ALBERT — All Library Books, journals and Electronic Records Telegrafenberg

Hits per page

hit 1 - 1 | 1 hit

Sorting

Electronic Resource

Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming (2000)

Pacelli, G. ; Recchioni, M. C.

Springer

Journal of optimization theory and applications 104 (2000), S. 255-279

add to mindlist on the mindlist

Details

ISSN: 1573-2878

Keywords: nonlinear programming ; path-following methods ; differential equations ; projective algorithms

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract A new method for linearly constrained nonlinear programming is proposed. This method follows affine scaling paths defined by systems of ordinary differential equations and it is fully parallelizable. The convergence of the method is proved for a nondegenerate problem with pseudoconvex objective function. In practice, the algorithm works also under more general assumptions on the objective function. Numerical results obtained with this computational method on several test problems are shown.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1004645328197

Permalink

	Location	Call Number	Expected	Availability

Others were also interested in ...

Paper (German National Licenses)

Fulltext

hit 1 - 1 | 1 hit