Dynamic programming is one of the methods which utilize special structures of large-scale mathematical programming problems. Conventional dynamic programming, however, can hardly solve mathematical programming problems with many constraints. This paper proposes differential dynamic programming algorithms for solving largescale nonlinear programming problems with many constraints and proves thei...

This paper proposes a filter method for solving nonlinear semidefinite programming problems. Our method extends to this setting the filter SQP (sequential quadratic programming) algorithm, recently introduced for solving nonlinear programming problems, obtaining the respective global convergence results. Mathematical subject classification: 90C30, 90C55.

Linear programming problem is widely applied in engineering group. And artificial neural network is an effective and practical method and approach for solving linear programming problem of nonlinear convex set constraints in engineering field. Most models of artificial neural network are nonlinear dynamic system. If the objective function of optimization calculation problem is corresponding to ...