Criteria to complete calculations in solving auxiliary problems of unconstrained sequential optimization. I: The barrier functions method (Q920031)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Criteria to complete calculations in solving auxiliary problems of unconstrained sequential optimization. I: The barrier functions method |
scientific article; zbMATH DE number 4162673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Criteria to complete calculations in solving auxiliary problems of unconstrained sequential optimization. I: The barrier functions method |
scientific article; zbMATH DE number 4162673 |
Statements
Criteria to complete calculations in solving auxiliary problems of unconstrained sequential optimization. I: The barrier functions method (English)
0 references
1990
0 references
This paper deals with stopping criteria for counting solutions of auxiliary problems in the method of barrier functions for nonlinear programming problems: maximize F(x), subject to \(g_ i(x)\geq 0\), \(i=1,2,...,m\), where \(x\in E^ n\), F, \(g_ i\) are continuous functions. The auxiliary maximization problem is solved by the method of steepest descent. An explicit formula for the gradient method is derived and convergence of this method in a finite number of steps is proven.
0 references
stopping criteria
0 references
method of barrier functions
0 references
steepest descent
0 references
gradient method
0 references
convergence
0 references
