The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
- 1 March 1960
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Journal of the Society for Industrial and Applied Mathematics
- Vol. 8 (1) , 181-217
- https://doi.org/10.1137/0108011
Abstract
Summary:The paper deals with an adaptation of Newton's method for solving nonlinear programming problems. The adaptation is derived by replacing the gradient direction in Rosen's method by Newton's direction and both its convergence and practical aspects are discussed. Convergence properties of another adaptation of Newton's method (suggested by Hájek) are studied, tooKeywords
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