A super-linear convergent gradient projection type algorithm for linearly constrained problems (Q761975): Difference between revisions

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A super-linear convergent gradient projection type algorithm for linearly constrained problems
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    A super-linear convergent gradient projection type algorithm for linearly constrained problems (English)
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    1984
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    By combining the Davidon-Fletcher-Powell variable metric method with an algorithm using only one gradient projection matrix at each iteration, the author gives a superlinear convergent method for solving linearly constrained problems with convex objective functions.
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    linear constraints
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    superlinear convergence
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    variable metric method
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    gradient projection
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    convex objective functions
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