Convergence Conditions for Nonlinear Programming Algorithms

Willard I. Zangwill
Additional contact information
Willard I. Zangwill: The University of California, Berkeley

Management Science, 1969, vol. 16, issue 1, 1-13

Abstract: Conditions which are necessary and sufficient for convergence of a nonlinear programming algorithm are stated. It is also shown that the convergence conditions can be easily applied to most programming algorithms. As examples, algorithms by Arrow, Hurwicz and Uzawa; Cauchy; Frank and Wolfe; and Newton-Raphson are proven to converge by direct application of the convergence conditions. Also the Topkis-Veinott convergence conditions for feasible direction algorithms are shown to be a special case of the conditions stated in this paper.

Date: 1969
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.16.1.1 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:16:y:1969:i:1:p:1-13

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().