A variant of the Topkis-Veinott method for solving inequality constrained optimization problems (Q1568186): Difference between revisions

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.