A Guide to SUMT-Version 4: The Computer Program Implementing the Sequential Unconstrained Minimization Technique for Nonlinear Programming

A Guide to SUMT-Version 4: The Computer Program Implementing the Sequential Unconstrained Minimization Technique for Nonlinear Programming

The mathematical programming problem--minimize f(x) subject to g sub j (x) or = 0, for j = 1,2,...,m, and h sub j (x) = 0 for j = m + 1,...,m + p, where f, g sub j, and h sub j may be nonlinear functions--is solved by solving a sequence of unconstrained minimization problems. The algorithm that is i...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Mylander,W Charles, Holmes,Raymond L, McCormick,Garth P
Format: Report
Sprache:eng
Schlagworte:
APPROXIMATION(MATHEMATICS)
Computer Hardware
Computer Programming and Software
COMPUTER PROGRAMS
CONVERGENCE
CONVEX SETS
FORTRAN
FORTRAN 4 PROGRAMMING LANGUAGE
INPUT OUTPUT DEVICES
NONLINEAR PROGRAMMING
Operations Research
OPTIMIZATION
PENALTY FUNCTIONS
SEQUENCES
SUBROUTINES
SUMT 4 COMPUTER PROGRAM
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The mathematical programming problem--minimize f(x) subject to g sub j (x) or = 0, for j = 1,2,...,m, and h sub j (x) = 0 for j = m + 1,...,m + p, where f, g sub j, and h sub j may be nonlinear functions--is solved by solving a sequence of unconstrained minimization problems. The algorithm that is implemented by the code described in this document is discussed in another paper. The mixed interior-exterior penalty function is used and any of several algorithms can be specified for minimizing the penalty function. The program is coded in FORTRAN IV. (Author)