Abstract
In this paper we discuss the degeneracy in nonlinear programming with linear constraints, and give a technique for dealing with degeneracy in a general model of reduced gradient algorithms. Under the assumption that the objective function is continuously differentiable, we prove that either the iterative sequence {x k} generated by the method terminates at a Kuhn-Tucker point after a finite number of iterations, or any cluster point of the sequence {x k} is a Kuhn-Tucker point.
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This research is partially supported by the National Natural Science Foundation of China.
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Han, J., Hu, X. A general technique for dealing with degeneracy in reduced gradient methods for linearly constrained nonlinear programming. Acta Mathematicae Applicatae Sinica 10, 90–101 (1994). https://doi.org/10.1007/BF02006262
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DOI: https://doi.org/10.1007/BF02006262