Projected gradient methods for linearly constrained problems

DOI10.1007/BF02592073zbMath0634.90064OpenAlexW2098132613MaRDI QIDQ3773706

Jorge J. Moré, Paul H. Calamai

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592073

zbMATH Keywords

large scale problemsbound constrained problemsconvergence theorygradient projection methodlinearly constrained problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Methods of reduced gradient type (90C52)

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• A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
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• On the Identification of Active Constraints
• Projection methods for variational inequalities with application to the traffic assignment problem
• Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
• On the Goldstein-Levitin-Polyak gradient projection method
• Projected Newton Methods for Optimization Problems with Simple Constraints
• Convex programming in Hilbert space
• The conjugate gradient method in extremal problems
• The Gradient Projection Method under Mild Differentiability Conditions

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