Reduced direction methods for the nonlinear programming problem

Reduced direction methods for the nonlinear programming problem

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Article ID: iaor19921538
Country: United Kingdom
Volume: 28
Start Page Number: 135
End Page Number: 145
Publication Date: Sep 1988
Journal: USSR Computational Mathematics and Mathematical Physics
Authors:
Abstract:

An approach to constructing methods for solving the non-linear programming problem in which direction choosing in the original space is reduced by constraint approximation to choosing the direction of descent of an auxiliary function in a space of smaller dimension is proposed.

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