Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm (SGRA) via a simple augmentation of the unknown parameter vector pi. Three example problems with bounded terminal conditions are solved to verify this technique.
CITATION STYLE
Blackwell, T., Branke, J., & Li, X. (2008). Particle Swarms for Dynamic Optimization Problems. In Swarm Intelligence (pp. 193–217). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-74089-6_6
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