An ellipsoid algorithm for equality-constrained nonlinear programs |
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| Affiliation: | 1. Research Institute of Intelligent Control and Systems, Harbin Institute of Technology, Harbin, Heilongjiang 150080, China;2. Department of Chemical and Materials Engineering, University of Alberta, Edmonton, AB T6G 2G6, Canada;3. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi, Jiangsu 214122, China;1. School of Science, Jiangnan University, Wuxi 214122, PR China;2. Nanjing Software Institute, Jinling Institute of Technology, Nanjing 211169, PR China;3. School of Internet of Things Engineering, Jiangnan University, Wuxi 214122, PR China;4. College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, PR China |
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| Abstract: | This paper describes an ellipsoid algorithm that solves convex problems having linear equality constraints with or without inequality constraints. Experimental results show that the new method is also effective for some problems that have nonlinear equality constraints or are otherwise nonconvex.Scope and purposeThe purpose of this paper is to present a variant of the ellipsoid algorithm that can be used with equalities. This is a significant improvement over the classical algorithm, which yields accurate solutions to convex and many nonconvex nonlinear programming problems but requires the feasible set to be of full dimension and therefore cannot be used with equality constraints. |
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