SPHERICAL PROGRAMMING: A CONVEX PROGRAMMING ALGORITHM.

Abstract

A new algorithm is developed for solving the problem of maximizing a function, f(x), of n variables subject to m linear inequality constraints. The procedure consists of solving a sequence of subproblems which require the maximization of f(x) over a hypersphere. A simple algorithm is developed for solving the subproblems. The sequence of subproblem optima is shown to converge to the constrained optimum of f(x) if f(x) is concave. A discussion is given of our limited computational experience with the algorithm. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 08, 1968
Accession Number
AD0680463

Entities

People

  • Herman Otto Hartley
  • R. R. Hocking
  • S. W. Mcguire

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Convex Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Inequalities
  • Mathematics
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Operations Research