Accession Number : AD0787663
Title : Infinitely Constrained Optimization Problems.
Descriptive Note : Scientific rept.,
Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
Personal Author(s) : Blankenship,Jerry W. ; Falk,James E.
Report Date : 28 JUN 1974
Pagination or Media Count : 31
Abstract : A generalized cutting plane algorithm designed to solve problems of the form min(f(x) : x element of X and g(x,y) < or = 0 for all y element of Y) is described. Convergence is established in the general case (f, g continuous, X and Y compact). Constraint dropping is allowed in a special case (f,g(.,y) convex functions, X a convex set). Applications are made to a variety of max-min problems. Computational considerations are discussed. (Author)
Descriptors : *Linear programming, Convex sets, Algorithms, Theorems
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE