Polynomial Variable Metric Methods For Linear Optimization

Author(s):  
Tamás Rapcsák
1996 ◽  
Vol 74 (3) ◽  
pp. 319-331 ◽  
Author(s):  
T. Rapcsák ◽  
T. T. Thang

1969 ◽  
Vol 12 (2) ◽  
pp. 171-178 ◽  
Author(s):  
J. D. Pearson

1976 ◽  
Vol 98 (3) ◽  
pp. 816-819
Author(s):  
K. T. A. Ho ◽  
M. A. Townsend

Variable metric methods can be adapted to constrained nonlinear optimization by incorporating projection methods and a return vector when the indicated next step leaves the feasible region. A generalized return vector is developed here which yields a superior return to the feasible region in terms of the metric associated with the objective function. It is shown that a better point results and faster convergence is expected. A numerical example is given.


2004 ◽  
Vol 17 (4) ◽  
pp. 437-442 ◽  
Author(s):  
Zhong-Zhi Zhang ◽  
Ding-Hua Cao ◽  
Jin-Ping Zeng

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