Combined phase I—phase II methods of feasible directions

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1979 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 17, pages 61-73 (issn: 0025-5610, eissn: 1436-4646,

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Authors: Elijah Polak; Russell E. Trahan; David Q. Mayne;

doi: 10.1007/bf01588225

Combined phase I—phase II methods of feasible directions

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Abstract

This paper presents several new algorithms, generalizing feasible directions algorithms, for the nonlinear programming problem, min{f 0 (z) ∣f j (z) ≤ 0,j = 1, 2, ⋯ ,m}. These new algorithms do not require an initial feasible point. They automatically combine the operations of initialization (phase I) and optimization (phase II).

Related Organizations

University of California, Berkeley
United States
Imperial College London
United Kingdom

Keywords

Nonlinear Programming, Feasible Direction Algorithm, Numerical mathematical programming methods, Nonlinear programming, Exact Penalty Functions, Constrained Optimization

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