Analysis of continuous methods for unconstrained optimization and their discretizations

The well-known difficulties with the treatment of ill-conditioned unconstrained optimization problems can be explained by analogous difficulties with stiff differential equations. this observation provides the basis for an analysis of optimization problems and reveals new classes of optimization met...

Ausführliche Beschreibung

Bibliographische Detailangaben
Link(s) zu Dokument(en):IHS Publikation
Hauptverfasser: Mitter, Peter, Ueberhuber, Christoph W.
Format: IHS Series NonPeerReviewed
Sprache:Englisch
Veröffentlicht: institut fuer hoehere studien 1977
Beschreibung
Zusammenfassung:The well-known difficulties with the treatment of ill-conditioned unconstrained optimization problems can be explained by analogous difficulties with stiff differential equations. this observation provides the basis for an analysis of optimization problems and reveals new classes of optimization methods. this paper is primarily theoretic, a subsequent paper will be devoted to practical aspects of the proposed methods.;