An alternate implementation of Goldfarb's minimization algorithm
From MaRDI portal
Publication:4068458
DOI10.1007/BF01580443zbMath0309.90047MaRDI QIDQ4068458
Publication date: 1975
Published in: Mathematical Programming (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Linear programming (90C05)
Related Items
A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity, Shape derivative of discretized problems, A class of differential descent methods for constrained optimization, Matrix factorizations in optimization of nonlinear functions subject to linear constraints, Large-scale linearly constrained optimization, Algorithms for nonlinear constraints that use lagrangian functions, An algorithm for minimizing a differentiable function subject to box constraints and errors, Shape optimization for non-smooth geometry in two dimensions, Procedures for optimization problems with a mixture of bounds and general linear constraints, Evaluating computational efficiency: A stochastic approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A stabilization of the simplex method
- The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
- A Rapidly Convergent Descent Method for Minimization
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- The Solution of Large Sparse Unsymmetric Systems of Linear Equations
- Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results