کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4636495 1340723 2007 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergence analysis of a differential equation approach for solving nonlinear programming problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Convergence analysis of a differential equation approach for solving nonlinear programming problems
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 184, Issue 2, 15 January 2007, Pages 789–797
نویسندگان
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