zbMATH — the first resource for mathematics

Continuous algorithms for solving convex constrained minimization problems using projection onto the admissible set. (English. Russian original) Zbl 0593.90066
Autom. Remote Control 46, 846-850 (1985); translation from Avtom. Telemekh. 1985, No. 7, 73-78 (1985).
Summary: Continuous algorithms for solving convex optimization problems are based on projections onto the admissible set. The algorithms are written as systems of differential equations with discontinuous (but one-valued) right hand sides. Solutions of such systems are shown to exist, their asymptotic properties are studied, and an example is given.
90C25 Convex programming
90C55 Methods of successive quadratic programming type
65K05 Numerical mathematical programming methods