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Rate of convergence of the method of feasible directions, not necessarily using the direction of steepest descent

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Literature cited

  1. G. Zoutendijk, Methods of Feasible Directions, Elsevier, Amsterdam (1960).

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  2. O. Pironneau and E. Polak, “Rate of convergence of a class of methods of feasible directions,” SIAM J. Numer. Anal.,10, No. 1 (1973).

  3. Ya. I. Zabotin and M. I. Kreinin, “Convergence of methods of minimax finding,” Izv. Vyssh. Uchebn. Zaved., Mat., No. 10 (1977).

  4. V. F. Dem'yanov and V. N. Malozemov, Introduction to Minimaxes [in Russian], Nauka, Moscow (1972).

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  5. D. B. Yudin and E. G. Gol'shtein, Linear Programming [in Russian], Nauka, Moscow (1963).

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Authors
  1. Yu. A. Kostyukov
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Additional information

Translated from Issledovaniya po Prikladnoi Matematike, No. 7, pp. 65–74, 1979.

In conclusion, the author wishes to thank Ya. I. Zabotin for his interest in the present paper.

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Kostyukov, Y.A. Rate of convergence of the method of feasible directions, not necessarily using the direction of steepest descent. J Math Sci 43, 2461–2467 (1988). https://doi.org/10.1007/BF01095652

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  • DOI: https://doi.org/10.1007/BF01095652

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