A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints

Published Online:https://doi.org/10.1287/mnsc.21.1.13

The purpose of this paper is to furnish a computational scheme for a class of programming problems with nonlinear constraints. The algorithm is sequential in nature, producing a sequence of feasible solutions whose limit points are optimal solutions of the original problem. Further, with a view to accelerating convergence we suggest two variants of the solution procedure.

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