An algorithm for linearly constrained nonlinear programming problems

DOI10.1016/0022-247X(81)90047-0MaRDI QIDQ1151830zbMATH OpenOpenAlexFDO

Authors Mokhtar S. Bazaraa, Jamie J. Goode

Publication date 1981

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(81)90047-0

zbMATH Keywords

almost binding constraintsArmijo line searchcomputation of correction vectorsleast distance programming problemlinearly constrained nonlinear programmingMukai's approximate schemepolyhedral conequadratic approximationsecond order optimality conditions

Mathematics Subject Classification ID

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

Cites work

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• Large-scale linearly constrained optimization
• Minimization of functions having Lipschitz continuous first partial derivatives
• Newton-type methods for unconstrained and linearly constrained optimization
• On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming
• Readily implementable conjugate gradient methods
• Second Order Conditions for Constrained Minima
• Stability of the solution of definite quadratic programs
• The Convex Simplex Method
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
• The Variable Reduction Method for Nonlinear Programming

Cited in

(1)

• A least-distance programming procedure for minimization problems under linear constraints

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