Volume 10, Issue 2
New Ode Methods for Equality Constrained Optimization(2)-Algorithms

Ping-qi Pan

J. Comp. Math., 10 (1992), pp. 129-146

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  • 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 mumerical 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.

  • History

Published online: 1992-10

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