Algorithm for a class of constrained weight least square problems and applications

An algorithm, based on ordinal optimisation (OO) and sensitive theories, is presented to solve a class of constrained weight least square problems with continuous and discrete variables. the proposed algorithm can cope with an enormous amount of computational complexity problems and has a high probability of obtaining a good enough solution according to the oo theory. this method has some advantages, such as computational efficiency, numerical stability and the superiority of the good enough solution. the proposed algorithm is explicit, compact and easy to program. test results demonstrate that the proposed approach is more computational-efficient than other existing approaches for solving constrained-state estimation problems with continuous and discrete variables on the ieee 30-bus and the ieee 118-bus systems.