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A GENERAL TECHNIQUE FOR DEALING WITH DEGENERACY IN REDUCED GRADIENT METHODS FOR LINEARLY CONSTRAINED NONLINEAR PROGRAMMING

A GENERAL TECHNIQUE FOR DEALING WITH DEGENERACY IN REDUCED GRADIENT METHODS FOR LINEARLY CONSTRAINED NONLINEAR PROGRAMMING
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摘要 In this paper we discuss the degeneracy in nonlinear programming with linear constraints, and give a technique for dealing with degeneracy in a general model of reduced gradient algorithms. Under the assumption that the objective function is continuously differentiable, we prove that either the iterative sequence {xk} generated by the method terminates at a Kuhn-Tucker point after a finite number of iterations, or any cluster point of the sequence {xk} is a KuhnTucker point. In this paper we discuss the degeneracy in nonlinear programming with linear constraints, and give a technique for dealing with degeneracy in a general model of reduced gradient algorithms. Under the assumption that the objective function is continuously differentiable, we prove that either the iterative sequence {xk} generated by the method terminates at a Kuhn-Tucker point after a finite number of iterations, or any cluster point of the sequence {xk} is a KuhnTucker point.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1994年第1期90-101,共12页 应用数学学报(英文版)
关键词 DEGENERACY reduced gradient algorithms pivoting operation global convergence nonlinear programming Degeneracy reduced gradient algorithms pivoting operation global convergence nonlinear programming
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