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Zur zentrenmethode in der nichtlinearen optimierung 

Authors: Christian Grossmann a; Ruumldiger Reinhardt a
Affiliation:   a TH Ilmenau, Sekt. Math, Rechentechn. u. Oumlkonom, Ilmenau, Kybernet, Am Ehrenberg
DOI: 10.1080/02331887208801098
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 3, Issue 6 1972 , pages 419 - 430
Formats available: PDF (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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