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

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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

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  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. 

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