On the convergence of optimization algorithms

E. Polak

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (1969)

  • Volume: 3, Issue: R1, page 17-34
  • ISSN: 0764-583X

How to cite

top

Polak, E.. "On the convergence of optimization algorithms." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 3.R1 (1969): 17-34. <http://eudml.org/doc/193114>.

@article{Polak1969,
author = {Polak, E.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {numerical analysis},
language = {eng},
number = {R1},
pages = {17-34},
publisher = {Dunod},
title = {On the convergence of optimization algorithms},
url = {http://eudml.org/doc/193114},
volume = {3},
year = {1969},
}

TY - JOUR
AU - Polak, E.
TI - On the convergence of optimization algorithms
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 1969
PB - Dunod
VL - 3
IS - R1
SP - 17
EP - 34
LA - eng
KW - numerical analysis
UR - http://eudml.org/doc/193114
ER -

References

top
  1. [1]. P. WOLFE, « On the Convergence of Gradient Methods under Constraints », IBM Research Report RZ-204, March 1, 1966, IBM Research Laboratory, Zurich, Switzerland. 
  2. [2], W. I. ZANGWILL, « Convergence Conditions for Nonlinear Programming Algorithms », Working Paper No 197, Center for Research in Management Science, University of California, Berkeley, California, November 1966. Zbl0191.49101
  3. [3]. D. M. TOPKIS, A. VEINTOTT Jr., On the convergence of some feasible direction algorithms for nonlinear programming, J. SIAM Control, vol.5, n° 2, May 1967 p. 268. Zbl0158.18805MR213161
  4. [4]. E. POLAK and M. DEPARIS, « An algorithm for minimum energy control », University of California, Electronics Research Laboratory, Berkeley, California, ERL Memorandum M225, November l, 1967. 
  5. [5]. G. ZOUTENDIJK, « Methods of feasible directions: Astudy in linear and nonlinear programming », Elsevier, Amsterdam, 1960. Zbl0097.35408
  6. [6]. J. B. ROSEN, « The gradient projection method for nonlinear programming. Part I. Linear constraints », J. SIAM, vol. 8, n° 1, March 1960, pp. 181-217. Zbl0099.36405MR112750
  7. [7]. E. POLAK, « On primal and dual methods for solving discrete optimal control problems », Proc. of the 2nd International Conference on Computing Methods in Optimization Problems, San Remo, Italy, September 9-13, 1968. Zbl0208.17403MR280243
  8. [8], E. POLAK, G. RIBIERE, « Note sur la convergence de méthodes de directions conjuguées ». Zbl0174.48001
  9. [9]. P. KALFON, G. RIBIERE, J. C. SOGNO, « A method of feasible directions using projection operators », Proc. IFIP Congress 68, Edinburgh, August 1968. Zbl0196.18003MR260163
  10. [10]. M. CANNON, C. CULLUM and E. POLAK, « Constrained minimization problems in finite dimensional spaces », J. SIAM Control,vol. 4, pp. 528-547, 1966. Zbl0145.34202MR207423
  11. [11]. H. W. KUHN and A. W. TUCKER, « Nonlinear programming», Proc. of the Second Berkeley Symposium on Mathematic Statistic and Probability, University of California Press, Berkeley, California, 1951, pp. 481-492. Zbl0044.05903MR47303
  12. [12]. J. FREHEL, « Une méthode de programmation non linéaire», IBM France, Research Laboratory, Paris, étude n° FF2-0061-0, July 1968. 

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.