THE SYMMETRICAL RANK-ONE FORMULA AND ITS APPLICATION IN DISCRETE NONLINEAR OPTIMIZATION

被引：0
|
作者：
CHA, JZ
MAYNE, RW
机构：
[1] Department of Mechanical and Aerospace Engineering, University at Buffalo, State University of New York, Buffalo, NY
[2] Mechanical Engineering Department, Tianjin University, Tianjin
来源：
JOURNAL OF MECHANICAL DESIGN | 1991年 / 113卷 / 03期
关键词：
D O I：
10.1115/1.2912784
中图分类号：
TH [机械、仪表工业];
学科分类号：
0802 ;
摘要：
The Symmetric Rank One (SRI) update formula is studied for its use in numerically accumulating second order derivative information for optimization. The unique advantage of the SRI formula is that it does not require specific search directions for development of the Hessian matrix. This is an attractive feature for optimization applications where arbitrary search directions may be necessary. This paper explores the use of the SRI formula within a procedure based on recursive quadratic programming (RQP) for solving a class of mixed discrete constrained nonlinear programming (MDCNP) problems. Theoretical considerations are presented along with numerical examples which illustrate the procedure and the utility of SRI.
引用
收藏
页码：312 / 317
页数：6
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