(1995) Singularly perturbed nonlinear ODEs and interior point optimizationalgorithms. American Control Conference, 1995. Proceedings of the, 3.

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Abstract

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

Item Type:	Article
Subjects:	Computer
Department:	College of Computing and Mathematics > lndustrial and Systems Engineering
Depositing User:	Mr. Admin Admin
Date Deposited:	24 Jun 2008 13:26
Last Modified:	01 Nov 2019 14:04
URI:	http://eprints.kfupm.edu.sa/id/eprint/14207