Algorithms for Unconstrained Optimization Problems via Control Theory

摘要: Existing algorithms for solving unconstrained optimization problems are generally only optimal in the short term. It is desirable to have which long-term optimal. To achieve this, problem of computing minimum point an function formulated as a sequence control problems. Some qualitative results obtained from analysis. These then used construct theoretical iterative method and new continuous-time nonlinear function. New approximate proposed established. For convergence analysis, it useful note that numerical solution none other than inverse Lyapunov problem. Convergence conditions established by using theorem.