Abstract
In this paper, we study a gradient-based continuous method for large-scale optimization problems. By converting the optimization problem into an ODE, we are able to show that the solution trajectory of this ODE tends to the set of stationary points of the original optimization problem. We test our continuous method on large-scale problems available in the literature. The simulation results are very attractive.
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This research was supported in part by Grants FRG/99-00/II-23 and FRG/00-0l/II-63 of Hong Kong Baptist University and the Research Grant Council of Hong Kong.
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Liao, LZ., Qi, L. & Tam, H.W. A Gradient-based Continuous Method for Large-scale Optimization Problems. J Glob Optim 31, 271–286 (2005). https://doi.org/10.1007/s10898-004-5700-1
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DOI: https://doi.org/10.1007/s10898-004-5700-1