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An active‐constraint logic for non‐linear programming
Author(s) -
Das Alok,
Cliff Eugene M.,
Kelley Henry J.
Publication year - 1984
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660050304
Subject(s) - constraint logic programming , constraint programming , concurrent constraint logic programming , logic programming , constraint satisfaction , set (abstract data type) , logic program , mathematical optimization , computer science , constraint (computer aided design) , answer set programming , active set method , projection (relational algebra) , mathematics , theoretical computer science , algorithm , nonlinear programming , programming language , artificial intelligence , nonlinear system , stochastic programming , physics , geometry , quantum mechanics , probabilistic logic
Active‐constraint logic for non‐linear programming processes is sought such that the constraints in the active set possess positive projection multipliers and the resulting step does not violate the linear approximations to any of the constraints satisfied as equalities but considered inactive. Active‐constraint logic which has the desired properties is given for the cases of two and three constraints. For the general case featuring more than three constraints satisfied as equalities, an active‐set logic is suggested. The efficiency of the proposed logic is tested computationally on some quadratic programming problems in comparison with three existing active‐set strategies.