A variation of Goldfarb's method for linearly constrained optimization problems and its superlinear convergence rate (Q2721842)
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scientific article; zbMATH DE number 1616888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variation of Goldfarb's method for linearly constrained optimization problems and its superlinear convergence rate |
scientific article; zbMATH DE number 1616888 |
Statements
11 July 2001
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global convergence
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conjugate projection
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Goldfarb's algorithm
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linearly constrained optimization
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superlinear convergence
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A variation of Goldfarb's method for linearly constrained optimization problems and its superlinear convergence rate (English)
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By introducing a so-called conjugate projection, the authors describe a variant of Goldfarb's algorithm [\textit{D. Goldfarb}, SIAM J. Appl. Math. 17, 739-764 (1969; Zbl 0185.42602)] for solving linearly constrained optimization problems. Global convergence and superlinear convergence rate are established.
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0.8590285778045654
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