A Discrete Projection Quasi Newton Method for Linearly Constrained Problems
Yugoslav journal of operations research, Tome 5 (1995) no. 2, p. 221
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 a discrete quasi -Newton algorithm which uses only
function values for finding an optimal solution to the problem $min \{ \phi(x) \| x \in X \}$,
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 $min \{ \phi(x) \| x \in C \}$,
where C is a linear manifold . It is also shown that each cluster point of the sequence
gene rated by the algorithm is an optimal point of the considered optimization
problem.
Keywords:
Linear inequality-constrained minimization, Discrete quasi-Newton method, Projected gradient, Cholesky factortzation
@article{YJOR_1995_5_2_a4,
author = {Nada I. {\DJ}uranovi\'c - Mili\v{c}i\'c},
title = {A {Discrete} {Projection} {Quasi} {Newton} {Method} for {Linearly} {Constrained} {Problems}},
journal = {Yugoslav journal of operations research},
pages = {221 },
year = {1995},
volume = {5},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_1995_5_2_a4/}
}
Nada I. Đuranović - Miličić. A Discrete Projection Quasi Newton Method for Linearly Constrained Problems. Yugoslav journal of operations research, Tome 5 (1995) no. 2, p. 221 . http://geodesic.mathdoc.fr/item/YJOR_1995_5_2_a4/