An Accelerated Multiplier Method for Nonlinear Programming,
Abstract
This report describes an accelerated multiplier method for solving the general nonlinear programming problem. The algorithm poses a sequence of unconstrained optimization problems. The unconstrained problems are solved using a rank-one recursive algorithm described in an earlier paper. Multiplier estimates are obtained by minimizing the error in the Kuhn-Tucker conditions using a quadratic programming algorithm. The convergence of the sequence of unconstrained problems is accelerated by using a Newton-Raphson extrapolation process. The numerical effectiveness of the algorithm is demonstrated on a relatively large set of test problems.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 30, 1974
- Accession Number
- ADA004077
Entities
People
- J. T. Betts
Organizations
- The Aerospace Corporation