A Convergence of ODE Method in Constrained Optimization

✍ Scribed by Zhou Zongfang; Yong Shi

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 127 KB
• Volume: 218
• Category: Article
• ISSN: 0022-247X
• DOI: 10.1006/jmaa.1997.5791

✦ Synopsis

This paper proposes a convergence theory of the ordinary differential equations Ž . ODE method for finding the local optima of general constrained optimization. We prove that solutions starting from the neighbourhood of a critical point of the differential equations in this paper about part variables always converge to the feasible point of the problem. We also study the initial relationship between neural Ž . computation in optimization NCO and ODE methods. Some detailed connections of the two methods in solving the linear and quadratic programming on R n are q shown in this paper.