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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.
MSC:
90C25 Convex programming
90C55 Methods of successive quadratic programming type
65K05 Numerical mathematical programming methods
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