Solving General Linear Differential Equations with Constant Coefficients: An Application to Constrained Optimization

  • Hung T. Nguyen
  • Vladik Kreinovich
Part of the Theory and Decision Library book series (TDLB, volume 38)


In Lesson 5, we started to show how continuous mathematics can help in algorithm design. In particular, we showed that the problem of finding the best penalty function leads to a linear differential equation. Since other algorithm design problems lead to similar differential equations, we need a general method for solving such differential equations. Such a method is described in this lesson.


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Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • Hung T. Nguyen
    • 1
  • Vladik Kreinovich
    • 2
  1. 1.New Mexico State UniversityLas CrucesUSA
  2. 2.University of Texas El PasoEl PasoUSA

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