Large Scale Convex Programming Models,

Abstract

Almost all practical resource allocation programming problems which are convex can be represented as: min Summation over x of ((alpha sub ok)((1 sub ok)x)) subject to Summation over k of ((alpha sub ik)(L sub ik)x)) = or > 0, i = 1,...,m, where the alpha sub ik(.)) are convex functions of a single variable. In this paper the computational implications of such a representation are described. Some of the topics considered are: real world models in resource allocation which yield such structure, facility in preparing the input, simple methods of obtaining the first and second derivatives, use of the highly developed techniques for handling large scale linear programming problems on these structured convex programming problems, and second order algorithms for solving these problems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1971
Accession Number
AD0726027

Entities

People

  • Garth P. Mccormick

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Buildings And Structures
  • Computer Programming
  • Convex Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operations Research

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  • Linear Algebra
  • Systems Analysis and Design