The Sequential Unconstrained Minimization Technique for Nonlinear Programing, a Primal-Dual Method

Anthony V. Fiacco and Garth P. McCormick
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Anthony V. Fiacco: Research Analysis Corporation, Bethesda, Maryland
Garth P. McCormick: Research Analysis Corporation, Bethesda, Maryland

Management Science, 1964, vol. 10, issue 2, 360-366

Abstract: This article is based on an idea proposed by C. W. Carroll for transforming a mathematical programming problem into a sequence of unconstrained minimization problems. It describes the theoretical validation of Carroll's proposal for the convex programming problem. A number of important new results are derived that were not originally envisaged: The method generates primal-feasible and dual-feasible points, the primal objective is monotonically decreased, and a subproblem of the original programming problem is solved with each unconstrained minimization. Briefly surveyed is computational experience with a newly developed algorithm that makes the technique competitive with known methodology. (A subsequent article describing the computational algorithm is in preparation.)

Date: 1964
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:10:y:1964:i:2:p:360-366

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