A dual algorithm based on the smooth function proposed by Polyak (1988), for solving nonlinear programming problems with inequality constraints, is presented. The local convergence of the dual algorithm is established...A dual algorithm based on the smooth function proposed by Polyak (1988), for solving nonlinear programming problems with inequality constraints, is presented. The local convergence of the dual algorithm is established and the convergence rate is estimated. Numerical results given in tall paper show that this dual algorithm is effective for solving inequality constrained optimization problems.展开更多
文摘A dual algorithm based on the smooth function proposed by Polyak (1988), for solving nonlinear programming problems with inequality constraints, is presented. The local convergence of the dual algorithm is established and the convergence rate is estimated. Numerical results given in tall paper show that this dual algorithm is effective for solving inequality constrained optimization problems.