Final technical rept.
UNIVERSITA DI ROMA LA SAPIENZA ROMA (ITALY)
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In the framework of the proposed continuous approach to constrained optimization problems, we describe two new solution methods which resulted from the research. The first is a continuous inexact method for solving systems of nonlinear equations and complementarity problems along the lines of the DAFNE Method, and the second is a continuous method for solving the linear programming problems along the lines of Karmarkars method which is shown to be quadratically convergent. Some numerical experience on a number of test problems is reported.
- Operations Research
- Computer Programming and Software