Properties of the sequential gradient-restoration algorithm (SGRA). II: Convergence analysis

DOI10.1007/BF00939632zbMath0651.90069WikidataQ113108476 ScholiaQ113108476MaRDI QIDQ1106734

S. H. Smith

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

global convergencefeasibility restorationnonlinear constraintsasymptotic rate of convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of reduced gradient type (90C52)

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Cites Work

• On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
• Properties of the sequential gradient-restoration algorithm (SGRA). I: Introduction and comparison with related methods
• A Newton-Raphson method for the solution of systems of equations
• On the asymptotic directions of the s-dimensional optimum gradient method
• Sequential gradient-restoration algorithm for the minimization of constrained functions. Ordinary and conjugate gradient versions
• Minimization of functions having Lipschitz continuous first partial derivatives
• Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problem
• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
• On the Use of Approximations in Algorithms for Optimization Problems with Equality and Inequality Constraints
• On Steepest Descent
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
• The Gradient Projection Method Along Geodesics
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