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Modified Newton integration algorithm with noise suppression for online dynamic nonlinear optimization
Huang, Haoen1; Fu, Dongyang1; Wang, Guancheng2; Jin, Long3,4,5; Liao, Shan6; Wang, Huan1
2020-09-09
Source PublicationNumerical Algorithms
ISSN1017-1398
Volume87Issue:2Pages:575-599
Abstract

The solution of nonlinear optimization is usually encountered in many fields of scientific researches and engineering applications, which spawns a large number of corresponding algorithms to cope with it. Besides, with developments of modern cybernetics technology, it imperatively requires some advanced numerical algorithms to solve online dynamic nonlinear optimization (ODNO). Nevertheless, the major existing algorithms are limited to the static nonlinear optimization models, few works considering the dynamic ones, let alone tolerating noise. For the abovementioned reasons, this paper proposes a modified Newton integration (MNI) algorithm for ODNO with strong robustness and high-accuracy computing solution, which can effectively suppress the influence caused by noise components. In addition, the correlative theoretical analyses and mathematical proofs on convergence and robustness of the MNI algorithm are carried out, which indicates that computing solutions of the proposed MNI algorithm can globally converge to relative small value in the presence of various noise or zero noise conditions. Finally, to illustrate the advantages and feasibilities of the proposed MNI algorithm for ODNO problems, four numerical simulation examples and an application to robot manipulator motion generation are performed.

KeywordModified Newton Integration (Mni) Algorithm Noise-suppressing Online Dynamic nOnlinear Optimization (Odno) Steady-state Error
DOI10.1007/s11075-020-00979-6
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000568000500002
PublisherSpringer
Scopus ID2-s2.0-85090791009
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
Faculty of Science and Technology
Corresponding AuthorFu, Dongyang
Affiliation1.School of Electronics and Information Engineering, Guangdong Ocean University (GDOU), Zhanjiang, 524025, China
2.Department of Computer and Information Science, Faculty of Science and Technology, University of Macau, 999078, Macao
3.School of Electronics and Information Engineering, Guangdong Ocean University, Zhanjiang, 524088, China
4.Shenzhen Institute of Guangdong Ocean University, Guangdong Ocean University, Shenzhen, 518108, China
5.School of Information Science and Engineering, Lanzhou University, Lanzhou, 730000, China
6.School of Cybersecurity, Sichuan University, Chengdu, 610065, China
Recommended Citation
GB/T 7714
Huang, Haoen,Fu, Dongyang,Wang, Guancheng,et al. Modified Newton integration algorithm with noise suppression for online dynamic nonlinear optimization[J]. Numerical Algorithms, 2020, 87(2), 575-599.
APA Huang, Haoen., Fu, Dongyang., Wang, Guancheng., Jin, Long., Liao, Shan., & Wang, Huan (2020). Modified Newton integration algorithm with noise suppression for online dynamic nonlinear optimization. Numerical Algorithms, 87(2), 575-599.
MLA Huang, Haoen,et al."Modified Newton integration algorithm with noise suppression for online dynamic nonlinear optimization".Numerical Algorithms 87.2(2020):575-599.
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