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A Gradient-based Continuous Method for Large-scale Optimization Problems |
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| Authors: | Li-Zhi?Liao |
| Institution: | (1) Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong, PR China;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong;(3) Department of Computer Science, Hong Kong Baptist University, Kowloon Tong, Hong Kong, PR China |
| Abstract: | In this paper, we study a gradient-based continuous method for large-scale optimization problems. By converting the optimization problem into an ODE, we are able to show that the solution trajectory of this ODE tends to the set of stationary points of the original optimization problem. We test our continuous method on large-scale problems available in the literature. The simulation results are very attractive.This research was supported in part by Grants FRG/99-00/II-23 and FRG/00-0l/II-63 of Hong Kong Baptist University and the Research Grant Council of Hong Kong. |
| Keywords: | Continuous method Large-scale optimization Ordinary differential equation |
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