Abstract
This paper presents two new theorems for establishing the convergence properties of multi-step constrained optimization algorithms with antijamming features. The theorems extend earlier results of Polak and Klessig and are based on a transcription of multi-step methods into one-step methods in a higher-dimensional space.
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Communicated by D. Q. Mayne
This research was sponsored by the National Science Foundation, Grant No. ENG-73-08214-A01.
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Polak, E., Tishyadhigama, S. New convergence theorems for a class of feasible directions algorithms. J Optim Theory Appl 37, 33–44 (1982). https://doi.org/10.1007/BF00934365
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DOI: https://doi.org/10.1007/BF00934365