An Active Set Algorithm for Tracing Parametrized Optima

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dc.contributor.authorRakowska, Joannaen
dc.contributor.authorHaftka, Raphael T.en
dc.contributor.authorWatson, Layne T.en
dc.contributor.departmentComputer Scienceen
dc.date.accessioned2013-06-19T14:37:03Zen
dc.date.available2013-06-19T14:37:03Zen
dc.date.issued1990en
dc.description.abstractOptimization problems often depend on parameters that define constraints or objective functions. It is often necessary to know the effect of a change in a parameter on the optimum solution. An algorithm is presented here for tracking paths of optimal solutions of inequality constrained nonlinear programming problems as a function of a parameter. The proposed algorithm employs homotopy zero-curve tracing tecnniques to track segments where the set of active constraints is unchanged. The transition between segments is handled by considering all possible sets of active constraints and eliminating nonoptimal ones based on the signs of the Lagrange multipliers and the derivatives of the optimal solutions with respect to the parameter.en
dc.format.mimetypeapplication/pdfen
dc.identifierhttp://eprints.cs.vt.edu/archive/00000227/en
dc.identifier.sourceurlhttp://eprints.cs.vt.edu/archive/00000227/01/TR-90-45.pdfen
dc.identifier.trnumberTR-90-45en
dc.identifier.urihttp://hdl.handle.net/10919/19631en
dc.language.isoenen
dc.publisherDepartment of Computer Science, Virginia Polytechnic Institute & State Universityen
dc.relation.ispartofHistorical Collection(Till Dec 2001)en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.titleAn Active Set Algorithm for Tracing Parametrized Optimaen
dc.typeTechnical reporten
dc.type.dcmitypeTexten

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