A super-linear convergent gradient projection type algorithm for linearly constrained problems (Q761975)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A super-linear convergent gradient projection type algorithm for linearly constrained problems |
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A super-linear convergent gradient projection type algorithm for linearly constrained problems (English)
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1984
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By combining the Davidon-Fletcher-Powell variable metric method with an algorithm using only one gradient projection matrix at each iteration, the author gives a superlinear convergent method for solving linearly constrained problems with convex objective functions.
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linear constraints
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superlinear convergence
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variable metric method
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gradient projection
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convex objective functions
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