Constrained nonlinear optimization

This paper presents a new penalty function called logarithmic penalty function (LPF) and examines the convergence of the proposed LPF method. Furthermore, the LaGrange multiplier for equality constrained optimization is derived based on the first-order necessary condition.

10p tohitohi 22-05-2020 13 0   Download

The paper introduces an algorithm to design a feedback controller, which guarantees the tracking of time varying bilinear system outputs for desired values in the presence of input constraint. The proposed controller employs the ideas of receding horizon principle and constrained optimal control.

10p dieutringuyen 07-06-2017 28 1   Download