Conjugate gradient methods for linearly constrained nonlinear programming

DOI10.1007/BFB0120952zbMath0477.90062OpenAlexW153695742MaRDI QIDQ3934156

Roy E. Marsten, David F. Shanno

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bfb0120952

zbMATH Keywords

sparse matrixsimplex methodcomputational resultsreduced gradient methodlinearly constrained nonlinear programmingbasis changesuperbasic variablelarge- scale systemssearch direction determination

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Related Items (6)

A local MM subspace method for solving constrained variational problems in image recovery ⋮ Convergence properties of a class of reduced gradient algorithms in linearly constrained minimization ⋮ A general convergence theorem for the reduced gradient method ⋮ On diagonally-preconditioning the 2-step BFGS method with accumulated steps for linearly constrained nonlinear programming ⋮ On diagonally preconditioning the truncated Newton method for super-scale linearly constrained nonlinear prrogramming ⋮ Dealing with degeneracy in reduced gradient algorithms

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