CONVEX PROGRAMMING - DUAL ALGORITHM
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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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.
- Operations Research