| Author(s) | Fouad M. AL-Sunni |
| Affiliation | Department of Systems Engineering, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia Email alsunni@ccse.kfupm.edu.sa |
| Title | A Discontinuous Differential Equation for the Solution of Quadratic Programming Problems |
| Source | Journal of King Saud University. Science. Volume 16, No 2. (2004/1424) |
| Abstract | We use some concepts from sliding modes theory for the analysis of differential equations with discontinuous right hand sides. We prove, under some relaxed conditions, that starting from any point the trajectory of a dynamic gradient system associated with the convex quadratic programming problem converges to its solution in finite time. To prove the convergence, Lyapunov type functions, and theorems are used. Some examples are presented to demonstrate the results. |
