The Variable Reduction Method for Nonlinear Programming

A first-order method for solving the problem: minimize f(x) subject to Ax - b \geqq 0 is presented. The method contains ideas based on variable reduction with anti-zig-zagging and acceleration devices based on the Variable Metric Method. Proof of convergence to a Kuhn-Tucker Point, and statement of the rate of convergence when the strict second order sufficiency conditions hold are given.

MoreLess

Year of publication:	1970
Authors:	McCormick, Garth P.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 17.1970, 3, p. 146-160
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

More details

Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.17.3.146 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009191982