A Modification of Feasible Direction Optimization Method for Handling Equality Constraints

Abstract

The Feasible Direction Method of Zoutendijk has proven to be one of the most efficient algorithms currently available for solving nonlinear programming problems with only inequality type constraints. Since in the case of equality type constraints, there exists no nonzero direction close to the feasible region, the traditional algorithm cannot work properly. In this paper, a modified feasible direction finding technique has been proposed in order to handle nonlinear equality constraints for the Feasible Direction Method. The algorithm is based on searching along directions intersecting the tangent of the equality constraints at some angle which makes the move toward the interior of the feasible region.