A generalized computing paradigm based on artificial dynamic models for mathematical programming

DOI10.1007/S00500-013-1162-ZMaRDI QIDQ894649zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 2 December 2015

Published in Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00500-013-1162-z

zbMATH Keywords

dynamic system theoryLyapunov theorynon-linear optimization problemsnonlinear systems of equations

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Review text

The authors consider nonlinear equation systems of the form \[ g_i(x) = 0, i = 1, \dots, N, \] where \(g_i:\mathbb R^n \to\mathbb R\) are continuously differentiable functions. The traditional approach to such problems, which minimizes the sum of the squared residuals may fail in the presence of singularities of the Jacobian matrix or if the initial solution guess is far away from the solution of the given problem. To overcome these difficulties, the authors propose to formulate a generic programming problem by a proper set of ordinary differential equations, whose equilibrium points correspond to the solutions of the given problem. The proposed method is described, its asymptotic stability is demonstrated. Effectiveness of the proposed approach is shown on numerical results presented in the concluding part of the paper.

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Cites work

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Cited in

(1)

• Global exponential stability of general A-monotone implicit fuzzy proximal dynamical systems in Banach spaces

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