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An efficient algorithm for the solution of the general mathematical programming problem

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Conclusions

As is obvious from these tables, the proposed algorithm allows problem (4), (6) to be solved fairly fast. At the same time, it depends weakly both on the dimensions of the problem and on the required precision of solution. This justifies reliance on the effectiveness of applying auxiliary problems, using nonlinear approximation of the constraints, in iterative methods of nonlinear programming.

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Authors
  1. É. I. Volynskii
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  2. T. P. Zhiteiskaya
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  3. M. Z. Khenkin
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Additional information

Translated from Kibernetika, No. 2, pp. 88–91, March–April, 1977.

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Volynskii, É.I., Zhiteiskaya, T.P. & Khenkin, M.Z. An efficient algorithm for the solution of the general mathematical programming problem. Cybern Syst Anal 13, 236–240 (1977). https://doi.org/10.1007/BF01073317

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  • DOI: https://doi.org/10.1007/BF01073317

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