On the globalization of Wilson-type optimization methods by means of generalized reduced gradient methods
type: Item
instance of: scholarly article
title: On the globalization of Wilson-type optimization methods by means of generalized reduced gradient methods
zbMATH Open document ID: 0587.65045
DOI: 10.1007/BF02253188
author: V. S. Ishutkin
author: K. Schönefeld
published in: Computing
publication date: 1986-01-01T00:00:00Z
review text: For solving nonlinear optimization problems, i.e. for the determination of Kuhn-Tucker points a numerical method is proposed. The considerations continue investigations of \textit{M. Best}, \textit{J. Bräuninger}, \textit{K. Ritter} and \textit{S. Robinson} [ibid. 26, 141-153 (1981; Zbl 0458.65053)] and \textit{H. Kleinmichel}, \textit{C. Richter} and the second author [ibid. 29, 289-307 (1982; Zbl 0489.65038)]. In these papers different local methods are combined with a penalty method in such a way that global convergence can be guaranteed. In order to show that the basic principle of coupling is applicable to a number of further globally convergent methods a local Wilson-type method is now initialized by a feasible direction method that uses reduced gradients. In both phases of the method similar subproblems (special quadratic programs) occur. Therefore, in contrast to the papers mentioned above systems of linear equations have to be solved exclusively. Under usual assumptions the algorithm is shown to be globally and superlinearly convergent.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 3942930
zbMATH Keywords: superlinear convergence
zbMATH Keywords: hybrid algorithms
zbMATH Keywords: Kuhn-Tucker points
zbMATH Keywords: penalty method
zbMATH Keywords: global convergence
zbMATH Keywords: local Wilson-type method
zbMATH Keywords: feasible direction method
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02253188
OpenAlex ID: W130244386
description: scientific article; zbMATH DE number 3942930