An algorithm for solving convex programs subject to box constraints (Q2762845)

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scientific article; zbMATH DE number 1689555
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An algorithm for solving convex programs subject to box constraints
scientific article; zbMATH DE number 1689555

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    13 January 2002
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    convex programming
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    box constraints
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    iterative methods
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    An algorithm for solving convex programs subject to box constraints (English)
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    There is proposed a method for solving convex programs with linear constraints and bounds on the variables. The algorithm finishes in a finite number of iterations.
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