Linearly constrained optimization

DOI10.1007/BF02243146MaRDI QIDQ1122324zbMATH OpenFDO

Authors G. M. Ostrovskij, M. G. Ostrovskij, T. A. Berezhinskij

Publication date 1989

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02243146

zbMATH Keywords

algorithmconjugate gradientslinearly constrained optimizationnumerical tests

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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Cites work

• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• An accelerated conjugate direction method to solve linearly constrained minimization problems
• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
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• Methods for Modifying Matrix Factorizations

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