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
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.