THE SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUE FOR CONVEX PROGRAMMING WITH EQUALITY CONSTRAINTS.
Abstract
This paper extends the sequential unconstrained minimization technique for nonlinear programming to include problems where the constraints are a mixture of inequalities and equalities. Theorems indicating the dual nature of the method and the solution of a subproblem are given. Finally, the theoretical basis for a k-point extrapolation procedure is established. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1965
- Accession Number
- AD0623093
Entities
People
- Anthony V. Fiacco
- Garth P. Mccormick