SUCCESSIVE APPROXIMATION BY QUADRATIC FITTING AS APPLIED TO OPTIMIZATION PROBLEMS.

Abstract

This memorandum investigates a technique of solving optimization problems by expanding the original functional about an approximating function to obtain a quadratic function which then can be solved exactly using dynamic programming. Applications and numerical results are presented for a one-dimensional example, a two-point problem, and approximations over a grid of points. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1966
Accession Number
AD0635282

Entities

People

  • S. P. Azen

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Computing-Related Activities
  • Dynamic Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.