A Homotopy Based Approach to Unconstrained Optimization

Abstract

The problem of finding a local minimum of a real differentiable function is considered from a homotopic point of view. Using the Davidenko embedding method with a particular homotopy, an ordinary differential equation is derived. Solution of this equation by Euler's rule gives rise to an iteration formula for the optimization problem. Convergence and termination properties of this formula are discussed.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1976
Accession Number
ADA030677

Entities

People

  • Jerald P. Dauer
  • Mordecai Avriel

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Convergence
  • Differential Equations
  • Eigenvalues
  • Embedding
  • Equations
  • Intervals
  • Iterations
  • Mathematical Programming
  • New York
  • Numbers
  • Operations Research
  • Optimization
  • Real Numbers
  • Sequences
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Operations Research