A super-linear convergent gradient projection type algorithm for linearly constrained problems

DOI10.1016/0377-2217(84)90288-1MaRDI QIDQ761975zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 1984

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(84)90288-1

zbMATH Keywords

convex objective functionsgradient projectionlinear constraintssuperlinear convergencevariable metric method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Review text

By combining the Davidon-Fletcher-Powell variable metric method with an algorithm using only one gradient projection matrix at each iteration, the author gives a superlinear convergent method for solving linearly constrained problems with convex objective functions.

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Cites work

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(15)

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• A class of trust region methods for linear inequality constrained optimization and its theory analysis. II: Local convergence rate and numerical tests
• A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
• Superlinearly convergent exact penalty projected structured hessian updating schemes for constrained nonlinear least squares: asymptotic analysis
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• Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares
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• scientific article; zbMATH DE number 818543 (Why is no real title available?)
• scientific article; zbMATH DE number 913250 (Why is no real title available?)
• A superlinearly convergent projection method for constrained systems of nonlinear equations

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