Simulations of Computer, Telecommunications, Control and Social Systems

Sequence relaxation methods for stiff optimization problems

I. G. Chernorutskiy

St. Petersburg State Polytechnical University

Abstract: New sequence relaxation methods are discussed. In contrast to the classical relaxation procedures, the methods retain the convergence and efficiency for non-convex nonlinear programming problems under conditions of high stiffness of target functionals.

Keywords: sequence relaxation methods, non-convex optimization problems, stiff functionals.

UDC: 681.3.06