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A feasible-direction method for nonlinear constrained optimization

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In questo lavoro viene descritto e analizzato un metodo numerico proposto da Herskovits per la soluzione di problemi di minimo non lineari con vincoli di disuguaglianza. In particolare vengono proposte nuove regole per l’aggiornamento dei parametri dell’algoritmo e viene mostrato che tali regole sono valide ed efficienti.

Abstract

In this paper we describe and analyse a numerical method presented by Herskovits for the solution of the nonlinear programming problem with inequality constraints. We propose some new updating rules for the parameters of the algorithm and show that these rules are valid and efficient.

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Author notes

  1. Germana Landi

    Present address: Dipartimento di Matematica, Università di Bologna, Piazza di Porta S. Donato 5, 40127, Bologna

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    1. Germana Landi
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    Landi, G. A feasible-direction method for nonlinear constrained optimization. Ann. Univ. Ferrara 48, 49–73 (2002). https://doi.org/10.1007/BF02824739

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    • DOI: https://doi.org/10.1007/BF02824739

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