On the numerical feasibility of continuation methods for nonlinear programming problems
作者:
Ralph Lehmann,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1984)
卷期:
Volume 15,
issue 4
页码: 517-530
ISSN:0323-3898
年代: 1984
DOI:10.1080/02331938408842968
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
In the present paper the radius of convergence of a class of locally convergent nonlinear programming algorithms (containing Robinson's and Wilson's methods) applied to a parametric nonlinear programming problem is estimated. A consequence is the numerical feasibility of globalizations of Robinson's and Wilson's methods by means of continuation techniques.
点击下载:
PDF (603KB)
返 回