Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations (Q1106732)

We review briefly some methods for minimizing a function F(x), which proceed by following the solution curve of a system of ordinary differential equations. Such methods have often been tought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.