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AL-Rafidain Journal of Computer Sciences and Mathematics

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New low storage VM-algorithm for constrained optimization

    Abbas Y. Al-Bayati Hamsa Th. Chilmerane

AL-Rafidain Journal of Computer Sciences and Mathematics, 2009, Volume 6, Issue 3, Pages 11-19
10.33899/csmj.2009.163817

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Abstract

In this paper a new low-storage VM-algorithm for constrained optimization is investigated both theoretically and experimentally. The new algorithm is based on both the well-known Fletcher's low storage algorithm which generates columns Z spanned on the gradient vectors g1, g2, ... gn  and the idea of both Buckley and LeNir of combined variable storage-conjugate gradient method. The well-known SUMT algorithm is adapted to implement the new idea. The new algorithm is very robust compared with the standard low-storage Fletcher algorithm and the standard SUMT algorithm which was designed for solving constrained problems, of the    numerical results of application very promising.
 
Keywords:
    constrained low storage SUMT
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(2009). New low storage VM-algorithm for constrained optimization. AL-Rafidain Journal of Computer Sciences and Mathematics, 6(3), 11-19. doi: 10.33899/csmj.2009.163817
Abbas Y. Al-Bayati; Hamsa Th. Chilmerane. "New low storage VM-algorithm for constrained optimization". AL-Rafidain Journal of Computer Sciences and Mathematics, 6, 3, 2009, 11-19. doi: 10.33899/csmj.2009.163817
(2009). 'New low storage VM-algorithm for constrained optimization', AL-Rafidain Journal of Computer Sciences and Mathematics, 6(3), pp. 11-19. doi: 10.33899/csmj.2009.163817
New low storage VM-algorithm for constrained optimization. AL-Rafidain Journal of Computer Sciences and Mathematics, 2009; 6(3): 11-19. doi: 10.33899/csmj.2009.163817
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