Ezzine, J. and Ben-Daya, M. (1995) Singularly perturbed nonlinear ODEs and interior point optimizationalgorithms. American Control Conference, 1995. Proceedings of the, 3.
This paper explores the continuous realizations of iterative processes emanating from interior point optimization algorithms, and their connection with nonlinear singularly-perturbed ordinary differential equations. This mathematical connection provides a theoretical framework for the analysis of the dynamical properties long known and exploited in interior point-based optimization techniques. In addition, this connection is used to show that the logarithmic barrier function is indeed, in some sense, optimum
|Divisions:||College Of Computer Sciences and Engineering > Systems Engineering Dept|
|Creators:||Ezzine, J. and Ben-Daya, M.|
|Deposited By:||KFUPM ePrints Admin|
|Deposited On:||24 Jun 2008 16:26|
|Last Modified:||12 Apr 2011 13:15|
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