کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
404277 | 677408 | 2013 | 11 صفحه PDF | دانلود رایگان |
A deterministic annealing algorithm is proposed for approximating a solution of the linearly constrained nonconvex quadratic minimization problem. The algorithm is derived from applications of a Hopfield-type barrier function in dealing with box constraints and Lagrange multipliers in handling linear equality constraints, and attempts to obtain a solution of good quality by generating a minimum point of a barrier problem for a sequence of descending values of the barrier parameter. For any given value of the barrier parameter, the algorithm searches for a minimum point of the barrier problem in a feasible descent direction, which has a desired property that the box constraints are always satisfied automatically if the step length is a number between zero and one. At each iteration, the feasible descent direction is found by updating Lagrange multipliers with a globally convergent iterative procedure. For any given value of the barrier parameter, the algorithm converges to a stationary point of the barrier problem. Preliminary numerical results show that the algorithm seems effective and efficient.
Journal: Neural Networks - Volume 39, March 2013, Pages 1–11