PUMA
Istituto di Scienza e Tecnologie dell'Informazione     
Arioli M., Laratta A., Menchi O. Numerical study on some feasible direction methods in mathematical programming. Internal note IEI-B80-30, 1980.
 
 
Abstract
(English)
Any method of the feasible directions is an iterative procedure based on three main points: a)computation of an initial point; b)computation of a feasible direction; c)computation of an optimum point along a direction. In this paper the Zoutendijk method in Euclidean norm, the Rosen method and some slight modifications are studied. In [16] some efficient algorithms for computing the initial point and the optimum point along a direction are discussed. Here efficient procedures are described for the computation of the direction. Only linearly constrained problems are taken into account; besides, it is known that non linaerly constrained ones. Convergence properties can be found in [9], [13], [15].
Subject Zoutendijk method


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