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A note on a globalization of Wilson-type optimization methods

Bemerkung zu einer Globalisierung von Wilson-Typ-Optimierungsverfahren

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Abstract

A globally and locally superlinearly convergent combination of a feasible direction method with a Wilson-type method proposed in this journal for inequality constrained problems exclusively is modified in such a way that it is applicable to general nonlinear programming problems.

Zusammenfassung

Eine global und lokal überlinear konvergente Kombination eines Verfahrens der zulässigen Richtungen mit einem Verfahren vom Wilson-Typ, die in diesem Journal ausschließlich für ungleichungsrestringierte Probleme vorgeschlagen wurde, wird in der Weise modifiziert, daß sie auf allgemeine nichtlineare Optimierungsaufgaben anwendbar ist.

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References

  1. Ishutkin, V. S., Schönefeld, K.: On the globalization of Wilson-type methods by means of generalized reduced gradient methods. Computing.

  2. Mayne, D. Q., Polak, E.: Feasible direction algorithms for optimization problems with equality and inequality constraints. Math. Programming11, 67–80 (1976).

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  3. Fischer, P.: Ein Hybrid-Algorithmus der nichtlinearen Optimierung — Numerische Untersuchung und die Einbeziehung von Gleichheitsrestriktionen. Diplomarbeit, TU Dresden, Sektion Math., 1985.

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Authors and Affiliations

  1. Sektion Mathematik, Technische Universität Dresden, Mommsenstrasse 13, DDR-8027, Dresden, Deutsche Demokratische Republik

    K. Schönefeld

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  1. K. Schönefeld
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Schönefeld, K. A note on a globalization of Wilson-type optimization methods. Computing 37, 171–178 (1986). https://doi.org/10.1007/BF02253189

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  • DOI: https://doi.org/10.1007/BF02253189

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