Accession Number : ADA207629

Title :   Rapidly Convergent Algorithms for Nonsmooth Optimization.

Descriptive Note : Final scientific rept. 15 Jul 83-14 Jun 88,

Corporate Author : WASHINGTON STATE UNIV PULLMAN

Personal Author(s) : Mifflin, Robert

PDF Url : ADA207629

Report Date : 15 Dec 1988

Pagination or Media Count : 7

Abstract : The research supported by this grant has continued the development of efficient methods for solving optimization problems involving implicitly defined functions that are not everywhere differentiable. Research on a rapidly convergent algorithm for the constrained single variable case where generalized derivatives are known has been completed. Significant process has been made in extending this work to the n-variable case via the definition of better than linear convergence. Safeguarding techniques have been developed which ensure first order convergence on problems with semismooth functions, but do not prevent better than linear convergence on piecewise second order smooth functions. For the constrained case a scale-free automatic penalty technique has been devised. A new stable method for solving certain quadratic programming problems has been developed which includes a technique for resolving degeneracy. (JHD)

Descriptors :   *ALGORITHMS, *CONVERGENCE, *OPTIMIZATION, EFFICIENCY, FUNCTIONS, PROBLEM SOLVING, QUADRATIC PROGRAMMING, STABILITY, VARIABLES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE