发明名称 |
Optimization method with constraints and apparatus therefor |
摘要 |
In a method for determining a minimum value of an optimization function under constraints given by equations, a set of points which satisfy the constraints is regarded as a Riemannian manifold within a finite-dimensional real-vector space, the Riemannian manifold is approached from an initial position within the real-vector space. An exponential map regarding a geodesic line equation with respect to a tangent vector on the Riemannian manifold ends at a finite order, an approximate geodesic line is generated as a one-dimensional orbit. An approximate parallel-translation is performed on the tangent vector on the Riemannian manifold and on the orbit generated in the orbit generating step by finite-order approximation of the exponential map regarding the parallel translation of the tangent vector. By repeating the above-described procedure from the position at which a minimum value is given until the minimum value on the orbit converges, the solution of the optimization problem with constraints is determined using a simple calculation procedure.
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申请公布号 |
US2003065689(A1) |
申请公布日期 |
2003.04.03 |
申请号 |
US20020192158 |
申请日期 |
2002.07.11 |
申请人 |
ASAI AKIRA;MATSUTANI SHIGEKI |
发明人 |
ASAI AKIRA;MATSUTANI SHIGEKI |
分类号 |
G06F17/10;G06F17/11;G06J1/00;(IPC1-7):G06J1/00 |
主分类号 |
G06F17/10 |
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