
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 secondorder KuhnTucker 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