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An example of cycling in a feasible point algorithm
Authors:M J D Powell
Institution:(1) DAMTP, University of Cambridge, England
Abstract:An example shows that, if in Rosen's 4] algorithm for calculating a point that satisfies linear constraints a natural criterion is used to select constraints to delete from active sets, then the algorithm may cycle instead of converging. There are no degeneracies in the example.
Keywords:Active Set  Cycling  Feasible Point  Linear Constraints
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