Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
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Publication:5578032
DOI10.1137/0117067zbMATH Open0185.42602OpenAlexW2050850334MaRDI QIDQ5578032FDOQ5578032
Authors: Donald Goldfarb
Publication date: 1969
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0117067
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- A convergence theorem of Rosen’s gradient projection method
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- Discussion on the convergence of Rosen's gradient projection method
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