COMPUTER PROGRAM IMPLEMENTING THE SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUE FOR NONLINEAR PROGRAMMING.
Abstract
The mathematical programming problem-minimize f(x) subject to R sub j(x)> or = 0 for j = 1, ..., m, where f and the R sub j's may be nonlinear-is solved by solving a sequence of unconstrained minimization problems. Upper and lower bounds on the optimal solution value, primal and dual feasible points, and estimates of the optimal solution values are generated after each iteration. The program is coded in FORTRAN IV. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1965
- Accession Number
- AD0621991
Entities
People
- Anthony V. Fiacco
- Garth P. Mccormick
- W. Charles Mylander Iii