A SYSTEMATIC SEARCH METHOD FOR OBTAINING MULTIPLE LOCAL OPTIMAL-SOLUTIONS OF NONLINEAR-PROGRAMMING PROBLEMS

Authors
Citation
Hd. Chiang et Cc. Chu, A SYSTEMATIC SEARCH METHOD FOR OBTAINING MULTIPLE LOCAL OPTIMAL-SOLUTIONS OF NONLINEAR-PROGRAMMING PROBLEMS, IEEE transactions on circuits and systems. 1, Fundamental theory andapplications, 43(2), 1996, pp. 99-109
Citations number
27
Categorie Soggetti
Engineering, Eletrical & Electronic
ISSN journal
10577122
Volume
43
Issue
2
Year of publication
1996
Pages
99 - 109
Database
ISI
SICI code
1057-7122(1996)43:2<99:ASSMFO>2.0.ZU;2-F
Abstract
We propose, in this paper, a systematic method to find several local o ptimal solutions for general nonlinear optimization problems. We have developed some analytical results for quasi-gradient systems and refle cted gradient systems, applying these results to derive topological an d geometric properties of the critical points of the underlying object ive function. A mechanism has also been devised to escape from a local optimal solution and proceed into another local optimal solution via decomposition points. By properly switching between quasi-gradient sys tems and reflected gradient systems, our proposed method can attain a set of local optimal solutions. The proposed method is applied to two test examples with promising results.