A general method for solving constrained optimization problems

In this paper a general problem of constrained minimization is studied. The minima are determined by searching for the asymptotical values of the solutions of a suitable system of ordinary differential equations. For this system, if the initial point is feasible, then any trajectory is always inside...

Full description

Saved in:
Bibliographic Details
Published in:European journal of operational research 1985-01, Vol.21 (1), p.93-100
Main Author: Resina, Cosimo
Format: Article
Language:English
Subjects:
Applied sciences
constrained minimum problem
differential equations
Exact sciences and technology
Integration
Mathematical analysis
Mathematical programming
Minimization
Nonlinear optimization
Nonlinear programming
numerical analysis
Operational research and scientific management
Operational research. Management science
Optimization
Ordinary differential equations
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this paper a general problem of constrained minimization is studied. The minima are determined by searching for the asymptotical values of the solutions of a suitable system of ordinary differential equations. For this system, if the initial point is feasible, then any trajectory is always inside the set of constraints and tends towards a set of critical points. Each critical point that is not a relative minimum is unstable. For formulas of one-step numerical integration, an estimate of the step of integration is given, so that the above mentioned qualitative properties of the system of ordinary differential equations are kept.
ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(85)90092-X