Accession Number : AD0784918
Title : Nonlinear Programming Global Optimization Techniques.
Descriptive Note : Interim rept.,
Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Falk,James E. ; Fiacco,Anthony V. ; McCormick,Garth P.
Report Date : 1974
Pagination or Media Count : 7
Abstract : A computer-implementable algorithm for obtaining the global solution of finite-dimensional nonlinear programming problems with functions given in explicit factorable form has been developed and validated. The necessary subalgorithms for obtaining convex envelopes of standard functions of a single variable and global solutions to polynomials of one variable have been partially explored. Preliminary investigations into the solution of optimization problems with an infinite number of constraints whose function values are given implicitly has been successful. Application has been made of nonconvex programming theory to the solution of two-person zero-sum sequential games. (Author)
Descriptors : *Nonlinear programming, Convex sets, Game theory, Optimization
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE