非線形計画問題の局所的最適解向上のためのモードトリミング法(機械力学,計測,自動制御)

概要

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A method for improving local optimal solutions of nonlinear programming problems by treating constraints directly, which is named "Modal Trimming Method", is proposed. This method combines a gradient method for searching local optimal solutions, with an extended Newton-Raphson method based on the Moore-Penrose generalized inverse of a Jacobian matrix of objective and constraint functions for searching initial feasible solutions used by the gradient method. A strategy for preventing traps into fathomed local optimal solutions is proposed. Some features of the method are investigated qualitatively, and it is found that they are suitable to improve local optimal solutions efficiently. The method is applied to a wide range of problems, and its performance is evaluated in terms of the global optimality of the suboptimal solutions. It turns out that the method has a high possibility of deriving the global optimal solutions by the suboptimal ones for a wide range of problems.
2003-12-25