Accession Number:

AD0672928

Title:

CONVERGENCE CONDITIONS FOR NONLINEAR PROGRAMMING ALGORITHMS

Descriptive Note:

Working paper

Corporate Author:

CALIFORNIA UNIV BERKELEY CENTER FOR RESEARCH IN MANAGEMENT SCIENCE

Personal Author(s):

• Zangwill, W. I.

Report Date:

1968-03-01

Pagination or Media Count:

25.0

Abstract:

Conditions 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.

Descriptors:

• *NONLINEAR PROGRAMMING
• ALGORITHMS
• CONVERGENCE
• ITERATIONS
• LINEAR PROGRAMMING
• OPTIMIZATION
• SET THEORY
• SIMPLEX METHOD
• THEOREMS

Subject Categories:

• Theoretical Mathematics
• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE