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A New Class of Feasible Direction Methods.
TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES
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This paper introduces a new class of feasible direction methods for solving convex programming problems with differentiable functions. Unlike most currently used feasible direction methods, the ones presented here are not based on the Kuhn-Tucker theory. One of the methods is designed to solve convex problems without assuming Slaters condition or any other constraint qualification. The other method assumes Slaters condition but it provides at each step a feasible direction of steepest descent which is generally better than the one obtained by the classical Zoutendijk method and its variants.
APPROVED FOR PUBLIC RELEASE