The Conjugate Residual Method for Constrained Minimization Problems

DOI10.1137/0707032zbMath0209.17601OpenAlexW2084856910MaRDI QIDQ5609709

David G. Luenberger

Publication date: 1970

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0707032

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to single equations (65H05)

Related Items (18)

Conjugate gradient and minimal residual method for solving symmetric indefinite systems ⋮ Branch Cuts of Stokes Wave on Deep Water. Part I: Numerical Solution and Padé Approximation ⋮ Computational methods of linear algebra ⋮ Conjugate gradient-type algorithms for a finite-element discretization of the Stokes equations ⋮ An Optimal Preconditioner for a Class of Saddle Point Problems with a Penalty Term ⋮ ON THE BOUNDARY INTEGRAL EQUATION TREATMENT OF EXTERIOR ACOUSTIC PROBLEMS ⋮ Numerically stable fluid-structure interactions between compressible flow and solid structures ⋮ Minimization methods with constraints ⋮ Subspace selection algorithms to be used with the nonlinear projection methods in solving systems of nonlinear equations ⋮ Method of optimum control ⋮ A first order, exact penalty function algorithm for equality constrained optimization problems ⋮ Pipelined, Flexible Krylov Subspace Methods ⋮ Optimal filter design subject to output sidelobe constraints: Computational algorithm and numerical results ⋮ The Conjugate Residual Method in Linesearch and Trust-Region Methods ⋮ An approach to nonlinear programming ⋮ Stochastic optimization problems with nondifferentiable cost functionals ⋮ On the simplification of generalized conjugate-gradient methods for nonsymmetrizable linear systems ⋮ Planar quasi-Newton algorithms for unconstrained saddlepoint problems

This page was built for publication: The Conjugate Residual Method for Constrained Minimization Problems