The linearization method: Principal concepts and perspective directions

DOI10.1007/BF01096416MaRDI QIDQ1310982zbMATH OpenFDO

Authors B. N. Pshenichnyĭ, A. A. Sosnovskij

Publication date 26 January 1994

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01096416

zbMATH Keywords

complementarity problemsconvergencelinearizationmultiobjective programmingsystems of equalities and inequalities

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The linearization method for solving a general nonlinear programming problem is applied to three classes of problems closely connected to the usual problem of mathematical programming. Based on the basic ideas of the linearization method, the authors propose three algorithms to solve (a) systems of equalities and inequalities, (b) complementarity problems and (c) multiobjective programming problems. The convergence of the algorithms are discussed.

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Cited in

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• METLIN-PC: An applications-program package for problems of mathematical programming
• Technology of multilinear programming in naturally conditioned models. II
• An improved interval linearization for solving nonlinear problems
• Vertex-searching method for linear interaction programming
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• Method of linearization without analytic evaluation of derivatives
• Programming problems with pseudo-monotonic objectives
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