A convergence proof of a special version of the Generalized Reduced Gradient Method (GRGS)

Smeers, Yves
(1974) Revue Francaise d’Informatique et de Recherche Operationelle. Serie Verte — Vol. 8, p. 105-114 (1974)

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The Generalized Reduced Gradient Method has been studied thoroughly from a numerical point of view. However, no convergence proof seems to have been published so far. This paper considers a special version of the method and establishes conditions under which convergence can be proved. In particular it is shown that an updating of the basis is necessary in order to be able to prove convergence.
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Smeers, Y. (1974). A convergence proof of a special version of the Generalized Reduced Gradient Method (GRGS). Revue Francaise d’Informatique et de Recherche Operationelle. Serie Verte, 8, 105-114. https://hdl.handle.net/2078.5/50681 (Original work published 1974)