@Article{JCM-10-2, author = {Ping-Qi, Pan}, title = {New ODE Methods for Equality Constrained Optimization (2) — Algorithms}, journal = {Journal of Computational Mathematics}, year = {1992}, volume = {10}, number = {2}, pages = {129--146}, abstract = {

As a continuation of [1], this paper considers implementation of ODE approaches. A modified Hamming's algorithm for integration of (ECP)-equation is suggested to obtain a local solution. In addition to the main algorithm, three supporting algorithms are also described: two are for evaluation of the right-hand side of (ECP)-equation, which may be especially suitable for certain kinds of (ECP)-equation when applied to large scale problems; the third one, with a convergence theorem, is for computing an initial feasible point. Our numerical results obtained by executing these algorithms on an example of (ECP)-equation given in [1] on five test problems indicate their remarkable superiority of performance to Tanabe's ODE version that is recently claimed to be much better than some well-known SQP techniques.  

}, issn = {1991-7139}, doi = {https://doi.org/1992-JCM-9346}, url = {https://global-sci.com/article/85942/new-ode-methods-for-equality-constrained-optimization-2-algorithms} }