Linearly constrained pseudo-Newton method

DOI10.1002/nav.3800290306zbMath0519.90069OpenAlexW2012806567MaRDI QIDQ3669188

Jerrold H. May

Publication date: 1982

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800290306

zbMATH Keywords

modified Newton methodlinearly constrained nonlinear programmingsecond derivative matrixnew updating procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

Cites Work

• Minimization of functions having Lipschitz continuous first partial derivatives
• Newton-type methods for unconstrained and linearly constrained optimization
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