NLPROG (A SET OF FORTRAN PROGRAMS TO FIND THE MINIMUM OF A CONSTRAINED FUNCTION).
Abstract
This report describes a FORTRAN IV subroutine, called NLPROG, for solving nonlinear programming problems. The approach is to solve a sequence of subproblems as proposed by Carroll and extended by Fiacco and McCormick. The subproblems are solved by one of four methods, all modifications of documented methods. Two are direct search schemes, the Hooke-Jeeves method and Powell's without derivative method. The third is the quasi-Newton method proposed by Davidon as modified by Fletcher and Powell. The fourth method is Newton's. Some comparative results are given. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1969
- Accession Number
- AD0684343
Entities
People
- John D. Wortman
Organizations
- Ballistic Research Laboratory