FEASIBLE DESCENT CONE METHODS FOR INEQUA
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J. A. SNYMAN; N. STANDER
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Article
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1996
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John Wiley and Sons
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English
โ 784 KB
A new Feasible Descent Cone (FDC) method for constrained optimization, previously restricted to linear objectives, is here generalized to include non-linear objective functions as well. In the basic and exact algorithm a sequence of descent steps is taken through the interior of the feasible region