A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization (Q858741): Difference between revisions

The authors study an extension to the method of feasible directions for solving a general optimization problem where the constraints are specified by inequalities. The proposed algorithm has the advantage that it does not require an initial feasible point (which can be time consuming) to operate. The authors present the main details of the algorithm in the first two sections. The remaining of the article studies in detail the convergence properties of the suggested algorithm. A short section containing numerical results concludes this article.