Accession Number : AD0684343

Title :   NLPROG (A SET OF FORTRAN PROGRAMS TO FIND THE MINIMUM OF A CONSTRAINED FUNCTION).

Descriptive Note : Memorandum rept.,

Corporate Author : BALLISTIC RESEARCH LABS ABERDEEN PROVING GROUND MD

Personal Author(s) : Wortman,John D.

Report Date : JAN 1969

Pagination or Media Count : 39

Abstract : This report describes a FORTRAN IV subroutine, called NLPROG, for solving nonlinear programming problems. The approach is to solve a sequence of subproblems as proposed by Carroll and extended by Fiacco and McCormick. The subproblems are solved by one of four methods, all modifications of documented methods. Two are direct search schemes, the Hooke-Jeeves method and Powell's without derivative method. The third is the quasi-Newton method proposed by Davidon as modified by Fletcher and Powell. The fourth method is Newton's. Some comparative results are given. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, SUBROUTINES), COMPUTER PROGRAMMING, OPTIMIZATION, SEARCH THEORY, NUMERICAL ANALYSIS

Subject Categories : Operations Research
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE