Dynamical Systems which Solve Optimization Problems with Linear Constraints
- 1 June 1991
- journal article
- Published by Oxford University Press (OUP) in IMA Journal of Mathematical Control and Information
- Vol. 8 (2) , 135-149
- https://doi.org/10.1093/imamci/8.2.135
Abstract
We introduced and study a class of dynamical systems which evolve in the interior of a given polyheydron and which solve various optimization problems. The relationships with double-bracket equations of Brockett are established.Keywords
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