A numerically stable reduced-gradient type algorithm for solving large- scale linearly constrained minimization problems

DOI10.1016/0305-0548(91)90038-SzbMATH Open0717.90069OpenAlexW2026255417MaRDI QIDQ2638951FDOQ2638951

Authors: Herminio Simões Gomes, J. M. Martínez 

Publication date: 1991

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(91)90038-s

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zbMATH Keywords

orthogonal transformationslarge-scale linearly constrained minimizationreduced-gradient type algorithm

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Methods of reduced gradient type (90C52)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Large-scale linearly constrained optimization
• Title not available (Why is that?)
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
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• Function minimization by conjugate gradients
• Methods of conjugate gradients for solving linear systems
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• An approach to nonlinear programming
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• Least Squares Computations by Givens Transformations Without Square Roots
• Projected Newton Methods for Optimization Problems with Simple Constraints
• A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
• A stabilization of the simplex method
• On the eigenvalue distribution of a class of preconditioning methods
• The simplex method of linear programming using LU decomposition
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• A numerically stable optimization method based on A homogeneous function
• An algorithm for solving sparse nonlinear least squares problems
• Augmentability in optimization theory
• Staircase Matrices and Systems
• Solution of sparse linear least squares problems using Givens rotations
• An algorithm that minimizes homogeneous functions of \(n\) variables in \(n + 2\) iterations and rapidly minimizes general functions
• Computational experience with conjugate gradient algorithms
• Optimization with staircase structure: An application to generation scheduling
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Cited In (4)

• A preconditioned conjugate gradient approach to linear equality constrained minimization
• Robust reduction of a class of large-scale linear programs
• A subgradient-based optimization for reservois system management
• Title not available (Why is that?)

Uses Software

• LSQR
• MINOS
• CRAIG

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