A computational approach to non-smooth optimization by diffusion equations

DOI10.1016/J.CAM.2020.113166MaRDI QIDQ2222070zbMATH OpenOpenAlexFDO

Authors Jinghao Zhu

Publication date 3 February 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.113166

zbMATH Keywords

differential-algebraic equationnonlinear diffusion equationglobal minimal valuenon-smooth global optimizationquasi-extremal flow

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

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Cites work

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• A feedback optimal control by Hamilton-Jacobi-Bellman equation
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• Role of redundant constraints for improving dual bounds in polynomial optimization problems
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• The Cauchy problem for a nonlinear first order partial differential equation
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(9)

• Global solutions to nonconvex problems by evolution of Hamilton-Jacobi PDEs
• Diffusions for Global Optimization
• A note on global optimization via the heat diffusion equation
• Diffusion algorithms and structural recognition optimization problems
• Application of some equations of mathematical physics for optimizing a function on a set. I
• Application of some equations of mathematical physics for optimizing a function on a set. II
• scientific article; zbMATH DE number 4151748 (Why is no real title available?)
• An eikonal equation with vanishing Lagrangian arising in global optimization
• New dynamic programming approach to global optimization

Describes a project that uses

Uses Software

• Matlab

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