Evaluating computational efficiency: A stochastic approach

DOI10.1007/BF01581043zbMath0489.65039MaRDI QIDQ3951477

Regina Benveniste

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

quadratic programmingMarkovian propertyquasi-Newton methodstochastic approachconjugate directionsreduced gradient methodreduced problemcomputational efficiency of algorithmsstochastic computational efficiency comparison

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items (1)

One way to solve the parametric quadratic programming problem

Cites Work

• Unnamed Item
• An alternate implementation of Goldfarb's minimization algorithm
• Large-scale linearly constrained optimization
• A quadratic programming algorithm using conjugate search directions
• Function minimization by conjugate gradients
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results

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