Yu. G. Evtushenko, V. G. Zhadan. The barrier-projective methods of solving the problems of nonlinear programming, USSR Computational Math. and Math. Physics, (5): 669-684, 1994.  Home/Search   Document Not in Database   Summary   Related Articles

....satis es the Lipschitz condition (2) krf(x) rf(y)k Lkx yk; x; y 2 R n ; where L 0 is a constant. Methods of reducing problem (1) to the Cauchy problem for systems of ordinary di erential equations or for a system of Volterra equations have been considered by various authors; see, e.g. [1,5 7,10,11,15,18] and references therein. In the present paper, we use the following method based on a continuous analogue of steepest gradient descent: d x d t = rf(x) x(0) x 0 or (3) x(t) x 0 Z t 0 rf(x( d ; t 2 [ 0; T ] where x 0 is the initial value of x; T 0. Muskhelishvili Institute of ....

Yu. G. Evtushenko, V. G. Zhadan. The barrier-projective methods of solving the problems of nonlinear programming, USSR Computational Math. and Math. Physics, (5): 669-684, 1994.

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