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

Lizhi LIAO*, Liqun Qi, Hon Wah TAM

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 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 languageEnglish
Pages (from-to)271-286
Number of pages16
JournalJournal of Global Optimization
Volume31
Issue number2
DOIs
Publication statusPublished - 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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