Wolfe; Lemaréchal; Kiwiel (General, Constrained optimization Convex Optimization (Non-linear))

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Time Complexity

$O(n^{4})$

Space Complexity

$O(n+L)$?? words

(keeps track of current guess x^{(k)}, and computes bundle G^{(k)}, direction d^{(k)}, and scalar t^{(k)}?)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word RAM

Year

1964

Reference

https://link.springer.com/content/pdf/10.1007/BFb0120703.pdf