@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} }