A dynamical system perspective on mathematical programming

DOI10.1080/14689367.2017.1332165MaRDI QIDQ4641464zbMATH OpenOpenAlexFDO

Authors Pablo Pedregal

Publication date 28 May 2018

Published in Dynamical Systems (Search for Journal in Brave)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 439380 (Why is no real title available?)
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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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