Accession Number : AD0742908
Title : Dual, Feasible Direction Algorithms.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Mangasarian,O. L.
Report Date : FEB 1972
Pagination or Media Count : 29
Abstract : An algorithm for the solution of nonlinearly constrained optimization problems with essentially nonnegativity constraints only. The quadratic subproblems are solved by principal pivoting or other fast quadratic methods. A new method for preventing jamming (or zigzagging) is proposed. Also a general convergence theorem for optimization algorithms is given using the concept of a general necessary optimality function and incorporating the antijamming feature. All algorithms work under a choice of a number of step size selection methods. (Author)
Descriptors : (*NONLINEAR PROGRAMMING, ALGORITHMS), QUADRATIC PROGRAMMING, CONVEX SETS, THEOREMS, OPTIMIZATION
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE