Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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THE CONVERGENCE OF A DUAL ALGORITHM FOR NONLINEAR PROGRAMMING

  • Zhang, Li-Wei (Institute of Computational Mathematics and Scientific/Engineering Computing Chinese Academy of Sciences, Department of Applied Mathematics, Dalian University Technology) ;
  • He, Su-Xiang (Department of Applied Mathematics, Dalian University Technology)
  • Published : 2000.09.01

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Abstract

A dual algorithm based on the smooth function proposed by Polyak (1988) is constructed for solving nonlinear programming problems with inequality constraints. It generates a sequence of points converging locally to a Kuhn-Tucker point by solving an unconstrained minimizer of a smooth potential function with a parameter. We study the relationship between eigenvalues of the Hessian of this smooth potential function and the parameter, which is useful for analyzing the effectiveness of the dual algorithm.

Keywords

References

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