Matrix factorizations in optimization of nonlinear functions subject to linear constraints
From MaRDI portal
Publication:4152044
DOI10.1007/BF01580651zbMath0374.90060WikidataQ114233959 ScholiaQ114233959MaRDI QIDQ4152044
Publication date: 1976
Published in: Mathematical Programming (Search for Journal in Brave)
Related Items
Factorized Variable Metric Methods for Unconstrained Optimization ⋮ An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming ⋮ On the ABS algorithm with singular initial matrix and its application to linear programming ⋮ A numerically stable dual method for solving strictly convex quadratic programs ⋮ A reduced-space line-search method for unconstrained optimization via random descent directions ⋮ A weighted gram-schmidt method for convex quadratic programming ⋮ Matrix factorizations in optimization of nonlinear functions subject to linear constraints — an addendum ⋮ A computational study of active set strategies in nonlinear programming with linear constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An alternate implementation of Goldfarb's minimization algorithm
- Factorized Variable Metric Methods for Unconstrained Optimization
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
- Methods for Modifying Matrix Factorizations
- A Rapidly Convergent Descent Method for Minimization
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- The least squares problem and pseudo-inverses
- A Family of Variable-Metric Methods Derived by Variational Means
- The Convergence of a Class of Double-rank Minimization Algorithms
- A new approach to variable metric algorithms
- Conditioning of Quasi-Newton Methods for Function Minimization
- A General Quadratic Programming Algorithm
- The Solution of Large Sparse Unsymmetric Systems of Linear Equations
- Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results
- Quasi-Newton Methods for Unconstrained Optimization