IDEAS home Printed from https://ideas.repec.org/a/wly/jnljam/v2010y2010i1n976529.html

Two‐Phase Generalized Reduced Gradient Method for Constrained Global Optimization

Author

Listed:
  • Abdelkrim El Mouatasim

Abstract

The random perturbation of generalized reduced gradient method for optimization under nonlinear differentiable constraints is proposed. Generally speaking, a particular iteration of this method proceeds in two phases. In the Restoration Phase, feasibility is restored by means of the resolution of an auxiliary nonlinear problem, a generally nonlinear system of equations. In the Optimization Phase, optimality is improved by means of the consideration of the objective function, on the tangent subspace to the constraints. In this paper, optimal assumptions are stated on the Restoration Phase and the Optimization Phase that establish the global convergence of the algorithm. Some numerical examples are also given by mixture problem and octagon problem.

Suggested Citation

  • Abdelkrim El Mouatasim, 2010. "Two‐Phase Generalized Reduced Gradient Method for Constrained Global Optimization," Journal of Applied Mathematics, John Wiley & Sons, vol. 2010(1).
    • Handle: RePEc:wly:jnljam:v:2010:y:2010:i:1:n:976529
    DOI: 10.1155/2010/976529
    as

    Download full text from publisher

    File URL: https://doi.org/10.1155/2010/976529
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2010/976529?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Haggag, A. A., 1981. "A variant of the generalized reduced gradient algorithm for non-linear programming and its applications," European Journal of Operational Research, Elsevier, vol. 7(2), pages 161-168, June.
    2. SMEERS, Yves, 1977. "Generalized reduced gradient method as an extension of feasible direction methods," LIDAM Reprints CORE 324, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Youcef MECHOUAR & V Hovelaque & C Gaigné, 2021. "Effect of raw material substitution on the facility location decision under a carbon tax policy," Post-Print hal-04155066, HAL.
    2. Ngo, Huan Hoang & Shah, Rohan & Mishra, Sabyasachee, 2018. "Optimal asset management strategies for mixed transit fleet," Transportation Research Part A: Policy and Practice, Elsevier, vol. 117(C), pages 103-116.
    3. Mathew, Tom V. & Khasnabis, Snehamay & Mishra, Sabyasachee, 2010. "Optimal resource allocation among transit agencies for fleet management," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(6), pages 418-432, July.
    4. Ku‐Hsieh Chen & Jen‐Chi Cheng & Joe‐Ming Lee & Ching‐Fang Chi, 2019. "Is Full Efficiency Achievable? An Empirical Study Of The Banking Industry In Taiwan," Contemporary Economic Policy, Western Economic Association International, vol. 37(1), pages 195-209, January.
    5. Bilal Amjad & Mohammad Ahmad A. Al-Ja’afreh & Geev Mokryani, 2021. "Active Distribution Networks Planning Considering Multi-DG Configurations and Contingency Analysis," Energies, MDPI, vol. 14(14), pages 1-16, July.
    6. Mishra, Sabyasachee & Sharma, Sushant & Khasnabis, Snehamay & Mathew, Tom V., 2013. "Preserving an aging transit fleet: An optimal resource allocation perspective based on service life and constrained budget," Transportation Research Part A: Policy and Practice, Elsevier, vol. 47(C), pages 111-123.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jnljam:v:2010:y:2010:i:1:n:976529. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://onlinelibrary.wiley.com/journal/4185 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.