A　GENERAL　TECHNIQUE　FOR　DEALING　WITH　DEGENERACY　IN　REDUCED　GRADIENT　METHODS　FOR　LINEARLY　CONSTRAINED　NONLINEAR　PROGRAMMING  

作　　者：韩继业 胡晓东 

出　　处：《Acta Mathematicae Applicatae Sinica》1994年第1期90-101,共12页应用数学学报（英文版）

摘　　要：In this paper we discuss the degeneracy in nonlinear programming with linear constraints, and give a technique for dealing with degeneracy in a general model of reduced gradient algorithms. Under the assumption that the objective function is continuously differentiable, we prove that either the iterative sequence {xk} generated by the method terminates at a Kuhn-Tucker point after a finite number of iterations, or any cluster point of the sequence {xk} is a KuhnTucker point.In this paper we discuss the degeneracy in nonlinear programming with linear constraints, and give a technique for dealing with degeneracy in a general model of reduced gradient algorithms. Under the assumption that the objective function is continuously differentiable, we prove that either the iterative sequence {xk} generated by the method terminates at a Kuhn-Tucker point after a finite number of iterations, or any cluster point of the sequence {xk} is a KuhnTucker point.

关 键 词：DEGENERACY reduced gradient algorithms pivoting operation global convergence nonlinear programming 

分 类 号：O221.2[理学—运筹学与控制论]