Sequential System of Equation Method for Switching Constrained Optimization Problems

被引：0

作者：

Sheng, Yuting ^{[1
]}

Fang, Minglei ^{[1
]}

Ding, Defeng ^{[1
]}

Xu, Ao ^{[1
]}

机构：

[1] School of Mathematics and Big Data, Anhui University of Science and Technology, Huainan,232001, China

来源：

IAENG International Journal of Applied Mathematics | 2024年 / 54卷 / 11期

关键词：

Global optimization - Integer linear programming - Iterative methods - Optimization algorithms - Quadratic programming;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The switching constrained optimization problem is a new class of constrained optimization problem proposed in recent years. However, its special constraints make the commonly used constraint specifications unsatisfactory. For this reason, the method for the sequential systems of linear equations (SSLE) is applied to solve the problem. In each iteration, the algorithm needs to solve a system of four linear equations with the same coefficient matrices, which reduces the amount of computation compared with the sequential quadratic programming algorithm. Moreover, it is proven that the limit point of the sequence generated by using the new algorithm is the Karush-Kuhn-Tucker point of the problem. Finally, it is shown through numerical results that the SSLE method is feasible for dealing with this type of problem. © (2024), (International Association of Engineers). All rights reserved.

引用

页码：2351 / 2358