Accession Number : AD0726322

Title :   Penalty Function versue Nonpenalty Function Methods for Constrained Nonlinear Programming Problems.

Descriptive Note : Technical paper,

Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s) : McCormick,Garth P.

Report Date : JUN 1971

Pagination or Media Count : 41

Abstract : The relative merits of using sequential unconstrained methods for solving: minimize f(x) subject to g sub i (x) > or == 0, i = 1,...,m, h sub j (x) = 0, j = 1,...,p versus methods which handle the constraints directly are explored. Nonlinearly constrained problems are emphasized. Both classes of methods are analyzed as to parameter selection requirements, convergence to first and second-order Kuhn-Tucker Points, rate of convergence, matrix conditioning problems and computations required. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, OPTIMIZATION), SEQUENCES(MATHEMATICS), SET THEORY, MATRICES(MATHEMATICS), ALGORITHMS, CONVERGENCE

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE