Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations

1989/01/01 by A. A. Brown, Alvin Brown, M. C. Bartholomew-Biggs +1 · 9 citations
Mathematics · Computer Science · #Numerical methods for differential equations #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms

paper · doi:10.1007/bf00941054

Cited by

• Distributed Mirror Descent with Integral Feedback: Asymptotic Convergence Analysis of Continuous-time Dynamics
• Optimization via a Control-Centric Framework
• The Geometry of Constrained Optimization: Constrained Gradient Flows via Reparameterization: A-Stable Implicit Schemes, KKT from Stationarity, and Geometry-Respecting Algorithms
• How Many Factors Influence Minima in SGD?
• A note on solving nonlinear optimization problems in variable precision
• Finite-Time Convergence of Continuous-Time Optimization Algorithms via\n Differential Inclusions
• High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm
• On The Convergence of Euler Discretization of Finite-Time Convergent Gradient Flows
• Learning by solving differential equations