A Convergence Theory for a Class of Anti-Jamming Strategies.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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A convergence theory for a class of anti-jamming strategies for nonlinear programming algorithms is presented. This theory generalizes previous results in this area by Zoutendijk, Topkis and Veinott, Mangasarian, and others, and is applicable to algorithms in which the anti-jamming parameter is fixed at some positive value, as well as to those in which it tends to zero. In addition, under relatively weak hypotheses, convergence of the entire sequence of iterates is proved.
- Operations Research