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A feasible conjugate direction method to solve linearly constrained minimization problems. (English) Zbl 0281.90063

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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[1] Zoutendijk, G.,Methods of Feasible Directions, Elsevier Publishing Company, Amsterdam, The Netherlands, 1960. · Zbl 0097.35408
[2] Zoutendijk, G.,Some Algorithms Based on the Principle of Feasible Directions, Nonlinear Programming, Edited by J. B. Rosen, O. L. Mangasarian, and K. Ritter, Academic Press, New York, New York, 1970. · Zbl 0254.90050
[3] Mangasarian, O. L.,Nonlinear Programming, McGraw-Hill Book Company, New York, New York, 1969.
[4] Frank, M., andWolfe, P.,An Algorithm for Quadratic Programming, Naval Research Logistics Quarterly, Vol. 3, Nos. 1 and 2, 1956.
[5] Topkis, D. M., andVeinott, A. F.,On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming, SIAM Journal on Control, Vol. 5, No. 2, 1967. · Zbl 0158.18805
[6] Vainberg, M. M.,Variational Methods for the Study of Nonlinear Operators, Holden-Day, San Francisco, California, 1964.
[7] Colville, A. R.,A Comparative Study on Nonlinear Programming Codes, IBM, New York Scientific Center, Report No. 320-2949, 1968. · Zbl 0224.90069
[8] Duffin, R. J., Peterson, E. L., andZener, C.,Geometric Programming?Theory and Application, John Wiley and Sons, New York, New York, 1967. · Zbl 0171.17601
[9] Kochenberger, G. A., Woolsey, R. E. D., andMcCarl, B. A.,On the Solution of Geometric Programs Via Separable Programming, University of Colorado, Management Science Report 72-9, 1972.
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