In this paper, we review briefly some methods for minimizing a functionF(x), which proceed
by follwoing the solution curve of a system of ordinary differential equations. Such methods …

In this paper we discuss a global optimization problem arising in the calculation of aircraft
flight paths. Since gradient information for this problem may not be readily available, a direct-…

This paper is concerned with some reformulations of the classical computational scheme for
solving optimal control problems via Pontryagin's maximum principle. The purpose is to …

This paper considers the Omega function, proposed by Cascon, Keating & Shadwick as a
performance measure for comparing financial assets. We discuss the use of Omega as a basis …

This paper deals with the calculation of partial derivatives (wrt the independent variables, x)
of a vec of dependent variables y which satisfy a system of nonlinear equations g(u(x), y) = 0 …

We describe a global optimization problem which arises in the calculation of flight paths and
discuss the performance of a number of recently proposed solution algorithms when …

This paper deals with the issue of buy-in thresholds in portfolio optimization using the
Markowitz approach. Optimal values of invested fractions calculated using, for instance, the …

Computational experiments by McKeown [11] have shown that specialised methods, based
on the Gauss—Newton iteration, are not necessarily the best choice for minimising functions …

This paper seeks to improve the theoretical basis for the nonlinear programming algorithm
REQP. A modification to the standard form of the method is presented which allows global …

In an optimization problem we seek values for certain design or control variables which
minimize (or sometimes maximize) an objective function. A good example is the problem of …