A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems
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Publication:4122708
DOI10.2307/2005320zbMATH Open0352.65036OpenAlexW4256452934MaRDI QIDQ4122708FDOQ4122708
Authors: Michael J. Best, Klaus Ritter 
Publication date: 1976
Full work available at URL: https://doi.org/10.2307/2005320
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Cites Work
- Minimization of functions having Lipschitz continuous first partial derivatives
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- An accelerated conjugate direction method to solve linearly constrained minimization problems
- A method to accelerate the rate of convergence of a class of optimization algorithms
- A superlinearly convergent method for minimization problems with linear inequality constraints
- Accelerating procedures for methods of conjugate directions
- A Method of Conjugate Directions for Linearly Constrained Nonlinear Programming Problems
Cited In (6)
- An algorithm for portfolio optimization with variable transaction costs. I: Theory
- A method to increase the computational efficiency of certain quadratic programming algorithms
- Nonlinear leastpth optimization and nonlinear programming
- A quasi-Newton method can be obtained from a method of conjugate directions
- Equivalence of some quadratic programming algorithms
- A globally and quadratically convergent algorithm for general nonlinear programming problems
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