Timeline for Is it well known that some optimization problems are equivalent to time-stepping?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 14, 2015 at 17:12 | answer | added | denis | timeline score: 0 | |
| Jul 23, 2014 at 3:33 | vote | accept | Andrew T. Barker | ||
| Jul 20, 2014 at 17:50 | comment | added | Christian Clason | As an aside, you only need to solve one of the two ODEs, since you can use one of the first-order necessary conditions to compute, e.g., $y$ from $\lambda$. | |
| Jul 20, 2014 at 17:47 | answer | added | Christian Clason | timeline score: 17 | |
| Jul 20, 2014 at 3:16 | answer | added | Jed Brown | timeline score: 14 | |
| Jul 19, 2014 at 23:45 | comment | added | Geoff Oxberry | Broadly speaking (and as you probably already know), pseudo-time stepping approaches are well-known methods for solving algebraic equations (such as the KKT system you describe), by casting the problem as finding the steady state of a set of ODEs where the time variable is really a pseudo-time. However, I'm not aware of any specific connection relating a specific instance of the KKT conditions to a single backward Euler step. | |
| Jul 19, 2014 at 21:09 | history | tweeted | twitter.com/#!/StackSciComp/status/490604286666375168 | ||
| Jul 19, 2014 at 19:16 | history | asked | Andrew T. Barker | CC BY-SA 3.0 |