Nonlinear Optimization Using the Generalized Reduced Gradient Method

Abstract

Generalized Reduced Gradient (GRG) methods are algorithms for solving nonlinear programs of general structure. This paper discusses the basic principles of GRG, and constructs a specific GRG algorithm. The logic of a computer program implementing this algorithm is presented by means of flow charts and discussion. A numerical example is given to illustrate the functioning of this program.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1973
Accession Number
AD0774723

Entities

People

  • Leon S. Lasdon
  • Margery W. Ratner
  • Richard L. Fox

Organizations

  • Case Western Reserve University

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Commerce
  • Computations
  • Computer Programs
  • Computers
  • Convergence
  • Engineering
  • Heuristic Methods
  • Iterations
  • Linear Programming
  • Military Research
  • Operations Research
  • Optimization
  • Procedures (Computers)
  • Sequences
  • Simplex Method
  • Universities

Readers

  • Computer Science.
  • Linear Algebra
  • Snow Cover Descriptors for Reptiles and Their Illustrations.