The GRG algorithm terminates when it
A) has completed 100 iterations.
B) has reached the global optimal solution.
C) detects no feasible direction for improvement.
D) reaches the steepest gradient.

Question

Quizplus · Accepted Answer

The GRG algorithm (Generalized Reduced Gradient algorithm) is a nonlinear programming optimization algorithm. It terminates when it detects no feasible direction for improvement, which means it has reached a local optimal solution. Therefore, the best choice is C. Option A is not a reliable termination criterion, as the algorithm may need more or fewer iterations than 100 to converge. Option B is only valid if the problem is convex, which is not guaranteed. Option D is a characteristic of the steepest descent algorithm, which is different from GRG.

The GRG Algorithm Terminates When It