The Continuous Projective Sumt Method for Convex Programming,

Abstract

An algorithm for solving convex programming problems is derived from the differential equations characterizing the trajectory of unconstrained minimizers of the classical logarithmic barrier function method. Convergence of this continuous Projective SUMT method to a global solution of a convex programming problem is proved under minimal assumptions. Extension of the algorithm to a form which handles linear equality constraints produces a differential equation analogue of Karmarkar's projective method for linear programming. The concluding discussion includes a discrete form of the algorithm.

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Document Details

Document Type
Technical Report
Publication Date
Jun 04, 1986
Accession Number
ADA169847

Entities

People

  • Garth Philip McCormick

Organizations

  • George Washington University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Convergence
  • Convex Programming
  • Differential Equations
  • Engineering
  • Equations
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • New York
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Systems Engineering
  • Trajectories

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research