Properties of the sequential gradient-restoration algorithm (SGRA). II: Convergence analysis (Q1106734): Difference between revisions

[For part I see Zbl 0651.90068.] The convergent properties of the SGRA for the general case of nonlinear constraints are analyzed. It is shown that, for analytical convergence purposes, the feasibility restoration phase plays a crucial role. A slight modification of the original restoration algorithm is proposed, and global convergence of the modified version is proven. Finally, a slightly modified version of the complete algorithm is presented and global convergence is proven. The asymptotic rate of convergence of the SGRA is also analyzed. The reader is assumed to be familiar with the problem statement and the description of the SGRA, presented in Part I.