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Original Articles

A globally contergent method for nonlinear programming

Pages 493-511 | Received 01 May 1980, Published online: 27 Jun 2007
 

Abstract

In this paper a new method for solving the nonlinear programming problem with equality and inequality constraints is presented. With the aid of feasibility functions the feasible region is blown up so that the enlarged region has interior points. Then, under certain assumptions, the solution of the original problem is achieved by constructing a sequence of points which are optimal for the perturbed problems. These are solved by a method of feasible directions for which usable feasible directions can be given in an explicit form.

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