Accession Number : ADA294932

Title :   Some Issues in Nonlinear Programming Algorithms for Problems with Simulation Constraints.

Descriptive Note : Final technical rept. 1 Mar 93-28 Feb 95,

Corporate Author : RICE UNIV HOUSTON TX

Personal Author(s) : Dennis, John E., Jr. ; Tapia, Richard A. ; Torczon, Virginia J.

PDF Url : ADA294932

Report Date : 13 APR 1995

Pagination or Media Count : 24

Abstract : Many large-scale optimization problems can be formulated as nonlinear programming problems where the constraints represent systems governed by partial differential equations. This deceptively simple observation allows for a wealth of possibilities in the development of optimization methods applicable to such problems. This is a vast area of research on problems of importance to the nations environment, economy, and defense. The work reported here had as its goal the development and evaluation of a number of different optimization strategies for problems with simulation constraints. Specifically, the work focused on applying direct search methods to and developing interior-point algorithms for problems of this form.

Descriptors :   *ALGORITHMS, *NONLINEAR PROGRAMMING, SIMULATION, METHODOLOGY, OPTIMIZATION, ENVIRONMENTS, STRATEGY, OBSERVATION, PROBLEM SOLVING, SEARCHING, PARTIAL DIFFERENTIAL EQUATIONS.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE