An alternate implementation of Goldfarb's minimization algorithm

DOI10.1007/BF01580443zbMath0309.90047MaRDI QIDQ4068458

Albert G. Buckley

Publication date: 1975

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

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Linear programming (90C05)

Related Items (10)

A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity ⋮ Shape derivative of discretized problems ⋮ A class of differential descent methods for constrained optimization ⋮ Matrix factorizations in optimization of nonlinear functions subject to linear constraints ⋮ Large-scale linearly constrained optimization ⋮ Algorithms for nonlinear constraints that use lagrangian functions ⋮ An algorithm for minimizing a differentiable function subject to box constraints and errors ⋮ Shape optimization for non-smooth geometry in two dimensions ⋮ Procedures for optimization problems with a mixture of bounds and general linear constraints ⋮ Evaluating computational efficiency: A stochastic approach

Cites Work

• A stabilization of the simplex method
• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
• A Rapidly Convergent Descent Method for Minimization
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• The Solution of Large Sparse Unsymmetric Systems of Linear Equations
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results
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