Homotopy Based Approach to Unconstrained Optimization.

摘要

The problem of finding a local minimum of a real differentiable function is considered from a homotopic point of view. Using the Davidenko embedding method with a particular homotopy, an ordinary differential equation is derived. Solution of this equation by Euler's rule gives rise to an iteration formula for the optimization problem. Convergence and termination properties of this formula are discussed. (Author)