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gradient-projection-method-of-rosen

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Lucca-Rodrigues-main / Constrained-Optimization-Classical-Methods-Penalty-Zoutendijk-GPMR

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This repository contains a collection of MATLAB scripts that implement some of the classical optimization methods for constrained optimization models: Penalty and Barrier methods, linear and non-linear Zoutendijk and also the Gradient Projection Method of Rosen (GPMR).

programming optimization matlab constrained-optimization barrier-method gpmr gradient-projection zoutendijk penalty-method gradient-projection-method-of-rosen linear-zoutendijk nonlinear-zoutendijk rosen-gradient-projection-method
  • Updated Aug 1, 2025
  • MATLAB

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