A FEASIBLE DESCENT CONE METHOD FOR LINEARLY CONSTRAINED MINIMIZATION PROBLEMS

被引：2
|
作者：
DEKLERK, E
SNYMAN, JA
机构：
[1] Department of Mechanical, Aeronautical Engineering University of Pretoria, Pretoria
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1994年 / 28卷 / 06期
关键词：
D O I：
10.1016/0898-1221(94)00150-2
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An improvement over an earlier feasible directions minimization algorithm is presented. In a certain sense the new feasible descent cone algorithm is shown to be a generalization of Rosen's gradient projection method. The algorithm is evaluated for linear programming test problems, and promising results are obtained for random problems and problems involving weight minimization of plane trusses.
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页码：33 / 44
页数：12
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