Design, Analysis, and Representation of Novel Five-Step DTZD Algorithm for Time-Varying Nonlinear Optimization.

Abstract

Continuous-time and discrete-time forms of Zhang dynamics (ZD) for time-varying nonlinear optimization have been developed recently. In this paper, a novel discrete-time ZD (DTZD) algorithm is proposed and investigated based on the previous research. Specifically, the DTZD algorithm for time-varying nonlinear optimization is developed by adopting a new Taylor-type difference rule. This algorithm is a five-step iteration process, and thus, is referred to as the five-step DTZD algorithm in this paper. Theoretical analysis and results of the proposed five-step DTZD algorithm are presented to highlight its excellent computational performance. The geometric representation of the proposed algorithm for time-varying nonlinear optimization is also provided. Comparative numerical results are illustrated with four examples to substantiate the efficacy and superiority of the proposed five-step DTZD algorithm for time-varying nonlinear optimization compared with the previous DTZD algorithms.