Geodesic
On the numerical solution of bound constrained optimization problems
RAIRO - Operations Research - Recherche Opérationnelle, Tome 23 (1989) no. 4, pp. 319-341.

Voir la notice de l'article provenant de la source Numdam

@article{RO_1989__23_4_319_0,
     author = {Friedlander, Ana and Mart{\'\i}nez, Jos\'e Mario},
     title = {On the numerical solution of bound constrained optimization problems},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {319--341},
     publisher = {EDP-Sciences},
     volume = {23},
     number = {4},
     year = {1989},
     mrnumber = {1036699},
     zbl = {0683.90073},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RO_1989__23_4_319_0/}
}
TY  - JOUR
AU  - Friedlander, Ana
AU  - Martínez, José Mario
TI  - On the numerical solution of bound constrained optimization problems
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1989
SP  - 319
EP  - 341
VL  - 23
IS  - 4
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/item/RO_1989__23_4_319_0/
LA  - en
ID  - RO_1989__23_4_319_0
ER  - 
%0 Journal Article
%A Friedlander, Ana
%A Martínez, José Mario
%T On the numerical solution of bound constrained optimization problems
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1989
%P 319-341
%V 23
%N 4
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/item/RO_1989__23_4_319_0/
%G en
%F RO_1989__23_4_319_0
Friedlander, Ana; Martínez, José Mario. On the numerical solution of bound constrained optimization problems. RAIRO - Operations Research - Recherche Opérationnelle, Tome 23 (1989) no. 4, pp. 319-341. http://geodesic.mathdoc.fr/item/RO_1989__23_4_319_0/

1. D. P. Bertsekas, Projected Newton Methods for Optimization problems with simple constraints, SIAM J. Control Optim., Vol. 20, 1982, pp. 221-246. | Zbl | MR

2. M. J. Best and K. Ritter, An Effective Algorithm for Quadratic Minimization Problems, MRC Tech. Rep. 1691, Mathematîcs Research Center, University of Wisconsin-Madison, 1976.

3. A. Bjorck, A Direct Method for Sparse Least-Squares Problems with Lower and Upper Bounds, Department of Mathematics, Linkoping University, Linkoping, Sweden, 1987. | Zbl

4. P. H. Calamai and J. J. Moré, Projected Gradient Methods for Linearly Constrained Problems, Mathematical Programming, Vol. 39, 1987, pp. 93-116. | Zbl | MR

5. J. Cea and R. Glowinski, Sur des méthodes d'optimisation par relaxation, RAIRO R-3, 1953, pp. 5-32. | Zbl | mathdoc-id

6. A. K. Cline, C. B. Moler, G. W. Stewart and J. H. Wilkinson, An Estimate of the Condition Number of a Matrix, SIAM J. Numer. Anal., Vol. 16, 1979, pp. 368-375. | Zbl | MR

7. R. S. Dembo and U. Tulowitzki, On the Minimization of Quadratic Functions Subject to Box Constraints, Working paper series B 71, School of Organization and Management, Yale University, New Haven, 1987.

8. J. E. Dennis and R. S. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice Hall, NJ, 1983. | Zbl | MR

9. R. Fletcher and C. M. Reeves, Function Minimization by Conjugate Gradients, Computer J., Vol. 2, 1964, pp. 149-153. | Zbl | MR

10. P. E. Gill and W. Murray, Minimization Subject to Bounds on the Variables, NPL report NAC 72, National Physical Laboratory, Teddington, 1976.

11. P. E. Gill and W. Murray, Numerically Stable Methods for Quadratic Programming, Mathematical Programming, Vol. 14, 1978, pp. 349-372. | Zbl | MR

12. P. E. Gill, W. Murray, M. A. Saunders and M. Wright, A Note on Nonlinear Approaches to Linear Programmong, TR SOL 86-7, Systems Optimization Labotory, Stanford University, Stanford, 1986.

13. P. E. Gill, W. Murray and M. Wright, Practical Optimization, Academic Press, London-New York, 1981. | Zbl | MR

14. G. H. Golub and C. F. Van Loan, Matrix Computations, The John Hopkins University Press, Baltimore, 1983. | Zbl | MR

15. G. T. Herman, Image Reconstruction from Projections: The Fundamentals of Computerized Tomography. Academic Press, New York, 1980. | Zbl | MR

16. N. Karmarkar, A New Polynomial-Time Algorithm for Linear Programming, Combinatorica, Vol. 4, 1984, pp. 373-395. | Zbl | MR

17. P. Lötstedt, Solving the Minimal Least Squares Problem Subject to Bounds on the Variables, BIT, Vol. 24, 1984, pp. 206-224 | Zbl | MR

18. J. J. Moré, Numerical Solution of Bound Constrained Problems, ANL/MCS-TM-96, Math. and Comp. Sci. Div., Argonne National Laboratory, Argonne, Illinois, 1987. | Zbl | MR

19. D. P. O'Leary, A Generalized Conjugate Gradient Algorithm for Solving a Class of Quadratic Programming Problems, Linear Algebra and its Applications, Vol.34, 1980, pp. 371-399. | Zbl | MR

20. M. J. D. Powell, Subroutine GSRCH, Harwell Subroutine Library, Harwell, Oxfordshire, 1980.

21. B. T. Polyak, The Conjugate Gradient Method in Extremal Problems, USSR Computational Mathematics and Mathematical Physics, Vol. 9, 1969, pp. 94-112. | Zbl