Proof of Convergence for a Modification of Goldfarb's Algorithm

Jürgen Fischer
Jürgen Fischer
Mathematisches Institut A, Universität Stuttgart, D-7000 Stuttgart 80, Pfaffenwaldring 57, West Germany
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Mathematisches Institut A, Universität Stuttgart, D-7000 Stuttgart 80, Pfaffenwaldring 57, West Germany

Published Online:1 May 1981https://doi.org/10.1287/moor.6.2.233

Abstract

A variable metric algorithm for minimization problems under linear inequality constraints similar to that of Goldfarb is constructed and shown to be superlinearly convergent.

cover image Mathematics of Operations Research

Volume 6, Issue 2

May 1981

Pages 159-318

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Published Online:May 01, 1981

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Jürgen Fischer, (1981) Proof of Convergence for a Modification of Goldfarb's Algorithm. Mathematics of Operations Research 6(2):233-245.

https://doi.org/10.1287/moor.6.2.233

Keywords

variable metric method

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Proof of Convergence for a Modification of Goldfarb's Algorithm

Abstract

Volume 6, Issue 2

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