Accession Number:

AD0420005

Title:

CONVEX PROGRAMMING - DUAL ALGORITHM

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1963-07-16

Pagination or Media Count:

18.0

Abstract:

An algorithm is given for nonlinear programs where the objective as well as inequality constraints are convex functions. This algorithm consists of finding an equivalent generalized linear program where the standard procedure for determining the candidate to enter the basis is replaced by an auxiliary nonlinear program where the nonlinear constraints of the original problem have disappeared. The algorithm described is very close to Dantzigs algorithm, but the relations between the two algorithms are not yet well established.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE