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Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
Luo, Xin-long1; Lv, Jia-hui1; Sun, Geng2
2021-02-01
Source PublicationOPTIMIZATION AND ENGINEERING
ISSN1389-4420
Pages32
AbstractThe 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.
KeywordContinuation method Trust-region technique Visual-inertial localization Unmanned aerial vehicle Noisy data Differential-algebraic dynamical system
DOI10.1007/s11081-020-09590-z
Indexed BySCI
Language英语
Funding ProjectNational Natural Science Foundation of China[61876199] ; Huawei Technologies Co., Ltd.[YBWL2011085] ; Innovation Research Program of Huawei Technologies Co., Ltd..[YJCB2011003HI]
WOS Research AreaEngineering ; Operations Research & Management Science ; Mathematics
WOS SubjectEngineering, Multidisciplinary ; Operations Research & Management Science ; Mathematics, Interdisciplinary Applications
WOS IDWOS:000613598300001
PublisherSPRINGER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/58107
Collection中国科学院数学与系统科学研究院
Corresponding AuthorLuo, Xin-long
Affiliation1.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
Recommended Citation
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.
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