A stable differential equation approach for inequality constrained optimization problems

DOI10.1016/j.amc.2008.09.007zbMath1166.65029OpenAlexW2048170512WikidataQ115361738 ScholiaQ115361738MaRDI QIDQ2379039

Li Jin

Publication date: 14 January 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.09.007

zbMATH Keywords

numerical examplesquadratic convergenceEuler methodinequality constrained optimizationasymptotical stabilityNewton-like methodsgradient-based optimizationdifferential equation approachmodified barrier function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (2)

Differential systems for constrained optimization via a nonlinear augmented Lagrangian ⋮ Differential equation method based on approximate augmented Lagrangian for nonlinear programming

Cites Work

• Test examples for nonlinear programming codes
• Stable exponential-penalty algorithm with superlinear convergence
• Barrier-projective methods for nonlinear programming
• Two differential equation systems for inequality constrained optimization
• A differential equation approach to nonlinear programming
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