Méthode du GRG, méthode de Newton globale et application à la programmation mathématique

Jean Abadie; Gabriel Guerrero

RAIRO - Operations Research - Recherche Opérationnelle (1984)

  • Volume: 18, Issue: 4, page 319-351
  • ISSN: 0399-0559

How to cite

top

Abadie, Jean, and Guerrero, Gabriel. "Méthode du GRG, méthode de Newton globale et application à la programmation mathématique." RAIRO - Operations Research - Recherche Opérationnelle 18.4 (1984): 319-351. <http://eudml.org/doc/104860>.

@article{Abadie1984,
author = {Abadie, Jean, Guerrero, Gabriel},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {homotopy or continuation method; system of nonlinear equations; Global Newton Method; General Reduced Gradient},
language = {fre},
number = {4},
pages = {319-351},
publisher = {EDP-Sciences},
title = {Méthode du GRG, méthode de Newton globale et application à la programmation mathématique},
url = {http://eudml.org/doc/104860},
volume = {18},
year = {1984},
}

TY - JOUR
AU - Abadie, Jean
AU - Guerrero, Gabriel
TI - Méthode du GRG, méthode de Newton globale et application à la programmation mathématique
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1984
PB - EDP-Sciences
VL - 18
IS - 4
SP - 319
EP - 351
LA - fre
KW - homotopy or continuation method; system of nonlinear equations; Global Newton Method; General Reduced Gradient
UR - http://eudml.org/doc/104860
ER -

References

top
  1. J. ABADIE, The GRG Method for Nonlinear Programming, in Design and Implementation of Optimization Software, H. J. GREENBERG, SIJTKOFF & NOORDHOFF, éd., Alphenof Optimization Software, H. J. GREENBERG, SIJTK aan den Rijn, The Netherlands, 1978, p. 335-362. 
  2. J. ABADIE, Advances in Nonlinear Programming, Proceedings of the Eighth I.F.O.R.S. International Conference on Operational Research, K. B. HALEY, éd., North-Holland, Amsterdam, 1979, p. 900-930. Zbl0393.90019MR527921
  3. R. ALT, Minimizing the Error Propagation in the Integration of O.D.E., Scientific Computing, I.M.A.C.S. Transanctions, vol. 1, North Holland, Amsterdam, 1983, p. 231-235. MR751625
  4. A. J. COLVILLE, A Comparative Study of Nonlinear Programming Codes, I.B.M. Scientific Center Report n° 320-2949, 1968. Zbl0224.90069
  5. F. J. GOULD et C. P. SCHMIDT, An Existence Resuit for the Global Newton Method, in Variational Inequalities and Complementarity Problems: Theory and Applications, J. Wiley, New York, 1980, p. 187-194. Zbl0487.55001MR578748
  6. H. B. KELLER, Global Homotopies and Newton Methods, in Numerical Analysis, G. GOLUB, éd., Academic Press, New York, 1978, p. 73-94. Zbl0456.65026MR519057
  7. J. MILNOR, Topology from the Differentiable Viewpoint, Charlottesville, University Press of Virginia, 1965. Zbl0136.20402MR226651
  8. K. SCHITTKOWSKI, Nonlinear Programming Codes, Springer-Verlag, Berlin-Heidelberg-New York, 1980. Zbl0435.90063MR589176
  9. S. SMALE, A Convergent Process of Price Adjustment and Global Newton Methods, Journal of Mathematical Economics, vol. 3, 1976, p. 107-120. Zbl0354.90018MR411577
  10. P. TOLLA, Linear and Nonlinear Programming Software Validity, Math. and Comp. in Sim., vol. XXV, 1983, p. 39-42. Zbl0501.65028
  11. J. VIGNES, Algorithmes numériques, Analyse et mise en ?uvre, tome II, Équations et systèmes non linéaires, Éditions Technip, Paris, 1980. Zbl0428.65026MR589889
  12. J. VIGNES, Implementation des méthodes d'optimisation : test d'arrêt optimal, contrôle et précision de la solution, Première partie : Aspect méthodologique, R.A.I.R.O., Recherche Opérationnelle, vol. 18, n° 1, 1984, p. 1-18. Deuxième partie: Logiciel et exemple d'utilisation, R.A.I.R.O., Recherche opérationnelle, vol. 18, n° 2, 1984, p. 103-129. Zbl0601.65052MR761316

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.