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Extremization of functions with equality constraints. (English) Zbl 0346.90044

90C30Nonlinear programming
41A25Rate of convergence, degree of approximation
Full Text: DOI
[1] M.J.D. Powell, ”A method for non-linear constraints in minimization problems,” in:Optimization, Symposium of the Institute of Mathematics and its Applications, Keele, Ed. R. Fletcher (Academic Press, New York, 1969). · Zbl 0194.47701
[2] D.A. Pierre,Optimization theory with applications (Wiley, New York, 1969). · Zbl 0205.15503
[3] A.V. Fiacco and G.P. McCormick,Nonlinear programming: sequential unconstrained minimization techniques (Wiley, New York, 1968). · Zbl 0193.18805
[4] E.M. Rosen, ”A review of quasi-Newton methods in nonlinear equation solving and unconstrained optimization,” in:Proceedings of the 21st National Conference of the Association for Computing Machinery (Academic Press, New York, 1966) pp. 37--42.
[5] J.G.P. Barnes, ”An algorithm for solving non-linear equations based on the secant method,”Computer Journal 8 (1965) 66--72. · Zbl 0254.65036 · doi:10.1093/comjnl/8.2.113
[6] B.A. Murtagh and R.W.H. Sargent, ”A constrained minimization method with quadratic convergence,” in:Optimization, Symposium of the Institute of Mathematics and its Application, Keele, Ed. R. Fletcher (Academic Press, New York, 1969). · Zbl 0214.42401
[7] B. Noble,Applied linear algebra (Prentice-Hall, Englewoods-Cliffs, N.J., 1969). · Zbl 0203.33201
[8] M.R. Chidambara, ”On the inverse of certain matrices,”IEEE Transactions on Automatic Control, Vol. AC-12 (1967) 214--215. · doi:10.1109/TAC.1967.1098550