A gradient-based continuous method for large-scale optimization problems

Li Zhi Liao; Liqun Qi; Hon Wah Tam

doi:10.1007/s10898-004-5700-1

A gradient-based continuous method for large-scale optimization problems

Li Zhi Liao, Liqun Qi, Hon Wah Tam

Research output: Journal article publication › Journal article › Academic research › peer-review

11 Citations (Scopus)

Abstract

In this paper we study a gradient-based continuous method for large-scale optimization problems. By converting the optimization problem into an ODE we are able to show that the solution trajectory of this ODE tends to the set of stationary points of the original optimization problem. We test our continuous method on large-scale problems available in the literature. The simulation results are very attractive.

Original language	English
Pages (from-to)	271-286
Number of pages	16
Journal	Journal of Global Optimization
Volume	31
Issue number	2
DOIs	https://doi.org/10.1007/s10898-004-5700-1
Publication status	Published - 1 Feb 2005

Keywords

Continuous method
Large-scale optimization
Ordinary differential equation

ASJC Scopus subject areas

Computer Science Applications
Control and Optimization
Management Science and Operations Research
Applied Mathematics

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10.1007/s10898-004-5700-1

Cite this

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KW - Ordinary differential equation

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A gradient-based continuous method for large-scale optimization problems

Abstract

Keywords

ASJC Scopus subject areas

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