Proof of Convergence for a Modification of Goldfarb's Algorithm

• 1 May 1981
• journal article
• Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
• Vol. 6  (2) , 233-245
• https://doi.org/10.1287/moor.6.2.233

Abstract

Keywords

• PROOF OF CONVERGENCE
• MODIFICATION OF GOLDFARB'S ALGORITHM
• CONVERGENCE FOR A MODIFICATION