Accession Number : AD0752774

Title :   Nonlinear Optimization using Exterior Penalty Functions.

Descriptive Note : Technical memo.,

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

Personal Author(s) : Lasdon,Leon S. ; Fox,Richard L. ; Tamir,Arie

Report Date : NOV 1972

Pagination or Media Count : 63

Abstract : The research is concerned with exploring the computational properties of exterior penalty functions. Using the special structure of the exterior function, a special purpose one-dimensional search procedure is developed. The procedure is based on substituting interpolations of f and g sub i into the penalty function and then minimizing this approximation of P along the current search direction. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, FUNCTIONS(MATHEMATICS)), OPTIMIZATION, NUMERICAL ANALYSIS, ALGORITHMS, SEARCH THEORY

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE