Mathematical Programming for Constrained Minimal Problems. Part 5 - Combined Conjugate Gradient-Restoration Algorithm,
Abstract
The problem of minimizing a function f(x) subject to a constraint phi(x) = 0 is considered. Here, f is a scalar, x an n-vector, and phi a q-vector. A combined conjugate gradient-restoration algorithm is presented. This algorithm is characterized by a displacement delta x leading toward the minimum point while simultaneously leading toward constrain satisfaction. The determination of the displacement delta x uses information at the present point x as well as the previous point x primed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1970
- Accession Number
- AD0719771
Entities
People
- A. V. Levy
- Angelo Miele
- J. C. Heideman
Organizations
- Rice University