Two differential equation systems for inequality constrained optimization

DOI10.1016/J.AMC.2006.10.085zbMATH Open1136.65061OpenAlexW4241432427WikidataQ115361836 ScholiaQ115361836MaRDI QIDQ2372013FDOQ2372013

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

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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)

Cites Work

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• Stable exponential-penalty algorithm with superlinear convergence
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• Stable barrier-projection and barrier-Newton methods in linear programming

Cited In (7)

• Differential systems for constrained optimization via a nonlinear augmented Lagrangian
• Differential equation method based on approximate augmented Lagrangian for nonlinear programming
• Inequality systems and optimization
• Title not available (Why is that?)
• A stable differential equation approach for inequality constrained optimization problems
• Two differential equation systems for equality-constrained optimization
• Optimization of systems governed by hyperbolic partial differential equations with equality and inequality constraints

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