An accurate arithmetic to develop sequential algorithms for constrained optimization probelms

Abstract EN

In this paper vvc describe a procedure for computing accurate scalar products of real-valued vectors.

This procedure is used to demonstrate the extent to which the technique can improve the convergence of the sequential algorithms for constrained optimization methods.

We also give a brief discussion of the effects of rounding error on the sequential algorithms for constrained optimization methods and how to treat it by the update algorithm for the constrained optimization algorithms.

Practical results indicate that the modified constrained algorithm is better than the standard constrained optimization algorithm.