Corpus ID: 19004293

NLP Solutions as Asymptotic Values of ODE Trajectories

@article{Alamir2015NLPSA,
  title={NLP Solutions as Asymptotic Values of ODE Trajectories},
  author={M. Alamir},
  journal={ArXiv},
  year={2015},
  volume={abs/1501.04056}
}
  • M. Alamir
  • Published 2015
  • Computer Science, Mathematics
  • ArXiv
In this paper, it is shown that the solutions of general differentiable constrained optimization problems can be viewed as asymptotic solutions to sets of Ordinary Differential Equations (ODEs). The construction of the ODE associated to the optimization problem is based on an exact penalty formulation in which the weighting parameter dynamics is coordinated with that of the decision variable so that there is no need to solve a sequence of optimization problems, instead, a single ODE has to be… Expand

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