Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/14027
Title: A unified gradient flow approach to constrained nonlinear optimization problems
Authors: Wang, S
Yang, XQ 
Teo, KL
Keywords: Convergence analysis
Discretization method
Gradient flow
Nonlinear optimization problem
Issue Date: 2003
Publisher: Springer
Source: Computational optimization and applications, 2003, v. 25, no. 1-3, p. 251-268 How to cite?
Journal: Computational optimization and applications 
Abstract: This paper presents a unified gradient flow approach to nonlinear constrained optimization problems. This method is based on a continuous gradient flow reformulation of constrained optimization problems and on a two level time discretization of the gradient flow equation with a splitting parameter θ. The convergence of the scheme is analyzed and it is shown that the scheme becomes first order when θ ∈ [0, 1] and second order when θ = 1 and the time discretization step length is sufficiently large. Numerical experiments for continuous, discrete and mixed discrete optimization problems were performed, and the numerical results show that the approach is effective for solving these problems.
URI: http://hdl.handle.net/10397/14027
ISSN: 0926-6003
EISSN: 1573-2894
DOI: 10.1023/A:1022973608903
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