The Two-Stage Feasible Directions Method for Non-Linear Programming Problems

José Herskovits


We present a feasible direction algorithm, based on
duality concepts, for the solution of the non-linear programming problem with equality and inequality constraints.
At each iteration a descent direction is defined, by modifying it, a feasible and descent direction is obtained. The linear search procedure assures the global convergence of the method, and the feasibility of all the iterates.We prove the global eonvergence of the algorithm, and show the results obtained in the resolution of some test problems.

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