Nonlinear Successive Over-Relaxation.
Nonmonotone strategy for minimization of quadratics with simple constraints
An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show that the modified...
Non-monotoneous parallel iteration for solving convex feasibility problems
The method of projections onto convex sets to find a point in the intersection of a finite number of closed convex sets in an Euclidean space, sometimes leads to slow convergence of the constructed sequence. Such slow convergence depends both on the choice of the starting point and on the monotoneous behaviour of the usual algorithms. As there is normally no indication of how to choose the starting point in order to avoid slow convergence, we present in this paper a non-monotoneous parallel algorithm...
Note sur la convergence de méthodes de directions conjuguées
Numerical behavior of the method of projection onto an acute cone with level control in convex minimization
We present the numerical behavior of a projection method for convex minimization problems which was studied by Cegielski [1]. The method is a modification of the Polyak subgradient projection method [6] and of variable target value subgradient method of Kim, Ahn and Cho [2]. In each iteration of the method an obtuse cone is constructed. The obtuse cone is generated by a linearly independent system of subgradients. The next approximation of a solution is the projection onto a translated acute cone...
Numerical solution of some classes of complementarity and variational problems via dualization
On a dual network exterior point simplex type algorithm and its computational behavior
The minimum cost network flow problem, (MCNFP) constitutes a wide category of network flow problems. Recently a new dual network exterior point simplex algorithm (DNEPSA) for the MCNFP has been developed. This algorithm belongs to a special “exterior point simplex type” category. Similar to the classical dual network simplex algorithm (DNSA), this algorithm starts with a dual feasible tree-solution and after a number of iterations, it produces a solution that is both primal and dual feasible, i.e....
On a dual network exterior point simplex type algorithm and its computational behavior∗
The minimum cost network flow problem, (MCNFP) constitutes a wide category of network flow problems. Recently a new dual network exterior point simplex algorithm (DNEPSA) for the MCNFP has been developed. This algorithm belongs to a special “exterior point simplex type” category. Similar to the classical dual network simplex algorithm (DNSA), this algorithm starts with a dual feasible tree-solution and after a number of iterations, it produces a...
On a general convergence for Broyden like update method.
On a numerical method to approximate the solutions to bicriteria problems using a spline function
On a Numerical Treatment for the Curve-Tracing of the Homotopy Method.
On extreme point fractional programming
On first experiences with the implementation of a Newton based linear programming approach.
On iterative methods for linearly constrained entropy maximization
On Khachian's Algorithm and Minimal Ellipsoids.
On maximizing a concave function subject to linear constraints by Newton's method
On multigrid for linear complementarity problems with application to American-style options.
On Newton's Method.
On Newton's polygons, Gröbner bases and series expansions of perturbed polynomial programs
In this note we consider a perturbed mathematical programming problem where both the objective and the constraint functions are polynomial in all underlying decision variables and in the perturbation parameter ε. Recently, the theory of Gröbner bases was used to show that solutions of the system of first order optimality conditions can be represented as Puiseux series in ε in a neighbourhood of ε = 0. In this paper we show that the determination of the branching order and the order of the pole (if...
On numerical solution of a variational inequality of the 4th order by finite element method
The problem of a thin elastic plate, deflection of which is limited below by a rigid obstacle is solved. Using Ahlin's and Ari-Adini's elements on rectangles, the convergence is established and SOR method with constraints is proposed for numerical solution.