Convergence Conditions for Nonlinear Programming Algorithms
AbstractConditions which are necessary and sufficient for convergence of a nonlinear programming algorithm are stated. It is also shown that the convergence conditions can be easily applied to most programming algorithms. As examples, algorithms by Arrow, Hurwicz and Uzawa; Cauchy; Frank and Wolfe; and Newton-Raphson are proven to converge by direct application of the convergence conditions. Also the Topkis-Veinott convergence conditions for feasible direction algorithms are shown to be a special case of the conditions stated in this paper.
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Bibliographic InfoArticle provided by INFORMS in its journal Management Science.
Volume (Year): 16 (1969)
Issue (Month): 1 (September)
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