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Un algorithme général de gradient réduit. (A general reduced gradient algorithm). (French) Zbl 0582.65052
A convergent variant of the reduced gradient method is proposed in a very general framework concerning the choice of the ascent direction, the linear search in this direction, and the change of basis criterium. The direction is arbitrarily chosen within a two-stage algorithm (a possible application being the classical procedure minimizing a variable metric). The one-dimensional search is any ”valid” linear search, that is, satisfying two simple conditions guaranteeing convergence.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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