Zur zentrenmethode in der nichtlinearen optimierung
- 1 January 1972
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik
- Vol. 3 (6) , 419-430
- https://doi.org/10.1080/02331887208801098
Abstract
One possible way of solving a constrained optimization problem consists in its transformation into a sequence of unconstrained problems. In this paper is presented the connection between three of this methods; namely the method of centers (Huard), the SUMT (sequential unconstrained minimization technique) without parameters (Fiacco and Mccormick) and the method of barycenters (Lommatzsch). For the metyhod of centers is presented a simple proof of convergence without convexity assumptions, developed from an idea of Huard Further are given relations between some regularity conditions, which were used for this methods.Keywords
This publication has 3 references indexed in Scilit:
- Äquivalenz eines Optimierungsproblems mit Restriktionen und einer Folge von Optimierungsproblemen ohne RestriktionenMathematical Methods of Operations Research, 1967
- Note on “The Sequential Maximization Technique”Operations Research, 1967
- The Sequential Unconstrained Minimization Technique (SUMT) Without ParametersOperations Research, 1967