Research Reports from the Department of Operations
Document Type
Report
Publication Date
1-1-1979
Abstract
The problem of finding a zero of a continuously differentiable system of m equations in n unknowns (m ≤ n) is transformed into a nonlinearly constrained optimization problem for which a Kuhn-Tucker point is shown to be either a solution of the original system or a point at which the derivative matrix is rank deficient. An algorithm is developed for the special case when m equals 1 and the function is convex. It may sometimes be used for finding a minimum of a continuously differentiable convex function, with the advantage of requiring possibly fewer line searches than an ordinary minimization method. [Published circa 1979.]
Keywords
Operations research, Nonlinear programming, Constrained optimization, Algorithms, Convex functions, Differentiable functions, Mathematical analysis, Numerical analysis--Data processing
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 453
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Solow, Daniel, "Solving Differentiable Equations Via Constrained Optimization" (1979). Research Reports from the Department of Operations. 529.
https://commons.case.edu/wsom-ops-reports/529