Accession Number : AD0729279

Title :   A Superlinearly Convergent Method for Minimization Problems with Linear Inequality Constraints.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Ritter,K.

Report Date : JUN 1971

Pagination or Media Count : 50

Abstract : A method is described for minimizing a continuously differentiable function F(x) of n variables subject to linear inequality constraints. It can be applied under the same general assumptions as any method of feasible directions. If F(x) is twice continuously differentiable and the Hessian matrix of F(x) has certain properties, then the algorithm generates a sequence of points which converges superlinearly to the unique minimizer of F(x). No computation of second order derivatives is required. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, ALGORITHMS), CONVERGENCE, INEQUALITIES, CONVEX SETS, THEOREMS, OPTIMIZATION

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE