An Optimization Method of Curve Direction Based on Stream-Line of Objective Function

Abstract:

      An idea of searching along curve lines for the optimum point of an uncon-strained problem is proposed and ordinary differential equations determining search curves are derived in this paper. Both approximately analytical and numerical so-lutions of the ordinary differential equations are developed to be used in practical algorithms . Then our method is extended from unconstrained problems to const-rained ones by means of dual programming.