An improved algorithm for optimization problems with functional inequality constraints

Abstract

This paper presents an algorithm for optimization problems with distributed constraints. The algorithm is of the combined phase I-phase II feasible directions type, similar to one proposed by Polak and Mayne. It was developed as an improved version of the Polak-Mayne algorithm; by performing certain approximations in a different way it was possible to eliminate an expensive test required by Polak and Mayne.