An analysis and modification of a unified phase 1-phase 2 semi-infinite constrained optimization algorithm

In this paper, we analize the effect of a steering water used in a unified phase I-phase II semi-infinite constrained optimization algorithm and present a new algorithm based on the facts that when the point x is far away from the feasible region where all the constraints are satisfied, reaching to the feasible region is more important than minimizing the cost function and that when the point x is near the region, it is more efficient to try to reach the feasible region and to minimize the cost function concurrently. Also, the angle between the search direction vector and the gradient of the cost function is considered when the steering parameter value is computed. Even though changing the steering parameter does not change the rate of convergence of the algorithm, we show through some examples that the proposed algorithm performs better than the other algorithms.