The convergence of equilibrium algorithms with non-monotone line search technique.
The authors consider nonlinear programming problems of the form \(\min f(x)\), \(Ax= b\), \(x\geq 0\). For this problems, a new convex combination algorithm with non-monotone line search is presented together with the proof of ist global convergence. The given algorithm is extended to equilibrium assignement problems. Numerical results are given.
scientific article; zbMATH DE number 2012675