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Journal of Global Optimization

, Volume 31, Issue 2, pp 271–286 | Cite as

A Gradient-based Continuous Method for Large-scale Optimization Problems

  • Li-Zhi Liao
  • Liqun Qi
  • Hon Wah Tam
Article

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.

Keywords

Continuous method Large-scale optimization Ordinary differential equation 

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Copyright information

© Springer 2005

Authors and Affiliations

  1. 1.Department of MathematicsHong Kong Baptist UniversityKowloon TongPR China
  2. 2.Department of Applied MathematicsThe Hong Kong Polytechnic UniversityHung HomHong Kong
  3. 3.Department of Computer ScienceHong Kong Baptist UniversityKowloon TongPR China

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