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Sur la convergence théorique de la méthode du gradient reduit généralise. (French) Zbl 0414.65037

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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References:
[1] Abadie, J., Carpentier, J.: Generalization of the Wolfe reduced gradient method to the case of nonlinear constraintes. In: Optimization (R. Fletcher, ed.) London: Academic 1969 · Zbl 0254.90049
[2] Abadie, J., Guigou, J.: M?thode du gradient r?duit g?n?ralis?: Publication de l’Electricit? de France (EDF); Avril 1969
[3] Faure, P., Huard, P.: R?solution de programmes math?matiques ? fonction nonlin?aire par la m?thode du Gradient R?duit; Rev. Fran?aise Recherche Op?rationnelle36, 167-206 (1965)
[4] Huard, P.: Convergence of the reduced gradient method. In: Nonlinear programming symposium at Madison 1974; O.L. Mangasarian; R.R. Meyer; S.M. Robinson. (eds.) p. 29-54. New York-London: Academic 1975
[5] Luenberger, D.G.: Introduction to linear and nonlinear programming. New York-London: Academic 1973 · Zbl 0297.90044
[6] Mokhtar-Kharroubi, H.: Th?se 3?me cycle; Paris VI; Juin 1976. Chapitre V: M?thodes de gradient r?duit
[7] Mokhtar-Kharroubi, H.: Sur quelques m?thodes de gradient r?duit sous contraintes lin?aires; RAIRO-Analyse numerique V 13, N2, 167-180 (1979) · Zbl 0409.90075
[8] Smeers, Y.: Generalized reduced gradient method as an extension of feasible direction methods; J. Optimization Theory Appl.22, 209-226 (1977) · Zbl 0336.65035 · doi:10.1007/BF00933163
[9] Wolfe, P.: Reduced gradient method; RAND Document Juin 1962
[10] Wolfe, P.: On the convergence of gradient method under constraintes; IBM Journal. 407-411 (1972) · Zbl 0265.90046
[11] Zangwill, W.: The convex-simplex method; Management Sci.14, 221-238 (1967) · Zbl 0153.49002 · doi:10.1287/mnsc.14.3.221
[12] Zangwill, W.: Nonlinear programming; A unified approach. Englewood Cliffs, New Jersey: Prentice-Hall 1969 · Zbl 0195.20804
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