A dual approach to solving nonlinear programming problems by unconstrained optimization

Author:

Rockafellar R. Tyrrell

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference22 articles.

1. K.J. Arrow and R.M. Solow, “Gradient methods for constrained maxima, with weakened assumptions”, in:Studies in linear and nonlinear programming, Eds. K. Arrow, L. Hurwicz and H. Uzawa (Stanford Univ. Press, Stanford, Calif., 1958).

2. Institute of Statistics Mimeo Series;K.J. Arrow,1971

3. A.V. Fiacco and G.P. McCormick,Nonlinear Programming: Sequential Unconstrained Minimization Techniques (Wiley, New York, 1968).

4. R. Fletcher, “A class of methods for nonlinear programming with termination and convergence properties”, in:Integer and nonlinear programming, Ed. J. Abadie (North-Holland, Amsterdam, 1970) pp. 157–175.

5. R. Fletcher and Shirley A. Lill, “A class of methods for nonlinear programming, II: Computational experience”, in:Nonlinear programming, Eds. J.B. Rosen, O.L. Mangasarian and K. Ritter (Academic Press, New York, 1971) pp. 67–92.

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