The discrete dynamical functional particle method for solving constrained optimization problems. (English) Zbl 1370.90262

Summary: The dynamical functional particle method (DFPM) is a method for solving equations by using a damped second order dynamical system. The dynamical system is solved by a symplectic method that is especially tailored for conservative systems. In this work we have extended DFPM to convex optimization problems with constraints. The method is tested on linear eigenvalue problems with normalization and orthogonallity constraints as well as some simple nonlinear convex optimization problems.


90C30 Nonlinear programming
34D20 Stability of solutions to ordinary differential equations
65K05 Numerical mathematical programming methods
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