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)

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Cites work

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• On the Convergence of Gradient Methods under Constraint
• On the Convergence of the Variable Metric Algorithm

Cited in

(15)

• A class of superlinearly convergent projection algorithms with relaxed stepsizes
• A robust superlinearly convergent algorithm for linearly constrained optimization problems under degeneracy
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• A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence
• 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
• A variation of Goldfarb's method for linearly constrained optimization problems and its superlinear convergence rate
• scientific article; zbMATH DE number 4154228 (Why is no real title available?)
• scientific article; zbMATH DE number 37083 (Why is no real title available?)
• Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares
• scientific article; zbMATH DE number 943285 (Why is no real title available?)
• 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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