МЕТОД РОЗВ’ЯЗАННЯ ЗАДАЧ НЕЛІНІЙНОГО ПРОГРАМУВАННЯ ІЗ ЗАСТОСУВАННЯМ БАЗИСУ ЗМІННОЇ РОЗМІРНОСТІ

Approximation programming method with gradual increasing/decreasing basis dimension is considered. If solution is found in the vertex of limiting polyhedron, i.e. on the boundary of intersection of n-limiting hyperplane (n — dimension of space of searched variables), then the basis dimension reaches...

Повний опис

Збережено в:
Бібліографічні деталі
Дата:2006
Автор: Shcherbashin, Yu.D.
Формат: Стаття
Мова:Ukrainian
Опубліковано: V.M. Glushkov Institute of Cybernetics of NAS of Ukraine 2006
Онлайн доступ:https://jais.net.ua/index.php/files/article/view/376
Теги: Додати тег
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Назва журналу:Problems of Control and Informatics

Репозитарії

Problems of Control and Informatics
Опис
Резюме:Approximation programming method with gradual increasing/decreasing basis dimension is considered. If solution is found in the vertex of limiting polyhedron, i.e. on the boundary of intersection of n-limiting hyperplane (n — dimension of space of searched variables), then the basis dimension reaches n; if the solution is on the faces or edges of limiting polyhedron, then basis dimension is decreased. If the solution is found inside admissible domain, then basis dimension is zero and X-trace on the last steps corresponds to the fastest descent (ascent) algorithm. The other feature of the method is the application of quadratic approximation of discrepancy Dji(X) variation along admissible appropriate direction — ray s — linear combination of edges of current basis cone. The quadratic approximation method enables us to increase the step length in comparison with the simplest methods of approximation programming.