Constrained Optimization Using Iterated Partial Kuhn-Tucker Vectors.
Abstract
A frequently occurring problem is that of minimizing a convex function subject to a finite set of inequality constraints. Often what makes this problem difficult is the sheer number of constraints. That is, we could solve this problem for a smaller set of constraints, but solving for the total set causes difficulty. Here the authors discuss an approach which uses our ability to solve these partial problems to lead to a total solution. They illustrate the method with several examples in the last section of the paper. This approach will be somewhat heuristic in nature to promote understanding.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1984
- Accession Number
- ADA145476
Entities
People
- P. C. Wollan
- R. L. Dykstra
Organizations
- University of Iowa