The Variable Reduction Method for Nonlinear Programming
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Publication:5609872
DOI10.1287/MNSC.17.3.146zbMATH Open0209.22803OpenAlexW1992817525MaRDI QIDQ5609872FDOQ5609872
Authors: Garth P. McCormick 
Publication date: 1970
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.17.3.146
Cited In (14)
- Bayesian evidence test for precise hypotheses
- Converting general nonlinear programming problems into separable programming problems with feedforward neural networks.
- An accelerated conjugate direction method to solve linearly constrained minimization problems
- The if-problem in automatic differentiation
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- A new linesearch method for quadratically constrained convex programming
- Approximating saddle points as equilibria of differential inclusions
- A Newton-type univariate optimization algorithm for locating the nearest extremum
- Soft variable-structure controls: a survey
- Algoritmo risolutivo per una classe particolare di problemi di minimo vincolato
- An algorithm for linearly constrained nonlinear programming problems
- Large-scale linearly constrained optimization
- Error analysis for convex separable programs: Bounds on optimal and dual optimal solutions
- An efficient algorithm for minimizing barrier and penalty functions
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