Pure adaptive search in Monte Carlo optimization
type: Item
instance of: scholarly article
title: Pure adaptive search in Monte Carlo optimization
zbMATH Open document ID: 0671.90047
DOI: 10.1007/BF01582296
author: Robert L. Smith
author: Zelda B. Zabinsky
author: Nitin R. Patel
published in: Mathematical Programming. Series A. Series B
publication date: 1989-01-01T00:00:00Z
review text: A feasible direction method for linear programming is discussed. This method is similar to Wolfe's reduced gradient method for nonlinear programming. However, some improvements for finite termination are obtained. The complexity of the algorithm is unknown. Some computational experiments are presented.
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 4099030
zbMATH Keywords: interior move
zbMATH Keywords: feasible direction method
zbMATH Keywords: Wolfe's reduced gradient method
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01582296
OpenAlex ID: W2090797181
description: scientific article; zbMATH DE number 4099030