Matrix factorizations in optimization of nonlinear functions subject to linear constraints

DOI10.1007/BF01580651zbMATH Open0374.90060WikidataQ114233959 ScholiaQ114233959MaRDI QIDQ4152044FDOQ4152044

Authors: Donald Goldfarb 

Publication date: 1976

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Nonlinear programming (90C30)

Cites Work

• Methods for Modifying Matrix Factorizations
• A General Quadratic Programming Algorithm
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• A Rapidly Convergent Descent Method for Minimization
• 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
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• The least squares problem and pseudo-inverses
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• Updated triangular factors of the basis to maintain sparsity in the product form simplex method
• 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
• Factorized Variable Metric Methods for Unconstrained Optimization
• Quasi-Newton Methods for Unconstrained Optimization
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• An alternate implementation of Goldfarb's minimization algorithm
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Cited In (8)

• A computational study of active set strategies in nonlinear programming with linear constraints
• A weighted gram-schmidt method for convex quadratic programming
• A reduced-space line-search method for unconstrained optimization via random descent directions
• 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
• Matrix factorizations in optimization of nonlinear functions subject to linear constraints — an addendum
• Factorized Variable Metric Methods for Unconstrained Optimization

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