Title :
A Differential System for Nonlinear Programming Problems
Author :
Li Jin ; Zhang, Li-Wei
Author_Institution :
Dept. of Appl. Math., Dalian Univ. of Technol.
Abstract :
This paper presents a differential system for solving constrained nonlinear optimization problems which is asymptotically stable at the local solution of the problem. The convergence theorem for the discrete scheme of the differential system is demonstrated. An algorithm, based on the discrete approach of the differential system, is given and some numerical experiments are reported
Keywords :
convergence of numerical methods; differential equations; nonlinear programming; asymptotic stability; differential system; nonlinear optimization problems; nonlinear programming problems; Asymptotic stability; Constraint optimization; Design engineering; Jacobian matrices; Lagrangian functions; Mathematics; Nonlinear equations; Paper technology; Quadratic programming; Signal processing algorithms; asymptotical stability; differential equation; equilibrium point; nonlinear optimization;
Conference_Titel :
Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on
Conference_Location :
Dalian
Print_ISBN :
1-4244-0332-4
DOI :
10.1109/WCICA.2006.1712501
