Abstract
In this paper, we consider a class of optimal parameter selection problems with continuous inequality constraints. By introducing a smoothing parameter, we formulate a sequence of KKT (Karush-Kuhn-Tucker) systems of this problem and then transform it into a system of constrained nonlinear equations. Then, the first- and second-order gradients formulae of the cost functional and the constraints are derived. On this basis, a smoothing projected Newton-type algorithm is developed to solving this system of nonlinear equations. To illustrate the effectiveness of the proposed method, some numerical results are solved and presented.
Original language | English |
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Pages (from-to) | 689-705 |
Number of pages | 17 |
Journal | Optimization Methods and Software |
Volume | 28 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Aug 2013 |
Keywords
- continuous inequality constraint
- KKT system
- optimal parameter selection problem
- projected Newton-type algorithm
ASJC Scopus subject areas
- Software
- Control and Optimization
- Applied Mathematics