Proof of Convergence for a Modification of Goldfarb's Algorithm

DOI10.1287/moor.6.2.233zbMath0512.90087OpenAlexW2080754644MaRDI QIDQ3657794

Jürgen Fischer

Publication date: 1981

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.6.2.233

zbMATH Keywords

variable metric methodssuperlinear convergencelinearly constrained minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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