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