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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1983 Volume 23, Number 2, Pages 314–325 (Mi zvmmf5595)

This article is cited in 3 papers

Two modifications of the linearization method in nonlinear programming

A. I. Golikov, V. G. Zhadan

Moscow

Abstract: In Pshenichnii's linearization method for solving the general problem of non-linear programing, an auxiliary quadratic programming problem is solved at each step. In the two modifications of the linearization method described below, auxiliary problems of linear programming are solved. The properties of these auxiliary problems are studied, the convergence of the methods to the solution of the non-linear programming problem is proved, and features of their numerical realization are discussed.

UDC: 519.853.6

MSC: Primary 90C30; Secondary 49M37, 65K05, 90C05

Received: 04.06.1981


 English version:
USSR Computational Mathematics and Mathematical Physics, 1983, 23:2, 36–44

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