Article ID Journal Published Year Pages File Type
5776168 Journal of Computational and Applied Mathematics 2018 26 Pages PDF
Abstract
Nonlinear optimization is widely important for science and engineering. Most research in optimization has dealt with static nonlinear optimization while little has been done on time-varying nonlinear optimization problems. These are generally more complicated and demanding. We study time-varying nonlinear optimizations with time-varying linear equality constraints and adapt Z-type neural-dynamics (ZTND) for solving such problems. Using a Lagrange multipliers approach we construct a continuous ZTND model for such time-varying optimizations. A new four-instant finite difference (FIFD) formula is proposed that helps us discretize the continuous ZTND model with high accuracy. We propose the FDZTND-K and FDZTND-U discrete models and compare their quality and the advantage of the FIFD formula with two standard Euler-discretization ZTND models, called EDZTND-K and EDZTND-U that achieve lower accuracy. Theoretical convergence of our continuous and discrete models is proved and our methods are tested in numerical experiments. For a real world, we apply the FDZTND-U model to robot motion planning and show its feasibility in practice.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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