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A method of feasible directions using function approximations, with applications to min max problems. (English) Zbl 0253.90046

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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[1] Zontendijk, G, Methods of feasible directions, (1960), Elsevier Amsterdam
[2] Zoukhovitzkii, S.I; Polyak, R.A; Primak, M.E, An algorithm for solution of convex programming problems, Dan ussr, 153, 991-1000, (1963)
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[4] Polak, E, Of the convergence of optimization algorithms, Rev. franc. inform. recherche operat., 16, 17-34, (1969) · Zbl 0174.47906
[5] Frank, M; Wolfe, P, An algorithm for quadratic programming, Naval res. logistics quart., 3, 95-110, (1956)
[6] Rosen, J.B; Rosen, J.B, The gradient projection method for nonlinear programming, J. SIAM, J. SIAM, 9, 514-532, (1961) · Zbl 0231.90048
[7] Huard, P, The method of centers, () · Zbl 0253.90049
[8] Polak, E, On the implementation of conceptual algorithms, () · Zbl 0228.90051
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[10] Polak, E, Computational methods in optimization: A unified approach, (1971), Academic Press New York
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[12] Danskin, J, The theory of MAX-MIN, (1967), Springer-Verlag Berlin · Zbl 0154.20009
[13] Klessig, R; Polak, E, A method of feasible directions using function approximations with applications to MIN MAX problems, () · Zbl 0253.90046
[14] Klessig, R, Implementation of conceptual algorithms, () · Zbl 0253.90048
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