Differential equations approach in constraint minimization

Differential equations approach in constraint minimization

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Article ID: iaor1989669
Country: India
Volume: 5
Issue: 2
Start Page Number: 109
End Page Number: 121
Publication Date: Aug 1989
Journal: International Journal of Management and Systems
Authors: ,
Abstract:

In this paper a discussion of relatively new class of methods dealing with constraint minimization problems is presented. The genesis of this new class arises from the requirement of solving a system of nonlinear equations which is equivalent to solving a system of related differential equations. The solution of this system of differential equations has a continuous curvilinear are and aonsequently a steepest descent curve is obtained. From a practical point of view an approximation of the descent curve is made which has the advantages, viz., not requiring the inversion of Hessian and a descent in the value of the objective is guaranteed irrespective of the character of the Hessian matrix. A numerical result is also presented.

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