Zur zentrenmethode in der nichtlinearen optimierung
Authors:
Christian Grossmann a;
R
diger Reinhardt a
diger Reinhardt a
| Affiliation: | a TH Ilmenau, Sekt. Math, Rechentechn. u. konom, Ilmenau, Kybernet, Am Ehrenberg |
DOI:
10.1080/02331887208801098
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
One possible way of solving a constrained optimization problem consists in its transformation into a sequence of unconstrained problems. In this paper is presented the connection between three of this methods; namely the method of centers (Huard), the SUMT (sequential unconstrained minimization technique) without parameters (Fiacco and Mccormick) and the method of barycenters (Lommatzsch). For the metyhod of centers is presented a simple proof of convergence without convexity assumptions, developed from an idea of Huard Further are given relations between some regularity conditions, which were used for this methods.
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