A Differential Equation System for Equality-Constrained Quadratic Programming

This paper presents a differential system which involves the first order derivatives of problem functions for solving equality-constrained quadratic problem. Local minimizers to the optimization problems are proved to be asymptotically stable equilibrium points of the differential system. The Runge-Kutta method is employed to solve the differential equation system. The numerical results given here show that the numerical method has better stability and higher precision.