ABS algorithms for linear equations and optimization (Q1593821)
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English | ABS algorithms for linear equations and optimization |
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ABS algorithms for linear equations and optimization (English)
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1 August 2001
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The authors review the basic properties of Abaffy-Broyden-Spedicato (ABS) methods for linear systems and some of their applications to optimization problems. Many subclasses of the ABS class are described : the conjugate directions subclasses, the orthogonally scaled subclass, the Huan algorithm, the implicit LU algorithm, etc., by choosing the parameters of the ABS methods. The quasi-Newton methods, under some conditions, can be embedded in the ABS class. As applications to optimization, the unconstrained optimization case is discussed. The solutions of Kuhn-Tucker equations can be written in ABS form. Also, the simplex method for linear programming in standard form is reformulated via the implicit LX algorithm. The paper has a descriptive form, without theorems, lemmas, definitions.
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conjugate directions method
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orthogonally scaled method
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ABS methods
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quasi-Newton methods
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linear programming
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Abaffy-Broyden-Spedicata methods
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Huan algorithm
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implicit LU algorithm
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unconstrained optimization
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Kuhn-Tucker equations
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simplex method
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