A quadratic programming algorithm using conjugate search directions

Author:

Benveniste Regina

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference8 articles.

1. J. Abadie and J. Carpentier, “Generalization of the Wolfe Reduced Gradient method to the case of nonlinear constraints” in: R. Fletcher, ed.,Optimization (Academic Press, London, 1969) pp. 37–47.

2. E.M.L. Beale, “On minimizing a convex function subject to linear constraints”,Journal of the Royal Statistical Society B17 (1955) 173–184.

3. E.M.L. Beale, “A derivation of conjugate gradients”, Paper presented at the Conference on Numerical Methods for Nonlinear Optimization (1971).

4. R. Fletcher and C.H. Reeves, “Function minimization by conjugate gradients”,Computer Journal 7 (1964) 149–154.

5. M.R. Hestenes and E. Stiefel, “Methods of conjugate gradients for solving linear systems”,Journal of Research of Natural Bureau of Standards 49 (1952) 409–436.

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