Two differential equation systems for inequality constrained optimization
From MaRDI portal
Publication:2372013
DOI10.1016/j.amc.2006.10.085zbMath1136.65061WikidataQ115361836 ScholiaQ115361836MaRDI QIDQ2372013
Li Jin, Xiantao Xiao, Li-wei Zhang
Publication date: 10 July 2007
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2006.10.085
algorithm; convergence; numerical results; differential equation; Runge-Kutta method; constraint qualification; asymptotical stability; equilibrium point; nonlinear Lagrangian; Armijo line search; Kuhn-Tucker point; inequality-constrained optimization; Euler discrete schemes
65K05: Numerical mathematical programming methods
90C39: Dynamic programming
92C30: Physiology (general)
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