The Variable Reduction Method for Nonlinear Programming
- 1 November 1970
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science
- Vol. 17 (3) , 146-160
- https://doi.org/10.1287/mnsc.17.3.146
Abstract
A first-order method for solving the problem: minimize f(x) subject to Ax − b ≧ 0 is presented. The method contains ideas based on variable reduction with anti-zig-zagging and acceleration devices based on the Variable Metric Method. Proof of convergence to a Kuhn-Tucker Point, and statement of the rate of convergence when the strict second order sufficiency conditions hold are given.Keywords
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