Accession Number : ADA182531

Title :   Rapidly Convergent Algorithms for Nonsmooth Optimization.

Descriptive Note : Annual scientific rept. 15 Jul 85-14 Jul 86,

Corporate Author : WASHINGTON STATE UNIV PULLMAN

Personal Author(s) : Mifflin,Robert

PDF Url : ADA182531

Report Date : 14 Jul 1986

Pagination or Media Count : 5

Abstract : The research supported under this grant has led to new developments for solving nonlinear optimization problems involving functions that are not everywhere differentiable and/or are implicitly defined, such as those that arise from dual formulations of optimization models. A new result has been proved showing rapid convergence of an algorithm for the single variable case where generalized derivations are available. For the single variable case where only function values are used a safeguarded bracketing technique has been introduced which guarantees convergence for lower semicontinous functions and preserves rapid convergence of polyhedral and/or polynomial fitting algorithms. A safeguarded polyhedral/quadratic fitting algorithm has been developed which has better than linear convergence for certain piecewise twice continously differentiable functions. Ideas from the single variable case are being extended to the multi-variable case. (Author)

Descriptors :   *NONLINEAR PROGRAMMING, CONVERGENCE, FITTINGS, FORMULATIONS, FUNCTIONS, MODELS, MULTIVARIATE ANALYSIS, ALGORITHMS, OPTIMIZATION, POLYNOMIALS, PROBLEM SOLVING, VARIABLES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE