Convergence analysis of a differential equation approach for solving nonlinear programming problems
Convergence analysis of a differential equation approach for solving nonlinear programming problems
We propose a system of differential equations to find a Kuhn–Tucker point of a nonlinear programming problem with both equality and inequality constraints. It is proven that the Kuhn–Tucker point of the nonlinear programming problem is an asymptotically stable equilibrium point of the proposed differential system. An iterate algorithm is constructed to find an equilibrium point of the differential system, the global convergence and local quadratic convergence rate of this algorithm are demonstrated, and illustrative examples are given.
nonlinear programming, differential equation, equilibrium solution, stable
789-797
Zhou, L.
56fb9a25-55a9-4b5b-be3a-6cd2c03ff471
Wu, Y.
e279101b-b392-45c4-b894-187e2ded6a5c
Zhang, L.-W.
62c54450-d06f-4e46-9636-2b2142fdeaff
Zhang, G.
ed8f311f-ae14-4489-970f-c6ba8c36fcd2
15 January 2007
Zhou, L.
56fb9a25-55a9-4b5b-be3a-6cd2c03ff471
Wu, Y.
e279101b-b392-45c4-b894-187e2ded6a5c
Zhang, L.-W.
62c54450-d06f-4e46-9636-2b2142fdeaff
Zhang, G.
ed8f311f-ae14-4489-970f-c6ba8c36fcd2
Zhou, L., Wu, Y., Zhang, L.-W. and Zhang, G.
(2007)
Convergence analysis of a differential equation approach for solving nonlinear programming problems.
Applied Mathematics and Computation, 184 (2), .
(doi:10.1016/j.amc.2006.05.190).
Abstract
We propose a system of differential equations to find a Kuhn–Tucker point of a nonlinear programming problem with both equality and inequality constraints. It is proven that the Kuhn–Tucker point of the nonlinear programming problem is an asymptotically stable equilibrium point of the proposed differential system. An iterate algorithm is constructed to find an equilibrium point of the differential system, the global convergence and local quadratic convergence rate of this algorithm are demonstrated, and illustrative examples are given.
This record has no associated files available for download.
More information
Published date: 15 January 2007
Keywords:
nonlinear programming, differential equation, equilibrium solution, stable
Identifiers
Local EPrints ID: 47177
URI: http://eprints.soton.ac.uk/id/eprint/47177
ISSN: 0096-3003
PURE UUID: bc82b2ba-1531-47cb-bbe5-9e71d0cc908e
Catalogue record
Date deposited: 06 Aug 2007
Last modified: 16 Mar 2024 03:39
Export record
Altmetrics
Contributors
Author:
L. Zhou
Author:
L.-W. Zhang
Author:
G. Zhang
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics
