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Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints

1969; Society for Industrial and Applied Mathematics; Volume: 17; Issue: 4 Linguagem: Inglês

10.1137/0117067

1095-712X

Donald Goldfarb,

Probabilistic and Robust Engineering Design

Previous article Next article Extension of Davidon's Variable Metric Method to Maximization Under Linear Inequality and Equality ConstraintsDonald GoldfarbDonald Goldfarbhttps://doi.org/10.1137/0117067PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] M. J. Box, A comparison of several current optimization methods, and the use of transformations in constrained problems, Comput. J., 9 (1966), 67–77 MR0192645 0146.13304 CrossrefISIGoogle Scholar[2] Charles W. Carroll, The created response surface technique for optimizing nonlinear, restrained systems, Operations Res., 9 (1961), 169–185 MR0129020 0111.17004 CrossrefISIGoogle Scholar[3] R. Courant and , D. Hilbert, Methods of mathematical physics. Vol. I, Interscience Publishers, Inc., New York, N.Y., 1953xv+561 MR0065391 0051.28802 Google Scholar[4] W. C. Davidon, Variable metric method for minimization, Atomic Energy Commission Research Development Report, ANL-5990, 1959 Google Scholar[5] Jack B. 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Control, 4 (1966), 194–210 10.1137/0304019 MR0189832 0146.13303 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Exoskeleton kinematic design robustness: An assessment method to account for human variability4 November 2020 | Wearable Technologies, Vol. 1 Cross Ref FreePSI: an alignment-free approach to estimating exon-inclusion ratios without a reference transcriptome9 November 2017 | Nucleic Acids Research, Vol. 46, No. 2 Cross Ref A scaled three-term conjugate gradient method for unconstrained optimization13 December 2016 | Journal of Inequalities and Applications, Vol. 2016, No. 1 Cross Ref An active-set projected trust region algorithm for box constrained optimization problems28 November 2014 | Journal of Systems Science and Complexity, Vol. 28, No. 5 Cross Ref SOLVING A SPECIAL CLASS OF MULTIPLE OBJECTIVE LINEAR FRACTIONAL PROGRAMMING PROBLEMS9 October 2014 | The ANZIAM Journal, Vol. 56, No. 1 Cross Ref A New Procedure for Solving Integer 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