Accession Number : AD0719771

Title :   Mathematical Programming for Constrained Minimal Problems. Part 5 - Combined Conjugate Gradient-Restoration Algorithm,

Corporate Author : RICE UNIV HOUSTON TEX AERO-ASTRONAUTICS GROUP

Personal Author(s) : Miele,A. ; Heideman,J. C. ; Levy,A. V.

Report Date : 1970

Pagination or Media Count : 36

Abstract : The problem of minimizing a function f(x) subject to a constraint phi(x) = 0 is considered. Here, f is a scalar, x an n-vector, and phi a q-vector. A combined conjugate gradient-restoration algorithm is presented. This algorithm is characterized by a displacement delta x leading toward the minimum point while simultaneously leading toward constrain satisfaction. The determination of the displacement delta x uses information at the present point x as well as the previous point x primed. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, ALGORITHMS), DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), CONVERGENCE, ITERATIONS, OPTIMIZATION

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE