Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data

DOI10.1007/S11081-020-09590-ZzbMATH Open1485.65061arXiv2005.05965OpenAlexW3129160922MaRDI QIDQ2138306FDOQ2138306

Authors: J. H. Lv, Geng Sun, Xinlong Luo 

Publication date: 11 May 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Abstract: The nonlinear optimization problem with linear constraints has many applications in engineering fields such as the visual-inertial navigation and localization of an unmanned aerial vehicle maintaining the horizontal flight. In order to solve this practical problem efficiently, this paper constructs a continuation method with the trusty time-stepping scheme for the linearly equality-constrained optimization problem at every sampling time. At every iteration, the new method only solves a system of linear equations other than the traditional optimization method such as the sequential quadratic programming (SQP) method, which needs to solve a quadratic programming subproblem. Consequently, the new method can save much more computational time than SQP. Numerical results show that the new method works well for this problem and its consumed time is about one fifth of that of SQP (the built-in subroutine fmincon.m of the MATLAB2018a environment) or that of the traditional dynamical method (the built-in subroutine ode15s.m of the MATLAB2018a environment). Furthermore, we also give the global convergence analysis of the new method.

Full work available at URL: https://arxiv.org/abs/2005.05965

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zbMATH Keywords

continuation methodnoisy dataunmanned aerial vehicledifferential-algebraic dynamical systemtrust-region techniquevisual-inertial localization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited In (5)

• Primal-Dual Path-Following Methods and the Trust-Region Updating Strategy for Linear Programming with Noisy Data
• The regularization continuation method for optimization problems with nonlinear equality constraints
• Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system
• Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
• Continuation Newton methods with deflation techniques for global optimization problems

Uses Software

• Matlab
• RODAS
• fmincon

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