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A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE
Conjugate projection superlinear conver
2007/8/7
This paper presents a variant algorithm of Goldfarb's method for linearly constrained optimization problems. In the variant algorithm, we introduce a concept called conjugate projection, which differs...
MAXIMUM ENTROPY METHODS FOR CONSTRAINED OPTIMIZATION AND MINIMAX PROBLEMS
Maximum entropy methods constrained opt
2007/8/7
This paper presents the maximum entropy methods for nonlinearly constrained optumzation and ndulmax problems. Some properties of these method are given. Convergence theorems of the maximum entopy meth...