论文信息 - Linearly constrained optimization

Linearly constrained optimization

For linearly constrained optimization problems an algorithm is presented which is based on conjugate gradients. Numerical tests demonstrate a favourable behaviour of the new algorithm.ZusammenfassungZur Lösung von Optimierungsproblemen mit linearen Restriktionen wird ein Algorithmus auf der Grundlage konjugierter Gradienten vorgestellt. Einige Testbeispiele zeigen hervorragendes Konvergenzverhalten.

G. M. Ostrovsky | M. G. Ostrovsky | T. A. Berezinsky | G. Ostrovsky

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