A variant of the Topkis-Veinott method for solving inequality constrained optimization problems
type: Item
instance of: scholarly article
title: A variant of the Topkis-Veinott method for solving inequality constrained optimization problems
zbMATH Open document ID: 0952.65049
author: N. Delaunay
published in: Applied Mathematics and Optimization
publication date: 2000-01-01T00:00:00Z
full work available at URL: http://hdl.handle.net/2027.42/3660
review text: For solving inequality constrained optimization problems of the form \[ \min\{f_0(x)/x\in X\},\quad X= \{x\in\mathbb{R}^n/f_i(x)\leq 0,\;i= 1,\dots, m\}, \] the authors give a variant of the Topkis-Veinott feasible descent direction method. Under mild assumptions, the authors show that the algorithm is globally convergent in the sense that every accumulation point is a Fritz-John point. Numerical tests are given.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1462418
zbMATH Keywords: global convergence
zbMATH Keywords: numerical examples
zbMATH Keywords: inequality constrained optimization problems
zbMATH Keywords: Topkis-Veinott feasible descent direction method
zbMATH Keywords: algorithm
MaRDI profile type: Publication
OpenAlex ID: W2017322721
DOI: 10.1007/S002459911015
description: scientific article; zbMATH DE number 1462418