Numerical Optimization

Abstract

In the framework of the proposed continuous approach to constrained optimization problems, we describe two new solution methods which resulted from the research. The first is a continuous inexact method for solving systems of nonlinear equations and complementarity problems (along the lines of the DAFNE Method), and the second is a continuous method for solving the linear programming problems (along the lines of Karmarkar's method) which is shown to be quadratically convergent. Some numerical experience on a number of test problems is reported. Numerical Optimization, Constrained Optimization, Systems of nonlinear equations, Complementarity Problems, Linear Programming, Karmarkar's method.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1992
Accession Number
ADA253433

Entities

People

  • Francesco Zirilli

Organizations

  • Sapienza University of Rome

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Contracts
  • Differential Equations
  • Linear Programming
  • Linear Systems
  • Mathematical Programming
  • New York
  • Nonlinear Systems
  • Numerical Integration
  • Optimization
  • Real Variables
  • Sequences
  • Simplex Method
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Operations Research