Linearly constrained optimization (Q1122324)

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Linearly constrained optimization
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    Linearly constrained optimization (English)
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    1989
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    For linearly constrained optimization problems an algorithm is presented which is based on conjugate gradients. Theoretical considerations are not given. Some numerical tests demonstrate a good behaviour of the algorithm.
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    linearly constrained optimization
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    algorithm
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    conjugate gradients
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    numerical tests
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