Abstract:
In this work, a dynamical system approach for solving nonlinear programming (NLP) problem based on a smoothed penalty function is investigated. The proposed approach shows that an equilibrium point of the dynamic system is stable and converge to optimal solutions of the corresponding nonlinear programming problem. Furthermore, relationships between optimal solutions for smooth and nonsmooth penalty problem are discussed. Finally, two practical examples are illustrated the applicability of the proposed dynamic
system approach with Euler scheme.