Presentation 2001/6/22
Dynamical Systems for Equality and Inequality Constrained Optimizations
Takeo IKAI, Koji KATAYAMA, Kunio FUKUNAGA,
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Abstract(in English) This paper describes an approach to equality and inequality constrained optimization via dynamical systems and shows construction methods of gradient dynamical systems for constrained optimization such that "a local optimal solution=an equilibrium point of the dynamical system" holds. For inequality constrained optimizations, we provide a construction method of interior-point gradient systems which are the generalization of the Hopfield-Uesaka model. These gradiant systems are also derived from KKT necessary conditions. Next, for equality constrained optimizations, we derive a constructioon method of equality constraint gradient systems based on the theory of gradient flows and conversely these gradient systems are also derived from optimality conditions.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Equality and inequality constrained optimizations / Hopfield-Uesaka model / Interior-point gradient systems / Gradient flows / Equality constraint gradient systems
Paper # NC2001-27
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Committee NC
Conference Date 2001/6/22(1days)
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Registration To Neurocomputing (NC)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Dynamical Systems for Equality and Inequality Constrained Optimizations
Sub Title (in English)
Keyword(1) Equality and inequality constrained optimizations
Keyword(2) Hopfield-Uesaka model
Keyword(3) Interior-point gradient systems
Keyword(4) Gradient flows
Keyword(5) Equality constraint gradient systems
1st Author's Name Takeo IKAI
1st Author's Affiliation Graduate School of Engineering, Osaka Prefecture University()
2nd Author's Name Koji KATAYAMA
2nd Author's Affiliation Graduate School of Engineering, Osaka Prefecture University
3rd Author's Name Kunio FUKUNAGA
3rd Author's Affiliation Graduate School of Engineering, Osaka Prefecture University
Date 2001/6/22
Paper # NC2001-27
Volume (vol) vol.101
Number (no) 154
Page pp.pp.-
#Pages 8
Date of Issue