A variant of the Topkis-Veinott method for solving inequality constrained optimization problems

DOI10.1007/S002459911015MaRDI QIDQ1568186zbMATH OpenOpenAlexFDO

Authors N. Delaunay

Publication date 2000

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/3660

zbMATH Keywords

algorithmglobal convergenceinequality constrained optimization problemsnumerical examplesTopkis-Veinott feasible descent direction method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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