A variant of the Topkis-Veinott method for solving inequality constrained optimization problems (Q1568186): Difference between revisions
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Latest revision as of 18:43, 21 March 2024
scientific article
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English | A variant of the Topkis-Veinott method for solving inequality constrained optimization problems |
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A variant of the Topkis-Veinott method for solving inequality constrained optimization problems (English)
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2000
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For solving inequality constrained optimization problems of the form \[ \min\{f_0(x)/x\in X\},\quad X= \{x\in\mathbb{R}^n/f_i(x)\leq 0,\;i= 1,\dots, m\}, \] the authors give a variant of the Topkis-Veinott feasible descent direction method. Under mild assumptions, the authors show that the algorithm is globally convergent in the sense that every accumulation point is a Fritz-John point. Numerical tests are given.
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global convergence
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numerical examples
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inequality constrained optimization problems
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Topkis-Veinott feasible descent direction method
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algorithm
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