A compact variable metric algorithm for linearly constrained nonlinear minimax approximation
نویسنده
چکیده
The paper contains a description of an efficient algorithm for linearly constrained nonlinear minimax approximation. This algorithm uses an elimination of constraints together with the product-form variable metric updates. The main advantage of the new algorithm consists in a simple determination of the direction vector. No quadratic programming subproblem has to be solved. The efficiency of the algorithm is demonstrated on test problems.
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ورودعنوان ژورنال:
- Kybernetika
دوره 21 شماره
صفحات -
تاریخ انتشار 1985