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

^*Corresponding author for this work

Research output: Contribution to journal › Journal article › peer-review

10 Citations (Scopus)

28 Downloads (Pure)

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 - Feb 2005

Scopus Subject Areas

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

User-Defined Keywords

Continuous method
Large-scale optimization
Ordinary differential equation

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10.1007/s10898-004-5700-1

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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.",

keywords = "Continuous method, Large-scale optimization, Ordinary differential equation",

author = "Li-Zhi Liao and Liqun Qi and Tam, {Hon Wah}",

note = "Funding Information: ·This research was supported in part by Grants FRG/99-00/II-23 and FRG/00-0l/II-63 of Hong Kong Baptist University and the Research Grant Council of Hong Kong.",

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AU - Tam, Hon Wah

N1 - Funding Information: ·This research was supported in part by Grants FRG/99-00/II-23 and FRG/00-0l/II-63 of Hong Kong Baptist University and the Research Grant Council of Hong Kong.

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Y1 - 2005/2

N2 - 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.

AB - 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.

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KW - Ordinary differential equation

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

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