Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems

نویسندگان

چکیده

In this paper, we study the sequential convex programming method with monotone line search (SCP$_{ls}$) in [Z. Lu, Sequential Convex Programming Methods for a Class of Structured Nonlinear Programm...

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

solution of security constrained unit commitment problem by a new multi-objective optimization method

چکیده-پخش بار بهینه به عنوان یکی از ابزار زیر بنایی برای تحلیل سیستم های قدرت پیچیده ،برای مدت طولانی مورد بررسی قرار گرفته است.پخش بار بهینه توابع هدف یک سیستم قدرت از جمله تابع هزینه سوخت ،آلودگی ،تلفات را بهینه می کند،و هم زمان قیود سیستم قدرت را نیز برآورده می کند.در کلی ترین حالتopf یک مساله بهینه سازی غیر خطی ،غیر محدب،مقیاس بزرگ،و ایستا می باشد که می تواند شامل متغیرهای کنترلی پیوسته و گ...

Local Convergence of Sequential Convex Programming for Nonconvex Optimization

where c ∈ R, g : R → R is non-linear and smooth on its domain, and Ω is a nonempty closed convex subset in R. This paper introduces sequential convex programming (SCP), a local optimization method for solving the nonconvex problem (P). We prove that under acceptable assumptions the SCP method locally converges to a KKT point of (P) and the rate of convergence is linear. Problems in the form of ...

متن کامل

Solution of Large Scale Optimization Problems with Sequential Convex Programming

The function g0 is the objective function of the problem, i.e. a cost function or a performance index that has to be minimized in order to have a better design. In topology optimization, this is for instance the compliance of the structure under the considered load case. The set of constraint functions gj (in number m) expresses the restrictions the design is subject to in order to be feasible....

متن کامل

Convergence Analysis of the Gauss-newton Method for Convex Inclusion Problems and Convex Composite Optimization

Using the convex process theory we study the convergence issues of the iterative sequences generated by the Gauss-Newton method for the convex inclusion problem defined by a cone C and a Fréchet differentiable function F (the derivative is denoted by F ′). The restriction in our consideration is minimal and, even in the classical case (the initial point x0 is assumed to satisfy the following tw...

متن کامل

A Line Search Multigrid Method for Large-scale Convex Optimization

Abstract. We present a line search multigrid method based on Nash’s MG/OPT multilevel optimization approach for solving discretized versions of convex infinite dimensional optimization problems. Global convergence is proved under fairly minimal requirements on the minimization method used at all grid levels. In particular, our convergence proof does not require that these minimization, or so-ca...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Siam Journal on Optimization

سال: 2021

ISSN: ['1095-7189', '1052-6234']

DOI: https://doi.org/10.1137/20m1314057