Numerical study on some feasible direction methods in mathematical programming

Any method of the feasible directions is an iterative procedure based on three main points: a)computation of an initial point; b)computation of a feasible direction; c)computation of an optimum point along a direction. In this paper the Zoutendijk method in Euclidean norm, the Rosen method and some slight modifications are studied. In [16] some efficient algorithms for computing the initial point and the optimum point along a direction are discussed. Here efficient procedures are described for the computation of the direction. Only linearly constrained problems are taken into account; besides, it is known that non linaerly constrained ones. Convergence properties can be found in [9], [13], [15].