A dynamical systems approach to constrained minimization

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1999
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We present an ordinary differential equations approach to solve general smooth minimization problems including a convergence analysis. Generically often the procedure ends up at a point which fulfills sufficient conditions for a local minimum. This procedure will then be rewritten in the concept of differential algebraic equations which opens the route to an efficient implementation. Furthermore, we link this approach with the classical SQP-approach and apply both techniques onto two examples relevant in applications.

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ISO 690SCHROPP, Johannes, 1999. A dynamical systems approach to constrained minimization
BibTex
@unpublished{Schropp1999dynam-708,
  year={1999},
  title={A dynamical systems approach to constrained minimization},
  author={Schropp, Johannes}
}
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