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Norm-relaxed method of feasible directions for solving nonlinear programming problems

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Abstract

A variation of the Polak method of feasible directions for solving nonlinear programming problems is shown to be related to the Topkis and Veinott method of feasible directions. This new method is proven to converge to a Fritz John point under rather weak assumptions. Finally, numerical results show that the method converges with fewer iterations than that of Polak with a proper choice of parameters.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Clemson University, Clemson, South Carolina

    M. E. Cawood (Graduate Student) & M. M. Kostreva (Professor)

Authors
  1. M. E. Cawood
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  2. M. M. Kostreva
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Communicated by F. Zirilli

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Cawood, M.E., Kostreva, M.M. Norm-relaxed method of feasible directions for solving nonlinear programming problems. J Optim Theory Appl 83, 311–320 (1994). https://doi.org/10.1007/BF02190059

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