Surrogate Constraints Algorithm for Reliability Optimization Problems with Multiple Constraints |
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Authors: | Nakagawa Yuji Hikita Mitsunori Kamada Hiroshi |
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Affiliation: | Department of Electrical Engineering; Takamatsu Technical College; 355, Chokushi-cho, Takamatsu-shi; Kagawa 761 JAPAN.; |
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Abstract: | This paper presents a surrogate constraints algorithm for solving nonlinear programming, nonlinear integer programming, and nonlinear mixed integer programming problems. The algorithm contains a new technique for generating a succession of vector values of surrogate multiplier (ie, surrogate problems). By using this technique, a computer can keep a polyhedron, which is a vector space of surrogate multipliers to be considered at a certain time, in its memory. Furthermore it can cut the polyhedron by a given hyperplane, and produce the remaining space as the next polyhedron. Simple examples are included. |
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