Solving The Two Differential Equations Of Nonlinear Programming

This paper presents two modified version to the differential system proposed by Evtushenko and Zhadan (1974), for solving mathematical programming problems. The first modified system is used to solve nonlinear optimization problems with both equality and inequality constraints, which extends the range of differential equation methods given by Evtushenko and Zhadan. The second modified system requires the linear independent constraint qualification, which is less restrictive than the one used by Evtushenko and Zhadan (1994). The convergence theorems for both the modified differential systems and their discrete schemes are established.