一个退化情况下非线性约束条件下的可行方向法

A FEASIBLE DIRECTION METHOD FOR NONLINEAR CONSTRAINTS UNDER DEGENERACY

对于问题(P)∶{minf(x)|h_j(x)≤0,j=1,2,…,m;x∈E^n},Zoutendijk 在1960年提出了一个著名的可行方向法,但此算法不能保证所产生的点列是收敛的.1967年,Topkis 和 Veinott 通过对上述算法的修正,从而可以保证算法收敛到 Fritz-John点.但不能保证算法收敛到 Kuhn-Tucker 点.

In this paper,a new feasible direction method is presented for nonlinear program-ming with nonlinear condtraints under degeneracy through improving the algorithmof Topiks and Veinott.And all cluster points of a sequence {X^k}generated by thepresented algorithm are proved to be K-T Points.