A Projection Method for Linearly Constrained Problems Which Only Uses Function Values
Yugoslav journal of operations research, Tome 1 (1991) no. 1, p. 71
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
In this paper we define an iterative algorithm which uses only function
values for finding an optimal solution to the problem min {$\varphi(x) | x \in X$}, where
X is a convex polytope. It is shown that using this algorithm one can reduce the
initial problem to a finite number of subproblems of the type min{$\varphi(x) | x \in C$},
where C is a linear manifold. It is also shown that each cluster point of the sequence
generated by the algorithm presents an optimal point to the considered optimization
problem.
Keywords:
optimization algorithm, linear manifold, projected gradient, projected Hessian
@article{YJOR_1991_1_1_a6,
author = {Nada I. {\DJ}uranovi\'c-Mili\v{c}i\'c},
title = {A {Projection} {Method} for {Linearly} {Constrained} {Problems} {Which} {Only} {Uses} {Function} {Values}},
journal = {Yugoslav journal of operations research},
pages = {71 },
year = {1991},
volume = {1},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_1991_1_1_a6/}
}
Nada I. Đuranović-Miličić. A Projection Method for Linearly Constrained Problems Which Only Uses Function Values. Yugoslav journal of operations research, Tome 1 (1991) no. 1, p. 71 . http://geodesic.mathdoc.fr/item/YJOR_1991_1_1_a6/