A new constrained ellipsoidal algorithm for nonlinear optimization with equality constraints

Author

Takahashi, Ricardo H C ; Saldanha, Rodney R. ; Dias-Filho, Waldir ; Ramírez, Jaime A.

Author_Institution

Dept. of Electr. Eng., Univ. Fed. de Minas Gerais, Belo Horizonte, Brazil

Volume

39

Issue

3

fYear

2003

fDate

5/1/2003 12:00:00 AM

Firstpage

1289

Lastpage

1292

Abstract

This paper presents a new algorithm for nonlinear optimization, the cone ellipsoidal algorithm (CEA), that is suitable for dealing with equality constraints and deterministically converges to the global solution in convex problems. The algorithm is based on the traditional ellipsoidal algorithm and on some new cone conditions. CEA simultaneously searches the objective function minimum and the problem feasible region. A case study is presented: the well-known TEAM 22 benchmark problem. The new algorithm finds a solution that is at least as good as the best solution that is known, with high computational efficiency.

Keywords

constraint theory; convergence; optimisation; TEAM 22 benchmark problem; computational efficiency; cone ellipsoidal algorithm; constrained ellipsoidal algorithm; convergence properties; convex problem; equality constraints; nonlinear optimization; Biomedical engineering; Computational efficiency; Constraint optimization; Convergence; Ellipsoids; Equations; Helium; Mathematics; Optimization methods; Time factors;

fLanguage

English

Journal_Title

Magnetics, IEEE Transactions on

Publisher

ieee

ISSN

0018-9464

Type

jour

DOI

10.1109/TMAG.2003.810405

Filename

1198456