Differential-Equation Constrained Optimization With Stochasticity.
Qin LiLi WangYunan YangPublished in: CoRR (2023)
Keyphrases
- constrained optimization
- differential equations
- dynamical systems
- constrained optimization problems
- constraint handling
- objective function
- numerical solution
- boundary value problem
- numerical methods
- initial conditions
- penalty function
- ordinary differential equations
- augmented lagrangian
- unconstrained optimization
- partial differential equations
- interval analysis
- continuous functions
- difference equations
- nonlinear differential equations
- iterative methods
- closed form solutions
- sensitivity analysis
- steady state
- artificial neural networks