An ODE method of solving nonlinear programming

被引：5

作者：

Zhou, ZF ^{[1
]}

Shi, Y ^{[1
]}

机构：

[1] UNIV NEBRASKA,DEPT INFORMAT SYST & QUANTITAT ANAL,OMAHA,NE 68182

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1997年 / 34卷 / 01期

关键词：

constrained optimization; ODE; local optimal points;

D O I：

10.1016/S0898-1221(97)00101-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper proposes a new method to solve general constrained optimization problem. The problem of finding the local optimal points of a nonlinear programming problem with equality and inequality constraints is considered by solving the ODE (i.e., ordinary differential equation) with an appropriate numerical procedure. Moreover, the rate of convergence to optimal points is quadratic. Some numerical result is given to show the efficiency of the proposed method.

引用

页码：97 / 102

页数：6

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