A MODIFIED PENALTY TERM FOR THE SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUE FOR CONVEX PROGRAMMING PROBLEMS.

Abstract

The Sequential Unconstrained Minimization Technique (SUMT) for Convex Programming Programming Problems is modified by the introduction of an exponent in the penalty term. The exponent is introduced to increase the rate of convergence of the method for nonlinear problems with solutions on the boundary of one or more constraints. Convergence to the solution of the constrained problem is proved and it is shown that SUMT is a special case of the general unconstrained function with the exponent equal to one. Results of a sample problem indicate that the rate of convergence is improved and that the computational time for solution is decreased for an exponent less than one. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1966
Accession Number
AD0487027

Entities

People

  • Vincent J. Leahy

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Boundaries
  • Computer Programming
  • Computing-Related Activities
  • Convergence
  • Convex Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Operations Research