Convergence analysis of norm-relaxed method of feasible directions
type: Item
instance of: scholarly article
title: Convergence analysis of norm-relaxed method of feasible directions
zbMATH Open document ID: 0883.90101
DOI: 10.1007/BF02190102
author: J. Korycki
author: Michael M. Kostreva
published in: Journal of Optimization Theory and Applications
publication date: 1998-03-23T00:00:00Z
review text: The paper studies the asymptotic rate of convergence of the norm-relaxed method of feasible directions in the case of solving the problem of minimizing a strictly convex function subject to convex inequality constraints, all the problems' functions being of class \(C^2\). The main theorem shows that, either the norm-relaxed method of the feasible direction algorithm stops after a finite number of steps at the solution, or the infinite sequence of feasible solutions converges at least linearly to the optimum. In the case of an interior point optimum it is shown that the norm-relaxed FDM algorithm has a potential for superlinear convergence.
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1031424
zbMATH Keywords: asymptotic rate of convergence
zbMATH Keywords: norm-relaxed method of feasible directions
zbMATH Keywords: superlinear convergence
reviewed by: Vincentiu Dumitru
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1031424