Article ID: | iaor19981871 |
Country: | China |
Volume: | 17 |
Issue: | 4 |
Start Page Number: | 402 |
End Page Number: | 408 |
Publication Date: | Nov 1995 |
Journal: | Mathematica Numerica Sinica |
Authors: | Xia Y.S. |
In this paper, the author reformulates the convex programming problem with bounded constraints to a system of ordinary differentiable equations. It is shown that, by following the trajectory of the system, an optimal solution to this problem can be located.