A Computer Program for Solving Separable Nonconvex Optimization Problems

Abstract

The global optima of nonconvex optimization problems are, in general, impossible to find. Many such problems, however, can be approximated arbitrarily closely by separable problems wherein all functions are piecewise linear. Program MOGG is a FORTRAN code which will find a global optimum to these latter problems. The code is based on a branch and bound algorithm that is guaranteed to terminate after a finite number of steps. The code incorporates a linear programming subsystem designed to be numerically stable even for ill-conditioned problems.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA057755

Entities

People

  • James E. Falk
  • Jeffrey H. Grotte
  • Paul F. Mccoy

Organizations

  • Institute for Defense Analyses

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Birds
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Evolutionary Algorithms
  • Integer Programming
  • Linear Programming
  • Mathematical Programming
  • New York
  • Nonconvex Programming
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Simplex Method

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computer Science.
  • Graph Algorithms and Convex Optimization.

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms