Accession Number : AD0635282

Title :   SUCCESSIVE APPROXIMATION BY QUADRATIC FITTING AS APPLIED TO OPTIMIZATION PROBLEMS.

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Azen, S. P.

Report Date : JUN 1966

Pagination or Media Count : 30

Abstract : This memorandum investigates a technique of solving optimization problems by expanding the original functional about an approximating function to obtain a quadratic function which then can be solved exactly using dynamic programming. Applications and numerical results are presented for a one-dimensional example, a two-point problem, and approximations over a grid of points. (Author)

Descriptors :   (*OPTIMIZATION, *APPROXIMATION(MATHEMATICS)), (*DYNAMIC PROGRAMMING, OPTIMIZATION), NUMERICAL METHODS AND PROCEDURES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE