Convergence properties of a class of reduced gradient algorithms in linearly constrained minimization

Convergence properties of a class of reduced gradient algorithms in linearly constrained minimization

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Article ID: iaor19911372
Country: Germany
Volume: 22
Start Page Number: 189
End Page Number: 195
Publication Date: May 1991
Journal: Optimization
Authors:
Abstract:

A family F of reduced gradient algorithms for solving linearly constrained minimization problems is introduced. Its basic features are: (i) The variables with respect to which an unconstrained minimization is carried out are chosen according to a general rule. (ii) The unconstrained minimization is completed. (iii) Weak assumptions are considered on the unconstrained minimization algorithm. For any algorithm in F under suitable hypotheses convergence to a Kuhn-Tucker point is established. Further some convergence rate properties are found.

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