DocumentCode
2558242
Title
Solving inequality-constrained optimization with the use of differential equations
Author
Jin, Li
Author_Institution
Sch. of Math., Zhejiang Ocean Univ., Zhoushan
fYear
2008
fDate
2-4 July 2008
Firstpage
1542
Lastpage
1546
Abstract
This paper presents two differential equation systems for solving inequality-constrained nonlinear optimization problems which are asymptotically stable at the local solution. An algorithm, based on the discrete approach of the differential system, is presented and some numerical experiments are given to illustrate the effectiveness of the proposed algorithm.
Keywords
Runge-Kutta methods; differential equations; optimisation; differential equations; discrete approach; inequality-constrained nonlinear optimization problems; Asymptotic stability; Design engineering; Differential equations; Information science; Lagrangian functions; Mathematics; Oceans; Physics; Quadratic programming; Signal processing algorithms; asymptotical stability; differential equation; equilibrium point; nonlinear optimization;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Decision Conference, 2008. CCDC 2008. Chinese
Conference_Location
Yantai, Shandong
Print_ISBN
978-1-4244-1733-9
Electronic_ISBN
978-1-4244-1734-6
Type
conf
DOI
10.1109/CCDC.2008.4597576
Filename
4597576
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