Linearly constrained pseudo‐Newton method

Jerrold H. May

Naval Research Logistics Quarterly, 1982, vol. 29, issue 3, 429-442

Abstract: Must Newton‐type methods for linearly constrained optimization be either of the modified Newton or quasi‐Newton variety? The contention of this paper is that explicity recomputing part of the projected Hessian may be superior to both approaches. A computational comparison with MINOS is presented.

Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:29:y:1982:i:3:p:429-442

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