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Linearly constrained optimization

Optimierung mit linearen Restriktionen

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Abstract

For linearly constrained optimization problems an algorithm is presented which is based on conjugate gradients. Numerical tests demonstrate a favourable behaviour of the new algorithm.

Zusammenfassung

Zur Lösung von Optimierungsproblemen mit linearen Restriktionen wird ein Algorithmus auf der Grundlage konjugierter Gradienten vorgestellt. Einige Testbeispiele zeigen hervorragendes Konvergenzverhalten.

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Authors and Affiliations

  1. Karpov Inst. of Phys. Chemistry, Ul. Obukha 10, 107120, Moscow B-120, USSR

    G. M. Ostrovsky, M. G. Ostrovsky & T. A. Berezinsky

Authors
  1. G. M. Ostrovsky
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  2. M. G. Ostrovsky
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  3. T. A. Berezinsky
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Ostrovsky, G.M., Ostrovsky, M.G. & Berezinsky, T.A. Linearly constrained optimization. Computing 42, 85–89 (1989). https://doi.org/10.1007/BF02243146

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  • DOI: https://doi.org/10.1007/BF02243146

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