Numerical Aspects of Trajectory Algorithms for Nonlinearly Constrained Optimization.

Abstract

This paper discusses two algorithms for nonlinearly constrained optimization. These algorithms -- the penalty and barrier trajectory algorithms -- are based on an examination of the trajectories of approach to the solution that characterize the quadratic penalty function and the logarithmic barrier function, respectively. Although closely related in principle, the two algorithms display important differences in their implementation as well as in the properties of the generated iterates. The discussion will emphasize the numerical aspects of implementation of the trajectory algorithms, with particular attention to the choice of reliable methods for carrying out the required computations. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1976
Accession Number
ADA044903

Entities

People

  • Margaret H. Wright
  • Walter Murray

Organizations

  • Stanford University

Tags

Communities of Interest

  • Counter IED
  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Iterations
  • Lagrangian Functions
  • Linear Accelerators
  • Linear Systems
  • Mathematical Programming
  • Military Research
  • New York
  • Nonlinear Programming
  • Numerical Analysis
  • Operations Research
  • Optimization
  • Trajectories
  • United States
  • United States Government

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  • Theoretical Analysis.