Brève communication. Performance du gradient réduit généralisé avec une méthode quasi newtonienne pour la programmation non linéaire
RAIRO - Operations Research - Recherche Opérationnelle (1979)
- Volume: 13, Issue: 2, page 209-216
- ISSN: 0399-0559
Access Full Article
topHow to cite
topAbadie, J., and Haggag, A.. "Brève communication. Performance du gradient réduit généralisé avec une méthode quasi newtonienne pour la programmation non linéaire." RAIRO - Operations Research - Recherche Opérationnelle 13.2 (1979): 209-216. <http://eudml.org/doc/104729>.
@article{Abadie1979,
author = {Abadie, J., Haggag, A.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {Nonlinear Programming; Generalized Reduced Gradient; Comparison Of Algorithms},
language = {fre},
number = {2},
pages = {209-216},
publisher = {EDP-Sciences},
title = {Brève communication. Performance du gradient réduit généralisé avec une méthode quasi newtonienne pour la programmation non linéaire},
url = {http://eudml.org/doc/104729},
volume = {13},
year = {1979},
}
TY - JOUR
AU - Abadie, J.
AU - Haggag, A.
TI - Brève communication. Performance du gradient réduit généralisé avec une méthode quasi newtonienne pour la programmation non linéaire
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1979
PB - EDP-Sciences
VL - 13
IS - 2
SP - 209
EP - 216
LA - fre
KW - Nonlinear Programming; Generalized Reduced Gradient; Comparison Of Algorithms
UR - http://eudml.org/doc/104729
ER -
References
top- 1. J. ABADIE, Application of the GRG Algorithm to Optimal Control Problems, in J. ABADIE, ed., Integer and Nonlinear Programming, North-Holland, Amsterdam, 1970, p. 191-211. Zbl0332.90040MR437059
- 2. J. ABADIE, Méthode du Gradient Réduit Généralisé : le code GRGA, Note HI 1756/00, Électricité de France, Paris, février 1975.
- 3. J. ABADIE, The GRG Method for Non-linear Programming, p. 335-362, in H. J. GREENBERG, ed., Design and Implementation of Optimization Software, Sijthoff and Noordhoff, Alphen aan den Rijn, The Netherlands, 1978.
- 4. J. ABADIE, Advances in Non-linear Programming, in K. B. HALEY, ed., Operational Research 78, North-Holland, Amsterdam, 1978, p. 900-930. MR527921
- 5. J. ABADIE et J. CARPENTIER, Généralisation de la méthode du gradient réduit de Wolfe au cas de contraintes non linéaire, Note HR 6678, Électricité de France Paris, (octobre 1965). Zbl0193.19101
- 6. J. ABADIE J. CARPENTIER, Generalization of the Wolfe Reduced Gradient Method to the Case of Nonlinear Constraints, in R. FLETCHER, ed., Optimization, Academic Press, London, 1969, p. 37-47. Zbl0254.90049MR284206
- 7. J. ABADIE et J. GUIGOU, Gradient Réduit Généralisé, Note HI 069/02, Électricité de France, Paris, avril 1969.
- 8. J. ABADIE et J. GUIGOU, Numerical Experiments with the GRG Method, in J. ABADIE, ed., Integer and Non-linear Programming, North-Holland, Amsterdam, 1970. Zbl0331.65041MR441347
- 9. J. ABADIE et A. HAGGAG, Méthode quasi-newtonienne dans une variante du Gradient Réduit Généralisé (GRGAH), Note HI 2458/00, Électricité de France, Paris, août 1977.
- 10. M. AVRIEL, Nonlinear Programming, Prentice-Hall, Englewood Cliffs, New Jersey, 1976. Zbl0361.90035MR489892
- 11. C. G. BROYDEN, A new Double-Rank Minimization Algorithm, Notices Amer. Math. Soc, vol. 16, 1969, p. 670.
