Two modifications of the linearization method in nonlinear programming
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 314-325
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In Pshenichnii's linearization method for solving the general problem of non-linear programing, an auxiliary quadratic programming problem is solved at each step. In the two modifications of the linearization method described below, auxiliary problems of linear programming are solved. The properties of these auxiliary problems are studied, the convergence of the methods to the solution of the non-linear programming problem is proved, and features of their numerical realization are discussed.
@article{ZVMMF_1983_23_2_a7,
author = {A. I. Golikov and V. G. Zhadan},
title = {Two modifications of the linearization method in nonlinear programming},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {314--325},
publisher = {mathdoc},
volume = {23},
number = {2},
year = {1983},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a7/}
}
TY - JOUR AU - A. I. Golikov AU - V. G. Zhadan TI - Two modifications of the linearization method in nonlinear programming JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 1983 SP - 314 EP - 325 VL - 23 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a7/ LA - ru ID - ZVMMF_1983_23_2_a7 ER -
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A. I. Golikov; V. G. Zhadan. Two modifications of the linearization method in nonlinear programming. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 314-325. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a7/