Here is a very good and mathematically robust method(s) to solve optimisation problems using the bespoke ODE techniques. It is a brilliant paper (Wiki tells us J.C. Platt is ML guru).
I did some tests of methods (10) and (27) + multiple constraints using ODE solvers and the results were very good. Mathematically, it is consistent with the weltanshauung in this thread.
What's the rationale for using an ODE for that type of problem? Why not just use standard optimizers
[ltr]Probably more robust numerically and maths >> Lagrange multiplier trick.[/ltr]
[ltr]// I wonder how much of mainstream ecosystem know/use this method.[/ltr]