: (2019)

Economic Inequality in Australia: a reassessment
by: Fenna, Alan, et al.
Published: (2015)

Optimal parameter selection for nonlinear multistage systems with time-delays
by: Liu, C., et al.
Published: (2014)

Diagonal quasi-newton's method for large-scale systems of nonlinear equations
by: Yusuf, Mohammed Waziri
Published: (2011)

The control parameterization method for nonlinear optimal control: A survey
by: Lin, Qun, et al.
Published: (2014)