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.


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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