NDLI: Algorithms for Unconstrained Optimization Problems via Control Theory

Content Provider	Springer Nature Link
Author	Goh, B. S.
Copyright Year	1997
Abstract	Existing algorithms for solving unconstrained optimization problems are generally only optimal in the short term. It is desirable to have algorithms which are long-term optimal. To achieve this, the problem of computing the minimum point of an unconstrained function is formulated as a sequence of optimal control problems. Some qualitative results are obtained from the optimal control analysis. These qualitative results are then used to construct a theoretical iterative method and a new continuous-time method for computing the minimum point of a nonlinear unconstrained function. New iterative algorithms which approximate the theoretical iterative method and the proposed continuous-time method are then established. For convergence analysis, it is useful to note that the numerical solution of an unconstrained optimization problem is none other than an inverse Lyapunov function problem. Convergence conditions for the proposed continuous-time method and iterative algorithms are established by using the Lyapunov function theorem.
Starting Page	581
Ending Page	604
Page Count	24
File Format	PDF
ISSN	00223239
Journal	Journal of Optimization Theory and Applications
Volume Number	92
Issue Number	3
e-ISSN	15732878
Language	English
Publisher	Kluwer Academic Publishers-Plenum Publishers
Publisher Date	1997-01-01
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Theory of Computation Applications of Mathematics Optimization Calculus of Variations and Optimal Control Engineering Operation Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Control and Optimization Management Science and Operations Research

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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