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Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations. (English) Zbl 0651.90067

We review briefly some methods for minimizing a function F(x), which proceed by following the solution curve of a system of ordinary differential equations. Such methods have often been tought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.
Reviewer: A.A.Brown

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods

Software:

LSODE; DAFNE
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Full Text: DOI

References:

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