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Feasible descent algorithms for mixed complementarity problems

โœ Scribed by Michael C. Ferris; Christian Kanzow; Todd S. Munson


Publisher
Springer-Verlag
Year
1999
Tongue
English
Weight
146 KB
Volume
86
Category
Article
ISSN
0025-5610

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FEASIBLE DESCENT CONE METHODS FOR INEQUA
โœ J. A. SNYMAN; N. STANDER ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 784 KB

A new Feasible Descent Cone (FDC) method for constrained optimization, previously restricted to linear objectives, is here generalized to include non-linear objective functions as well. In the basic and exact algorithm a sequence of descent steps is taken through the interior of the feasible region