Singularly perturbed nonlinear ODEs and interior point optimizationalgorithms

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

[img]
Preview
PDF
14207_1.pdf

Download (18kB) | Preview
[img] Microsoft Word
14207_2.doc

Download (26kB)

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