Accession Number : AD0776406
Title : An Arc Method for Nonlinear Programming.
Descriptive Note : Technical rept.,
Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
Personal Author(s) : McCormick,Garth P.
Report Date : 15 FEB 1974
Pagination or Media Count : 45
Abstract : An algorithm using second derivatives for solving the optimization problem: minimize f(x) subject to (g subi) (x) > or = 0, i = 1,...,m where the (g sub i) are not necessarily linear is presented. The basic idea is to generate a sequence of feasible points with decreasing objective values by movement along piecewise, smooth, quadratic arcs. Cluster points of the sequence generated are shown to be second-order Kuhn-Tucker points. If the strict second order sufficiency conditions hold the rate of convergence is shown to be at least quadratic. (Author)
Descriptors : *Nonlinear programming, Convergence, Permutations, Computations, Algorithms
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE