Conjugate gradient methods for linearly constrained nonlinear programming

DOI10.1007/BFB0120952MaRDI QIDQ3934156zbMATH OpenOpenAlexFDO

Authors David F. Shanno, Roy E. Marsten

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 matrixcomputational resultssimplex methodreduced 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)

Cited in

(6)

• A local MM subspace method for solving constrained variational problems in image recovery
• A general convergence theorem for the reduced gradient method
• Convergence properties of a class of reduced gradient algorithms in linearly constrained minimization
• 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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