Proof of Convergence for a Modification of Goldfarb's Algorithm

DOI10.1287/MOOR.6.2.233MaRDI QIDQ3657794zbMATH OpenOpenAlexFDO

Authors Jürgen Fischer

Publication date 1981

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.6.2.233

zbMATH Keywords

linearly constrained minimizationsuperlinear convergencevariable metric methods

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cited in

(1)

• A dual differentiable exact penalty function

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