Accession Number : AD0744327

Title :   A Quadratically-Convergent Algorithm for General Nonlinear Programming Problems.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Robinson,Stephen M.

Report Date : MAY 1972

Pagination or Media Count : 19

Abstract : The paper presents an algorithm for solving nonlinearly constrained programming problems. The algorithm reduces the original problem to a sequence of linearly-constrained minimization problems, for which efficient algorithms are available. A convergence theorem is given which states that if the process is started sufficiently close to a strict second-order Kuhn-Tucker point, then the sequence produced by the algorithm exists and converges R-quadratically to that point. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, ALGORITHMS), MATRICES(MATHEMATICS), CONVERGENCE, THEOREMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE