Accession Number : AD0726682

Title :   An Efficient Algorithm for Minimizing Barrier and Penalty Functions.

Descriptive Note : Technical memo.,

Corporate Author : CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Lasdon,Leon S.

Report Date : DEC 1970

Pagination or Media Count : 63

Abstract : Constrained minimization is often done via interior penalty functions. Such functions can be very difficult to minimize using existing algorithms. In this paper, a new algorithm is described which is specially constructed to deal with such functions. It generates search directions by linearizing the objective and constraints about the current (interior) point, substituting these linearizations into the penalty function, and minimizing the result. Properties of the algorithm are derived, an efficient method for solving the direction finding problem is suggested, and computational results are presented. Preliminary results are also given on an extension to quasibarrier and exterior penalty functions. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, ALGORITHMS), SET THEORY, APPROXIMATION(MATHEMATICS), SEARCH THEORY, ITERATIONS, OPTIMIZATION

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE