A dynamical systems approach to constrained minimization

1 January 2000

journal article
research article
Published by Taylor & Francis in Numerical Functional Analysis and Optimization

Vol. 21 (3-4) , 537-551
https://doi.org/10.1080/01630560008816971

Abstract

We present an ordinary differential equations approach to solve general smooth minimization problems including a convergence analysis. Generically often the procedure ends up at a point which fulfills sufficient conditions for a local minimum. This procedure will then be rewritten in the concept of differential algebraic equations which opens the route to an efficient implementation. Furthermore, we link this approach with the classical SQP-approach and apply both techniques onto two examples relevant in applications.

Keywords

This publication has 3 references indexed in Scilit:

On Projection Algorithms for Solving Convex Feasibility Problems
SIAM Review, 1996
The Distance to the Intersection of Two Convex Sets Expressed by the Distances to Each of Them
Mathematische Nachrichten, 1992
On approximate solutions of systems of linear inequalities
Journal of Research of the National Bureau of Standards, 1952