Generalized reduced gradient method as an extension of feasible direction methods |
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| Authors: | Y. Smeers |
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| Affiliation: | (1) Department of Engineering and CORE, Catholic University of Louvain, Louvain, Belgium |
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| Abstract: | 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.Thanks are due to G. de Ghellinck and E. Loute for many fruitful discussions on this paper. |
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| Keywords: | Mathematical programming nonlinear programming gradient methods feasible direction methods convergence |
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