Quasi-Newton methods without projections for linearly constrained minimization

Ladislav Lukšan

Kybernetika (1982)

  • Volume: 18, Issue: 4, page 307-319
  • ISSN: 0023-5954

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Lukšan, Ladislav. "Quasi-Newton methods without projections for linearly constrained minimization." Kybernetika 18.4 (1982): 307-319. <http://eudml.org/doc/28526>.

@article{Lukšan1982,
author = {Lukšan, Ladislav},
journal = {Kybernetika},
keywords = {linearly constrained minimization; quasi-Newton methods; numerical experiments},
language = {eng},
number = {4},
pages = {307-319},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Quasi-Newton methods without projections for linearly constrained minimization},
url = {http://eudml.org/doc/28526},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Lukšan, Ladislav
TI - Quasi-Newton methods without projections for linearly constrained minimization
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 4
SP - 307
EP - 319
LA - eng
KW - linearly constrained minimization; quasi-Newton methods; numerical experiments
UR - http://eudml.org/doc/28526
ER -

References

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  1. J. T. Betts, An accelerated multiplier method for nonlinear programming, J. Optim. Theory Appl. 21 (1977), 2, 137-174. (1977) Zbl0325.65027MR0432224
  2. W. C. Davidon, Optimally conditioned optimization algorithms without line searches, Math. Programming 9 (1975), 1,1-30. (1975) Zbl0328.90055MR0383741
  3. P. E. Gill W. Murray, A numerically stable form of the simplex algorithm, Linear Algebra Appl. 7 (1973), 2, 99-138. (1973) MR0321519
  4. P. E. Gill W. Murray, Newton-type methods for unconstrained and linearly constrained optimization, Math. Programming 7 (1974), 3, 311 - 350. (1974) MR0356503
  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. (1969) MR0290799
  6. L. Lukšan, Quasi-Newton methods without projections for unconstrained minimization, Kybernetika 18 (1892), 4, 290-306. MR0688368
  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. (1978) Zbl0464.65041MR0507864
  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. (1981) MR0611512

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