SOLUTION OF THE CONVEX PROGRAMMING PROBLEM VIA SECOND ORDER DIFFERENTIAL EQUATION SYSTEM

作者：Hajba T^*; Kovacs M

来源：Miscolc Mathematical Notes, 2012, 13(1): 23-37.

• second order differential equation
• minimizer trajectory
• stationary point in limit
• Lyapunov-type methods
• convex programming
• Fletcher-Reeves iteration

In this paper we investigate a family of second order differential equations which can be considered as the continuous versions of the Fletcher-Reeves iteration for minimization applied to a regularized and penalized convex programming problem. We show that synchronizing the parameter functions of the differential equation the stationary limit point of the trajectories is the minimal norm solution of the given convex programming problem.

• 出版日期2012