Results 201 to 210 of about 2,661 (250)

A stochastic approximation counterpart of the feasible direction method

Statistics and Probability Letters, 1987
A stochastic approximation counterpart of the feasible direction method of Topkis and Veinott is considered. No convexity condition on a function to be minimized is imposed and a procedure for one-dimensional minimization along each feasible direction chosen is included.
Jacek Koronacki
exaly   +2 more sources

Feasible direction methods in the absence of slater's condition

Mathematische Operationsforschung Und Statistik Series Optimization, 1978
Three popular feasible direction methods for solving convex programming problems are reformulated so that they now work in the absence of Slater’s condition or any other constraint qualification.
exaly   +3 more sources

Generalized reduced gradient method as an extension of feasible direction methods

Journal of Optimization Theory and Applications, 1977
The paper presents modifications of the generalized reduced gradient method which allows for a convergence proof. For that, a special construction of the basis is introduced, and some tools of the theory of feasible direction are used to modify the common choice of the direction at every step.
Y Smeers
exaly   +3 more sources

Computational behavior of a feasible direction method for linear programming [PDF]

European Journal of Operational Research, 1989
We discuss a finite method of feasible directions for linear programs. The method begins with a BFS (basic feasible solution) and constructs a profitable direction by combining the updated columns of several nonbasic variables eligible to enter.
Yahya Fathi, Katta G Murty
exaly   +2 more sources

The regularized feasible directions method for nonconvex optimization

Operations Research Letters, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amir Beck, Nadav Hallak
openaire   +2 more sources

Probabilistic version of the method of feasible directions

Applied Mathematics and Computation, 2002
This paper is a sequel of the results obtained by one of the authors [see \textit{J. Korychki} and \textit{M. Kostreva}, J. Optimization Theory 92, 311--330 (1994; Zbl 0886.90128) and 91, 389--418 (1996; Zbl 0883.90101)]. It is devoted to the discussion of random procedure that implements the solution of the non linear programming inequality ...
Artur Gorka, Michael M. Kostreva
openaire   +1 more source

A superlinearly convergent method of feasible directions

Applied Mathematics and Computation, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Michael M. Kostreva, X. Chen
openaire   +2 more sources

A feasible direction method for image restoration

Optimization Letters, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LANDI, GERMANA, LOLI PICCOLOMINI, ELENA
openaire   +2 more sources

Optimal Error Correction and Methods of Feasible Directions

Journal of Optimization Theory and Applications, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Saeed Ketabchi, Hossein Moosaei
openaire   +1 more source

Rate of Convergence of a Class of Methods of Feasible Directions

SIAM Journal on Numerical Analysis, 1973
This paper deals with the rate of convergence of four methods of feasible directions the Zoutendijk procedures 1 and 2 and two modifications of these procedures due to the authors. It is shown that of these methods, the two due to the authors converge linearly under convexity assumptions, that the Zoutendijk procedure 2 converges sublinearly under ...
Pironneau, O., Polak, E.
openaire   +1 more source