Автор |
Spedicato, Emilio |
Автор |
Xia, Zunquan |
Дата выпуска |
1992 |
dc.description |
We consider the application of the ABS algorithms, introduced by [I], mainly for the solution of linear algebraic systems, to constrained optimization problems with equality constraints. A general formulation of feasible direction algorithms is obtained and the ABS formulation is given of the reduced gradient method of Wolfe (1967) and of the projected gradient method of Rosen (1960) |
Формат |
application.pdf |
Издатель |
Gordon and Breach Science Publishers |
Копирайт |
Copyright Taylor and Francis Group, LLC |
Название |
A class of descent algorithms for nonlinear function minimization with linear equality constraints |
Тип |
research-article |
DOI |
10.1080/10556789208805524 |
Electronic ISSN |
1029-4937 |
Print ISSN |
1055-6788 |
Журнал |
Optimization Methods and Software |
Том |
1 |
Первая страница |
265 |
Последняя страница |
272 |
Аффилиация |
Spedicato, Emilio; University of Bergamo |
Аффилиация |
Xia, Zunquan; Dalian University of Technology |
Выпуск |
3 |
Библиографическая ссылка |
Abaffy, J., Broyden, C.G. and Spedicato, E. 1984. A Class of Direct Methods for Linear Equations. Numerische Mathematik, 45: 361–376. |
Библиографическая ссылка |
Abaffy, J. and Spedicato, E. 1987. Numerical Experiments with the Symmetric Algorithm in the ABS Class for Linear Systems. Optimization, 18: 197–212. |
Библиографическая ссылка |
Abaffy, J. 1989. ABS Projection Algorithms: Mathematical Techniques for Linear and Nonlinear Equations, Chichester: Ellis Horwood. |
Библиографическая ссылка |
Gill, P.E. and Murray, W. 1974. Numerical Methods for Constrained Optimization, London: Academic Press. |
Библиографическая ссылка |
Rosen, J.B. 1960. The Gradient Projection Method for Nonlinear Programming.Part I: Linear Constraints. SIAM. J. Appl. Math., 8: 181–217. |
Библиографическая ссылка |
Sargent, R.W.H. 1974. “Reduced Gradient and Projection Methods”. In Numerical Methods for Constrained Optimization, Edited by: Gill, P.E. and Murray, W. London: Academic Press. |
Библиографическая ссылка |
Spedicato, E. and Bodon, E. 1989. Solving linear least squares by orthogonal factorization and pseudoinverse computation via the modified Huang algorithm in the ABS Class. Computing, 42: 195–205. |
Библиографическая ссылка |
Wolfe, P. 1967. “Methods for Nonlinear Constraints ”. In J. Abadie Nonlinear Programming , Amsterdam: North Holland. |