scholarly journals A feasible direction method for the semidefinite program with box constraints

2011 ◽  
Vol 24 (11) ◽  
pp. 1874-1881 ◽  
Author(s):  
Yi Xu ◽  
Wenyu Sun ◽  
Liqun Qi
Author(s):  
Yong Chen ◽  
Bailin Li

Abstract The Feasible Direction Method of Zoutendijk has proven to be one of the efficient algorithm currently available for solving nonlinear programming problems with only inequality type constraints. Since in the case of having equality type constraints, there does not exist nonzero direction close to the feasible region, the traditional algorithm can not work properly. In this paper, a modified feasible direction finding technique has been proposed in order to handle nonlinear equality constraints for the Feasible Direction Method. The algorithm is based on searching along directions intersecting the tangent of the equality constraints at some angle which makes the move toward the interior of the feasible region.


2005 ◽  
Vol 38 (1) ◽  
pp. 152-157 ◽  
Author(s):  
Vladislav B. Tadić ◽  
Nenad Vlajković ◽  
Efstratios C. Kyriakopoulos

2014 ◽  
Vol 56 (1) ◽  
pp. 91-103 ◽  
Author(s):  
S. F. TANTAWY

AbstractIn this paper a feasible direction method is presented to find all efficient extreme points for a special class of multiple objective linear fractional programming problems, when all denominators are equal. This method is based on the conjugate gradient projection method, so that we start with a feasible point and then a sequence of feasible directions towards all efficient adjacent extremes of the problem can be generated. Since methods based on vertex information may encounter difficulties as the problem size increases, we expect that this method will be less sensitive to problem size. A simple production example is given to illustrate this method.


1989 ◽  
Vol 111 (3) ◽  
pp. 442-445
Author(s):  
Yong Chen ◽  
Bailin Li

The Feasible Direction Method of Zoutendijk has proven to be one of the most efficient algorithms currently available for solving nonlinear programming problems with only inequality type constraints. Since in the case of equality type constraints, there exists no nonzero direction close to the feasible region, the traditional algorithm cannot work properly. In this paper, a modified feasible direction finding technique has been proposed in order to handle nonlinear equality constraints for the Feasible Direction Method. The algorithm is based on searching along directions intersecting the tangent of the equality constraints at some angle which makes the move toward the interior of the feasible region.


Sign in / Sign up

Export Citation Format

Share Document