AN ODE METHOD OF SOLVING NONLINEAR-PROGRAMMING

This paper proposes a new method to solve general constrained optimiza tion problem. The problem of finding the local optimal points of a non linear programming problem with equality and inequality constraints is considered by solving the ODE (i.e., ordinary differential equation) with an appropriate numerical procedure. Moreover, the rate of converg ence to optimal points is quadratic. Some numerical result is given to show the efficiency of the proposed method.