Abstract
A trajectory-following method with interesting properties is considered for solving unconstrained nonlinear programming problems. The trajectory is defined by a special system of ordinary differential equations. This system uses only the gradient of the objective function. Numerical examples are given.
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Communicated by O. L. Mangasarian
The work of the second author was supported by the DFG Schwerpunkt “Anwendungs-bezogene Optimierung and Steuerung.”
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Schäffler, S., Warsitz, H. A trajectory-following method for unconstrained optimization. J Optim Theory Appl 67, 133–140 (1990). https://doi.org/10.1007/BF00939739
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DOI: https://doi.org/10.1007/BF00939739