| Title:
|
Quasi-Newton methods without projections for linearly constrained minimization (English) |
| Author:
|
Lukšan, Ladislav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
18 |
| Issue:
|
4 |
| Year:
|
1982 |
| Pages:
|
307-319 |
| . |
| Category:
|
math |
| . |
| MSC:
|
49D37 |
| MSC:
|
65K05 |
| MSC:
|
90C30 |
| idZBL:
|
Zbl 0514.65048 |
| idMR:
|
MR688369 |
| . |
| Date available:
|
2009-09-24T17:28:53Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125371 |
| . |
| Reference:
|
[1] J. T. Betts: An accelerated multiplier method for nonlinear programming.J. Optim. Theory Appl. 21 (1977), 2, 137-174. Zbl 0325.65027, MR 0432224 |
| Reference:
|
[2] W. C. Davidon: Optimally conditioned optimization algorithms without line searches.Math. Programming 9 (1975), 1,1-30. Zbl 0328.90055, MR 0383741 |
| Reference:
|
[3] P. E. Gill W. Murray: A numerically stable form of the simplex algorithm.Linear Algebra Appl. 7 (1973), 2, 99-138. MR 0321519 |
| Reference:
|
[4] P. E. Gill W. Murray: Newton-type methods for unconstrained and linearly constrained optimization.Math. Programming 7 (1974), 3, 311 - 350. MR 0356503 |
| Reference:
|
[5] D. Goldfarb: Extension of Davidon's variable metric method to maximization under inequality and equality linear constraints.SIAM J. Appl. Math. 17 (1969), 4, 739-764. MR 0290799 |
| Reference:
|
[6] L. Lukšan: Quasi-Newton methods without projections for unconstrained minimization.Kybernetika 18 (1892), 4, 290-306. MR 0688368 |
| Reference:
|
[7] K. Ritter: A variable metric method for linearly constrained minimization problems.In: Nonlinear Programming 3 (O. L. Mangasarian, R. R. Meyer, S. M. Robinson eds.). Academic Press, London 1978. Zbl 0464.65041, MR 0507864 |
| Reference:
|
[8] W. Hock K. Schittkowski: Test Examples for Nonlinear Programming Codes.(Lecture Notesin Economics and Mathematical Systems 187.) Springer - Verlag, Berlin-Heidelberg-New York 1981. MR 0611512 |
| . |
