Abstract
The sequential gradient-restoration algorithm (SGRA) was developed in the late 1960s for the solution of equality-constrained nonlinear programs and has been successfully implemented by Miele and coworkers on many large-scale problems. The algorithm consists of two major sequentially applied phases. The first is a gradient-type minimization in a subspace tangent to the constraint surface, and the second is a feasibility restoration procedure. In Part 1, the original SGRA algorithm is described and is compared with two other related methods: the gradient projection and the generalized reduced gradient methods. Next, the special case of linear equalities is analyzed. It is shown that, in this case, only the gradient-type minimization phase is needed, and the SGRA becomes identical to the steepest-descent method. Convergence proofs for the nonlinearly constrained case are given in Part 2.
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Partial support for this work was provided by the Fund for the Promotion of Research at Technion, Israel Institute of Technology, Haifa, Israel.
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Rom, M., Avriel, M. Properties of the sequential gradient-restoration algorithm (SGRA), part 1: Introduction and comparison with related methods. J Optim Theory Appl 62, 77–98 (1989). https://doi.org/10.1007/BF00939631
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DOI: https://doi.org/10.1007/BF00939631