On the Number of Inner Iterations Per Outer Iteration of a Globally Convergent Algorithm for Optimization with General Nonlinear Inequality Constraints and Simple Bounds

A.R. Conn; N.I.M. Gould; Ph.L. Toint

doi:10.1023/A:1008667728545

COAP

Paper

01 Jan 1997

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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Abstract

This paper considers the number of inner iterations required per outer iteration for the algorithm proposed by Conn et al. [9]. We show that asymptotically, under suitable reasonable assumptions, a single inner iteration suffices.

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