The Variable Reduction Method for Nonlinear Programming

Garth P. McCormick
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Garth P. McCormick: Research Analysis Corporation, McLean, Virginia

Management Science, 1970, vol. 17, issue 3, 146-160

Abstract: A first-order method for solving the problem: minimize f(x) subject to Ax - b \geqq 0 is presented. The method contains ideas based on variable reduction with anti-zig-zagging and acceleration devices based on the Variable Metric Method. Proof of convergence to a Kuhn-Tucker Point, and statement of the rate of convergence when the strict second order sufficiency conditions hold are given.

Date: 1970
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