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Combined phase I—phase II methods of feasible directions

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Abstract

This paper presents several new algorithms, generalizing feasible directions algorithms, for the nonlinear programming problem, min{f 0 (z)f j (z) ≤ 0,j = 1, 2, ⋯ ,m}. These new algorithms do not require an initial feasible point. They automatically combine the operations of initialization (phase I) and optimization (phase II).

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Research sponsored by the National Science Foundation (RANN) Grant ENV76-04264 and the National Science Foundation Grant ENG73-08214-A01.

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Polak, E., Trahan, R. & Mayne, D.Q. Combined phase I—phase II methods of feasible directions. Mathematical Programming 17, 61–73 (1979). https://doi.org/10.1007/BF01588225

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  • DOI: https://doi.org/10.1007/BF01588225

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