Properties of the sequential gradient-restoration algorithm (SGRA). I: Introduction and comparison with related methods
The sequential gradient-restoration algorithm (SGRA) was developed in the late 1960's for the solution of equality-constrained nonlinear programs and has been successfully implemented by Miele and cooworkers on many large-scale problems. The algorithm consists of two major sequentially applied phases. The first is a gradient-type minimization in a subspace tangent to the constraint surface, and the second is a feasibility restoration procedure. In part 1 of this paper, the original SGRA algorithm is described and is compared with two other related methods: the gradient projection and the generalized reduced gradient methods. Next, the special case of linear equalities is analyzed. It is shown that, in this case, only the gradient-type minimization phase is needed, and the SGRA becomes identical to the steepest-descent method. [For part II see Zbl 0651.90069.]
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