Accession Number : AD0680463

Title :   SPHERICAL PROGRAMMING: A CONVEX PROGRAMMING ALGORITHM.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : McGuire,S. W. ; Hocking,R. R. ; Hartley,H. O.

Report Date : 08 OCT 1968

Pagination or Media Count : 26

Abstract : A new algorithm is developed for solving the problem of maximizing a function, f(x), of n variables subject to m linear inequality constraints. The procedure consists of solving a sequence of subproblems which require the maximization of f(x) over a hypersphere. A simple algorithm is developed for solving the subproblems. The sequence of subproblem optima is shown to converge to the constrained optimum of f(x) if f(x) is concave. A discussion is given of our limited computational experience with the algorithm. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, ALGORITHMS), OPTIMIZATION, ITERATIONS, INEQUALITIES, THEOREMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE