Reduced-direction methods with feasible points in nonlinear programming
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 2, pp. 217-230
V. S. Izhutkin; M. Yu. Kokurin. Reduced-direction methods with feasible points in nonlinear programming. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 2, pp. 217-230. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_2_a4/
@article{ZVMMF_1990_30_2_a4,
     author = {V. S. Izhutkin and M. Yu. Kokurin},
     title = {Reduced-direction methods with feasible points in nonlinear programming},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {217--230},
     year = {1990},
     volume = {30},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_2_a4/}
}
TY  - JOUR
AU  - V. S. Izhutkin
AU  - M. Yu. Kokurin
TI  - Reduced-direction methods with feasible points in nonlinear programming
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1990
SP  - 217
EP  - 230
VL  - 30
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_2_a4/
LA  - ru
ID  - ZVMMF_1990_30_2_a4
ER  - 
%0 Journal Article
%A V. S. Izhutkin
%A M. Yu. Kokurin
%T Reduced-direction methods with feasible points in nonlinear programming
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1990
%P 217-230
%V 30
%N 2
%U http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_2_a4/
%G ru
%F ZVMMF_1990_30_2_a4

Voir la notice de l'article provenant de la source Math-Net.Ru

An approach to the construction of feasible direction type methods of nonlinear programming is proposed. The approach relies on linearization of the active constraints, which reduces the problem of choosing a direction of descent of the objective function inside the feasible region to an unconstrained direction-choosing problem for an auxiliary function in a lower-dimensional space. The approach is developed for problems with inequality constraints and extended to problems with both inequality and equality constraints.

[1] Izhutkin V. S., Kokurin M. Yu., “Metody privedennykh napravlenii dlya reshenii zadach nelineinogo programmirovaniya”, Zh. vychisl. matem. i matem. fiz., 28:12 (1988), 1799–1814 | MR

[2] Schönefeld K., “Ein hybrides Verfahren der nichtlinearen Optimierung”, Seminarberichte Humboldt-Univ. Berlin. Sekt. Math., 50 (1983), 308–316

[3] Pshenichnyi B. N., Metod linearizatsii, Nauka, M., 1983 | MR

[4] Izhutkin V. S., “Ob ispolzovanii ellipsoidnoi normalizatsii pri reshenii zadach vybora napravleniya v metode linearizatsii”, Vestn. MGU. Ser. 15, 1988, no. 3, 43–49 | MR

[5] Gill F., Myurrei U., Rait M., Prakticheskaya optimizatsiya, Mir, M., 1985 | MR

[6] Pshenichnyi B. N., Danilin Yu. M., Chislennye metody v ekstremalnykh zadachakh, Nauka, M., 1975 | MR | Zbl

[7] Karmanov V. G., Matematicheskoe programmirovanie, Nauka, M., 1986 | MR

[8] Maistrovskii G. D., Olkhovskii Yu. G., “O skorosti skhodimosti metoda naiskoreishego spuska v zadache uslovnoi minimizatsii”, Zh. vychisl. matem. i matem. fiz., 15:4 (1975), 844–859 | MR | Zbl

[9] Bulatov V. P., Metody pogruzheniya v zadachakh optimizatsii, Nauka, Novosibirsk, 1977 | MR | Zbl

[10] Mayne D. Q., Polak E., “Feasible directions algorithms for optimization problems with equality and inequality constraints”, Math. Program., 11:1 (1976), 67–80 | DOI | MR | Zbl

[11] Schönefeld K., “A note on a globalization of Wilson-type optimization methods”, Computing, 37:2 (1986), 171–178 | DOI | MR

[12] Kokurin M. Yu., “Ob odnoi modifikatsii proektsionnogo metoda dlya obschei zadachi nelineinogo programmirovaniya”, Metody matem. programmirovaniya i programmnoe obespechenie, Tezisy dokl. V konf., Sverdlovsk, 1987, 67–68

[13] Bertsekas D., Uslovnaya optimizatsiya i metody mnozhitelei Lagranzha, Radio i svyaz, M., 1987 | MR | Zbl

[14] Ishutkin V. S., Schönefeld K., “On the globalization of Wilson-type optimization methods by means of generalized reduced gradient methods”, Computing, 37:2 (1986), 151–169 | DOI | MR | Zbl