- 12. A. R. COLVILLE, A Comparative Study on Non-Linear Programming Codes, Rep. 320-2949, N. Y. Scientific Center, IBM Corp, Yorktown Heights, New York, 1968.
- 13. A. R. COLVILLE, Non-Linear Programming Study Results as of June1970 (private circulation). Zbl0224.90069
- 14. A. R. COLVILLE, A Comparative Study on Nonlinear Programming codes, in H. W. KUHN, ed., Proceedings of the Princeton Symposium on Mathematical Programming, Princeton University Press, Princeton, New Jersey, 1970. Zbl0224.90069MR325248
- 15. W. C. DAVIDON, Variable Metric Method for Minimization, Rep. ANL-5990, Rev. Argonne National Laboratoires, Argonne, 111., 1959.
- 16. D. E. DENNIS et J. J. MORÉ, Quasi Newton Methods, Motivation and Theory, S.I.A.M. Review, vol. 19, (1), 1977, p. 46-89. Zbl0356.65041MR445812
- 17. L. C. W. DIXON, The Choice of Step Length, a Crucial Factor in the Performance of Variable Metric Algorithms, in F. LOOTSMA, ed., Numerical Methods for Non-Linear Optimization, Academic Press, London, 1972, p. 149-170. Zbl0267.65056MR378820
- 18. R. FLETCHER, A New Approach to Variable Metric Algorithms, Computer J., vol., 13, 1970, p. 317-322. Zbl0207.17402
- 19. R. FLETCHER et M. J. D. POWELL, A Rapidly Convergent Descent Method for Minimization, Computer J., vol. 6, 1963, p. 163-168. Zbl0132.11603MR152116
- 20. R. FLETCHER et C. M. REEVES, Function Minimization by Conjugale Gradients, Computer J., vol. 7, 1964, p. 149-154. Zbl0132.11701MR187375
- 21. D. GOLDFARB, A Family of Variable Metric Methods Derived by Variational Means, Math. Comp. vol. 24, 1970, p. 23-26. Zbl0196.18002MR258249
- 22. A. H. HAGGAG, Études d'algorithmes d'optimisation non linéaires : une variante de GRGA, These, C.N.R.S. n° TD493, 6-12-76, Université Pierre-et-Marie-Curie, Paris, 1976.
- 23. D. M. HIMMELBLAU, A Uniform Evaluation of Unconstrained Optimization Techniques, in F. A. LOOTSMA, ed., Numerical Methods for Nonlinear Optimization, Academic Press, London, 1972, p. 69-97. Zbl0267.65053MR375771
- 24. D. M. HIMMELBLAU, Applied Nonlinear Programming, McGraw-Hill, New York, 1972. Zbl0241.90051
- 25. F. A. LOOTSMA, Performance Evaluation of Non-Linear Program Codes from the Viewpoint of a Decision Maker, Paper presented at the IFIP WG 2.5 Working Conference on Performance Evaluation on Numerical Software, Baden (Austria),11-15 December 1978, and at the 5th Conference on Mathematical Programming, Matrafüred (Hungary), 22-26 January 1979.
- 26. E. SANDGREN, The Utility of Nonlinear Programming Algorithms, Ph. D. Thesis, Purdue University, December 1977.
- 27. D. F. SHANNO, Conditioning of Quasi-Newton Methods for Function Minimization, Mathematics of Computation, vol. 24, 1970, p. 617-656. Zbl0225.65073MR274029
- 28. R. L. STAHA, Constrained Optimization via Moving Exterior Truncations, Ph. D. Thesis, The University of Texas at Austin, May 1973. MR2623273
- 29. K. SCHITTKOWSKI, A Numerical Comparison of 13 Nonlinear Programming Codes with Randomly Generated Test Problems, to appear in : L. C. W. DIXON and G. P. SZEGO, eds, Numerical Optimisation of Dynamical Systems, North-Holland Publishing Company, Amsterdam, 1979. Zbl0454.65048MR605693
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.