Two differential equation systems for inequality constrained optimization

DOI10.1016/J.AMC.2006.10.085MaRDI QIDQ2372013zbMATHOpenAlexWikidataFDO

Authors Li Jin, Xiantao Xiao, Liwei 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

zbMATH Keywords

differential equationconvergencenumerical resultsalgorithmasymptotical stabilityRunge-Kutta methodArmijo line searchconstraint qualificationequilibrium pointnonlinear LagrangianKuhn-Tucker pointinequality-constrained optimizationEuler discrete schemes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming (90C39) Physiology (general) (92C30)

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Cites work

• scientific article; zbMATH DE number 3116768 (Why is no real title available?)
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• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A differential equation approach to nonlinear programming
• Barrier-projective methods for nonlinear programming
• Stable barrier-projection and barrier-Newton methods in linear programming
• Stable exponential-penalty algorithm with superlinear convergence
• Test examples for nonlinear programming codes

Cited in

(7)

• Optimization of systems governed by hyperbolic partial differential equations with equality and inequality constraints
• Two differential equation systems for equality-constrained optimization
• Differential systems for constrained optimization via a nonlinear augmented Lagrangian
• Differential equation method based on approximate augmented Lagrangian for nonlinear programming
• scientific article; zbMATH DE number 555729 (Why is no real title available?)
• Inequality systems and optimization
• A stable differential equation approach for inequality constrained optimization problems

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