Pure adaptive search in Monte Carlo optimization (Q1119467): Difference between revisions
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Revision as of 02:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pure adaptive search in Monte Carlo optimization |
scientific article |
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Pure adaptive search in Monte Carlo optimization (English)
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1989
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A feasible direction method for linear programming is discussed. This method is similar to Wolfe's reduced gradient method for nonlinear programming. However, some improvements for finite termination are obtained. The complexity of the algorithm is unknown. Some computational experiments are presented.
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interior move
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feasible direction method
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Wolfe's reduced gradient method
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