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Feasible Direction Method

  1. Ding-Zhu Du1,
  2. Weili Wu1,
  3. Panos M. Pardalos2,
  4. Nassim Sohaee3

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0320

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. 1

    University of Texas at Dallas, Department of Computer Science, Richardson, Texas

  2. 2

    University of Florida, Center for Applied Optimization, Department of Industrial and Systems Engineering and Biomedical Engineering, Gainesville, Florida

  3. 3

    University of Texas Southwestern Medical Center, Department of Clinical Sciences, Dallas, Texas

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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.

Keywords:

  • feasible direction method;
  • Rosen's method;
  • Wolfe's method;
  • Zoutendijk's method;
  • global convergence