Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
From MaRDI portal
(Redirected from Publication:2138306)
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.
Recommendations
- A trust region method for noisy unconstrained optimization
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
- Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
- Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
- scientific article; zbMATH DE number 3843084
- A linear-time algorithm for trust region problems
- A method of trust region type for minimizing noisy functions
- A stochastic trust region method for unconstrained optimization problems
- Linesearch Newton-CG methods for convex optimization with noise
Cites work
- scientific article; zbMATH DE number 1193339 (Why is no real title available?)
- scientific article; zbMATH DE number 46305 (Why is no real title available?)
- scientific article; zbMATH DE number 3503002 (Why is no real title available?)
- scientific article; zbMATH DE number 1229396 (Why is no real title available?)
- scientific article; zbMATH DE number 6931762 (Why is no real title available?)
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- scientific article; zbMATH DE number 852526 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- A Family of Variable-Metric Methods Derived by Variational Means
- A Rapidly Convergent Descent Method for Minimization
- A differential equation approach to nonlinear programming
- A dynamical systems approach to constrained minimization
- A geometric method in nonlinear programming
- A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems
- A prediction-correction dynamic method for large-scale generalized eigenvalue problems
- Approximate greatest descent methods for optimization with equality constraints
- Combining trust-region techniques and Rosenbrock methods to compute stationary points
- Introduction to Numerical Continuation Methods
- Numerical Optimization
- ODE versus SQP methods for constrained optimization
- One- and multistep discretizations of index 2 differential algebraic systems and their use in optimization
- Projected Sequential Quadratic Programming Methods
- Projected pseudotransient continuation
- Pseudotransient Continuation and Differential-Algebraic Equations
- Recent advances in trust region algorithms
- Solving 0 = F(t, y(t), y′(t)) in Matlab
- Trust Region Algorithms and Timestep Selection
- Trust Region Methods
Cited in
(6)- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
- 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
- The regularization continuation method for optimization problems with nonlinear equality constraints
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- Continuation Newton methods with deflation techniques for global optimization problems
This page was built for publication: Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2138306)
