MMN-327
Solution of the convex programming problem via second order differential equation system
T. Hajba; M. Kovács;Abstract
In this paper we investigate a family of second order di®eren-
tial equations which can be considered as the continuous versions of the
Fletcher-Reeves iteration for minimization (Fletcher and Reeves [17]) ap-
plied to a regularized and penalized convex programming problem. We
show that synchronizing the parameter functions of the di®erential equa-
tion the stationary in limit point of the trajectories is the minimal norm
solution of the given convex programming problem.
Vol. 13 (2012), No. 1, pp. 23-37