Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data

doi:10.1007/s11081-020-09590-z

	Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
	Luo, Xin-long 1; Lv, Jia-hui 1; Sun, Geng 2
刊名	OPTIMIZATION AND ENGINEERING
	2021-02-01
页码	32
关键词	Continuation method Trust-region technique Visual-inertial localization Unmanned aerial vehicle Noisy data Differential-algebraic dynamical system
ISSN号	1389-4420
DOI	10.1007/s11081-020-09590-z
英文摘要	The nonlinear optimization problem with linear constraints has many applications in engineering fields such as the visual-inertial navigation and localization of an unmanned aerial vehicle maintaining the horizontal flight. In order to solve this practical problem efficiently, this paper constructs a continuation method with the trusty time-stepping scheme for the linearly equality-constrained optimization problem at every sampling time. At every iteration, the new method only solves a system of linear equations other than the traditional optimization method such as the sequential quadratic programming (SQP) method, which needs to solve a quadratic programming subproblem. Consequently, the new method can save much more computational time than SQP. Numerical results show that the new method works well for this problem and its consumed time is about one fifth of that of SQP (the built-in subroutine fmincon.m of the MATLAB2018a environment) or that of the traditional dynamical method (the built-in subroutine ode15s.m of the MATLAB2018a environment). Furthermore, we also give the global convergence analysis of the new method.
资助项目	National Natural Science Foundation of China[61876199] ; Huawei Technologies Co., Ltd.[YBWL2011085] ; Innovation Research Program of Huawei Technologies Co., Ltd..[YJCB2011003HI]
WOS研究方向	Engineering ; Operations Research & Management Science ; Mathematics
语种	英语
出版者	SPRINGER
WOS记录号	WOS:000613598300001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/58106]
专题	中国科学院数学与系统科学研究院
通讯作者	Luo, Xin-long
作者单位	1.Beijing Univ Posts & Telecommun, Sch Artificial Intelligence, POB 101,Xitucheng Rd 10, Beijing 100876, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Math, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Luo, Xin-long,Lv, Jia-hui,Sun, Geng. Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data[J]. OPTIMIZATION AND ENGINEERING,2021:32.
APA	Luo, Xin-long,Lv, Jia-hui,&Sun, Geng.(2021).Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data.OPTIMIZATION AND ENGINEERING,32.
MLA	Luo, Xin-long,et al."Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data".OPTIMIZATION AND ENGINEERING (2021):32.