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

Gulliksson, Mårten

Dolomites Res. Notes Approx. 10, Spec. Iss., 6-12 (2017).

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.

MSC:

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