A feasible direction algorithm for convex optimization: Global convergence rates

DOI10.1007/BF00934585zbMath0393.90069MaRDI QIDQ1252156

J. C. Allwright

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Convex OptimizationFeasible Direction AlgorithmGlobal Convergence Rates

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Rate of convergence, degree of approximation (41A25)

Related Items

Convergence analysis of norm-relaxed method of feasible directions, A base reduction method for convex programming, A class of superlinearly convergent projection algorithms with relaxed stepsizes, Optimal control of systems described by delay differential equations, Convergent stepsizes for constrained optimization algorithms

Cites Work

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• Rates of convergence for a method of centers algorithm
• On the rate of convergence of some feasible direction algorithms
• On the Pironneau-Polak method of centers
• On the Goldstein-Levitin-Polyak gradient projection method
• Rate of Convergence of a Class of Methods of Feasible Directions