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