On the Use of Approximations in Algorithms for Optimization Problems with Equality and Inequality Constraints
- 1 August 1978
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 15 (4) , 674-693
- https://doi.org/10.1137/0715045
Abstract
This paper presents an efficient implementation scheme for optimization algorithms in the family of gradient projection, reduced gradient, and gradient restoration methods.Keywords
This publication has 11 references indexed in Scilit:
- Efficiently Converging Minimization Methods Based on the Reduced GradientSIAM Journal on Control and Optimization, 1976
- Bounds for error in the solution set of a perturbed linear programLinear Algebra and its Applications, 1973
- The Gradient Projection Method Along GeodesicsManagement Science, 1972
- The Gradient Projection Method under Mild Differentiability ConditionsSIAM Journal on Control, 1972
- Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problemsJournal of Optimization Theory and Applications, 1971
- Sequential gradient-restoration algorithm for the minimization of constrained functions?Ordinary and conjugate gradient versionsJournal of Optimization Theory and Applications, 1969
- Constrained minimization methodsUSSR Computational Mathematics and Mathematical Physics, 1966
- Minimization of functions having Lipschitz continuous first partial derivativesPacific Journal of Mathematics, 1966
- Convex programming in Hilbert spaceBulletin of the American Mathematical Society, 1964
- The Gradient Projection Method for Nonlinear Programming. Part I. Linear ConstraintsJournal of the Society for Industrial and Applied Mathematics, 1960