Dynamical method for obtaining global optimal solution of general nonlinear programming problems
First Claim
1. A practical numerical computer-implemented method for reliably computing a dynamical decomposition point of a stable equilibrium point for large-scale nonlinear systems, comprising the steps of:
- a) given a stable equilibrium point xs;
b) moving along a search path φ
t(xs)≡
{xs+t×
ŝ
, tε
+} starting from xs and detecting an exit point, xex, at which said search path φ
t(xs) exits a stability boundary of a stable equilibrium point xs;
c) using said exit point xex as an initial condition and integrating a nonlinear system to an equilibrium point xd; and
d) computing said dynamical decomposition point with respect to the stable equilibrium point xs, wherein said search path is xd; and
e) displaying the dynamical decomposition point.
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Abstract
A method for obtaining a global optimal solution of general nonlinear programming problems includes the steps of first finding, in a deterministic manner, all stable equilibrium points of a nonlinear dynamical system that satisfies conditions (C1) and (C2), and then finding from said points a global optimal solution. A practical numerical method for reliably computing a dynamical decomposition point for large-scale systems comprises the steps of moving along a search path φt(xs)≡{xs+ t×ŝ, tε+} starting from xs and detecting an exit point, xex, at which the search path φt(xs) exits a stability boundary of a stable equilibrium point xs using the exit point xex as an initial condition and integrating a nonlinear system to an equilibrium point xd, and computing said dynamical decomposition point with respect to a local optimal solution xs wherein the search path is xd.
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Citations
20 Claims
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1. A practical numerical computer-implemented method for reliably computing a dynamical decomposition point of a stable equilibrium point for large-scale nonlinear systems, comprising the steps of:
-
a) given a stable equilibrium point xs; b) moving along a search path φ
t(xs)≡
{xs+t×
ŝ
, tε
+} starting from xs and detecting an exit point, xex, at which said search path φ
t(xs) exits a stability boundary of a stable equilibrium point xs;c) using said exit point xex as an initial condition and integrating a nonlinear system to an equilibrium point xd; and d) computing said dynamical decomposition point with respect to the stable equilibrium point xs, wherein said search path is xd; and e) displaying the dynamical decomposition point. - View Dependent Claims (2, 3, 4, 5, 6, 7)
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8. A hybrid search computer-implemented method for obtaining a local optimal solution of a general unconstrained nonlinear programming problem starting from any initial point, comprising the steps of:
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a) given an initial point x0; b) integrating a nonlinear dynamical system that satisfies required conditions from said initial point x0 to obtain a trajectory φ
t(x0) for n time-steps, n being an integer, and recording the last time-step point as the end point, and if it converges to a local optimal solution, then stopping, otherwise, going to step (c);c) monitoring a desired convergence performance criterion along the trajectory φ
t(x0) in terms of the rate of decreasing values in the objective function under study, and if the desired criterion is satisfied, then using the end point of trajectory φ
t(x0) as the initial point and going to step (b), otherwise, going to step (d); andd) applying an effective local optimizer (i.e., a method to find a local optimal solution) from said end point in step (b) to continue the search process, and if it finds a local optimal solution, then displaying the local optimal solution and stopping, otherwise, setting the end point of trajectory φ
t(x0) as the initial point, namely x0, and going to step (b). - View Dependent Claims (9, 10)
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11. A computer-implemented method for obtaining a global optimal solution of a constrained nonlinear programming problem, comprising the steps of:
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a) Phase I;
finding all feasible components of the constrained nonlinear programming problem wherein one effective local method is combined with said dynamical trajectory method, comprising the following steps to find a feasible solution of the constrained optimization problem;i) given an initial point x0; ii) integrating a nonlinear dynamical system that satisfies required conditions from said initial point to obtain a trajectory φ
t(x0) for n time-steps, n is an integer, and recording the last time-step point as the end point, and if it converges to a feasible solution, then stopping, otherwise, going to step (iii);iii) monitoring a desired convergence performance criterion in the objective function ∥
H(x)∥
, a vector norm of H(x) in the constrained optimization problem, and if the desired criterion is satisfied, then using the end point of trajectory φ
t(x0) as the initial point and going to step (ii), otherwise, going to step (iv); andiv) applying an effective method from the said end point in step (b) to continue the search process, and if it finds a feasible solution of the constrained optimization problem then stopping, otherwise, setting the end point of trajectory φ
t(x0) in step (ii) as the initial point and going to step (ii); andb) Phase II;
finding all local optimal solutions for the constrained nonlinear programming problem in each feasible component;c) choosing a global optimal solution for the constrained nonlinear programming problem from the local optimal solutions found in step (b); and d) displaying the global optimal solution for the constrained nonlinear programming problem. - View Dependent Claims (12, 13, 14, 15, 16, 17, 18, 19, 20)
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Specification