×

Algorithms for optimization problems with exclusion constraints. (English) Zbl 0581.90076

This paper proposes algorithms for minimizing a continuously differentiable function f(x): \({\mathbb{R}}^ n\to {\mathbb{R}}\) subject to the constraint that x does not lie in specified bounded subsets of \({\mathbb{R}}^ n\). Such problems arise in a variety of applications, such as tolerance design of electronic circuits and obstacle avoidance in the selection of trajectories for robot arms. Such constraints have the form \(\psi\) (x)\(\triangleq \min \{g^ j(x)| j\in J\}\leq 0\). The function \(\psi\) is not continuously differentiable. Algorithms based on the use of generalized gradients have considerable disadvantages because of the local concavity of \(\psi\) at points where the set \(\{j| g^ j(x)=\psi (x)\}\) has more than one element. Algorithms which avoid these disadvantages are presented, and their convergence is established.

MSC:

90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
65K05 Numerical mathematical programming methods
90C90 Applications of mathematical programming
Full Text: DOI

References:

[1] Tits, A.,On the Optimal Design, Centering, Tolerancing, and Tuning Problem, Journal of Optimization Theory and Applications, Vol. 45, No. 3, pp. 487-494, 1985. · Zbl 0542.90080 · doi:10.1007/BF00938449
[2] Mayne, D. Q., Polak, E., andVoreadis, A.,A Cut Map Algorithm for Design Problems with Parameter Tolerances, IEEE Transactions on Circuits and Systems, Vol. CAS-29, pp. 35-45, 1982. · Zbl 0468.93030 · doi:10.1109/TCS.1982.1085076
[3] Polak, E.,Computational Methods in Optimization, Academic Press, New York, New York, 1971. · Zbl 0257.90055
[4] Polak, E.,On the Global Stabilization of Locally Convergent Algorithms, Automatica, Vol. 12, pp. 337-342, 1976. · Zbl 0335.49023 · doi:10.1016/0005-1098(76)90053-4
[5] Polak, E., Mayne, D. Q., andWardi, Y.,On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems, SIAM Journal on Control and Optimization, Vol. 21, No. 2, pp. 179-203, 1983. · Zbl 0503.49021 · doi:10.1137/0321010
[6] Clarke, F. H.,Optimization and Nonsmooth Analysis, Wiley, New York, New York, 1983. · Zbl 0582.49001
[7] Berge, C.,Topoligical Spaces, Macmillan, New York, New York, 1963.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.