Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations

Journal of Optimization Theory and Applications

Volumn 62, Issue 2, 1989, Pages 211-224

  Brown, A A ^a   Bartholomew Biggs, M C ^b  

^a Numerical Algorithms Group   (United Kingdom)

^b UNIVERSITY OF HERTFORDSHIRE   (United Kingdom)

Author keywords

computational algorithms; ODE methods for optimization; trajectory following; Unconstrained minimization

Indexed keywords

EID: 0000463442     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/BF00941054     Document Type: Article

References (22)

1. A Newton-Type Curvilinear Search Method for Optimization
2. A Curvilinear Optimization Method Based on Stable Numerical Integration Techniques
3. Differential Gradient Methods
4. A Class of Methods for Unconstrained Minimization Based on Stable Numerical Integration Techniques
5. An Algorithm, Based on Singular Perturbation Theory, for Ill-Conditioned Minimization Problems
6. A New Method for Solving Nonlinear Simultaneous Equations
7. Systems of Equations and A-Stable Integration of Second-Order ODEs
8. Systems of Simultaneous Equations and Second-Order Differential Equations
9. A FORTRAN Subroutine for Solving Systems of Nonlinear Simultaneous Equations
10. A Differential Equations Algorithm for Nonlinear Equations
11. DAFNE: A Differential Equations Algorithm for Nonlinear Equations
12. A New and Dynamic Method for Unconstrained Optimization
13. LSODE and LSODI: Two New Initial-Value Ordinary Differential Equation Solvers
14. Maximization by Quadratic Hill-Climbing
15. Minimization Algorithms Making Use of Nonquadratic Properties of the Objective Function