ABSTRACT

To solve the general nonlinear optimization problem above most state of the art methods construct successive approximate subproblems P˜[k], k= 1, 2, 3, . . . at successive approximations x{k} to the solution x∗. The solution of subproblem P˜[k] is x{k∗}, which may be obtained by using any suitable continuous programming method. Then x{k+1} = x{k∗} is the minimizer of subproblem P˜[k].