A dynamical systems approach to constrained minimization

Schropp, Johannes

A dynamical systems approach to constrained minimization

Files

preprint_089.pdf(247.96 KB)

Date

1999

Authors

Schropp, Johannes

Series

Konstanzer Schriften in Mathematik und Informatik; 89

Publication type

Preprint

Abstract

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.

Subject (DDC)

510 Mathematics

Cite This

ISO 690

SCHROPP, 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@unpublished{Schropp1999dynam-708,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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Bibliography of Konstanz

Yes