An algorithm for linearly constrained nonlinear programming problems
From MaRDI portal
Publication:1151830
DOI10.1016/0022-247X(81)90047-0zbMath0458.90064OpenAlexW2018536704MaRDI QIDQ1151830
Jamie J. Goode, Mokhtar S. Bazaraa
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
polyhedral conequadratic approximationArmijo line searchsecond order optimality conditionslinearly constrained nonlinear programmingalmost binding constraintscomputation of correction vectorsleast distance programming problemMukai's approximate scheme
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An algorithm for finding the shortest element of a polyhedral set with application to Lagrangian duality
- Minimization of functions having Lipschitz continuous first partial derivatives
- Stability of the solution of definite quadratic programs
- Readily implementable conjugate gradient methods
- Exact penalty functions in nonlinear programming
- Newton-type methods for unconstrained and linearly constrained optimization
- Large-scale linearly constrained optimization
- A scheme for determining stepsizes for unconstrained optimization methods
- The Convex Simplex Method
- On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming
- Second Order Conditions for Constrained Minima
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- The Variable Reduction Method for Nonlinear Programming
- The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints