A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems

DOI10.2307/2005320MaRDI QIDQ4122708zbMATH OpenOpenAlexFDO

Authors Michael J. Best, Klaus Ritter

Publication date 1976

Full work available at URL https://doi.org/10.2307/2005320

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

Cites work

• scientific article; zbMATH DE number 3159112 (Why is no real title available?)
• scientific article; zbMATH DE number 3302906 (Why is no real title available?)
• scientific article; zbMATH DE number 3308855 (Why is no real title available?)
• scientific article; zbMATH DE number 3356498 (Why is no real title available?)
• A Method of Conjugate Directions for Linearly Constrained Nonlinear Programming 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
• An accelerated conjugate direction method to solve linearly constrained minimization problems
• Minimization of functions having Lipschitz continuous first partial derivatives

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
• A globally and quadratically convergent algorithm for general nonlinear programming problems
• Equivalence of some quadratic programming algorithms

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