A Locally Quadratically Convergent Algorithm for Computing Stationary Points.

Abstract

Stationary points for a system with a convex polyhedral set and a continuously differentiable function with positive definite derivatives are computed by iteratively solving the linearized problem. The procedure is shown to be a mixing of a finite number of Newton methods and to have a local convergence rate which is quadratic. The stationary point problem is of the type arising from the PIES energy model. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1978
Accession Number
ADA057398

Entities

People

  • B. Curtis Eaves

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computations
  • Convergence
  • Convex Sets
  • Equations
  • Industrial Engineering
  • Iterations
  • Linear Programming
  • Mathematics
  • Military Research
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Simplex Method
  • Stationary
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Graph Algorithms and Convex Optimization.