Abstract
A convergence theory for a class of anti-jamming strategies for nonlinear programming algorithms is presented. This theory generalizes previous results in this area by Zoutendijk, Topkis and Veinott, Mangasarian, and others; it is applicable to algorithms in which the anti-jamming parameter is fixed at some positive value as well as to algorithms in which it tends to zero. In addition, under relatively weak hypotheses, convergence of the entire sequence of iterates is proved.
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Communicated by O. L. Mangasarian
This research was sponsored by the United States Army under Contract No. DA-31-124-ARO-D-462.
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Meyer, R.R. A convergence theory for a class of anti-jamming strategies. J Optim Theory Appl 21, 277–297 (1977). https://doi.org/10.1007/BF00933531
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DOI: https://doi.org/10.1007/BF00933531