M. Kovács

57205430010

Publications - 1

Solution of the convex programming problem via second order differential equation system

Publication Name: Miskolc Mathematical Notes

Publication Date: 2012-01-01

Volume: 13

Issue: 1

Page Range: 23-37

Description:

In this paper we investigate a family of second order differential equations which can be considered as the continuous versions of the Fletcher-Reeves iteration for minimization applied to a regularized and penalized convex programming problem. We show that synchronizing the parameter functions of the differential equation the stationary limit point of the trajectories is the minimal norm solution of the given convex programming problem. © 2012 Miskolc University Press.

Open Access: Yes

DOI: 10.18514/mmn.2012.327