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Journal of Optimization Theory and Applications

, Volume 18, Issue 2, pp 199–228 | Cite as

Rates of convergence for a method of centers algorithm

  • R. Mifflin
Contributed Papers

Abstract

Convergence of a method of centers algorithm for solving nonlinear programming problems is considered. The algorithm is defined so that the subproblems that must be solved during its execution may be solved by finite-step procedures. Conditions are given under which the algorithm generates sequences of feasible points and constraint multiplier vectors that have accumulation points satisfying the Fritz John or the Kuhn-Tucker optimality conditions. Under stronger assumptions, linear convergence rates are established for the sequences of objective function, constraint function, feasible point, and multiplier values.

Key Words

Mathematical programming nonlinear programming penalty-function methods convergence rate method of centers 

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Copyright information

© Plenum Publishing Corporation 1976

Authors and Affiliations

  • R. Mifflin
    • 1
  1. 1.School of Organization and ManagementYale UniversityNew Haven

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