Accession Number : AD0666785
Title : A RELAXED INTERIOR APPROACH TO NONLINEAR PROGRAMMING.
Descriptive Note : Technical paper,
Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA
Personal Author(s) : Falk,James E.
Report Date : DEC 1967
Pagination or Media Count : 25
Abstract : The paper contains the mathematical validation of a new approach to mathematical programming problems based on a penalty-function method. The given problem is replaced by a second 'auxiliary' problem, which in many cases may be solved by standard methods since it involves the maximization of a concave function of a single variable over an interval. The auxiliary problem is defined implicitly in terms of the constituents of the original problem. Examples are presented to illustrate the theoretical results. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, PROBLEM SOLVING), NONLINEAR PROGRAMMING, SET THEORY, FUNCTIONS(MATHEMATICS), INEQUALITIES, ALGORITHMS, OPTIMIZATION, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE