An implementation of recursive quadratic programming variable metric methods for linearly constrained nonlinear minimax approximation. (English) Zbl 0548.90061

The paper contains a description of three algorithms for linearly constrained nonlinear minimax approximation. These algorithms use a dual method for solving quadratic programming subproblems together with variable metric updates for the Hessian matrix of the Lagrangian function. Moreover, a new line search procedure is described which is shown efficient in connection with a basic algorithm. The efficiency of all algorithms is demonstrated on test problems.


90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
49J35 Existence of solutions for minimax problems
49M37 Numerical methods based on nonlinear programming
90C20 Quadratic programming


Zbl 0548.00061
Full Text: EuDML


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