A hybrid method fur linearly constrained optimisation problems
DOI10.1080/02331938608843136zbMATH Open0599.90101OpenAlexW2037937851MaRDI QIDQ3735487FDOQ3735487
Authors: K. Schönefeld 
Publication date: 1986
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938608843136
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convergence analysispenalty methodhybrid methodnonlinear objective functionorder of convergencelinear constraintsWilson methodcomputation of Kuhn-Tucker- pointsRobinson's-method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical methods based on necessary conditions (49M05) Mathematical programming (90C99)
Cites Work
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- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- A feasible conjugate direction method to solve linearly constrained minimization problems
- A globally and quadratically convergent algorithm for general nonlinear programming problems
- On the global and superlinear convergence of a discretized version of Wilson's method
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- A Method of Conjugate Directions for Linearly Constrained Nonlinear Programming Problems
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Cited In (8)
- Linearization of McCormick relaxations and hybridization with the auxiliary variable method
- Title not available (Why is that?)
- Hybrid procedures for solving some unconstrained nonlinear optimization problems
- On a class fo hybrid methods for smooth constrained optimization
- A solution framework for linear PDE-constrained mixed-integer problems
- A hybrid algorithm for infinitely constrained optimization
- 基于混合搜索的含逻辑“与”“或”的RM优化算法
- On the globalization of Wilson-type optimization methods by means of generalized reduced gradient methods
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