@Article{JCM-10-1,
author = {Ping-Qi, Pan},
title = {New ODE Methods for Equality Constrained Optimization (1) — Equations},
journal = {Journal of Computational Mathematics},
year = {1992},
volume = {10},
number = {1},
pages = {77--92},
abstract = {<p style="text-align: justify;">To deal with equality constrained optimization problems (ECP), we introduce in this paper &quot;(ECP)-equation&quot;, a class of new systems of ordinary differential equations for (ECP), containing a matrix parameter called (ECP)-direction matrix, which plays a central role in it, and a scalar parameter called (ECP)-rate factor. It is shown that by following the trajectory of the equation, a stationary point or hopefully a local solution can be located under very mild conditions. As examples, several schemes of (ECP)-direction matrices and (ECP)-rate factors are given to construct concrete forms of the (ECP)-equation, including almost all the existing projected gradient type versions as special cases. As will be shown in a subsequent paper where the implementation problems are considered in detail, application of an example of these forms results in encouraging performance in experiments.</p>},
issn = {1991-7139},
doi = {https://doi.org/1992-JCM-9342},
url = {https://global-sci.com/article/85938/new-ode-methods-for-equality-constrained-optimization-1-equations}
}