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Volume 10, Issue 2
New ODE Methods for Equality Constrained Optimization (2) — Algorithms

Ping-Qi Pan

J. Comp. Math., 10 (1992), pp. 129-146.

Published online: 1992-10

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  • Abstract

As a continuation of [1], this paper considers implementation of ODE approaches. A modified Hamming's algorithm for integration of (ECP)-equation is suggested to obtain a local solution. In addition to the main algorithm, three supporting algorithms are also described: two are for evaluation of the right-hand side of (ECP)-equation, which may be especially suitable for certain kinds of (ECP)-equation when applied to large scale problems; the third one, with a convergence theorem, is for computing an initial feasible point. Our numerical results obtained by executing these algorithms on an example of (ECP)-equation given in [1] on five test problems indicate their remarkable superiority of performance to Tanabe's ODE version that is recently claimed to be much better than some well-known SQP techniques.  

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@Article{JCM-10-129, author = {Pan , Ping-Qi}, title = {New ODE Methods for Equality Constrained Optimization (2) — Algorithms}, journal = {Journal of Computational Mathematics}, year = {1992}, volume = {10}, number = {2}, pages = {129--146}, abstract = {

As a continuation of [1], this paper considers implementation of ODE approaches. A modified Hamming's algorithm for integration of (ECP)-equation is suggested to obtain a local solution. In addition to the main algorithm, three supporting algorithms are also described: two are for evaluation of the right-hand side of (ECP)-equation, which may be especially suitable for certain kinds of (ECP)-equation when applied to large scale problems; the third one, with a convergence theorem, is for computing an initial feasible point. Our numerical results obtained by executing these algorithms on an example of (ECP)-equation given in [1] on five test problems indicate their remarkable superiority of performance to Tanabe's ODE version that is recently claimed to be much better than some well-known SQP techniques.  

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9346.html} }
TY - JOUR T1 - New ODE Methods for Equality Constrained Optimization (2) — Algorithms AU - Pan , Ping-Qi JO - Journal of Computational Mathematics VL - 2 SP - 129 EP - 146 PY - 1992 DA - 1992/10 SN - 10 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9346.html KW - AB -

As a continuation of [1], this paper considers implementation of ODE approaches. A modified Hamming's algorithm for integration of (ECP)-equation is suggested to obtain a local solution. In addition to the main algorithm, three supporting algorithms are also described: two are for evaluation of the right-hand side of (ECP)-equation, which may be especially suitable for certain kinds of (ECP)-equation when applied to large scale problems; the third one, with a convergence theorem, is for computing an initial feasible point. Our numerical results obtained by executing these algorithms on an example of (ECP)-equation given in [1] on five test problems indicate their remarkable superiority of performance to Tanabe's ODE version that is recently claimed to be much better than some well-known SQP techniques.  

Pan , Ping-Qi. (1992). New ODE Methods for Equality Constrained Optimization (2) — Algorithms. Journal of Computational Mathematics. 10 (2). 129-146. doi:
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