A trajectory-following method for unconstrained optimization |
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| Authors: | S Schäffler H Warsitz |
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| Institution: | (1) Institut für Angewandte Mathematik und Statistik, Technische Universität München, München, Bundesrepublik Deutschland |
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| Abstract: | A trajectory-following method with interesting properties is considered for solving unconstrained nonlinear programming problems. The trajectory is defined by a special system of ordinary differential equations. This system uses only the gradient of the objective function. Numerical examples are given.The work of the second author was supported by the DFG Schwerpunkt  Anwendungs-bezogene Optimierung and Steuerung. |
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| Keywords: | Unconstrained nonlinear programming systems of ordinary differential equations trajectory-following methods |
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