The Econometric SocietyEconometrica: Oct 1961, Volume 29, Issue 4
An Approximate Method for Convex Programming
https://doi.org/0012-9682(196110)29:4<700:AAMFCP>2.0.CO;2-1
p.
700-703
Jaromir Abrham
An iterative method for solving nonlinear programming problems is proposed. Its convergence is proved for the case in which the minimand is strictly convex. An upper bound for the error at each step is given.Log In To View Full Content