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On the numerical feasibility of continuation methods for nonlinear programming problems
Abstract:In the present paper the radius of convergence of a class of locally convergent nonlinear programming algorithms (containing Robinson's and Wilson's methods) applied to a parametric nonlinear programming problem is estimated. A consequence is the numerical feasibility of globalizations of Robinson's and Wilson's methods by means of continuation techniques.
Keywords:Optimal stopping  best choice problem  secretary problem
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