One- and multistep discretizations of index 2 differential algebraic systems and their use in optimization

DOI10.1016/S0377-0427(02)00671-4zbMath1019.65063MaRDI QIDQ1863297

Johannes Schropp

Publication date: 11 March 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

comparison of methodsRunge-Kutta methodmultistep methodssuccessive quadratic programmingconstrained minimization problemsindex-2-differential algebraic equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Implicit ordinary differential equations, differential-algebraic equations (34A09) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for differential-algebraic equations (65L80) Methods of successive quadratic programming type (90C55)

Related Items (4)

Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data ⋮ The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems

Cites Work

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