Criteria to complete calculations in solving auxiliary problems of unconstrained sequential optimization. I: The barrier functions method (Q920031)

This paper deals with stopping criteria for counting solutions of auxiliary problems in the method of barrier functions for nonlinear programming problems: maximize F(x), subject to \(g_ i(x)\geq 0\), \(i=1,2,...,m\), where \(x\in E^ n\), F, \(g_ i\) are continuous functions. The auxiliary maximization problem is solved by the method of steepest descent. An explicit formula for the gradient method is derived and convergence of this method in a finite number of steps is proven.