A dynamical system perspective on mathematical programming

DOI10.1080/14689367.2017.1332165zbMATH Open1393.37107arXiv1401.2280OpenAlexW3106035497MaRDI QIDQ4641464FDOQ4641464

Authors: Pablo Pedregal 

Publication date: 28 May 2018

Published in: Dynamical Systems (Search for Journal in Brave)

Abstract: We explore how to build a vector field from the various functions involved in a given mathematical program, and show that locally-stable equilibria of the underlying dynamical system are precisely the local solutions of the optimization problem. The general situation in which explicit inequality constraints are present is especially interesting as the vector field has to be discontinuous, and so one is led to consider discontinuous dynamical systems and their equilibria.

Full work available at URL: https://arxiv.org/abs/1401.2280

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zbMATH Keywords

Filippov solutionoptimality conditionlocal minimalocally stable equilibria

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Dynamical systems in optimization and economics (37N40)

Cites Work

• Numerical Optimization
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Cited In (2)

• Global dynamical solvers for nonlinear programming problems
• Dynamical systems and operations research: a basic model

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