On the number of inner iterations per outer iteration of a globally convergent algorithm for optimization with general nonlinear inequality constraints and simple bounds

On the number of inner iterations per outer iteration of a globally convergent algorithm for optimization with general nonlinear inequality constraints and simple bounds

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Article ID: iaor19981455
Country: Netherlands
Volume: 7
Issue: 1
Start Page Number: 41
End Page Number: 69
Publication Date: Jan 1997
Journal: Computational Optimization and Applications
Authors: , ,
Keywords: computational analysis
Abstract:

This paper considers the number of inner iterations required per outer iteration for the algorithm proposed by Conn et al. We show that asymptotically, under suitable reasonable assumptions, a single inner iteration suffices.

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