Convergence conditions for nonlinear programming algorithms

Citation
I. Zangwill, Willard, Convergence conditions for nonlinear programming algorithms, Management science , 16(1, Theory ), 1969, pp. 1-13
Journal title
ISSN journal
00251909
Volume
16
Issue
1, Theory
Year of publication
1969
Pages
1 - 13
Database
ACNP
SICI code
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.