Matrix factorizations in optimization of nonlinear functions subject to linear constraints
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Publication:4152044
Cites work
- scientific article; zbMATH DE number 3523319 (Why is no real title available?)
- scientific article; zbMATH DE number 3430031 (Why is no real title available?)
- scientific article; zbMATH DE number 3340762 (Why is no real title available?)
- scientific article; zbMATH DE number 3363343 (Why is no real title available?)
- scientific article; zbMATH DE number 3423827 (Why is no real title available?)
- A Family of Variable-Metric Methods Derived by Variational Means
- A General Quadratic Programming Algorithm
- A Rapidly Convergent Descent Method for Minimization
- A new approach to variable metric algorithms
- An alternate implementation of Goldfarb's minimization algorithm
- Conditioning of Quasi-Newton Methods for Function Minimization
- Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
- Factorized Variable Metric Methods for Unconstrained Optimization
- Methods for Modifying Matrix Factorizations
- Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results
- Quasi-Newton Methods for Unconstrained Optimization
- The Convergence of a Class of Double-rank Minimization Algorithms
- The Solution of Large Sparse Unsymmetric Systems of Linear Equations
- The least squares problem and pseudo-inverses
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
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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