Mathematical Programming

, Volume 8, Issue 1, pp 308-331

Optimization algorithms and point-to-set-maps

  • P. HuardAffiliated withElectricité de France

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Two general nonlinear optimization algorithms generating a sequence of feasible solutions are described. The justifications for their convergence are based on the concept of point-to-set mapping continuity. These two algorithms cover many conventional feasible solution methods. The convergence results unify these apparently diverse approaches.