Algorithms for unconstrained optimization problems via control theory

DOI10.1023/A:1022607507153MaRDI QIDQ1356095zbMATH OpenFDO

Authors B. S. Goh

Publication date 24 August 1997

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsconvergenceunconstrained optimizationLyapunov functionsoptimal controliterative algorithmscontinuous-time method

Mathematics Subject Classification ID

Model systems in control theory (93C99) Numerical methods in optimal control (49M99)

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Cites work

• Global convergence of some differential equation algorithms for solving equations involving positive variables
• Necessary Conditions for Singular Extremals Involving Multiple Control Variables
• ODE versus SQP methods for constrained optimization
• Singular optimal control problems
• Stability by Liapunov's direct method. With applications
• Stability of Difference Equations and Convergence of Iterative Processes
• Terminality, normality, and transversality conditions
• The calculus of variations and optimal control. An introduction
• Trajectory-following algorithms for min-max optimization problems

Cited in

(15)

• Feedback stabilization methods for the solution of nonlinear programming problems
• New algorithms for unconstrained nonlinear optimal control problems
• A numerical study of basins of attraction of zero-finding neural nets designed using control theory
• Convergence of algorithms in optimization and solutions of nonlinear equations
• Approximate greatest descent methods for optimization with equality constraints
• Greatest descent algorithms in unconstrained optimization
• A new scalable algorithm for computational optimal control under uncertainty
• Some efficient algorithms for unconstrained discrete-time optimal control problems
• A new method for solving a system of the nonlinear equations
• Some algorithms of optimal control
• An approach for solving of a moving boundary problem
• Global dynamical solvers for nonlinear programming problems
• On the bang-bang control approach via a component-wise line search strategy for unconstrained optimization
• Derivation of coordinate descent algorithms from optimal control theory
• Semidefinite programming relaxations and algebraic optimization in control

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