ODE versus SQP methods for constrained optimization
type: Item
instance of: scholarly article
title: ODE versus SQP methods for constrained optimization
zbMATH Open document ID: 0655.65092
DOI: 10.1007/BF00939812
author: S. H. Smith
published in: Journal of Optimization Theory and Applications
publication date: 1989-01-01T00:00:00Z
review text: We review some methods which are designed to solve equality constrained minimization problems by following the trajectory defined by a system of ordinary differential equations. The numerical performance of a number of these methods is compared with that of some popular sequential quadratic programming (SQP) algorithms. On a set of eighteen ``difficult'' test problems, we observe that several of the ODE methods are more successful than any of the SQP techniques. We suggest that these experimental results indicate the need for research both to analyze and develop new ODE techniques and also to strengthen the currently available SQP algorithms.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 4070212
zbMATH Keywords: constrained optimization
zbMATH Keywords: trajectory following methods
zbMATH Keywords: highly nonlinear problems
zbMATH Keywords: computational algorithms
zbMATH Keywords: comparison of methods
zbMATH Keywords: numerical examples
zbMATH Keywords: sequential quadratic programming
zbMATH Keywords: test problems
zbMATH Keywords: ODE methods
describes a project that uses: dverk
describes a project that uses: NPSOL
describes a project that uses: VMCWD
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4070212