[−][src]Module optimization_engine::continuation
Please use the alm module instead
Deprecated - use alm instead
Continuation/Homotopy methods for parametric optimization problems
Consider a parametric optimization problem of the general form
Minimize_u f(u; p)
subject to: u in U(p)
Suppose that for a particular value of p, this problem is ill
conditioned.
It then makes sense to solve the problem for a sequence of values
p_k, which converge to the target value p, starting from an
initial value p_0 and using each solution as a warm start for the
next optimization problem.
The target value of p can be equal to infinity. In that case we
have the so-called "penalty method".
The above parametric problem is accompanied by a function c(u; p),
used as a termination criterion. In particular, when c(u; p)
drops below a desired tolerance, then the iterative procedure
is terminated.
Structs
| HomotopyCache | Deprecated |
| HomotopyOptimizer | Deprecated Homotopy optimizer |
| HomotopyProblem | Deprecated Homotopy problem definition |
| HomotopySolverStatus | Deprecated Solver status of the homotopy method |
Enums
| ContinuationMode | Deprecated Continuation mode for free parameters |