The dynamic-Q optimization method: An alternative to Sequential Qudratic Programming

The dynamic-Q optimization method: An alternative to Sequential Qudratic Programming

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Article ID: iaor2004712
Country: United Kingdom
Volume: 44
Issue: 12
Start Page Number: 1589
End Page Number: 1598
Publication Date: Dec 2002
Journal: Computers & Mathematics with Applications
Authors: ,
Keywords: programming: quadratic
Abstract:

In this paper, a constrained optimization method, called the Dynamic-Q method, is presented. Simply stated, the method consists of applying an existing dynamic trajectory optimization algorithm to successive spherical quadratic approximations of the actual optimization problem. The Dynamic-Q algorithm has the advantage of having minimal storage requirements, thus making it suitable for problems with large numbers of variables. The Dynamic-Q method is tested and results obtained are compared to results for a sequential quadratic programming (SQP) method. Indications are that the new method is robust and efficient, and a particularly well suited to practical engineering optimization problems.

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