Feasible Direction Method
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Du, D.-Z., Wu, W., Pardalos, P. M. and Sohaee, N. 2011. Feasible Direction Method. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
The feasible direction method is an important class of algorithms for solving constrained nonlinear optimization problems. In this article, we survey various historical issues about them, including their global convergence and extension to nonlinear constrained optimization.
- feasible direction method;
- Rosen's method;
- Wolfe's method;
- Zoutendijk's method;
- global convergence