Deterministic Systems

A continuous algorithm in the method of penalty functions

A. I. Kaz'min, M. V. Rybashov

Moscow

Abstract: A system of differential equations is developed whose one solution is the path of the minimal penalty function point In time the path converges to a point, which is the solution of the initial mathematical programming problem. The differential equation can be integrated in a standard way. Optimal integration methods are discussed.

UDC: 519.283


Received: 23.05.1974

 English version: Automation and Remote Control, 1975, 36:5, 732–738

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