Title :
Solving inequality-constrained optimization with the use of differential equations
Author_Institution :
Sch. of Math., Zhejiang Ocean Univ., Zhoushan
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;
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
DOI :
10.1109/CCDC.2008.4597576
