ON THE GLOBALIZATION OF WILSON-TYPE OPTIMIZATION METHODS BY MEANS OF GENERALIZED REDUCED GRADIENT METHODS.

For solving nonlinear optimization problems, i. e. for the determination of Kuhn-Tucker points a numerical method is proposed. The considerations continue investigations of Best/Braeuninger/Ritter/Robinson and Kleinmichel/Richter/Schoenefeld. In these papers different local methods are combined with a penalty method in such a way that global convergence can be guaranteed. In order to show that the basic principle of coupling is applicable to a number of further globally convergent methods a local Wilson-type method is now initialized by a feasible direction method that uses reduced gradients. In both phases of the method similar subproblems occur. Therefore in contrast to the papers mentioned above systems of linear equations have to be solved exclusively.